0001752724-22-038833.txt : 20220222
0001752724-22-038833.hdr.sgml : 20220222
20220222150433
ACCESSION NUMBER: 0001752724-22-038833
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220222
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DELAWARE GROUP LIMITED-TERM GOVERNMENT FUNDS
CENTRAL INDEX KEY: 0000357059
IRS NUMBER: 232448704
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03363
FILM NUMBER: 22657659
BUSINESS ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
BUSINESS PHONE: 18005231918
MAIL ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP LIMITED TERM GOVERNMENT FUNDS
DATE OF NAME CHANGE: 19991223
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP LIMITED TERM GOVERNMENT FUNDS INC
DATE OF NAME CHANGE: 19950828
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP TREASURY RESERVES INC
DATE OF NAME CHANGE: 19920703
0000357059
S000002397
DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND
C000006359
DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS A
DTRIX
C000006361
DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS C
DTICX
C000006362
DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS R
DLTRX
C000006363
DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND INSTITUTIONAL CLASS
DTINX
C000190626
DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS R6
DLTZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000357059
XXXXXXXX
S000002397
C000006359
C000006361
C000006362
C000190626
C000006363
Delaware Group Limited-Term Government Funds
811-03363
0000357059
549300TW15BLCQFHDO16
100 Independence
610 Market Street
Philadelphia
19106
800-523-1918
Delaware Limited-Term Diversified Income Fund
S000002397
CPYJ7BXGHNWDE01BCD50
2021-12-31
2021-12-31
N
493563756.74
2332740.85
491231015.89
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
300328.84000000
USD
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
200000.00000000
PA
USD
199801.10000000
0.040673551452
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2B7
200000.00000000
PA
USD
218607.40000000
0.044501953852
Long
DBT
CORP
CA
N
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8BP1
253981.02000000
PA
USD
261999.23000000
0.053335237703
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J94R9
388377.92000000
PA
USD
426394.33000000
0.086801182378
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CH5
500000.00000000
PA
USD
497715.45000000
0.101320037599
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.68000000
N
N
N
N
N
N
Octagon Investment Partners 33
549300IDWDG12HO3TO90
Octagon Investment Partners 33 Ltd
675711AA3
2650000.00000000
PA
USD
2648632.60000000
0.539182688862
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.32150000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO IX Ltd
08181BAQ2
500000.00000000
PA
USD
500738.00000000
0.101935338731
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
1.24150000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAK1
200000.00000000
PA
USD
201239.00000000
0.040966265054
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.80000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 3 YEAR US TREASURY NOTE
000000000
78.00000000
NC
USD
-23946.59000000
-0.00487481230
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
2022-03-31
17796977.84000000
USD
-23946.59000000
N
N
N
CLEAR CHANNEL INTL BV
N/A
Clear Channel International BV
18452MAB2
675000.00000000
PA
USD
702678.38000000
0.143044383858
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WLUP9
101015.04000000
PA
USD
108524.58000000
0.022092371305
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
4345000.00000000
PA
USD
4546330.35000000
0.925497414238
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
315000.00000000
PA
USD
308794.94000000
0.062861450114
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
200000.00000000
PA
USD
208459.20000000
0.042436082669
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAH0
580000.00000000
PA
USD
581026.14000000
0.118279612077
Long
DBT
CORP
CH
N
2
2022-02-01
Fixed
2.65000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
240059.89830000
PA
USD
238064.28000000
0.048462794957
Long
LON
CORP
US
N
2
2027-02-01
Floating
1.85190000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
200000.00000000
PA
USD
203987.00000000
0.041525675985
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AU97
111238.23000000
PA
USD
121092.07000000
0.024650737857
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDN8
47790000.00000000
PA
USD
47847868.91000000
9.740400618497
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6MU2
143462.95000000
PA
USD
155767.08000000
0.031709536849
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAA3
330635.25000000
PA
USD
330635.22000000
0.067307480453
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
0.94967000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X72U2
3839196.45000000
PA
USD
4347584.76000000
0.885038733175
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
WELBILT INC
549300UR3W71YLZWI068
Welbilt Inc
563568AB0
597000.00000000
PA
USD
603701.33000000
0.122895605218
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
476000.00000000
PA
USD
560897.32000000
0.114181984006
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
GOODMAN HK FINANCE
213800SL4LTTO1S5AU13
Goodman HK Finance
000000000
200000.00000000
PA
USD
212651.00000000
0.043289408266
Long
DBT
CORP
KY
N
2
2024-06-19
Fixed
4.37500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-6
89172RAR6
4814.08000000
PA
USD
4810.53000000
0.000979280591
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
2.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
1485000.00000000
PA
USD
1486124.59000000
0.302530691655
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXX7
4905000.00000000
PA
USD
4934936.69000000
1.004606087638
Long
DBT
CORP
US
N
2
2027-03-09
Floating
0.85956600
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AJ1
1237000.00000000
PA
USD
1272724.56000000
0.259088803196
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAB0
250000.00000000
PA
USD
266847.50000000
0.054322201035
