Form NPORT-P Legg Mason ETF Investmen For: Mar 31

May 19, 2022 5:30 PM EDT

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    NPORT-P
    false
    
      
      
        
          0001645194
          XXXXXXXX
        
      
      
      
      
        S000064209
        C000207671
      
      
    
  
  
    
      Legg Mason ETF Investment Trust
      811-23096
      0001645194
      549300D7ZZ1A7JJ9G964
      620 Eighth Avenue
      47thFloor
      New York
      
      10018
      1-877-721-1926
      Western Asset Short Duration Income ETF
      S000064209
      5493003DQQTPY0OF6U21
      2022-03-31
      2022-03-31
      N
    
    
      36074945.73
      418436.89
      35656508.84
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      59889.00000000
      0.00000000
      0.00000000
      136027.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VAS3
        
          
          
        
        10000.00000000
        PA
        USD
        8615.71000000
        0.024163077879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CL2
        
          
          
        
        200000.00000000
        PA
        USD
        184827.02000000
        0.518354224832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTINET INC
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959EAA7
        
          
          
        
        160000.00000000
        PA
        USD
        145597.80000000
        0.408334424027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
          
        
        140000.00000000
        PA
        USD
        151514.94000000
        0.424929262368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAD3
        
          
          
        
        520000.00000000
        PA
        USD
        515748.29000000
        1.446435186109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BU3
        
          
          
        
        530000.00000000
        PA
        USD
        533376.40000000
        1.495873873668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEC5
        
          
          
        
        20000.00000000
        PA
        USD
        18384.07000000
        0.051558805385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-20
          Fixed
          1.51200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAQ8
        
          
          
        
        400000.00000000
        PA
        USD
        363929.38000000
        1.020653428615
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Fixed
          1.67300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp
        286181AF9
        
          
          
        
        10000.00000000
        PA
        USD
        9644.01000000
        0.027046983324
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON OEI OPERATING LLC
        N/A
        Devon OEI Operating LLC
        812007AE2
        
          
          
        
        20000.00000000
        PA
        USD
        22643.34000000
        0.063504085892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711BA7
        
          
          
        
        90000.00000000
        PA
        USD
        79646.89000000
        0.223372653664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        Tennessee Gas Pipeline Co LLC
        880451AV1
        
          
          
        
        50000.00000000
        PA
        USD
        58779.99000000
        0.164850659563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL PASO NATURAL GAS
        N/A
        El Paso Natural Gas Co LLC
        283695BE3
        
          
          
        
        60000.00000000
        PA
        USD
        70179.63000000
        0.196821372263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BV0
        
          
          
        
        42000.00000000
        PA
        USD
        42349.69000000
        0.118771274523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAY5
        
          
          
        
        60000.00000000
        PA
        USD
        53735.59000000
        0.150703452884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
          
        
        20000.00000000
        PA
        USD
        18767.33000000
        0.052633672253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
          
        
        2227.56000000
        PA
        USD
        2023.82000000
        0.005675878165
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBL9
        
          
          
        
        10000.00000000
        PA
        USD
        9270.19000000
        0.025998591285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AR8
        
          
          
        
        200000.00000000
        PA
        USD
        204617.50000000
        0.573857359165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAP9
        
          
          
        
        10000.00000000
        PA
        USD
        9185.06000000
        0.025759841046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.51200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding
        549300IKIM3YK4H3N895
        Halcyon Loan Advisors Funding 2017-2 Ltd
        40490BAC2
        
          
        
        250000.00000000
        PA
        USD
        248884.01000000
        0.698004426391
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-01-17
          Floating
          1.94129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
          
        
        130000.00000000
        PA
        USD
        118126.26000000
        0.331289472365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US Long Bond
        000000000
        
          
          
        
        -13.00000000
        NC
        USD
        54955.24000000
        0.154124006493
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -2005767.74000000
            USD
            54955.24000000
          
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
          
        
        200000.00000000
        PA
        USD
        180291.92000000
        0.505635368871
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AX3
        
          
          
        
        20000.00000000
        PA
        USD
        17061.69000000
        0.047850141685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAG8
        
          
          
        
        150000.00000000
        PA
        USD
        149726.96000000
        0.419914806219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAV3
        
          
          
        
        150000.00000000
        PA
        USD
        141140.25000000
        0.395833059914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CME Ultra Long Term US Treasury Bond
        000000000
        
          
          
