0001752724-20-059471.txt : 20200325
0001752724-20-059471.hdr.sgml : 20200325
20200325145331
ACCESSION NUMBER: 0001752724-20-059471
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200325
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DELAWARE GROUP GOVERNMENT FUND
CENTRAL INDEX KEY: 0000769220
IRS NUMBER: 232448685
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04304
FILM NUMBER: 20741931
BUSINESS ADDRESS:
STREET 1: ONE COMMERCE SQUARE
STREET 2: 2005 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19103
BUSINESS PHONE: 18005231918
MAIL ADDRESS:
STREET 1: ONE COMMERCE SQUARE
STREET 2: 2005 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19103
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP GOVERNMENT FUND INC
DATE OF NAME CHANGE: 19920703
0000769220
S000003919
Delaware Strategic Income Fund
C000010992
CLASS A
DEGGX
C000010994
CLASS C
DUGCX
C000010995
CLASS R
DUGRX
C000010996
INSTITUTIONAL CLASS
DUGIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000769220
XXXXXXXX
S000003919
C000010996
C000010992
C000010994
C000010995
Delaware Group Government Fund
811-04304
0000769220
549300LQEAIQ305TVO13
ONE COMMERCE SQUARE
2005 MARKET STREET
PHILADELPHIA
19103
18005231918
Delaware Strategic Income Fund
S000003919
PJ0IQZFR80HHF09Q8P51
2020-07-31
2020-01-31
N
45517925.40
248354.48
45269570.92
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
68619.06000000
USD
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAC2
236000.00000000
PA
USD
259430.08000000
0.573078283552
Long
DBT
CORP
US
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAT0
195000.00000000
PA
USD
199631.25000000
0.440983304994
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K722 Mortgage Trust
30295AAN8
75000.00000000
PA
USD
78325.43000000
0.173020040632
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.97468000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
105000.00000000
PA
USD
114753.48000000
0.253489215090
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5G5
135000.00000000
PA
USD
228461.85000000
0.504669793322
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AB8
49375.00000000
PA
USD
49916.64000000
0.110265326102
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC59
56628.53000000
PA
USD
57893.58000000
0.127886301600
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp
92531HAB3
83664.58000000
PA
USD
84299.51000000
0.186216719723
Long
LON
CORP
US
N
2
2025-08-27
Floating
6.41380000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-S1
466247M67
28674.68000000
PA
USD
31159.96000000
0.068832019757
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
230000.00000000
PA
USD
221950.00000000
0.490285186029
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TB96
22633.45000000
PA
USD
23690.52000000
0.052332106354
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.00000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
80000.00000000
PA
USD
94754.48000000
0.209311637098
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492649
88410.87000000
NS
USD
88410.87000000
0.195298670173
Long
STIV
RF
US
N
1
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AE2
190000.00000000
PA
USD
199559.28000000
0.440824324031
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.12500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2987700.00000000
PA
178466.67000000
0.394230973196
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAD7
75000.00000000
PA
USD
82133.85000000
0.181432799849
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.76400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2010-C1
36249KAJ9
150000.00000000
PA
USD
151212.99000000
0.334027884353
Long
ABS-MBS
CORP
US
N
2
2043-08-10
Variable
5.63500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
538000.00000000
PA
USD
550158.80000000
1.215294929506
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
200000.00000000
PA
USD
214262.00000000
0.473302475913
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K721 Mortgage Trust
30288BAE5
235000.00000000
PA
USD
244982.31000000
0.541163313504
Long
ABS-MBS
CORP
US
N
2
2047-11-25
Variable
3.68105200
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
40000.00000000
PA
USD
45151.87000000
0.099739999921
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAY5
40808.72000000
PA
USD
41042.70000000
0.090662887157
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-5
33849NAG0
42995.76000000
PA
USD
43318.43000000
0.095689950489
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6EW3
19525.60000000
PA
USD
22641.84000000
0.050015583403
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
220000.00000000
PA
USD
239805.50000000
0.529727795352