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
340000.00000000
PA
USD
356115.39000000
0.072494483955
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4V45
986926.89000000
PA
USD
1072606.65000000
0.218350758666
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAB6
200000.00000000
PA
USD
197188.40000000
0.040141683570
Long
DBT
CORP
TR
N
2
2024-06-19
Fixed
4.87500000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
200000.00000000
PA
USD
208835.46000000
0.042512677995
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412AEK4
250000.00000000
PA
USD
253110.00000000
0.051525655305
Long
DBT
NUSS
NG
N
2
2022-06-27
Fixed
5.62500000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
200000.00000000
PA
USD
202600.00000000
0.041243324107
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGF5
3135000.00000000
PA
USD
3123705.85000000
0.635893449101
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAE6
4725000.00000000
PA
USD
4705725.31000000
0.957945479373
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
1.02000000
N
N
N
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
3850000.00000000
PA
USD
3801948.15000000
0.773963375075
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
1247000.00000000
PA
USD
1384637.63000000
0.281870970116
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
947000.00000000
PA
USD
993928.59000000
0.202334249640
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AA3
910000.00000000
PA
USD
916474.74000000
0.186566953297
Long
DBT
CORP
US
N
2
2023-04-23
Fixed
1.20000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAG2
650000.00000000
PA
USD
651784.97000000
0.132684001806
Long
DBT
CORP
FR
N
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
2660000.00000000
PA
USD
2669216.63000000
0.543372984127
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
3625000.00000000
PA
USD
3763624.35000000
0.766161791144
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
2825000.00000000
PA
USD
2910870.40000000
0.592566492310
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
200000.00000000
PA
USD
198743.00000000
0.040458153815
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
2809357.00000000
NS
USD
2809357.00000000
0.571901388374
Long
STIV
RF
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
2850000.00000000
PA
USD
2965083.29000000
0.603602621595
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
86074QAP7
200000.00000000
PA
USD
196605.00000000
0.040022920711
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
4.00000000
N
N
N
N
N
N
AEROVIAS DE MEXICO S.A.
549300TK6ZHQ3FJ26B03
Aerovias de Mexico SA de CV
008065AD6
200000.00000000
PA
USD
191703.00000000
0.039025019552
Long
DBT
CORP
MX
N
2
2025-02-05
Fixed
7.00000000
Y
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBG9
735000.00000000
PA
USD
729613.41000000
0.148527553513
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X74B2
142303.81000000
PA
USD
146417.30000000
0.029806200191
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
200000.00000000
PA
USD
192967.00000000
0.039282332295
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AZ68
291378.52000000
PA
USD
307372.08000000
0.062571798208
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
175000.00000000
PA
USD
182708.75000000
0.037194058210
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Dryden Senior Loan Fund
2549001LFFVBUD1OX384
Dryden 83 CLO Ltd
26246EAC2
3100000.00000000
PA
USD
3099218.80000000
0.630908615243
Long
ABS-CBDO
CORP
KY
N
2
2032-01-18
Floating
1.34225000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
2735000.00000000
PA
USD
2727248.46000000
0.555186535821
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCM43
2000000.00000000
PA
USD
2092760.60000000
0.426023710292
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
3.13600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUE0
3956479.67000000
PA
USD
4099413.83000000
0.834518525377
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320WAL0
1500000.00000000
PA
USD
1500051.00000000
0.305365693833
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.15150000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAB9
250000.00000000
PA
USD
249143.30000000
0.050718153361
Long
DBT
CORP
KR
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
46591HAU4
1521010.56000000
PA
USD
1518168.86000000
0.309053950359
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
0.84000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAC9
835000.00000000
PA
USD
883607.02000000
0.179876064706
Long
DBT
CORP
MA
N
2
2025-10-22
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
2155000.00000000
PA
USD
2161650.55000000
0.440047651731
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
NORDEA BANK ABP
6SCPQ280AIY8EP3XFW53
Nordea Bank Abp
65559CAC5
3580000.00000000
PA
USD
3538047.41000000
0.720241046585
Long
DBT
CORP
FI
N
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBC6
853000.00000000
PA
USD
923395.70000000
0.187975854563
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2W1
615105.86000000
PA
USD
635074.78000000
0.129282304955
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
743000.00000000
PA
USD
817437.46000000
0.166405913624
Long
DBT
CORP
US
N
2
2025-01-23
Variable
6.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCA2
1310000.00000000
PA
USD
1312885.54000000
0.267264382242
Long
DBT
CORP
US
N
2
2024-03-16
Floating
0.62937500
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2A5
2145000.00000000
PA
USD
2127723.31000000
0.433141076433
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAJ1
2885000.00000000
PA
USD
2871052.47000000
0.584460748024
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAD5
610000.00000000
PA
USD
615215.50000000
0.125239547198
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K720 Mortgage Trust
357081AE8
2700000.00000000
PA
USD
2730219.75000000
0.555791401944
Long
ABS-MBS
CORP
US
N
2
2022-07-25
Variable
3.38962600
N
N
N
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
SURA Asset Management SA
86425QAA6
620000.00000000
PA
USD
654428.60000000
0.133222166115
Long
DBT
CORP
CO
N
2
2024-04-17