        
        -1.00000000
        NC
        USD
        9833.67000000
        0.027578891820
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -186958.67000000
            USD
            9833.67000000
          
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBK7
        
          
          
        
        90000.00000000
        PA
        USD
        92364.67000000
        0.259040138827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-19
          Fixed
          3.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
          
        
        50000.00000000
        PA
        USD
        49943.22000000
        0.140067610724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAN8
        
          
          
        
        50000.00000000
        PA
        USD
        48199.22000000
        0.135176498115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NAY5
        
          
          
        
        80000.00000000
        PA
        USD
        83956.00000000
        0.235457712298
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-27
          Fixed
          5.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBX3
        
          
          
        
        50000.00000000
        PA
        USD
        50100.50000000
        0.140508708311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-30
          Floating
          2.30629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERG 6/27TL
        000000000
        
          
        
        20000.00000000
        PA
        USD
        19950.00000000
        0.055950514082
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-06-22
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAC7
        
          
          
        
        220000.00000000
        PA
        USD
        219002.38000000
        0.614200288039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
          
        
        70000.00000000
        PA
        USD
        73290.00000000
        0.205544520157
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AC3
        
          
          
        
        180000.00000000
        PA
        USD
        184590.00000000
        0.517689493461
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2023-09-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAP8
        
          
          
        
        240000.00000000
        PA
        USD
        234756.33000000
        0.658382824447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
          
        
        410000.00000000
        PA
        USD
        387620.75000000
        1.087096753468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DT2
        
          
          
        
        200000.00000000
        PA
        USD
        182122.00000000
        0.510767896030
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        Genting New York LLC / GENNY Capital Inc
        37255JAA0
        
          
          
        
        200000.00000000
        PA
        USD
        189167.26000000
        0.530526588704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YH7
        
          
          
        
        200000.00000000
        PA
        USD
        183957.92000000
        0.515916801685
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        Cargill Inc
        141781BN3
        
          
          
        
        230000.00000000
        PA
        USD
        210574.74000000
        0.590564659442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDQ2
        
          
          
        
        50000.00000000
        PA
        USD
        52271.29000000
        0.146596769287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
          
        
        20000.00000000
        PA
        USD
        18222.16000000
        0.051104722792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAF0
        
          
          
        
        10000.00000000
        PA
        USD
        9319.45000000
        0.026136742780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YAZ8
        
          
          
        
        90000.00000000
        PA
        USD
        79907.98000000
        0.224104890241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-24
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NN7
        
          
          
        
        90000.00000000
        PA
        USD
        89219.57000000
        0.250219589361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-17
          Fixed
          3.78500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        UNITED STATES 10 YEAR TREASURY NOTE/BOND
        000000000
        
          
          
        
        -9.00000000
        NC
        USD
        37728.90000000
        0.105812097783
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -1256947.65000000
            USD
            37728.90000000
          
        
        
          N
          N
          N
        
      
      
        BNY CASH RESERVE
        N/A
        BNY CASH RESERVE
        000000000
        
          
        
        2417287.78000000
        NS
        USD
        2417287.78000000
        6.779373131696
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571900BB4
        
          
          
        
        160000.00000000
        PA
        USD
        161640.90000000
        0.453327892322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBD4
        
          
          
        
        106000.00000000
        PA
        USD
        109893.14000000
        0.308199382315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAY5
        
          
          
        
        280000.00000000
        PA
        USD
        280000.00000000
        0.785270373093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AU1
        
          
          
        
        110000.00000000
        PA
        USD
        107552.09000000
        0.301633820861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CN0
        
          
          
        
        40000.00000000
        PA
        USD
        39849.71000000
        0.111759987997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        22304LAA8
        
          
          
        
        10000.00000000
        PA
        USD
        10150.00000000
        0.028466051024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89788MAD4
        
          
          
        
        90000.00000000
        PA
        USD
        83342.28000000
        0.233736511821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-02
          Fixed
          1.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YU8
        
          
          
        
        200000.00000000
        PA
        USD
        190047.16000000
        0.532994300852
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-01-13
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFS8
        
          
          
        
        60000.00000000
        PA
        USD
        55510.59000000
        0.155681506142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 B PTT
        N/A
        United Airlines 2020-1 Class B Pass Through Trust
        90932VAA3
        
          
          
        
        69120.00000000
        PA
        USD
        68217.76000000
        0.191319235167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMAREX ENERGY CO
        11KYOFXPU1C4CQL1CL44
        Cimarex Energy Co
        171798AE1
        