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAV9
130000.00000000
PA
USD
133795.81000000
0.295553519242
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
3.49860000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
460000.00000000
PA
USD
475133.31000000
1.049564421186
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XAF9
500000.00000000
PA
USD
511050.00000000
1.128904006850
Long
ABS-MBS
CORP
US
N
1
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
465000.00000000
PA
USD
387124.13000000
0.855153079944
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
VVC HOLDING CORP
549300Z86PUW4ENZCD61
VVC Holding Corp
04685YAK5
124373.44000000
PA
USD
125188.83000000
0.276540792094
Long
LON
CORP
US
N
2
2026-02-11
Floating
6.40060000
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS LL
N/A
Summit Midstream Partners Holdings LLC
86614HAJ8
157333.39000000
PA
USD
147795.05000000
0.326477691297
Long
LON
CORP
US
N
2
2022-05-21
Floating
7.93480000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735GAA6
270000.00000000
PA
USD
271822.50000000
0.600453007342
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
FUTURE RETAIL LTD
335800XO19WYIUZC9H61
Future Retail Ltd
36118EAA0
225000.00000000
PA
USD
227012.83000000
0.501468923576
Long
DBT
CORP
IN
N
2
2025-01-22
Fixed
5.60000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
50000.00000000
PA
USD
52710.00000000
0.116435828590
Long
DBT
CORP
IE
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
555000.00000000
PA
USD
564693.46000000
1.247401838638
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
3.96088000
N
N
N
N
N
N
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
88410.87000000
NS
USD
88410.87000000
0.195298670173
Long
STIV
RF
US
N
1
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
200000.00000000
PA
USD
212518.14000000
0.469450307747
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAA9
200000.00000000
PA
USD
214380.00000000
0.473563136657
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
75000.00000000
PA
USD
81772.01000000
0.180633499143
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
448000.00000000
PA
USD
407691.20000000
0.900585518516
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-4
81745XAA5
66493.19000000
PA
USD
67994.47000000
0.150199060026
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AYFY4
47738.46000000
PA
USD
51378.90000000
0.113495442867
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AM2
345000.00000000
PA
USD
362180.28000000
0.800052380969
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.70000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
200000.00000000
PA
USD
206700.00000000
0.456598098456
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAA6
200000.00000000
PA
USD
209403.80000000
0.462570763858
Long
DBT
CORP
LU
N
2
2026-04-03
Fixed
6.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
30000.00000000
PA
USD
32422.49000000
0.071620935080
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAP8
53428.05000000
PA
USD
54438.63000000
0.120254353848
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.40452000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
200000.00000000
PA
USD
217716.00000000
0.480932325125
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC Group Inc
89236YAB0
220000.00000000
PA
USD
227608.70000000
0.502785194059
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376ULK3
33662.49000000
PA
USD
35499.95000000
0.078419011443
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A1
46630GBG9
44078.86000000
PA
USD
40510.23000000
0.089486666599
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.38148000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AL9
453000.00000000
PA
USD
463910.51000000
1.024773375519
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
200000.00000000
PA
USD
217050.00000000
0.479461138219
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K713 Mortgage Trust
30261UAJ3
35000.00000000
PA
USD
34961.71000000
0.077230045015
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Variable
3.31258500
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
105000.00000000
PA
USD
120456.29000000
0.266086661640
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
7331000.00000000
PA
127512.10000000
0.281672870779
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
190000.00000000
PA
USD
202039.83000000
0.446303832561
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2014-2
81745HAD4
25363.28000000
PA
USD
25872.52000000
0.057152121114
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
3.50000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139X83
90000.00000000
PA
USD
144876.60000000
0.320030866331
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