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5YV9
37537.24000000
PA
USD
39773.05000000
0.008096608054
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
4000000.00000000
PA
USD
4012088.40000000
0.816741669442
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYEU6
6337398.40000000
PA
USD
6267802.36000000
1.275937829097
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
1.00000000
N
N
N
N
N
N
UNIFY Auto Receivables Trust
N/A
UNIFY Auto Receivables Trust 2021-1
90775QAC0
400000.00000000
PA
USD
398758.24000000
0.081175297792
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
0.51000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAA1
150000.00000000
PA
USD
153759.75000000
0.031300904264
Long
DBT
CORP
MX
N
2
2022-11-09
Fixed
4.12500000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AL3
215000.00000000
PA
USD
233960.27000000
0.047627340789
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDF0
2695000.00000000
PA
USD
2707766.75000000
0.551220640067
Long
DBT
CORP
US
N
2
2024-03-08
Floating
0.80958400
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
415000.00000000
PA
USD
417796.27000000
0.085050873516
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
CBAM CLO Management
N/A
CBAM 2020-13 Ltd
12511AAA2
3000000.00000000
PA
USD
3006954.00000000
0.612126250731
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
1.56150000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31394JY35
275666.67000000
PA
USD
311951.96000000
0.063504125331
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCF1
955000.00000000
PA
USD
968031.17000000
0.197062306468
Long
DBT
CORP
US
N
2
2027-04-22
Floating
0.93415700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5Z22
11227.46000000
PA
USD
12385.85000000
0.002521390058
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
26139PAA1
615000.00000000
PA
USD
636766.70000000
0.129626729461
Long
DBT
CORP
KY
N
2
2023-05-31
Fixed
3.90800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6E23
791952.78000000
PA
USD
873999.80000000
0.177920320934
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188GAT0
2200000.00000000
PA
USD
2197111.40000000
0.447266424335
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.15150000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-2 Ltd
13887WAJ9
2800000.00000000
PA
USD
2799297.20000000
0.569853512797
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.30441000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAC7
200000.00000000
PA
USD
210765.00000000
0.042905474854
Long
DBT
CORP
MX
N
2
2028-10-01
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCSJ5
156715.81000000
PA
USD
170204.26000000
0.034648516582
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVG1
579504.40000000
PA
USD
598316.85000000
0.121799485506
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AR4
2985000.00000000
PA
USD
3246408.09000000
0.660871969600
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
2041000.00000000
PA
USD
2335502.42000000
0.475438713039
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYT66
276786.10000000
PA
USD
289318.86000000
0.058896700460
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.00000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
1945000.00000000
PA
USD
1917254.96000000
0.390295990680
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
885000.00000000
PA
USD
930763.26000000
0.189475670283
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
1960000.00000000
PA
USD
1955955.54000000
0.398174275794
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAF2
880000.00000000
PA
USD
881749.35000000
0.179497898438
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
3.66600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
1195000.00000000
PA
USD
1205822.40000000
0.245469516580
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-30.00000000
NC
USD
-15305.40000000
-0.00311572345
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
2022-03-31
-3613991.40000000
USD
-15305.40000000
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
930000.00000000
PA
USD
976185.38000000
0.198722260692
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESAD0
776562.05000000
PA
USD
882831.31000000
0.179718153260
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
1232000.00000000
PA
USD
1301281.52000000
0.264902149478
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J83Y7
297530.94000000
PA
USD
343590.93000000
0.069944877030
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
2305000.00000000
PA
USD
2264000.27000000
0.460883005503
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
4115000.00000000
PA
USD
4077347.75000000
0.830026528885
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAF5
200000.00000000
PA
USD
198136.06000000
0.040334598913
Long
DBT
CORP
KR
N
2
2024-07-28
Fixed
0.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
1723000.00000000
PA
USD
1771960.94000000
0.360718456832
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAD2
3310000.00000000
PA
USD
3350336.98000000
0.682028795337
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.40000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAX9
244032.90490000
PA
USD
244242.53000000
0.049720502594
Long
LON
CORP
US
N
2
2024-09-19
Floating
3.75000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
556000.00000000
PA
USD
596432.32000000
0.121415851342
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
875000.00000000
PA
USD
903374.41000000
0.183900116397
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
620000.00000000
PA
USD
607131.84000000
0.123593954852
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QK6D5
634031.39000000
PA
USD
673078.28000000
0.137018685349
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLN26
2595438.88000000
PA
USD
2692363.99000000
0.548085097013
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Fixed
3.13900000
N
N
N
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
1194000.00000000
PA
USD
1204262.43000000
0.245151953163
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
XP INC
5493008KDA8NBZRJST80
XP Inc
98379XAA2
200000.00000000
PA
USD
192015.00000000