          
          
        
        20000.00000000
        PA
        USD
        18584.16000000
        0.052119965202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-D
        63941HAA0
        
          
        
        40048.40000000
        PA
        USD
        38978.66000000
        0.109317096003
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBF9
        
          
          
        
        220000.00000000
        PA
        USD
        227025.66000000
        0.636701874035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST PIPELINE LLC
        549300FFKMN9OW536A14
        Northwest Pipeline LLC
        667748AF4
        
          
          
        
        20000.00000000
        PA
        USD
        22373.49000000
        0.062747281570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK CORP
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368CC5
        
          
          
        
        10000.00000000
        PA
        USD
        9065.81000000
        0.025425400003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516BZ8
        
          
          
        
        110000.00000000
        PA
        USD
        101566.24000000
        0.284846282780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GVR2
        
          
          
        
        70000.00000000
        PA
        USD
        71697.05000000
        0.201077032868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
          
        
        70000.00000000
        PA
        USD
        70525.00000000
        0.197789975222
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAK5
        
          
          
        
        20000.00000000
        PA
        USD
        19175.60000000
        0.053778680593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
          
        
        320000.00000000
        PA
        USD
        299837.69000000
        0.840905909620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAQ3
        
          
          
        
        10000.00000000
        PA
        USD
        10074.82000000
        0.028255205929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AB9
        
          
          
        
        90000.00000000
        PA
        USD
        91808.65000000
        0.257480760138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CS6
        
          
          
        
        400000.00000000
        PA
        USD
        379736.27000000
        1.064984437214
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-24
          Fixed
          0.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
          
        
        120000.00000000
        PA
        USD
        118573.02000000
        0.332542427336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        Simon Property Group LP
        828807CV7
        
          
          
        
        20000.00000000
        PA
        USD
        20176.58000000
        0.056585966086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAU7
        
          
          
        
        170000.00000000
        PA
        USD
        164013.31000000
        0.459981404057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-16
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY
        5493006NA7JSVYYYF398
        Bon Secours Mercy Health Inc
        09778PAA3
        
          
          
        
        10000.00000000
        PA
        USD
        10045.75000000
        0.028173678037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
          
        
        500000.00000000
        PA
        USD
        518505.57000000
        1.454168080017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EB2
        
          
          
        
        70000.00000000
        PA
        USD
        65191.23000000
        0.182831219659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-08
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2Q6
        
          
          
        
        400000.00000000
        PA
        USD
        365768.10000000
        1.025810186973
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-30
          Fixed
          1.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AN1
        
          
          
        
        60000.00000000
        PA
        USD
        60219.60000000
        0.168888099141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AU4
        
          
          
        
        200000.00000000
        PA
        USD
        197874.48000000
        0.554946309768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKE8
        
          
          
        
        20000.00000000
        PA
        USD
        19125.98000000
        0.053639519465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-06
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DX2
        
          
          
        
        190000.00000000
        PA
        USD
        169205.09000000
        0.474541943405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS
        N/A
        Southern Natural Gas Co LLC
        84346LAC4
        
          
          
        
        20000.00000000
        PA
        USD
        19603.62000000
        0.054979078540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-28
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMJ8
        
          
          
        
        50000.00000000
        PA
        USD
        48401.06000000
        0.135742565872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABA8
        
          
          
        
        200000.00000000
        PA
        USD
        187427.34000000
        0.525646918606
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-09-10
          Fixed
          0.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
          
        
        420000.00000000
        PA
        USD
        390214.34000000
        1.094370572708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FINANCE CANADA
        5493005TTO0UJ33KCK70
        Glencore Finance Canada Ltd
        98417EAT7
        
          
          
        
        120000.00000000
        PA
        USD
        120763.20000000
        0.338684868285
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-10-25
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDG3
        
          
          
        
        150000.00000000
        PA
        USD
        151957.24000000
        0.426169709103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BB9
        
          
          
        
        30000.00000000
        PA
        USD
        30109.99000000
        0.084444582432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAB9
        
          
          
        
        200000.00000000
        PA
        USD
        186508.00000000
        0.523068595517
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2026-09-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468Q5
        
          
          
        
        130000.00000000
        PA
        USD
        125575.90000000
        0.352182263730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B77
        
          
          