CONNECT FINCO SARL
N/A
Connect Finco SARL
000000000
75000.00000000
PA
USD
75600.00000000
0.166999594790
Long
LON
CORP
LU
N
2
2026-12-12
Floating
6.17660000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R01
20754FAK8
575000.00000000
PA
USD
582855.71000000
1.287522055444
Long
ABS-MBS
CORP
US
N
2
2031-07-25
Floating
4.11088000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J84G5
49689.77000000
PA
USD
54582.59000000
0.120572359955
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-4
46647JBA7
91750.91000000
PA
USD
95983.18000000
0.212025822311
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.89629400
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
225000.00000000
PA
USD
229726.69000000
0.507463811410
Long
DBT
CORP
NL
N
2
2021-04-23
Fixed
3.93300000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAE4
59000.00000000
PA
USD
62121.99000000
0.137226814254
Long
DBT
CORP
AE
N
2
2023-11-15
Fixed
5.75000000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
88410.87000000
NS
USD
88410.87000000
0.195298670173
Long
STIV
RF
US
N
1
N
N
N
SOUTH CAROLINA ST PUBLIC SVC A
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority
837151NP0
55000.00000000
PA
USD
68928.75000000
0.152262874595
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
4.77000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
225458UK2
28250.15000000
PA
USD
28597.49000000
0.063171550820
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.00000000
N
N
N
N
N
N
USB CAPITAL IX
N/A
USB Capital IX
91731KAA8
150000.00000000
PA
USD
136011.75000000
0.300448507100
Long
DBT
CORP
US
N
2
N/A
Floating
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-7
81746GCC5
472665.14000000
PA
USD
493700.91000000
1.090580051824
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.76008800
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
235000.00000000
PA
USD
248956.65000000
0.549942588234
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
200000.00000000
PA
USD
205392.60000000
0.453710065781
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GGW8
25000.00000000
PA
USD
25951.65000000
0.057326918441
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
2.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAF0
100000.00000000
PA
USD
105180.48000000
0.232342560051
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.87440000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-6
46645GAY4
87925.61000000
PA
USD
90512.13000000
0.199940331133
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Variable
3.59640300
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAA7
238000.00000000
PA
USD
242757.62000000
0.536248996989
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2E4
200000.00000000
PA
USD
221984.06000000
0.490360424206
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300T7A7LUR8384661
Morgan Stanley Capital I Trust 2006-HQ10
61750HAH9
69462.75000000
PA
USD
63253.26000000
0.139725777635
Long
ABS-MBS
CORP
US
N
2
2041-11-12
Variable
5.44800000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
88410.86000000
NS
USD
88410.86000000
0.195298648083
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAF3
500000.00000000
PA
USD
505963.95000000
1.117668976571
Long
ABS-MBS
CORP
US
N
2
2039-10-25
Floating
3.76088000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
60000.00000000
PA
USD
63373.50000000
0.139991386514
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-5
81746DCC2
470641.63000000
PA
USD
493824.82000000
1.090853767694
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.85078300
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAA8
357000.00000000
PA
USD
361610.66000000
0.798794096456
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
235000.00000000
PA
USD
239602.48000000
0.529279326334
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.62500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
450000.00000000
PA
USD
489093.30000000
1.080401890409
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
BWAY CORP
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
05604XAP1
65707.04000000
PA
USD
65316.87000000
0.144284270145
Long
LON
CORP
US
N
2
2024-04-03
Floating
5.16730000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHXN0
36671.65000000
PA
USD
39463.22000000
0.087173832660
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
BLACKSTONE CQP HOLDCO LP
N/A
Blackstone CQP Holdco LP
09259HAB7
124375.00000000
PA
USD
124588.80000000
0.275215332215
Long
LON
CORP
US
N
2
2024-09-30
Floating
5.43480000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Tru
N/A
LB-UBS Commercial Mortgage Trust 2006-C6
50179MAH4
54382.28000000
PA
USD
28949.81000000
0.063949821948