0.039088533457
Long
DBT
CORP
KY
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
BANK OF CHINA
54930053HGCFWVHYZX42
Bank of China Ltd
061202AA5
200000.00000000
PA
USD
218304.78000000
0.044440349436
Long
DBT
CORP
CN
N
2
2024-11-13
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9UD2
19769.37000000
PA
USD
22618.90000000
0.004604534174
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
6.00000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BA5
580000.00000000
PA
USD
597082.97000000
0.121548304297
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
2900000.00000000
PA
USD
2899272.10000000
0.590205423968
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.27691000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L2PU1
77544.93000000
PA
USD
77479.82000000
0.015772583060
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAK4
200000.00000000
PA
USD
204971.14000000
0.041726017570
Long
DBT
CORP
KR
N
2
2023-03-25
Fixed
2.87500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
4345000.00000000
PA
USD
4457625.01000000
0.907439649738
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6Q38
133630.22000000
PA
USD
143876.21000000
0.029288909972
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCBM7
153873.99000000
PA
USD
162612.88000000
0.033103137778
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com Inc
47215PAC0
430000.00000000
PA
USD
460460.73000000
0.093736086506
Long
DBT
CORP
KY
N
2
2026-04-29
Fixed
3.87500000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
5745000.00000000
PA
USD
5689700.93000000
1.158253600842
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
7650000.00000000
PA
USD
8069450.27000000
1.642699668582
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02300000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD48
2900000.00000000
PA
USD
2929514.17000000
0.596361808444
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.50000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAA6
1500000.00000000
PA
USD
1497264.00000000
0.304798343664
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.11150000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
1705000.00000000
PA
USD
1705518.49000000
0.347192753476
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
0.44978000
N
N
N
N
N
N
Sound Point CLO LTD
5493001O6AOY43J70E72
Sound Point Clo XXI Ltd
83613HAA5
3200000.00000000
PA
USD
3200230.40000000
0.651471567649
Long
ABS-CBDO
CORP
KY
N
2
2031-10-26
Floating
1.30488000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2021-2
24702VAC6
1800000.00000000
PA
USD
1793327.58000000
0.365068068177
Long
ABS-O
CORP
US
N
2
2026-12-22
Fixed
0.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9HW8
330911.75000000
PA
USD
330186.03000000
0.067216038751
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
CIFC Funding Ltd
549300QSQ98IRWUWDV20
CIFC Funding 2013-IV Ltd
12549FBM0
2900000.00000000
PA
USD
2902436.00000000
0.590849499749
Long
ABS-CBDO
CORP
KY
N
2
2031-04-27
Floating
1.19450000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
1955000.00000000
PA
USD
2163740.82000000
0.440473168429
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAE5
180000.00000000
PA
USD
176266.94000000
0.035882697610
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.70000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KAA7
593213.56000000
PA
USD
593037.97000000
0.120724862807
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
0.69967000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
400000.00000000
PA
USD
401277.68000000
0.081688180717
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
Hyundai Auto Lease Securitizat
N/A
Hyundai Auto Lease Securitization Trust 2021-A
44891TAE6
4100000.00000000
PA
USD
4079372.49000000
0.830438705627
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.61000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
5580000.00000000
PA
USD
5582364.25000000
1.136403050586
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.69981000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVBU3
91372.69000000
PA
USD
91319.32000000
0.018589892951
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBQU2
1134067.04000000
PA
USD
1259033.97000000
0.256301806944
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1515000.00000000
PA
USD
1669530.61000000
0.339866693265
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
930000.00000000
PA
USD
931579.14000000
0.189641759145
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCX7
1060000.00000000
PA
USD
1045135.20000000
0.212758389880
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
1240000.00000000
PA
USD
1286196.20000000
0.261831227751
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAC2
150000.00000000
PA
USD
155441.25000000
0.031643207568
Long
DBT
CORP
MX
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
2535000.00000000
PA
USD
2514571.45000000
0.511891832693
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300K65HYRGER5BW54
Carlyle Global Market Strategies CLO 2014-2R Ltd
14314LAC9
985635.57000000
PA
USD
984535.60000000
0.200422116713
Long
ABS-CBDO
CORP
KY
N
2
2031-05-15
Floating
1.20600000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFN4
1375000.00000000
PA
USD
1373747.79000000
0.279654123123
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
0.74967000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
268270AD7
1540000.00000000
PA
USD
1642379.20000000
0.334339475088
Long
DBT
CORP
CL
N
2
2025-01-29
Fixed
4.50000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
365625.00000000
PA
USD
382997.67000000
0.077966915282
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
TURK SISE VE CAM FABRIKA
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
90016AAB6
200000.00000000
PA
USD
204600.00000000
0.041650464523
Long
DBT
CORP
TR
N
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2018-2
14314XAE9
1850000.00000000
PA
USD
1870226.05000000
0.380722305697
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.37000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
2035000.00000000
PA
USD
2028916.77000000
0.413027008549