        
        400000.00000000
        PA
        USD
        372004.00000000
        1.043298999543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AE4
        
          
          
        
        50000.00000000
        PA
        USD
        50304.50000000
        0.141080833868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBC0
        
          
          
        
        210000.00000000
        PA
        USD
        210434.75000000
        0.590172052301
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-01-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DQ7
        
          
          
        
        180000.00000000
        PA
        USD
        175988.34000000
        0.493565819328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
          
        
        130000.00000000
        PA
        USD
        116106.90000000
        0.325626102434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBD0
        
          
          
        
        490000.00000000
        PA
        USD
        496945.72000000
        1.393702681970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCG8
        
          
          
        
        150000.00000000
        PA
        USD
        150694.50000000
        0.422628307993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAR5
        
          
        
        60000.00000000
        PA
        USD
        60418.89000000
        0.169447015329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160KAP0
        
          
          
        
        10000.00000000
        PA
        USD
        8960.23000000
        0.025129296982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-20
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAMANA GOLD INC
        54930002VY22NXG01418
        Yamana Gold Inc
        98462YAD2
        
          
          
        
        10000.00000000
        PA
        USD
        10150.78000000
        0.028468238563
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
          
        
        680000.00000000
        PA
        USD
        631505.78000000
        1.771081355254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
          
        
        10000.00000000
        PA
        USD
        9972.83000000
        0.027969171196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331ABM0
        
          
          
        
        150000.00000000
        PA
        USD
        147902.92000000
        0.414799218464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2U6
        
          
          
        
        170000.00000000
        PA
        USD
        165213.26000000
        0.463346708286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-02
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR TREE INC
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746AG3
        
          
          
        
        120000.00000000
        PA
        USD
        122758.58000000
        0.344280985417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYM0
        
          
          
        
        100000.00000000
        PA
        USD
        92934.88000000
        0.260639313896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          1.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXS8
        
          
          
        
        40000.00000000
        PA
        USD
        37264.90000000
        0.104510792593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-12
          Fixed
          0.85500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162WAC4
        
          
          
        
        130000.00000000
        PA
        USD
        123508.17000000
        0.346383238342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AH0
        
          
          
        
        350000.00000000
        PA
        USD
        326154.76000000
        0.914713107397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CU2
        
          
          
        
        50000.00000000
        PA
        USD
        49497.20000000
        0.138816731111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636QAR5
        
          
          
        
        140000.00000000
        PA
        USD
        142682.36000000
        0.400157964539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEH4
        
          
          
        
        250000.00000000
        PA
        USD
        225334.70000000
        0.631959514071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AF6
        
          
          
        
        10000.00000000
        PA
        USD
        12688.93000000
        0.035586574268
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-17
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466LAH7
        
          
          
        
        210000.00000000
        PA
        USD
        193180.34000000
        0.541781420236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967ND9
        
          
          
        
        110000.00000000
        PA
        USD
        104676.89000000
        0.293570215944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Fixed
          1.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AH6
        
          
          
        
        80000.00000000
        PA
        USD
        83359.70000000
        0.233785366857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AT6
        
          
          
        
        10000.00000000
        PA
        USD
        9987.50000000
        0.028010313754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAL2
        
          
          
        
        140000.00000000
        PA
        USD
        137524.97000000
        0.385693873219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
          
        
        220000.00000000
        PA
        USD
        221278.09000000
        0.620582601041
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
          
        
        200000.00000000
        PA
        USD
        200460.00000000
        0.562197496394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDC HOLDINGS INC
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676AU2
        
          
          
        
        10000.00000000
        PA
        USD
        8731.48000000
        0.024487759133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        Transcontinental Gas Pipe Line Co LLC
        893574AP8
        
          
          
        
        30000.00000000
        PA
        USD
        29256.51000000
        0.082050966153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAQ8
        
          
          
        
        200000.00000000
        PA
        USD
        201014.39000000
        0.563752303687
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724PAC3
        
          
          
        
        230000.00000000
        PA
        USD
        223188.69000000
        0.625940949523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
          
        
        230000.00000000
        PA
        USD
        234606.95000000
        0.657963882702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
          
        
        310000.00000000
        PA
        USD
        332791.63000000
        0.933326455187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AE3
        
          
          
        
        190000.00000000
        PA
        USD
        191383.54000000
        0.536742228070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746SH5
        
          
          
        
        480000.00000000
        PA
        USD
        473322.98000000
        1.327451832494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABX2
        