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
5.45200000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
247000.00000000
PA
USD
246380.03000000
0.544250862097
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
395000.00000000
PA
USD
336747.38000000
0.743871375752
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAK3
29520.13000000
PA
USD
29576.24000000
0.065333599146
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
2.75000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAD0
49000.00000000
PA
USD
50131.90000000
0.110740833149
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
170000.00000000
PA
USD
230793.04000000
0.509819367203
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
365000.00000000
PA
USD
458692.62000000
1.013247112084
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAS4
400000.00000000
PA
USD
534992.40000000
1.181792513442
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
63761.70000000
PA
USD
64256.75000000
0.141942476356
Long
LON
CORP
CA
N
2
2025-07-10
Floating
5.33780000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
335000.00000000
PA
USD
362394.63000000
0.800525877836
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.62500000
N
N
N
N
N
N
GRUPO CEMENTOS CHIHUAHUA
254900WY9XL8033CKX68
Grupo Cementos de Chihuahua SAB de CV
40053DAB9
200000.00000000
PA
USD
209083.00000000
0.461862120075
Long
DBT
CORP
MX
N
2
2024-06-23
Fixed
5.25000000
N
N
N
N
N
N
HOYA MIDCO LLC
549300LK73TSUP0YKH27
Hoya Midco LLC
44325HAB4
125000.00000000
PA
USD
124218.75000000
0.274397895706
Long
LON
CORP
US
N
2
2024-06-30
Floating
5.40030000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AQXL9
21978.40000000
PA
USD
24253.96000000
0.053576739313
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Fixed
3.50000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust
36228FAE6
14932.16000000
PA
USD
15000.47000000
0.033135878461
Long
ABS-MBS
CORP
US
N
2
2027-05-19
Variable
7.75000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AR6
195000.00000000
PA
USD
193907.96000000
0.428340618343
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AV4
200000.00000000
PA
USD
224541.60000000
0.496010002826
Long
DBT
CORP
LU
N
2
2027-03-23
Fixed
4.95000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
9393362P7
5812.95000000
PA
USD
543.56000000
0.001200718250
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAD2
75000.00000000
PA
USD
80455.73000000
0.177725850642
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.63500000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAZ4
225822.00000000
PA
USD
232502.49000000
0.513595524046
Long
LON
CORP
US
N
2
2025-09-19
Floating
8.92780000
N
N
N
N
N
N
PETKIM PETROKIMYA HOLDIN
529900XZCVZOEYWNBQ67
Petkim Petrokimya Holding AS
71638YAA4
200000.00000000
PA
USD
205808.80000000
0.454629447148
Long
DBT
CORP
TR
N
2
2023-01-26
Fixed
5.87500000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
200000.00000000
PA
USD
210137.00000000
0.464190394849
Long
DBT
NUSS
TG
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
180000.00000000
PA
USD
190728.90000000
0.421318108663
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906EAJ9
124362.25000000
PA
USD
125645.79000000
0.277550211867
Long
LON
CORP
US
N
2
2024-06-15
Floating
5.64960000
N
N
N
N
N
N
BOINGO WIRELESS
54930058LPWPZZCRMC04
Boingo Wireless Inc
09739CAB8
385000.00000000
PA
USD
347221.88000000
0.767009434689
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.00000000
N
N
N
N
Y
Boingo Wireless Inc
Boingo Wireless Inc
USD
XXXX
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AK1
200000.00000000
PA
USD
222083.00000000
0.490578981613
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
5.00000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024PY2
170000.00000000
PA
USD
297916.50000000
0.658094375417
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.90700000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAK3
100000.00000000
PA
USD
107861.47000000
0.238264838406
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.20842000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
200000.00000000
PA
USD
207982.80000000
0.459431789993
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
Citicorp Residential Mortgage
N/A
Citicorp Residential Mortgage Trust Series 2006-3
17310NAE8
370063.56000000
PA
USD
380961.19000000
0.841539211125
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.20637000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-4
46649CAQ6
33108.99000000
PA
USD
33410.81000000
0.073804123434
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XY24
585000.00000000
PA
USD
596107.57000000
1.316795273039
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Floating