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-B
60700KAB8
3075026.02000000
PA
USD
3072815.38000000
0.625533665546
Long
ABS-O
CORP
US
N
2
2023-08-14
Fixed
0.38000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
744000.00000000
PA
USD
785675.16000000
0.159940055612
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
53500.00000000
0.010891006119
Long
DBT
CORP
KY
N
2
2024-06-30
Fixed
9.37500000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
605000.00000000
PA
USD
614398.80000000
0.125073291409
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
1955000.00000000
PA
USD
2123358.54000000
0.432252539297
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
215000.00000000
PA
USD
216087.53000000
0.043988983392
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PY3
102114.24000000
PA
USD
107973.79000000
0.021980246871
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEZW5
723234.92000000
PA
USD
786054.45000000
0.160017267756
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
460000.00000000
PA
USD
469775.00000000
0.095632194385
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74733LAE2
200000.00000000
PA
USD
225040.00000000
0.045811439571
Long
DBT
CORP
BM
N
2
2025-10-19
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMNW7
1014794.40000000
PA
USD
1125160.39000000
0.229049134440
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
12205000.00000000
PA
USD
12208336.85000000
2.485253669881
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBU8
1810000.00000000
PA
USD
1790947.40000000
0.364583534440
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.75000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
3133TQCA3
3091.45000000
PA
USD
3350.17000000
0.000681994803
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
8.61000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
886000.00000000
PA
USD
940289.66000000
0.191414961511
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
350000.00000000
PA
USD
362198.80000000
0.073732884993
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.73700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053FAA7
340000.00000000
PA
USD
357535.09000000
0.072783492579
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAQ8
3905000.00000000
PA
USD
4029576.14000000
0.820301652309
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
250000.00000000
PA
USD
250401.25000000
0.050974234504
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306SAA4
1990000.00000000
PA
USD
2010284.27000000
0.409233986652
Long
DBT
CORP
US
N
2
2022-05-22
Fixed
3.18000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
2295000.00000000
PA
USD
2298229.29000000
0.467851014219
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7RS6
290046.99000000
PA
USD
330336.03000000
0.067246574282
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
1745000.00000000
PA
USD
1754438.36000000
0.357151381579
Long
DBT
CORP
US
N
2
2024-04-12
Floating
0.80905000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
202926.60000000
PA
USD
217723.48000000
0.044322014074
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
ICICI BANK LTD/DUBAI
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd/Dubai
000000000
320000.00000000
PA
USD
323856.18000000
0.065927469871
Long
DBT
CORP
IN
N
2
2022-09-09
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWKJ2
488554.98000000
PA
USD
515103.84000000
0.104859795765
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
1370472.31000000
PA
USD
1392540.20000000
0.283479697933
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4PF7
899929.81000000
PA
USD
983788.87000000
0.200270104732
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31393LFK4
538.72000000
PA
USD
631.73000000
0.000128601407
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
945000.00000000
PA
USD
938115.96000000
0.190972460951
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AW3
1615000.00000000
PA
USD
1698489.69000000
0.345761899199
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JY8
1280000.00000000
PA
USD
1337817.73000000
0.272339833342
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CJ3
2580000.00000000
PA
USD
2841602.20000000
0.578465550439
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
500000.00000000
PA
USD
504481.75000000
0.102697454696
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust 2020-C
92348CAA9
1000000.00000000
PA
USD
995405.90000000
0.202634985943
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.41000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
2575000.00000000
PA
USD
2801913.64000000
0.570386142032
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
210000.00000000
PA
USD
214885.80000000
0.043744346966
Long
DBT
CORP
HK
N
2
2023-03-13
Fixed
3.12500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2940000.00000000
PA
USD
2870520.16000000
0.584352385567
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2001-T5
31359SX96
15858.03000000
PA
USD
17997.84000000
0.003663824029
Long
ABS-MBS
USGSE
US
N
2
2041-06-19
Variable
6.97573000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
265000.00000000
PA
USD
272287.50000000
0.055429622966
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
05674XAA9
200000.00000000
PA
USD
228553.00000000
0.046526581711
Long
DBT
CORP
AT
N
2
2026-07-14
Fixed
5.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
113.00000000
NC
USD
-17918.41000000
-0.00364765444
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
2022-03-31
24671340.29000000
USD
-17918.41000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KED7
1931382.92000000
PA
USD
1930797.32000000
0.393052811720
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
0.79967000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
2725000.00000000
PA
USD
2687623.08000000
0.547119988979
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
523000.00000000
PA
USD
557151.90000000
0.113419528078
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
CLP POWER HK FINANCING
254900SBJOP9O3YV1271
CLP Power Hong Kong Financing Ltd
000000000
200000.00000000
PA
USD
204561.00000000
0.041642525285
Long
DBT
CORP