          
          
        
        50000.00000000
        PA
        USD
        43736.09000000
        0.122659484685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        74432QCH6
        
          
          
        
        10000.00000000
        PA
        USD
        9415.20000000
        0.026405277202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARSLEY ENERGY LLC/FINAN
        N/A
        Parsley Energy LLC / Parsley Finance Corp
        701885AH8
        
          
          
        
        20000.00000000
        PA
        USD
        20670.01000000
        0.057969808801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
          
        
        135800.00000000
        PA
        USD
        45494.36000000
        0.127590618038
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AX6
        
          
          
        
        310000.00000000
        PA
        USD
        289857.29000000
        0.812915508079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERSHEY COMPANY
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866BE7
        
          
          
        
        10000.00000000
        PA
        USD
        8997.28000000
        0.025233205080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        Extra Space Storage LP
        30225VAH0
        
          
          
        
        50000.00000000
        PA
        USD
        50103.91000000
        0.140518271782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724PAD1
        
          
          
        
        130000.00000000
        PA
        USD
        122996.59000000
        0.344948493280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XAW6
        
          
          
        
        40000.00000000
        PA
        USD
        40013.58000000
        0.112219567483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-10
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAC9
        
          
          
        
        200000.00000000
        PA
        USD
        184398.09000000
        0.517151274757
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-04-03
          Fixed
          1.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AW9
        
          
          
        
        10000.00000000
        PA
        USD
        8740.23000000
        0.024512298832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACA1
        
          
          
        
        170000.00000000
        PA
        USD
        155263.38000000
        0.435441901215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079KAD9
        
          
          
        
        150000.00000000
        PA
        USD
        131085.79000000
        0.367634954359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBD4
        
          
          
        
        70000.00000000
        PA
        USD
        73382.38000000
        0.205803603289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AQ1
        
          
          
        
        280000.00000000
        PA
        USD
        262942.83000000
        0.737432907915
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-05
          Fixed
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASPLUNDH TREE EXPERT LLC
        N/A
        Asplundh Tree Expert LLC
        04538FAD1
        
          
        
        9850.00000000
        PA
        USD
        9728.25000000
        0.027283237525
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-04
          Floating
          2.20510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
          
        
        40000.00000000
        PA
        USD
        40265.75000000
        0.112926787590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        Tennessee Gas Pipeline Co LLC
        880451AZ2
        
          
          
        
        120000.00000000
        PA
        USD
        112569.86000000
        0.315706342718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCU8
        
          
          
        
        190000.00000000
        PA
        USD
        179123.13000000
        0.502357454017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AG5
        
          
          
        
        60000.00000000
        PA
        USD
        61841.98000000
        0.173438123955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLOROX COMPANY
        54930044KVSC06Z79I06
        Clorox Co/The
        189054AX7
        
          
          
        
        10000.00000000
        PA
        USD
        8779.15000000
        0.024621451414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARSLEY ENERGY LLC/FINAN
        N/A
        Parsley Energy LLC / Parsley Finance Corp
        701885AJ4
        
          
          
        
        10000.00000000
        PA
        USD
        9946.46000000
        0.027895215554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DE7
        
          
          
        
        80000.00000000
        PA
        USD
        79736.11000000
        0.223622874459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SkyMiles IP Ltd
        2549008L7P4I8VB90936
        SkyMiles IP Ltd
        24736CBS2
        
          
          
        
        10000.00000000
        PA
        USD
        10310.90000000
        0.028917301035
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
          
        
        4718.39000000
        PA
        USD
        1611.66000000
        0.004519960176
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AP4
        
          
          
        
        40000.00000000
        PA
        USD
        36200.00000000
        0.101524241092
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
          
        
        450000.00000000
        PA
        USD
        416228.55000000
        1.167328388395
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NA5
        
          
          
        
        470000.00000000
        PA
        USD
        431642.22000000
        1.210556596936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Fixed
          1.46200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCB5
        
          
          
        
        5000.00000000
        PA
        USD
        4707.42000000
        0.013202133784
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
          
        
        60000.00000000
        PA
        USD
        56490.00000000
        0.158428297771
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        CIFC Funding 2021-IV Ltd
        12547DAA4
        
          
        
        110000.00000000
        PA
        USD
        108880.58000000
        0.305359620283
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.29129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAT1
        
          
          
        
        140000.00000000
        PA
        USD
        139397.61000000
        0.390945761475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160KAN5
        