4.01088000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP72
80000.00000000
PA
USD
84417.30000000
0.186476916578
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
2.65300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2015-4
46644VBR6
89133.74000000
PA
USD
92324.92000000
0.203944764935
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Variable
3.62086000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
300000.00000000
PA
USD
331491.60000000
0.732261413711
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
100000.00000000
PA
USD
103534.75000000
0.228707160010
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XLT9
25000.00000000
PA
USD
25934.65000000
0.057289365622
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
4.51088000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
170000.00000000
PA
USD
172459.99000000
0.380962281053
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
449000.00000000
PA
USD
483422.59000000
1.067875352417
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AD0
235000.00000000
PA
USD
225384.98000000
0.497873020264
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300IOX83SDPG3QD30
Sequoia Mortgage Trust 2014-1
81745NAK5
470150.47000000
PA
USD
495373.62000000
1.094275050398
Long
ABS-MBS
CORP
US
N
2
2044-04-25
Variable
3.91881800
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
88410.87000000
NS
USD
88410.87000000
0.195298670173
Long
STIV
RF
US
N
1
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
255000.00000000
PA
USD
170578.43000000
0.376805935053
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380C6D0
20000.00000000
PA
USD
22174.24000000
0.048982659984
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.50000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AK1
220000.00000000
PA
USD
217158.70000000
0.479701255361
Long
DBT
CORP
CA
N
2
2023-12-15
Fixed
7.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
200000.00000000
PA
USD
224410.00000000
0.495719299828
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
GOLDEN NUGGET INC
N/A
Golden Nugget Inc
38113YAC3
342000.00000000
PA
USD
360214.92000000
0.795710921662
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
195000.00000000
PA
USD
241435.99000000
0.533329530396
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAK1
124368.69000000
PA
USD
124407.49000000
0.274814820356
Long
LON
CORP
US
N
2
2023-11-22
Floating
5.69460000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAB1
200000.00000000
PA
USD
201881.00000000
0.445952978782
Long
DBT
CORP
NL
N
2
2022-03-03
Fixed
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-RPL1
64829VAA4
78614.80000000
PA
USD
81566.86000000
0.180180324978
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
OJSC NOVO(STEEL FUNDING)
549300RUD5HLLXOVGU89
Novolipetsk Steel Via Steel Funding DAC
85812RAA7
200000.00000000
PA
USD
210742.00000000
0.465526833405
Long
DBT
CORP
IE
N
2
2024-09-21
Fixed
4.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973866
350.00000000
NS
USD
308091.00000000
0.680569737549
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XJ70
590000.00000000
PA
USD
600776.53000000
1.327108955951
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
3.81088000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378WRW5
22000.00000000
PA
USD
23325.05000000
0.051524787016
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XBD3
93313.07000000
PA
USD
94131.89000000
0.207936342419
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
3.11831800
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0MD8
250000.00000000
PA
USD
265409.50000000
0.586286758646
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
4.91088000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
350000.00000000
PA
USD
369905.90000000
0.817118193264
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
135000.00000000
PA
USD
139384.13000000
0.307898058601
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TAE8
58763.54000000
PA
USD
59520.41000000
0.131479951743
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
KRONOS INC/MA
5493000E2HBSA8M27B95
Kronos Inc/MA
50105JAM9
124960.34000000
PA
USD
125643.75000000
0.277545705529
Long
LON
CORP
US
N
2
2023-11-01
Floating
4.93480000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
75940.96000000
PA
USD
77515.06000000
0.171229941933
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2014-K717 Mortgage Trust
30292KAQ2
20000.00000000
PA
USD
20401.84000000
0.045067447261
Long
ABS-MBS
CORP
US
N
2
2047-11-25
Variable
3.75404900
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc/The
90385KAB7
102140.01000000
PA
USD
102705.46000000
0.226875267233
Long
LON
CORP
US
N
2
2026-05-03