VG
N
2
2023-04-26
Fixed
2.87500000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
380000.00000000
PA
USD
398610.50000000
0.081145222330
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.50000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
1455000.00000000
PA
USD
1512755.35000000
0.307951921003
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380KNG6
82773.34000000
PA
USD
83013.67000000
0.016899110055
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
3.50000000
N
N
N
N
N
N
DAE SUKUK DIFC LTD
635400AMGMPG1J5EQD94
DAE Sukuk Difc Ltd
23302JAA3
200000.00000000
PA
USD
206905.00000000
0.042119693852
Long
DBT
CORP
AE
N
2
2026-02-15
Fixed
3.75000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAS7
2030000.00000000
PA
USD
2112324.01000000
0.430006237731
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.05000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
1511000.00000000
PA
USD
1705700.66000000
0.347229837861
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Leasing Trust
36261RAE8
270000.00000000
PA
USD
268041.02000000
0.054565166149
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDAF3
160858.24000000
PA
USD
164472.52000000
0.033481705079
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAL5
250000.00000000
PA
USD
262270.00000000
0.053390358409
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AK31
775844.82000000
PA
USD
833782.97000000
0.169733372492
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
3025000.00000000
PA
USD
3050566.09000000
0.621004372957
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90016LAA4
200000.00000000
PA
USD
183914.00000000
0.037439411203
Long
DBT
NUSS
TR
N
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
1030000.00000000
PA
USD
1071200.00000000
0.218064406633
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
507000.00000000
PA
USD
527418.06000000
0.107366604090
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L7QJ4
1267398.50000000
PA
USD
1300164.05000000
0.264674665878
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
2055000.00000000
PA
USD
2061331.87000000
0.419625757193
Long
DBT
CORP
US
N
2
2024-05-24
Floating
0.74973800
N
N
N
N
N
N
KSA SUKUK LTD
635400XBJFPNCGN9CK71
KSA Sukuk Ltd
48266XAA3
250000.00000000
PA
USD
251937.75000000
0.051287020129
Long
DBT
NUSS
KY
N
2
2022-04-20
Fixed
2.89400000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
1990000.00000000
PA
USD
1983007.94000000
0.403681338485
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2H7
205000.00000000
PA
USD
204143.10000000
0.041557453295
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
200000.00000000
PA
USD
195244.00000000
0.039745861658
Long
DBT
CORP
AE
N
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
3690000.00000000
PA
USD
3615484.88000000
0.736005008447
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1585000.00000000
PA
USD
1632510.38000000
0.332330477350
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAJ6
765000.00000000
PA
USD
753466.25000000
0.153383281109
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
2809357.00000000
NS
USD
2809357.00000000
0.571901388374
Long
STIV
RF
US
N
1
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAV0
1995000.00000000
PA
USD
2021158.44000000
0.411447643699
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KGX1
666480.08000000
PA
USD
666265.27000000
0.135631759487
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
0.69967000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
1635000.00000000
PA
USD
1700784.23000000
0.346228999184
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BWN2
670936.42000000
PA
USD
725953.74000000
0.147782553730
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAF3
2895000.00000000
PA
USD
2866737.56000000
0.583582360899
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
200000.00000000
PA
USD
206998.00000000
0.042138625881
Long
DBT
CORP
AE
N
2
2025-02-18
Fixed
2.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
1100000.00000000
PA
USD
1121818.51000000
0.228368827234
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAB9
200000.00000000
PA
USD
196374.00000000
0.039975895993
Long
DBT
CORP
QA
N
2
2026-09-12
Fixed
1.37500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AT3
1850000.00000000
PA
USD
1958214.64000000
0.398634161251
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAC9
2800000.00000000
PA
USD
2821531.44000000
0.574379741655
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
KKR Financial CLO Ltd
5493004Y6G18HN4CQ515
KKR Clo 32 Ltd
48254HAA2
1700000.00000000
PA
USD
1704603.60000000
0.347006509129
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
1.44375000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAB5
425000.00000000
PA
USD
417827.62000000
0.085057255442
Long
DBT
CORP
IE
N
2
2027-09-30
Fixed
2.02900000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
615000.00000000
PA
USD
641248.57000000
0.130539104669
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33300000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
5265000.00000000
PA
USD
5562934.77000000
1.132447787304
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
1540000.00000000
PA
USD
1607174.80000000
0.327172908064
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
581999.00000000
PA
USD
643207.83000000
0.130937951634
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HB2
4155000.00000000
PA
USD
4141298.47000000
0.843044990246
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.10000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
2295000.00000000
PA
USD
2345108.11000000
0.477394145349
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BQ5
660000.00000000
PA
USD
661235.85000000
0.134607919412
Long
DBT
CORP
US
N
2
2027-11-18
Fixed
1.68400000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AC4
2055000.00000000
PA
USD
2074718.96000000
0.422350969887
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.01375000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6EW3
1488939.66000000
PA
USD
1718766.88000000
0.349889730982
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2018-B