          
          
        
        20000.00000000
        PA
        USD
        18588.55000000
        0.052132277120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJB6
        
          
          
        
        130000.00000000
        PA
        USD
        119933.64000000
        0.336358336533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABR7
        
          
          
        
        90000.00000000
        PA
        USD
        85909.73000000
        0.240937020462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAN0
        
          
          
        
        190000.00000000
        PA
        USD
        174345.52000000
        0.488958469777
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78016EZT7
        
          
          
        
        160000.00000000
        PA
        USD
        146664.68000000
        0.411326528511
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-07-14
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875PAU5
        
          
          
        
        40000.00000000
        PA
        USD
        43308.22000000
        0.121459507419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY OHIO INC
        L6KC0HABGHNFU1Z6QY21
        Duke Energy Ohio Inc
        26442EAH3
        
          
          
        
        10000.00000000
        PA
        USD
        9087.94000000
        0.025487464408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AL5
        
          
          
        
        140000.00000000
        PA
        USD
        141680.00000000
        0.397346808785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDQ1
        
          
          
        
        30000.00000000
        PA
        USD
        28344.14000000
        0.079492190688
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMFAM HOLDINGS INC
        N/A
        AmFam Holdings Inc
        03115AAA1
        
          
          
        
        150000.00000000
        PA
        USD
        138487.33000000
        0.388392847492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-11
          Fixed
          2.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AB7
        
          
          
        
        60000.00000000
        PA
        USD
        54252.60000000
        0.152153426583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280DC0
        
          
          
        
        200000.00000000
        PA
        USD
        205535.63000000
        0.576432288764
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-03-29
          Fixed
          4.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAG0
        
          
          
        
        40000.00000000
        PA
        USD
        40835.90000000
        0.114525794387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BP3
        
          
          
        
        80000.00000000
        PA
        USD
        72558.10000000
        0.203491879492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAT8
        
          
          
        
        70000.00000000
        PA
        USD
        70566.30000000
        0.197905802602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBR0
        
          
          
        
        200000.00000000
        PA
        USD
        187405.87000000
        0.525586705195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI Direct Lending Fund CLO
        N/A
        ABPCI Direct Lending Fund IX LLC
        000806AJ8
        
          
        
        270000.00000000
        PA
        USD
        268658.90000000
        0.753463837992
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-11-18
          Floating
          1.66757000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAM1
        
          
          
        
        90000.00000000
        PA
        USD
        87414.30000000
        0.245156642766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
          
        
        120000.00000000
        PA
        USD
        112283.60000000
        0.314903515943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AA9
        
          
          
        
        600000.00000000
        PA
        USD
        598659.55000000
        1.678962886373
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
          
        
        180000.00000000
        PA
        USD
        169665.75000000
        0.475833881441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550AQ9
        
          
          
        
        10000.00000000
        PA
        USD
        12405.07000000
        0.034790478382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DB8
        
          
          
        
        10000.00000000
        PA
        USD
        10737.50000000
        0.030113716539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJD2
        
          
          
        
        10000.00000000
        PA
        USD
        9371.71000000
        0.026283307886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-19
          Fixed
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAV3
        
          
          
        
        200000.00000000
        PA
        USD
        197058.21000000
        0.552657050313
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-12-20
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851EC4
        
          
          
        
        150000.00000000
        PA
        USD
        139592.39000000
        0.391492029201
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBR3
        
          
          
        
        10000.00000000
        PA
        USD
        9291.41000000
        0.026058103561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2078-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CT0
        
          
          
        
        50000.00000000
        PA
        USD
        51583.49000000
        0.144667808706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBE3
        
          
          
        
        150000.00000000
        PA
        USD
        141295.71000000
        0.396269053243
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        -80.00000000
        NC
        USD
        230515.65000000
        0.646489680283
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            -10060515.65000000
            USD
            230515.65000000
          
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAH6
        
          
          
        
        70000.00000000
        PA
        USD
        65161.03000000
        0.182746522640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBV0
        
          
          
        
        380000.00000000
        PA
        USD
        376428.27000000
        1.055707028663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EBAY INC
        OML71K8X303XQONU6T67
        eBay Inc
        278642AY9
        
          
          
        
        20000.00000000
        PA
        USD
        18374.09000000
        0.051530816105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-10
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        Astrazeneca Finance LLC
        04636NAA1
        
          
          
        
        110000.00000000
        PA
        USD
        101983.54000000
        0.286016616090
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AX8
        
          
          
        
        20000.00000000
        PA
        USD
        19718.40000000
        0.055300983302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DB8
        
          
          
        
        70000.00000000
        PA
        USD
        67430.53000000
        0.189111419467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
          
        
        280000.00000000
        PA
        USD
        252531.24000000
        0.708233218044
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANKUNITED INC
        96OVUWEW5D4YX6PFXD91
        BankUnited Inc
        06652KAA1
        
          
          
        
        40000.00000000
        PA
        USD
        41745.09000000
        0.117075651425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBX0
        
          
          
        
        150000.00000000
        PA
        USD
        144181.95000000
        0.404363620249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXM1
        
          
          
        
        400000.00000000
        PA
        USD
        366255.12000000
        1.027176052606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-09
          Fixed
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300LGCRX4YI1JNS93
        Neuberger Berman Loan Advisers Clo 42 Ltd
        64133WAA3
        
          
        
        210000.00000000
        PA
        USD
        207795.00000000
        0.582768775632
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-07-16
          Floating
          1.34129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2007-1
        N/A
        Continental Airlines 2007-1 Class B Pass Through Trust
        21079RAA0
        
          
          
        
        26539.74000000
        PA
        USD
        26539.02000000
        0.074429664774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-19
          Fixed
          6.90300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142ER0
        
          
          
        
        250000.00000000
        PA
        USD
        232764.28000000
        0.652796046423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-17
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBL6
        
          
          
        
        40000.00000000
        PA
        USD
        40982.08000000
        0.114935761613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAC7
        
          
          
        
        20000.00000000
        PA
        USD
        20263.53000000
        0.056829820583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MX6
        
          
          
        
        20000.00000000
        PA
        USD
        19065.55000000
        0.053470041291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        Equifax Inc
        294429AT2
        
          
          
        
        30000.00000000
        PA
        USD
        26833.04000000
        0.075254254757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CJ1
        
          
          
        
        90000.00000000
        PA
        USD
        89733.82000000
        0.251661822537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZR8
        
          
          
        
        90000.00000000
        PA
        USD
        89873.98000000
        0.252054906450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKETMTGE CO-ISSUER INC
        N/A
        Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
        77313LAA1
        
          
          
        
        20000.00000000
        PA
        USD
        18362.90000000
        0.051499433335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AK6
        
          
          
        
        120000.00000000
        PA
        USD
        120399.97000000
        0.337666176294
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-12
          Floating
          0.97829000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBB6
        
          
          
        
        10000.00000000
        PA
        USD
        9918.93000000
        0.027818006649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAM1
        
          
          
        
        320000.00000000
        PA
        USD
        319524.60000000
        0.896118578052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBQ9
        
          
          
        
        200000.00000000
        PA
        USD
        176802.00000000
        0.495847758941
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-01
          Fixed
          4.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826CAN2
        
          
          
        
        10000.00000000
        PA
        USD
        8577.31000000
        0.024055383656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967HB0
        
          
          
        
        160000.00000000
        PA
        USD
        170838.38000000
        0.479122565718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEC2
        
          
          
        
        150000.00000000
        PA
        USD
        139386.56000000
        0.390914771340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAM7
        
          
          
        
        200000.00000000
        PA
        USD
        173700.00000000
        0.487148085022
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-03-08
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAL6
        
          
          
        
        340000.00000000
        PA
        USD
        324802.22000000
        0.910919858860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807AV0
        
          
          
        
        90000.00000000
        PA
        USD
        81560.99000000
        0.228740818025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDV0
        
          
          
        
        230000.00000000
        PA
        USD
        224142.19000000
        0.628615075597
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCN0
        
          
          
        
        180000.00000000
        PA
        USD
        180299.89000000
        0.505657721032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 Year US Treasury Note
        000000000
        
          
          
        
        16.00000000
        NC
        USD
        -35418.28000000
        -0.09933187839
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            3426168.30000000
            USD
            -35418.28000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
          
        
        170000.00000000
        PA
        USD
        155336.83000000
        0.435647894461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YBD6
        
          
          
        
        80000.00000000
        PA
        USD
        75292.31000000
        0.211160072731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-10
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EH9
        
          
          
        
        180000.00000000
        PA
        USD
        164581.54000000
        0.461575026143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-05
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
          
        
        690000.00000000
        PA
        USD
        726449.18000000
        2.037353637900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKA6
        
          
          
        
        40000.00000000
        PA
        USD
        35600.61000000
        0.099843229632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO EDISON COMPANY
        N/A
        Toledo Edison Co/The
        889175BF1
        
          
          
        
        8000.00000000
        PA
        USD
        7589.67000000
        0.021285510687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        90000.00000000
        PA
        USD
        89828.74000000
        0.251928029194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612GAA9
        
          
          
        
        60000.00000000
        PA
        USD
        60547.45000000
        0.169807566612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        114.00000000
        NC
        USD
        -271488.82000000
        -0.76140045347
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            13345863.82000000
            USD
            -271488.82000000
          
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AG2
        
          
          
        
        100000.00000000
        PA
        USD
        99875.00000000
        0.280103137545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Variable
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAF6
        
          
          
        
        10000.00000000
        PA
        USD
        9971.05000000
        0.027964179120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CP5
        
          
          
        
        190000.00000000
        PA
        USD
        175237.68000000
        0.491460565548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBE2
        
          
          
        
        12000.00000000
        PA
        USD
        12704.28000000
        0.035629623912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DM9
        
          
          
        
        150000.00000000
        PA
        USD
        136394.71000000
        0.382524017177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-21
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
          
        
        110000.00000000
        PA
        USD
        110842.23000000
        0.310861140380
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAC0
        
          
          
        
        200000.00000000
        PA
        USD
        187346.00000000
        0.525418797562
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG INDUSTRIES INC
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506BU0
        
          
          
        
        60000.00000000
        PA
        USD
        55549.37000000
        0.155790266089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCB0
        
          
          
        
        540000.00000000
        PA
        USD
        502944.10000000
        1.410525360900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Fixed
          1.57800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BR6
        
          
          
        
        200000.00000000
        PA
        USD
        184491.67000000
        0.517413723334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-03
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL CLO 6 LTD
        5493008ZSC34VKNPZN79
        AGL CLO 6 LTD
        00119VAN9
        
          
        
        100000.00000000
        PA
        USD
        99031.40000000
        0.277737230092
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA G
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAK8
        
          
          
        
        30000.00000000
        PA
        USD
        26561.40000000
        0.074492430313
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
          
        
        160000.00000000
        PA
        USD
        155712.50000000
        0.436701474894
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
          
        
        170000.00000000
        PA
        USD
        163253.13000000
        0.457849451084
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABB0
        
          
          
        
        20000.00000000
        PA
        USD
        20132.35000000
        0.056461921413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAMANA GOLD INC
        54930002VY22NXG01418
        Yamana Gold Inc
        98462YAF7
        
          
          
        
        10000.00000000
        PA
        USD
        8957.38000000
        0.025121304051
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-08-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WDQ3
        
          
          
        
        70000.00000000
        PA
        USD
        65366.28000000
        0.183322153869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-24
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        TSMC Arizona Corp
        872898AA9
        
          
          
        
        400000.00000000
        PA
        USD
        374856.78000000
        1.051299726740
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AU5
        
          
          
        
        140000.00000000
        PA
        USD
        130722.20000000
        0.366615252734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.26800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AT4
        
          
          
        
        60000.00000000
        PA
        USD
        55643.56000000
        0.156054425433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
          
        
        330000.00000000
        PA
        USD
        306586.50000000
        0.859833197287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO
        9N0FWODEJVKHC2DYLO03
        DTE Electric Co
        23338VAM8
        
          
          
        
        40000.00000000
        PA
        USD
        38030.20000000
        0.106657104795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BR5
        
          
          
        
        360000.00000000
        PA
        USD
        335223.36000000
        0.940146332060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-13
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBK1
        
          
          
        
        140000.00000000
        PA
        USD
        141397.92000000
        0.396555704975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
          
        
        150000.00000000
        PA
        USD
        140150.02000000
        0.393055923194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBZ1
        
          
          
        
        60000.00000000
        PA
        USD
        59584.98000000
        0.167108283840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2B0
        
          
          
        
        20000.00000000
        PA
        USD
        19146.43000000
        0.053696872248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAK3
        
          
          
        
        40000.00000000
        PA
        USD
        36000.00000000
        0.100963333683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
          
        
        60000.00000000
        PA
        USD
        53912.47000000
        0.151199519397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-01
      Legg Mason ETF Investment Trust
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer
    
  





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