Floating
5.51330000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
195000.00000000
PA
USD
214227.00000000
0.473225161286
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
TURKIYE GARANTI BANKASI
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
90014QAB3
220000.00000000
PA
USD
231968.00000000
0.512414841328
Long
DBT
CORP
TR
N
2
2023-03-16
Fixed
5.87500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
26.00000000
NC
USD
45188.20000000
0.099820252504
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-03-31
3083139.86000000
USD
45188.20000000
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644ABH4
40563.94000000
PA
USD
2015.52000000
0.004452262212
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.33100300
N
N
N
N
N
N
DTZ US BORROWER LLC
N/A
DTZ US Borrower LLC
23340DAN2
98750.00000000
PA
USD
99287.79000000
0.219325670604
Long
LON
CORP
US
N
2
2025-08-21
Floating
5.15950000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
400000.00000000
PA
USD
431181.60000000
0.952475561922
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD2 Mortgage Trust
12515ABD1
85000.00000000
PA
USD
91106.09000000
0.201252382446
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
3.24800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
80000.00000000
PA
USD
89592.38000000
0.197908613179
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
165000.00000000
PA
USD
171970.43000000
0.379880848227
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAM0
110000.00000000
PA
USD
113539.80000000
0.250808208897
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-6
46645GAZ1
87925.61000000
PA
USD
90253.73000000
0.199369528285
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Variable
3.59640300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5EJ8
181430.91000000
PA
USD
191609.67000000
0.423263720211
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
BLUE RIBBON LLC
N/A
BLUE RIBBON LLC (PABST) TERM LOAN 1ST LIEN
09582EAB2
53647.44000000
PA
USD
47276.81000000
0.104433969748
Long
LON
CORP
US
N
2
2021-11-13
Floating
5.76330000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAW7
70000.00000000
PA
USD
79843.49000000
0.176373419003
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.11700000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
335000.00000000
PA
USD
364368.58000000
0.804886312361
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
235000.00000000
PA
USD
248151.56000000
0.548164152999
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
210000.00000000
PA
USD
202270.74000000
0.446813910291
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-WIKI
46646JAA9
90000.00000000
PA
USD
90956.93000000
0.200922889595
Long
ABS-MBS
CORP
US
N
2
2031-10-05
Fixed
2.79780000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
4705000.00000000
PA
USD
4800662.06000000
10.60461135910
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-IVR6
46643QAX6
100000.00000000
PA
USD
100194.94000000
0.221329555292
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
2.50000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
200000.00000000
PA
USD
228376.00000000
0.504480151586
Long
DBT
CORP
IM
N
2
2029-05-15
Fixed
6.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-2
46648HAC7
27831.21000000
PA
USD
28511.07000000
0.062980649961
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
340000.00000000
PA
USD
383514.53000000
0.847179511989
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K71 Mortgage Trust
35708WAS9
35000.00000000
PA
USD
37230.02000000
0.082240717646
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
3.88167600
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5HR9
246828.47000000
PA
USD
260612.61000000
0.575690479727
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
200000.00000000
PA
USD
211512.00000000
0.467227755204
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
HOA Funding LLC
N/A
HOA Funding LLC
40433JAA9
496725.00000000
PA
USD
497822.76000000
1.099685174572
Long
ABS-O
CORP
US
N
2
2044-08-20
Fixed
4.84600000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-5
81747GAD4
61933.90000000
PA
USD
63041.96000000
0.139259018185
Long
ABS-MBS
CORP
US
N
2
2048-05-25
Variable
3.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
230000.00000000
PA
USD
244284.15000000
0.539621085500
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K25 Mortgage Trust
30261NAG5
45000.00000000
PA
USD
46656.19000000
0.103063026778
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Variable
3.74381900
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
306000.00000000
PA
USD
325729.35000000
0.719532664834
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank T.A.S.