04033BAB4
59122.29000000
PA
USD
59205.23000000
0.012052420976
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
3.22000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BH7
1028000.00000000
PA
USD
1105089.72000000
0.224963343977
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.62500000
N
N
N
N
N
N
BIDVEST GROUP UK PLC
5299002ARE4TRMIRGM72
Bidvest Group UK PLC/The
88332EAA1
200000.00000000
PA
USD
199590.00000000
0.040630577781
Long
DBT
CORP
GB
N
2
2026-09-23
Fixed
3.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
2430000.00000000
PA
USD
2533356.16000000
0.515715840012
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.04400000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAK7
200000.00000000
PA
USD
194471.02000000
0.039588505959
Long
DBT
CORP
ID
N
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAH6
1895000.00000000
PA
USD
1918258.09000000
0.390500198063
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAF9
235000.00000000
PA
USD
241746.71000000
0.049212427998
Long
DBT
CORP
IN
N
2
2024-07-24
Fixed
3.37500000
N
N
N
N
N
N
Trestles CLO LTD
N/A
TRESTLES CLO V LTD
89532UAA1
2500000.00000000
PA
USD
2502455.00000000
0.509425284449
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.33000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2019-A
47789JAD8
779300.02000000
PA
USD
783554.53000000
0.159508358522
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3BE7
1603741.87000000
PA
USD
1782497.34000000
0.362863353970
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
5.00000000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
898324AC2
200000.00000000
PA
USD
219210.00000000
0.044624625259
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
5.25000000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
2809357.00000000
NS
USD
2809357.00000000
0.571901388374
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
1230947.91000000
PA
USD
1230233.34000000
0.250438856710
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.74967000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHK3
5330000.00000000
PA
USD
5307759.51000000
1.080501706591
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.70000000
N
N
N
N
N
N
GREENKO MAURITIUS LTD
2138005EDWGI4914B264
Greenko Mauritius Ltd
39531LAA7
210000.00000000
PA
USD
214630.50000000
0.043692375492
Long
DBT
CORP
MU
N
2
2023-02-21
Fixed
6.25000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
1795000.00000000
PA
USD
1946992.88000000
0.396349745235
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
2535000.00000000
PA
USD
2646336.69000000
0.538715309986
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
1008000.00000000
PA
USD
1073701.44000000
0.218573625294
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBC32
786412.77000000
PA
USD
826716.50000000
0.168294849726
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
100000.00000000
PA
USD
103444.60000000
0.021058238721
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
200000.00000000
PA
USD
201478.00000000
0.041014918334
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9XJ9
1497676.03000000
PA
USD
1707953.64000000
0.347688477468
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAP7
1755000.00000000
PA
USD
1720142.37000000
0.350169739767
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
Bank of Georgia JSC
47973XAA9
200000.00000000
PA
USD
213400.00000000
0.043441882352
Long
DBT
CORP
GE
N
2
2023-07-26
Fixed
6.00000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
226775AF1
200000.00000000
PA
USD
211535.60000000
0.043062346056
Long
DBT
NUSS
HR
N
2
2023-04-04
Fixed
5.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AS7
200000.00000000
PA
USD
197882.06000000
0.040282892081
Long
DBT
CORP
KY
N
2
2026-04-09
Fixed
1.72000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
46635UAC3
200000.00000000
PA
USD
197712.36000000
0.040248346216
Long
DBT
CORP
IN
N
2
2027-04-05
Fixed
3.95000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
830000.00000000
PA
USD
869225.97000000
0.176948511368
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9JV4
181881.19000000
PA
USD
210656.83000000
0.042883454665
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
6.00000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
847000.00000000
PA
USD
855868.09000000
0.174229244961
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
821000.00000000
PA
USD
854661.00000000
0.173983517398
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
250000.00000000
PA
USD
257101.25000000
0.052338154897
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.62500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
1077000.00000000
PA
USD
1160063.63000000
0.236154394261
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNV1
1630000.00000000
PA
USD
1695396.58000000
0.345132234154
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
3.40000000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2020-A
92868VAD1
150000.00000000
PA
USD
149265.99000000
0.030386108607
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
0.45000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AD2
2125000.00000000
PA
USD
2142351.69000000
0.436118978790
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.62500000
N
N
N
N
N
N
HANA BANK
6RPK2YDJN6L35AS0M510
Hana Bank
482466AD1
500000.00000000
PA
USD
500962.20000000
0.101980979171
Long
DBT
CORP
KR
N
2
2022-01-30
Fixed
3.37500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
1215000.00000000
PA
USD
1213418.43000000
0.247015841986
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver Inc
365556AT6
204622.50400000
PA
USD
202720.13000000
0.041267778996
Long
LON
CORP
US
N
2
2027-02-28
Floating
1.85130000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5KJ1
654637.09000000
PA
USD
695947.31000000
0.141674138539
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQVW9
1179905.88000000
PA
USD
1310344.95000000
0.266747193807
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
SOC QUIMICA Y MINERA DE
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AE3
200000.00000000
PA
USD
204935.00000000
0.041718660542
Long
DBT
CORP
CL