00972BAB5
200000.00000000
PA
USD
204600.00000000
0.451959220823
Long
DBT
CORP
TR
N
2
2027-03-16
Fixed
7.20000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
80000.00000000
PA
USD
85948.00000000
0.189858216575
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04621HAK9
124296.76000000
PA
USD
124607.50000000
0.275256640316
Long
LON
CORP
US
N
2
2024-10-22
Floating
5.01330000
N
N
N
N
N
N
GRANITE GENERATION LLC
549300ERB8DGZI3MXK42
Granite Generation LLC
38750BAB3
168054.00000000
PA
USD
168474.14000000
0.372157580856
Long
LON
CORP
US
N
2
2026-11-07
Floating
5.40500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
140000.00000000
PA
USD
146537.30000000
0.323699334943
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
200000.00000000
PA
USD
217439.00000000
0.480320435076
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
455000.00000000
PA
USD
470889.74000000
1.040190420254
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K713 Mortgage Trust
30261UAL8
105000.00000000
PA
USD
104900.21000000
0.231723446606
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Variable
3.31258500
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-4
46647JAZ3
91750.91000000
PA
USD
96571.92000000
0.213326342700
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.89629400
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAQ6
53428.05000000
PA
USD
54294.60000000
0.119936193112
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.40452000
N
N
N
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
235000.00000000
PA
USD
241464.85000000
0.533393281828
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
300000.00000000
PA
USD
348028.50000000
0.768791249678
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XC36
516396.63000000
PA
USD
523856.29000000
1.157192965062
Long
ABS-MBS
CORP
US
N
2
2030-08-25
Floating
3.86088000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7MQ5
6639.70000000
PA
USD
7342.89000000
0.016220365801
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAB1
230000.00000000
PA
USD
235748.85000000
0.520766698709
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Hercules Merger Sub LLC
11823LAH8
125000.00000000
PA
USD
126419.25000000
0.279258776769
Long
LON
CORP
US
N
2
2026-11-01
Floating
4.40500000
N
N
N
N
N
N
AEGEA FINANCE SARL
N/A
Aegea Finance Sarl
00775CAA4
200000.00000000
PA
USD
211335.00000000
0.466836764089
Long
DBT
CORP
BR
N
2
2024-10-10
Fixed
5.75000000
N
N
N
N
N
N
GENTIVA HEALTH SERVICES
549300STP29LPEN7S547
Gentiva Health Services Inc
37249UAU0
99651.86000000
PA
USD
100150.12000000
0.221230548389
Long
LON
CORP
US
N
1
2025-07-02
Floating
4.92630000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-6
81746FCC7
470883.21000000
PA
USD
491074.96000000
1.084779356243
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
3.75367300
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AW5
215000.00000000
PA
USD
251581.50000000
0.555740853927
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AW8
400000.00000000
PA
USD
410578.00000000
0.906962428969
Long
DBT
CORP
AU
N
2
2075-10-19
Fixed
6.25000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
205475.60000000
0.453893411897
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
5106.64000000
PA
USD
5105.56000000
0.011278127661
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
5.16934200
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K53 Mortgage Trust
30288LAN3
50000.00000000
PA
USD
53494.99000000
0.118169863139
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
4.15694000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2014-K717 Mortgage Trust
30292KAN9
35000.00000000
PA
USD
35847.66000000
0.079187099129
Long
ABS-MBS
CORP
US
N
2
2047-11-25
Variable
3.75404900
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBB7
60000.00000000
PA
USD
64569.73000000
0.142633845843
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.89600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2015-4
46644VBQ8
89133.74000000
PA
USD
92487.18000000
0.204303195547
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Variable
3.62086000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
285000.00000000
PA
USD
308786.10000000
0.682105206045
Long
DBT
CORP
IE
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
115000.00000000
PA
USD
116665.20000000
0.257712184209
Long
DBT
CORP
US
N
2
N/A
Fixed
5.55000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493007E0SBYHIR7SU85
Sequoia Mortgage Trust 2015-1
81745QCB6
43798.33000000
PA
USD
45181.62000000
0.099805717354
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Variable
3.87451600
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2B2
226000.00000000
PA
USD
240549.43000000
0.531371128798
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
400000.00000000
PA
USD
314178.16000000
0.694016209155
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.25000000
N
N
N
N
Y
Cheniere Energy Inc
Cheniere Energy Inc
USD
XXXX
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-WIKI
46646JAD3
85000.00000000
PA
USD
86045.11000000
0.190072731530
Long
ABS-MBS
CORP
US
N
2
2031-10-05
Fixed
3.20120000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBD4
80000.00000000
PA
USD
86255.62000000
0.190537745878
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.79600000
N
N
N
N
N
N
2020-03-25
Delaware Group Government Fund
Dan Geatans
Dan Geatans
Head of US and EMEA Fund Administration