N
2
2023-04-03
Fixed
3.62500000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAG6
1720000.00000000
PA
USD
1835764.60000000
0.373706981159
Long
DBT
CORP
CL
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAA1
2750000.00000000
PA
USD
2750079.75000000
0.559834306271
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.13150000
N
N
N
N
N
N
AZURE POWER ENERGY LTD
54930051LQDFHGQMHF47
Azure Power Energy Ltd
05502VAA1
200000.00000000
PA
USD
202300.00000000
0.041182253045
Long
DBT
CORP
MU
N
2
2026-08-19
Fixed
3.57500000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
250000.00000000
PA
USD
248030.00000000
0.050491518649
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
220000.00000000
PA
USD
224915.90000000
0.045786176508
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
2480000.00000000
PA
USD
2550844.67000000
0.519275979628
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRV6
1057037.74000000
PA
USD
1093108.09000000
0.222524241068
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630QAA9
1750000.00000000
PA
USD
1754315.50000000
0.357126370944
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.51375000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEH41
399067.60000000
PA
USD
431527.92000000
0.087846228361
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
200000.00000000
PA
USD
200729.20000000
0.040862484962
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
510000.00000000
PA
USD
540703.79000000
0.110071182907
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CG5
1295000.00000000
PA
USD
1284355.62000000
0.261456540498
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.50000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
680000.00000000
PA
USD
720154.00000000
0.146601899453
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCD2
130000.00000000
PA
USD
133422.25000000
0.027160795162
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.62500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
4960000.00000000
PA
USD
5200209.82000000
1.058607793845
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6TD3
646579.10000000
PA
USD
713486.72000000
0.145244639878
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
166000.00000000
PA
USD
171160.11000000
0.034843099165
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033CAC3
200000.00000000
PA
USD
212891.40000000
0.043338346544
Long
DBT
CORP
SG
N
2
2024-06-19
Fixed
4.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAT1
1225000.00000000
PA
USD
1257696.60000000
0.256029558256
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
1470000.00000000
PA
USD
1486375.80000000
0.302581830527
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04621HAN3
259197.96210000
PA
USD
257577.97000000
0.052435200886
Long
LON
CORP
US
N
2
2027-02-13
Floating
3.60980000
N
N
N
N
N
N
Mercedes-Benz Master Owner Tru
N/A
Mercedes-Benz Master Owner Trust 2019-BA
58768UAM5
1200000.00000000
PA
USD
1209761.76000000
0.246271452914
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
2.61000000
N
N
N
N
N
N
BANCO DE BOGOTA SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AC3
200000.00000000
PA
USD
216269.00000000
0.044025925278
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
Zais Matrix CDO I
549300AH84CSK4XX3T86
Zais Clo 16 Ltd
98875JAS3
2000000.00000000
PA
USD
1999496.00000000
0.407037816286
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.54900000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AU9
1210000.00000000
PA
USD
1212070.43000000
0.246741429346
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
1515000.00000000
PA
USD
1561699.88000000
0.317915569148
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300MYRV6PEDBLPL32
Venture 34 CLO Ltd
92332CAA7
700000.00000000
PA
USD
699598.90000000
0.142417493474
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
1.35375000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
3535000.00000000
PA
USD
3521205.02000000
0.716812437753
Long
DBT
CORP
US
N
2
2024-10-21
Fixed
0.92500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
1355000.00000000
PA
USD
1402716.60000000
0.285551309796
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
CK HUTCHISON INTL 17 LTD
254900TNOJOSKVTDPK87
CK Hutchison International 17 Ltd
12563UAA5
200000.00000000
PA
USD
201028.00000000
0.040923311740
Long
DBT
CORP
KY
N
2
2022-04-05
Fixed
2.87500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCR7
3960000.00000000
PA
USD
3964488.66000000
0.807051780477
Long
DBT
CORP
CA
N
2
2024-03-04
Floating
0.40464400
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
3325000.00000000
PA
USD
3377158.61000000
0.687488880131
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
1115000.00000000
PA
USD
1106698.83000000
0.225290910834
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
585000.00000000
PA
USD
568804.28000000
0.115791605497
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
177000.00000000
PA
USD
187440.35000000
0.038157271006
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMF8
62370.75000000
PA
USD
66273.91000000
0.013491393632
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLD5
185529.31000000
PA
USD
196420.94000000
0.039985451579
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AK6
1015000.00000000
PA
USD
1006285.62000000
0.204849772805
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
2809357.00000000
NS
USD
2809357.00000000
0.571901388374
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYPB4
73752.60000000
PA
USD
73968.32000000
0.015057746275
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9LP8
54218.94000000
PA
USD
54123.82000000
0.011017997286
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J87H0
1180665.84000000
PA
USD
1367465.59000000
0.278375254364
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
BANCO DE CRED E INVER
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05956NAE2
200000.00000000
PA
USD
205963.00000000
0.041927930716
Long
DBT
CORP
CL
N
2
2023-02-11
Fixed
4.00000000
N
N
N
N
N
N
2022-02-18
Delaware Group Limited-Term Government Funds
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration