0001752724-20-012080.txt : 20200127
0001752724-20-012080.hdr.sgml : 20200127
20200127120325
ACCESSION NUMBER: 0001752724-20-012080
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191129
FILED AS OF DATE: 20200127
PERIOD START: 20191130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS V
CENTRAL INDEX KEY: 0000809821
IRS NUMBER: 232450217
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04997
FILM NUMBER: 20547952
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 EQUITY FUNDS V INC
DATE OF NAME CHANGE: 19970128
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP VALUE FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP INSIGHT FUND INC
DATE OF NAME CHANGE: 19870621
0000809821
S000002399
DELAWARE WEALTH BUILDER FUND
C000006368
DELAWARE WEALTH BUILDER FUND CLASS A
DDIAX
C000006370
DELAWARE WEALTH BUILDER FUND CLASS C
DDICX
C000006371
DELAWARE WEALTH BUILDER FUND CLASS R
DDDRX
C000006372
DELAWARE WEALTH BUILDER FUND INSTITUTIONAL CLASS
DDIIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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S000002399
C000006370
C000006371
C000006368
C000006372
Delaware Group Equity Funds V
811-04997
0000809821
549300SML5SX1R0LT030
ONE COMMERCE SQUARE
2005 MARKET STREET
Philadelphia
19103
800-523-1918
Delaware Wealth Builder Fund
S000002399
JJWPL3H18MOOWBHRNC78
2019-11-30
2019-11-29
N
512832967.77
988995.96
511843971.81
0
0
0
0
0
0
0
0
0
0
191237.13
0
0
375601.46
USD
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UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AN2
584000.00000000
PA
USD
612084.56000000
0.119584208022
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
285000.00000000
PA
USD
299969.63000000
0.058605678003
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057BV5
115000.00000000
PA
USD
123802.10000000
0.024187468607
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLLH5
268616.17000000
PA
USD
290499.90000000
0.056755557552
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP77
810642.89000000
PA
USD
879761.22000000
0.171880742658
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
TerraForm Power Inc
549300V0USOOV31S6Z05
TerraForm Power Inc
88104R209
147235.00000000
NS
USD
2283614.85000000
0.446154487650
Long
EC
CORP
US
N
1
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAD3
2527000.00000000
PA
USD
2330810.54000000
0.455375205799
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.12500000
N
N
N
N
Y
PDC Energy Inc
PDC Energy Inc
USD
XXXX
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
473000.00000000
PA
USD
502646.46000000
0.098203063371
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.87500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BQ5
375000.00000000
PA
USD
378108.75000000
0.073871877139
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
9227.00000000
NS
USD
1519779.17000000
0.296922354018
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
50000.00000000
PA
USD
50868.06000000
0.009938196560
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AR9
423000.00000000
PA
USD
454265.11000000
0.088750700412
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAG3
35000.00000000
PA
USD
35642.16000000
0.006963481444
Long
DBT
CORP
US
N
2
2024-05-08
Floating
3.12425000
N
N
N
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298AP3
1228000.00000000
PA
USD
1202554.86000000
0.234945594015
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
N
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
630000.00000000
PA
USD
659925.00000000
0.128930892292
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941AP4
1548000.00000000
PA
USD
1931130.00000000
0.377288804080
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
2.00000000
N
N
N
N
Y
FTI Consulting Inc
FTI Consulting Inc
USD
XXXX
N
N
N
VERINT SYSTEMS INC
549300KEQJS5FRVUCO94
Verint Systems Inc
92343XAA8
1503000.00000000
PA
USD
1548898.16000000
0.302611390444
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
1.50000000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AC1
425000.00000000
PA
USD
453612.06000000
0.088623112702
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.50000000
N
N
N
N
N
N
MERION THE LEDGES
N/A
MERION THE LEDGES
000000000
3970235.40000000
NS
USD
3589886.85000000
0.701363510701
Long
EP
CORP
US
Y
3
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
110000.00000000
PA
USD
114587.94000000
0.022387279388
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
239000.00000000
NS
USD
6899930.00000000
1.348053387363
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
100000.00000000
PA
USD
112756.58000000
0.022029482852
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
58400.00000000
NS
USD
6502840.00000000
1.270473104724
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
46207.00000000
NS
USD
6088234.32000000
1.189470747984
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
2892000.00000000
PA
USD
2284750.56000000
0.446376373628
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
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
250000.00000000
PA
USD
258606.40000000
0.050524459453
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
5000.00000000
PA
USD
5379.09000000
0.001050923776
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
E*TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BN3
530000.00000000
PA
USD
555670.55000000
0.108562487907
Long
DBT
CORP
US
N
2
N/A
Floating
5.87500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
58100.00000000
NS
USD
6815711.00000000
1.331599349680
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
798000.00000000
PA
USD
880792.50000000
0.172082225934
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
5000.00000000
PA
USD
5938.90000000
0.001160294997
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
384000.00000000
PA
USD
379209.60000000
0.074086952447
Long
DBT
CORP
US
N
2
2033-01-18
Floating
5.12500000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
185000.00000000
PA
USD
188343.49000000
0.036797051518
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AQ8
85000.00000000
PA
USD
84361.59000000
0.016481895781
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAB1
393000.00000000
PA
USD
403483.28000000
0.078829350783
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
VIACOM INC
X0ST5BPF0CZG9FE5OV61
Viacom Inc
92553PAP7
180000.00000000
PA
USD
186235.06000000
0.036385123251
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2B2
250000.00000000
PA
USD
263061.75000000
0.051394910263
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
Hercules Capital Inc
549300UJ5OC256GR2B73
Hercules Capital Inc
427096508
217265.00000000
NS
USD
3113407.45000000
0.608272759175
Long
EC
CORP
US
N
1
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
25000.00000000
PA
USD
29660.63000000
0.005794857736
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
225000.00000000
PA
USD
253467.00000000
0.049520364400
Long
DBT
CORP
CA
N
2
2076-06-15
Floating
6.75000000
N
N
N
N
N
N
Aberdeen Total Dynamic Dividend Fund
254900D48NKNOGZ95B43
Aberdeen Total Dynamic Dividend Fund
00326L100
108235.00000000
NS
USD
932985.70000000
0.182279317796
Long
EC
RF
US
N
1
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK Global Inc
12508EAD3
161000.00000000
PA
USD
174482.14000000
0.034088931316
Long
DBT
CORP
US
N
2
2024-10-15
Variable
5.00000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BB2
104000.00000000
PA
USD
108593.16000000
0.021216067001
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
6.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
144095.00000000
NS
USD
4801245.40000000
0.938029099575
Long
EC
CORP
US
N
1
N
N
N
PALM BEACH CNTY FL HLTH FACS A
N/A
Palm Beach County Health Facilities Authority
696507TB8
65000.00000000
PA
USD
73084.70000000
0.014278706798
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
7.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AK0
311000.00000000
PA
USD
327266.08000000
0.063938641075
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
95000.00000000
PA
USD
107047.77000000
0.020914141006
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
440000.00000000
PA
USD
498614.60000000
0.097415350665
Long
DBT
CORP
US
N
2
N/A
Floating
6.50000000
N
N
N
N
N
N
Front Yard Residential Corp
N/A
Front Yard Residential Corp
35904G107
100206.00000000
NS
USD
1162389.60000000
0.227098425305
Long
EC
CORP
VI
N
1
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AH6
570000.00000000
PA
USD
610451.48000000
0.119265149854
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
125000.00000000
PA
USD
134163.96000000
0.026211886314
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHV5
60000.00000000
PA
USD
63062.20000000
0.012320590545
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.37500000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
50000.00000000
NS
727511.96000000
0.142135494421
Long
EC
CORP
HK
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
25000.00000000
PA
USD
25866.61000000
0.005053612316
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
KNOWLES CORP
5493003EO323TDZQU148
Knowles Corp
49926DAB5
973000.00000000
PA
USD
1300412.75000000
0.254064289435
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.25000000
N
N
N
N
Y
Knowles Corp
Knowles Corp
USD
XXXX
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AD0
609000.00000000
PA
USD
658312.25000000
0.128615806037
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
CITY OF CHICAGO IL
T5UYO5SYLC8K73MJQX30
CHICAGO-2005D-REF
167486VN6
1000000.00000000
PA
USD
1123160.00000000
0.219434058396
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5.50000000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
200000.00000000
PA
USD
129937.00000000
0.025386056524
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
COTT HOLDINGS INC
N/A
Cott Holdings Inc
221644AA5
272000.00000000
PA
USD
285597.28000000
0.055797722690
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
345000.00000000
PA
USD
355350.00000000
0.069425453765
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.12500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
565000.00000000
PA
USD
604564.13000000
0.118114926285
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
108800.00000000
NS
USD
6554112.00000000
1.280490219865
Long
EC
CORP
US
N
1
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
524000.00000000
PA
USD
604014.80000000
0.118007602563
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAD1
1678000.00000000
PA
USD
1747449.23000000
0.341402717672
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.50000000
N
N
N
N
Y
Synaptics Inc
Synaptics Inc
USD
XXXX
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136U74
1000000.00000000
PA
USD
1091000.00000000
0.213150893648
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.00000000
N
N
N
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
2280.00000000
NS
292382.37000000
0.057123339553
Long
EC
CORP
IE
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAU2
286000.00000000
PA
USD
296722.14000000
0.057971209263
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.37500000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAC4
1599000.00000000
PA
USD
1697032.61000000
0.331552719864
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
Retail Properties of America I
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131V202
77855.00000000
NS
USD
1107876.65000000
0.216448119156
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
22860.00000000
NS
1284886.98000000
0.251030988106
Long
EC
CORP
DK
N
1
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
96623.00000000
NS
USD
1400067.27000000
0.273533996121
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
400000.00000000
PA
USD
451429.00000000
0.088196603821
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
CONLEY ROAD TRANSPRTN DEV DIST
N/A
CONLEY ROAD TRANSPORTATION DEVELOPMENT DISTRICT
207380AC0
500000.00000000
PA
USD
522735.00000000
0.102127802375
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
95000.00000000
PA
USD
103574.90000000
0.020235639316
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
14483.00000000
NS
USD
1325918.65000000
0.259047429104
Long
EC
CORP
US
N
1
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
660000.00000000
PA
USD
707404.50000000
0.138207058979
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
21260.00000000
NS
935480.35000000
0.182766702651
Long
EC
CORP
FR
N
1
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1524000.00000000
PA
396025.25000000
0.077372260261
Long
DBT
NUSS
PL
N
2
2022-04-25
Fixed
2.25000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
15000.00000000
PA
USD
15342.71000000
0.002997536523
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
N
BMC EAST LLC
N/A
BMC East LLC
055604AA0
163000.00000000
PA
USD
169791.40000000
0.033172491882
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.50000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
387000.00000000
PA
USD
399711.98000000
0.078092544215
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BH3
155000.00000000
PA
USD
158873.45000000
0.031039429738
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.37500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
219000.00000000
PA
USD
262526.25000000
0.051290288536
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
HD SUPPLY INC
549300G8FYZDYZMZED76
HD Supply Inc
40415RAS4
290000.00000000
PA
USD
308073.53000000
0.060188953463
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.37500000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBC1
1511000.00000000
PA
USD
1570495.63000000
0.306830932177
Long
DBT
CORP
US
N
2
2020-04-15
Variable
1.75000000
N
N
N
N
N
Vector Group Ltd
Vector Group Ltd
USD
XXXX
N
N
N
MONTGOMERY CNTY PA INDL DEV AU
N/A
MONTGOMERY COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY/PA
613609G75
250000.00000000
PA
USD
266517.50000000
0.052070067184
Long
DBT
MUN
US
N
2
2051-01-01
Fixed
5.37500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DP2
140000.00000000
PA
USD
138201.32000000
0.027000673566
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
T-MOBILE USA INC
N/A
T-MOBILE USA INC
000000000
180000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
67980.00000000
NS
USD
1681145.40000000
0.328448803266
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
40000.00000000
PA
USD
45505.01000000
0.008890406550
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Banco Espirito Santo SA
635400JV7IJL16OWIT96
Banco Espirito Santo SA
000000000
105000.00000000
NS
0.00000000
0.000000
Long
EC
CORP
PT
N
3
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
713000.00000000
PA
USD
762927.83000000
0.149054765127
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063CFT2
1000000.00000000
PA
USD
1131880.00000000
0.221137702569
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
5.00000000
N
N
N
N
N
N
MERION COUNTRYSIDE L.P.
N/A
MERION COUNTRYSIDE L.P.
000000000
2342812.50000000
NS
USD
1889244.00000000
0.369105450889
Long
EC
CORP
US
Y
3
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAZ1
90000.00000000
PA
USD
97786.27000000
0.019104702875
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
50000.00000000
NS
USD
6874500.00000000
1.343085076432
Long
EC
CORP
US
N
1
N
N
N
TEAM INC
549300DEKHQ3OEQJWU96
Team Inc
878155AE0
1514000.00000000
PA
USD
1586941.95000000
0.310044083236
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
Y
Team Inc
Team Inc
USD
XXXX
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
US Concrete Inc
90333LAP7
10000.00000000
PA
USD
10424.90000000
0.002036733960
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.37500000
N
N
N
N
N
N
BUCKEYE OHIO TOBACCO SETTLEMENT FINANCING AUTHORITY
N/A
BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY
118217AS7
1000000.00000000
PA
USD
1005690.00000000
0.196483705072
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
6.00000000
N
N
N
N
N
N
COLORADO HEALTH FACILITIES AUTHORITY
5493002JB6DRFRZPEQ21
CO HLTH FACS AUTH-A
19648AM85
750000.00000000
PA
USD
840540.00000000
0.164218012967
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
5.25000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
928000.00000000
PA
USD
1073045.10000000
0.209643008240
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
500000.00000000
PA
USD
555173.75000000
0.108465427078
Long
DBT
CORP
BR
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
200000.00000000
PA
USD
210692.00000000
0.041163325467
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
CUYAHOGA CNTY OH HOSP REVENUE
549300GHDK9DGLUNJU89
County of Cuyahoga OH
2322655V6
1000000.00000000
PA
USD
1157850.00000000
0.226211514400
Long
DBT
MUN
US
N
2
2057-02-15
Fixed
5.50000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
300000.00000000
PA
USD
317354.25000000
0.062002146645
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.62500000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
539000.00000000
PA
USD
486460.98000000
0.095040873155
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
MERION CAMPIONS WALK L. P.
N/A
MERION CAMPIONS WALK L. P.
000000000
2790000.00000000
NS
USD
2351412.00000000
0.459400155028
Long
EP
CORP
US
Y
3
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
59000.00000000
NS
USD
6661690.00000000
1.301507952988
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
625000.00000000
PA
USD
684390.63000000
0.133710792290
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
170000.00000000
PA
USD
187709.68000000
0.036673222766
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
175000.00000000
PA
USD
187543.09000000
0.036640675738
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Apartment Investment & Managem
549300O8FT5GJ4RU1D57
Apartment Investment & Management Co
03748R754
16783.00000000
NS
USD
902421.91000000
0.176308007850
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
1198.00000000
NS
USD
1773040.00000000
0.346402438565
Long
EP
CORP
US
N
1
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
367000.00000000
PA
USD
409498.60000000
0.080004576111
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
KANSAS CITY POWER & LT
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BP4
25000.00000000
PA
USD
26662.27000000
0.005209062032
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.65000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AH5
203000.00000000
PA
USD
212975.42000000
0.041609441886
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.87500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2E4
250000.00000000
PA
USD
269438.50000000
0.052640748907
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-1114.93000000
-0.00021782614
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-202919.40000000
USD
2976218.84000000
ZAR
2020-01-10
-1114.93
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AT7
5000.00000000
PA
USD
5289.24000000
0.001033369599
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
207000.00000000
PA
USD
203277.73000000
0.039714784425
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCX0
35000.00000000
PA
USD
42158.38000000
0.008236568626
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52200000
N
N
N
N
N
N
CSG SYSTEMS INTERNATIONA
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349AF6
1429000.00000000
PA
USD
1686473.65000000
0.329489794328
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
4.25000000
N
N
N
N
Y
CSG Systems International Inc
CSG Systems International Inc
USD
XXXX
N
N
N
MINERA MEXICO SA DE CV
N/A
Minera Mexico SA de CV
60284MAB8
200000.00000000
PA
USD
197187.00000000
0.038524826091
Long
DBT
CORP
MX
N
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
25000.00000000
PA
USD
26065.55000000
0.005092479629
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBC2
156000.00000000
PA
USD
163018.44000000
0.031849244882
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL TRUST AGY FL STUDENT H
549300F49UWS7X0OGQ59
Capital Trust Agency Inc
140536AD5
1000000.00000000
PA
USD
1049690.00000000
0.205080074751
Long
DBT
MUN
US
N
2
2058-12-01
Fixed
5.25000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
434800.00000000
0.084947762198
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
4200.00000000
NS
330459.09000000
0.064562465946
Long
EC
CORP
JP
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAE7
250000.00000000
PA
USD
278750.75000000
0.054460102170
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.01560000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
185000.00000000
PA
USD
185016.72000000
0.036147093682
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
2380000.00000000
PA
USD
2364846.06000000
0.462024794711
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
2135000.00000000
PA
USD
1935516.28000000
0.378145760544
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
N
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAC4
295000.00000000
PA
USD
307659.93000000
0.060108147588
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
5.62500000
N
N
N
N
N
N
LIGAND PHARMACEUTICALS I
5493008K7TB0IKP37H79
Ligand Pharmaceuticals Inc
53220KAF5
864000.00000000
PA
USD
754531.11000000
0.147414280826
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.75000000
N
N
N
N
Y
Ligand Pharmaceuticals Inc
Ligand Pharmaceuticals Inc
USD
XXXX
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
110000.00000000
PA
USD
122519.10000000
0.023936806282
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
T-MOBILE US INC
N/A
T-MOBILE USA INC
000000000
166000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2025-03-01
Fixed
6.37500000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
4548.00000000
NS
USD
687703.08000000
0.134357952398
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283C2
340000.00000000
PA
USD
343778.52000000
0.067164710133
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00000000
N
N
N
N
N
N
WELLCARE HEALTH PLANS
529900JCT1MMTWHZ5P23
WellCare Health Plans Inc
94946TAD8
470000.00000000
PA
USD
501641.58000000
0.098006737917
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Western Asset Emerging Markets Debt Fund Inc
549300F68574RU1BKP84
Western Asset Emerging Markets Debt Fund Inc
95766A101
102002.00000000
NS
USD
1435168.14000000
0.280391724635
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH54
47605.95000000
PA
USD
50121.96000000
0.009792429482
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.50000000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor Inc
59001KAF7
803000.00000000
PA
USD
860317.18000000
0.168081920933
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
3.25000000
N
N
N
N
Y
Meritor Inc
Meritor Inc
USD
XXXX
N
N
N
iShares Preferred & Income Securities ETF
549300YX74JNY54XCY80
iShares Preferred & Income Securities ETF
464288687
25721.00000000
NS
USD
956821.20000000
0.186936108012
Long
EC
RF
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
20800.00000000
NS
USD
6577168.00000000
1.284994717578
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming Inc
707569AS8
337000.00000000
PA
USD
350597.11000000
0.068496871958
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
A SCHULMAN INC
5493004OGK9A7CGV3B42
A Schulman Inc
808194302
2140.00000000
NS
USD
2198614.60000000
0.429547815562
Long
EP
CORP
US
N
2
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
240000.00000000
PA
USD
214393.20000000
0.041886436454
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
2916048.00000000
NS
USD
2916048.00000000
0.569714241175
Long
STIV
RF
US
N
1
N
N
N
VanEck Vectors High-Yield Municipal Index ETF
549300UT41BWOPGYSE94
VanEck Vectors High-Yield Municipal Index ETF
92189H409
29818.00000000
NS
USD
1920279.20000000
0.375168861168
Long
EC
RF
US
N
1
N
N
N
PUERTO RICO SALES TAX FING COR
N/A
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
74529JPV1
250000.00000000
PA
USD
258807.50000000
0.050563748769
Long
DBT
MUN
PR
N
2
2040-07-01
Fixed
4.55000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BM7
200000.00000000
PA
USD
223130.00000000
0.043593362877
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
56280.00000000
NS
1449955.96000000
0.283280851168
Long
EC
CORP
NL
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
45000.00000000
PA
USD
46953.97000000
0.009173492819
Long
DBT
CORP
US
N
2
2025-03-15
Floating
3.45800000
N
N
N
N
N
N
PUBLIC AUTH FOR COLORADO ST EN
549300C6IJKXQOMRAB11
PUBLIC AUTHORITY FOR COLORADO ENERGY
744387AD3
1000000.00000000
PA
USD
1518560.00000000
0.296684162290
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
133200.00000000
NS
USD
6522804.00000000
1.274373512094
Long
EC
CORP
US
N
1
N
N
N
BRANCH BANKING & TRUST
JJKC32MCHWDI71265Z06
Branch Banking & Trust Co
07330MAC1
185000.00000000
PA
USD
184372.15000000
0.036021162728
Long
DBT
CORP
US
N
2
2029-09-17
Floating
2.63600000
N
N
N
N
N
N
DOMINION WATER & SANITATION DISTRICT
N/A
DOMINION CO WTR & SAN
257542AA8
1000000.00000000
PA
USD
1069630.00000000
0.208975793192
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DBG6
381368.75000000
PA
USD
395428.60000000
0.077255691534
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
QTS REALTY TRUST INC
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A301
20104.00000000
NS
USD
2537727.92000000
0.495801076063
Long
EP
CORP
US
N
1
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAJ6
122000.00000000
PA
USD
127183.78000000
0.024848154321
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
5.62500000
N
N
N
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
3200.00000000
NS
272097.21000000
0.053160186499
Long
EC
CORP
JP
N
1
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
160000.00000000
PA
USD
159537.70000000
0.031169205614
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AE8
379000.00000000
PA
USD
319316.98000000
0.062385609206
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
318000.00000000
PA
USD
330851.97000000
0.064639223713
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BD5
125000.00000000
PA
USD
136178.15000000
0.026605402720
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
5.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
95000.00000000
PA
USD
111209.47000000
0.021727220818
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
60000.00000000
PA
USD
61770.49000000
0.012068226530
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
3460.00000000
NS
302419.89000000
0.059084390293
Long
EC
CORP
GB
N
1
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
505000.00000000
PA
USD
502475.00000000
0.098169564881
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X44J2
147272.73000000
PA
USD
149662.55000000
0.029239877431
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
10390.00000000
NS
1079728.80000000
0.210948816332
Long
EC
CORP
CH
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V605
46295.00000000
NS
USD
1165708.10000000
0.227746767413
Long
EP
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
2726.17000000
0.000532617389
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-550214.40000000
EUR
610888.60000000
USD
2020-01-10
2726.17
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492649
2916048.00000000
NS
USD
2916048.00000000
0.569714241175
Long
STIV
RF
US
N
1
N
N
N
TOBACCO SETTLEMENT FING CORP N
N/A
Tobacco Settlement Financing Corp
888808HT2
500000.00000000
PA
USD
552810.00000000
0.108003616423
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
5.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
250000.00000000
PA
USD
273526.88000000
0.053439504041
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
290000.00000000
PA
USD
252669.75000000
0.049364604042
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
10647.00000000
NS
USD
589311.45000000
0.115134979106
Long
EC
CORP
US
N
1
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AX9
15000.00000000
PA
USD
16384.84000000
0.003201139585
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
140000.00000000
PA
USD
147430.30000000
0.028803758199
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
237000.00000000
PA
USD
241697.93000000
0.047221017206
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
246000.00000000
PA
USD
258708.36000000
0.050544379586
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBG6
295000.00000000
PA
USD
304709.93000000
0.059531800076
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
15000.00000000
NS
496094.29000000
0.096922952564
Long
EC
CORP
JP
N
1
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AA4
202000.00000000
PA
USD
212914.06000000
0.041597453858
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
375000.00000000
PA
USD
406677.75000000
0.079453460897
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
465000.00000000
PA
USD
490492.46000000
0.095828511619
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
139600.00000000
NS
USD
6325276.00000000
1.235782064138
Long
EC
CORP
US
N
1
N
N
N
Brookdale Senior Living Inc
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living Inc
112463104
1156919.00000000
NS
USD
8260401.66000000
1.613851508456
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
26100.00000000
NS
972416.06000000
0.189982907596
Long
EC
CORP
JP
N
1
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
165000.00000000
PA
USD
165823.35000000
0.032397245866
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.62500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BF6
505000.00000000
PA
USD
537646.99000000
0.105041188254
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
1303000.00000000
PA
USD
1471191.11000000
0.287429605705
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
455000.00000000
PA
USD
489313.83000000
0.095598240274
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
PLURALSIGHT INC
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAA4
1796000.00000000
PA
USD
1554164.47000000
0.303640280162
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.37500000
N
N
N
N
Y
Pluralsight Inc
Pluralsight Inc
USD
XXXX
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
1255000.00000000
PA
USD
1236640.73000000
0.241605019910
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
60000.00000000
PA
USD
64623.74000000
0.012625671798
Long
DBT
CORP
US
N
2
2046-04-20
Floating
5.25000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
12788.00000000
NS
USD
1426501.40000000
0.278698485977
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
32200.00000000
NS
USD
6437424.00000000
1.257692647475
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
4020.00000000
NS
1238964.00000000
0.242058921905
Long
EC
CORP
CH
N
1
N
N
N
BOINGO WIRELESS
54930058LPWPZZCRMC04
Boingo Wireless Inc
09739CAB8
2698000.00000000
PA
USD
2377933.02000000
0.464581620760
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
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
95000.00000000
PA
USD
104937.67000000
0.020501886469
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE 2014-GRCE Mortgage Trust
38406HAA0
100000.00000000
PA
USD
101284.89000000
0.019788235395
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Fixed
3.36870000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AE2
2947000.00000000
PA
USD
1667273.21000000
0.325738565231
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
2.25000000
N
N
N
N
Y
AT&T Inc
AT&T Inc
USD
XXXX
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519DA0
1000000.00000000
PA
USD
1104910.00000000
0.215868518699
Long
DBT
MUN
US
N
2
2044-11-15
Fixed
5.00000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
1143000.00000000
PA
USD
1178630.51000000
0.230271444993
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
855000.00000000
PA
200706.82000000
0.039212500498
Long
DBT
NUSS
RO
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
10000.00000000
PA
USD
11760.48000000
0.002297668947
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
131731.78000000
PA
USD
137807.51000000
0.026923734104
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
160000.00000000
PA
USD
166371.60000000
0.032504358586
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
70000.00000000
PA
USD
73054.92000000
0.014272888619
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
TAUBMAN CENTERS INC
N/A
Taubman Centers Inc
876664608
50077.00000000
NS
USD
1269451.95000000
0.248015414836
Long
EP
CORP
US
N
1
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
30443.00000000
NS
USD
1145265.66000000
0.223752886245
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5HR9
101897.10000000
PA
USD
106752.60000000
0.020856473042
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
60000.00000000
PA
USD
70755.34000000
0.013823614987
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
RETROPHIN INC
N/A
Retrophin Inc
761299AB2
1390000.00000000
PA
USD
1086466.53000000
0.212265180374
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.50000000
N
N
N
N
Y
Retrophin Inc
Retrophin Inc
USD
XXXX
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AL9
455000.00000000
PA
USD
469214.20000000
0.091671334594
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
55000.00000000
PA
USD
56878.12000000
0.011112394231
Long
DBT
CORP
US
N
2
2030-07-23
Floating
3.19400000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
305000.00000000
PA
USD
338655.99000000
0.066163911006
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
5000.00000000
PA
USD
5429.33000000
0.001060739268
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
381000.00000000
PA
USD
400288.13000000
0.078205107815
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
SENSATA TECH UK FIN CO
635400EUADS212PJER83
Sensata Technologies UK Financing Co PLC
81727TAA6
285000.00000000
PA
USD
306857.36000000
0.059951347852
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
NEWMONT GOLDCORP CORP
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639AX4
190000.00000000
PA
USD
188441.35000000
0.036816170625
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
CITY OF APPLE VALLEY MN
549300AMWD6044L1SO95
APPLE VLY SNR LVNG-D
03789YDT0
1000000.00000000
PA
USD
1034500.00000000
0.202112373491
Long
DBT
MUN
US
N
2
2052-01-01
Fixed
7.25000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
278000.00000000
PA
USD
279795.88000000
0.054664291348
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
15576.00000000
NS
USD
482700.24000000
0.094306129716
Long
EC
CORP
US
N
1
N
N
N
GUSAP III LP
549300WY05UJ7WTHIN64
GUSAP III LP
36258GAA5
205000.00000000
PA
USD
202488.75000000
0.039560639794
Long
DBT
CORP
US
N
2
2030-01-21
Fixed
4.25000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C3 Mortgage Trust
23312VAF3
250000.00000000
PA
USD
256943.05000000
0.050199487373
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.89000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
132182.00000000
NS
USD
1233258.06000000
0.240944140777
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
443000.00000000
PA
USD
464021.46000000
0.090656818397
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
612000.00000000
PA
USD
660960.00000000
0.129133102352
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DS3
150000.00000000
PA
USD
174463.76000000
0.034085340378
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
112069.33000000
0.021895213418
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475AB8
242000.00000000
PA
USD
252990.43000000
0.049427255947
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.00000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BE8
458000.00000000
PA
USD
468442.40000000
0.091520546455
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
9.00000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
1210.10000000
0.000236419703
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-100000.00000000
EUR
111742.00000000
USD
2020-01-10
1210.1
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK Global Inc
12508EAG6
518000.00000000
PA
USD
554815.56000000
0.108395446768
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.87500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
360000.00000000
PA
USD
369909.00000000
0.072269875269
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Liberty Property Trust
N/A
Liberty Property Trust
531172104
20760.00000000
NS
USD
1279231.20000000
0.249926006840
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
360000.00000000
PA
USD
389320.20000000
0.076062280976
Long
DBT
CORP
CH
N
2
N/A
Floating
6.25000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAD3
250000.00000000
PA
USD
259160.30000000
0.050632676024
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
3.01100000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
130000.00000000
PA
USD
140071.39000000
0.027366032954
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AN5
50000.00000000
PA
USD
53342.35000000
0.010421603640
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
244000.00000000
PA
USD
256911.26000000
0.050193276496
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
241000.00000000
PA
USD
263895.00000000
0.051557704014
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.12500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAC2
535000.00000000
PA
USD
556394.65000000
0.108703956800
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY DEV CORP NY REVENUE
N/A
New York Liberty Development Corp
531127AC2
1000000.00000000
PA
USD
1361990.00000000
0.266094762273
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AX5
465000.00000000
PA
USD
499875.00000000
0.097661597582
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
2110.00000000
NS
590800.00000000
0.115425800153
Long
EC
CORP
CH
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
45000.00000000
PA
USD
53921.19000000
0.010534692791
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
150000.00000000
PA
USD
161414.70000000
0.031535918930
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
221000.00000000
PA
USD
220377.89000000
0.043055677537
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
BUCKEYE OHIO TOBACCO SETTLEMENT FINANCING AUTHORITY
N/A
BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY
118217AU2
1250000.00000000
PA
USD
1256437.50000000
0.245472755214
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
5.87500000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
N/A
Univar Solutions USA Inc
91337CAA4
180000.00000000
PA
USD
184536.00000000
0.036053174436
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
200000.00000000
PA
USD
234520.00000000
0.045818650392
Long
DBT
CORP
IT
N
2
2073-09-24
Floating
8.75000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
520000.00000000
PA
USD
562629.60000000
0.109922091689
Long
DBT
CORP
GB
N
2
N/A
Floating
8.62500000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BL4
473000.00000000
PA
USD
504110.39000000
0.098489074359
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAH5
242000.00000000
PA
USD
237007.42000000
0.046304622707
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
6.75000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
17277.00000000
NS
USD
379057.38000000
0.074057212915
Long
EC
CORP
US
N
1
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
55000.00000000
PA
USD
55761.62000000
0.010894261351
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
97100.00000000
NS
USD
6709610.00000000
1.310870181057
Long
EC
CORP
US
N
1
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
2916048.00000000
NS
USD
2916048.00000000
0.569714241175
Long
STIV
RF
US
N
1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAA4
227000.00000000
PA
USD
239059.38000000
0.046705518315
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
9.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
E-MINI S&P 500
000000000
34.00000000
NC
USD
244863.50000000
0.047839481069
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2019-12-20
5099426.5
USD
244863.5
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAB9
200000.00000000
PA
USD
202897.60000000
0.039640517652
Long
DBT
CORP
US
N
2
2029-09-23
Fixed
3.00000000
N
N
N
N
N
N
FLORIDA DEV FIN CORP SURFACE T
549300HC854CNBLMWC48
Florida Development Finance Corp
34061YAD2
1150000.00000000
PA
USD
1088164.50000000
0.212596916234
Long
DBT
MUN
US
N
2
2049-01-01
Variable
6.50000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
123600.00000000
NS
USD
6801708.00000000
1.328863555029
Long
EC
CORP
US
N
1
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
468000.00000000
PA
USD
471505.32000000
0.092118955378
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
62300.00000000
NS
USD
6732761.00000000
1.315393239113
Long
EC
CORP
US
N
1
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
500000.00000000
PA
USD
512213.30000000
0.100072156401
Long
DBT
CORP
VN
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043101
124053.00000000
NS
USD
1374507.24000000
0.268540280964
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
30000.00000000
PA
USD
31591.52000000
0.006172099651
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
5000.00000000
PA
USD
5387.45000000
0.001052557087
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
126200.00000000
NS
USD
6630548.00000000
1.295423676975
Long
EC
CORP
US
N
1
N
N
N
PUERTO RICO SALES TAX FING COR
N/A
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
74529JPW9
1880000.00000000
PA
USD
1945518.00000000
0.380099816965
Long
DBT
MUN
PR
N
2
2053-07-01
Fixed
4.75000000
N
N
N
N
N
N
BB&T Corp
549300DRQQI75D2JP341
BB&T Corp
054937107
121400.00000000
NS
USD
6643008.00000000
1.297858012571
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
55000.00000000
PA
USD
60398.78000000
0.011800232751
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
WASHINGTON PRIME GROUP
549300RWGA2GV6YQYT67
Washington Prime Group Inc
93964W306
28700.00000000
NS
USD
594411.44000000
0.116131374547
Long
EP
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
30000.00000000
PA
USD
30754.83000000
0.006008633820
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
494000.00000000
PA
USD
511290.00000000
0.099891769398
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74733LAE2
200000.00000000
PA
USD
223496.00000000
0.043664869043
Long
DBT
CORP
BM
N
2
2025-10-19
Fixed
5.00000000
N
N
N
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
1604000.00000000
PA
USD
989884.38000000
0.193395728877
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
Paratek Pharmaceuticals Inc
Paratek Pharmaceuticals Inc
USD
XXXX
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AF6
200000.00000000
PA
USD
210569.50000000
0.041139392392
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
204000.00000000
PA
USD
203235.00000000
0.039706436178
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
F-TECH INC
N/A
CENTURY COMM TRACKING
000000000
1625000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
180000.00000000
PA
USD
182310.75000000
0.035618422808
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PART
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AL2
245000.00000000
PA
USD
246222.55000000
0.048105001438
Long
DBT
CORP
US
N
2
2023-04-01
Variable
6.25000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
171038.00000000
NS
USD
6588383.76000000
1.287185963468
Long
EC
CORP
US
N
1
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
500000.00000000
PA
USD
545152.50000000
0.106507555041
Long
DBT
CORP
IL
N
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5EJ8
182000.00000000
PA
USD
190881.93000000
0.037292991714
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AN3
130000.00000000
PA
USD
136997.42000000
0.026765465170
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.30000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
21517.00000000
NS
USD
3841860.35000000
0.750592086962
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
320000.00000000
PA
USD
308032.00000000
0.060180839663
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
45000.00000000
PA
USD
46716.75000000
0.009127146664
Long
DBT
CORP
IE
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
237000.00000000
PA
USD
254922.89000000
0.049804804596
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4W28
353935.67000000
PA
USD
383014.46000000
0.074830315700
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152RW3
100000.00000000
PA
USD
106554.00000000
0.020817672155
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
75000.00000000
PA
USD
78981.31000000
0.015430739512
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
SPDR Gold Shares
N/A
SPDR Gold Shares
78463V107
10401.00000000
NS
USD
1433881.86000000
0.280140421490
Long
EC
RF
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
305000.00000000
PA
USD
314909.45000000
0.061524501087
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAG7
233000.00000000
PA
USD
244164.20000000
0.047702857403
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.87500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
228000.00000000
PA
USD
235939.53000000
0.046095986862
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority
13080SBY9
1000000.00000000
PA
USD
1149540.00000000
0.224587972763
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
6.37500000
N
N
N
N
N
N
Postal Realty Trust Inc
5493007B7ZZSIJRGWC41
Postal Realty Trust Inc
73757R102
55000.00000000
NS
USD
872300.00000000
0.170423028899
Long
EC
CORP
US
N
1
N
N
N
ADVANCED DISPOSAL SRVCES
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00790XAA9
389000.00000000
PA
USD
407152.69000000
0.079546250893
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.62500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAE2
395000.00000000
PA
USD
409698.94000000
0.080043716945
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.37500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
165000.00000000
PA
USD
184598.55000000
0.036065394957
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
46429.00000000
NS
USD
1619443.52000000
0.316393981211
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN US HLDNGS
549300RUAW0D4WBMPU54
Iron Mountain US Holdings Inc
46289RAA3
471000.00000000
PA
USD
491181.17000000
0.095963066295
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1837.00000000
NS
USD
393173.11000000
0.076815031856
Long
EC
CORP
US
N
1
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NZV7
500000.00000000
PA
USD
517535.00000000
0.101111867776
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
219000.00000000
PA
USD
247749.23000000
0.048403272021
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
4.00000000
NC
USD
-697.36000000
-0.00013624464
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-03-20
518134.88
USD
-697.36
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009B77
1000000.00000000
PA
USD
1119130.00000000
0.218646709082
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
569000.00000000
PA
USD
607306.50000000
0.118650708701
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.87500000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
7480.00000000
NS
871867.75000000
0.170338579336
Long
EC
CORP
FR
N
1
N
N
N
ZEKELMAN INDUSTRIES INC
549300S5LMRAKDWWI425
Zekelman Industries Inc
98932KAA0
285000.00000000
PA
USD
300853.13000000
0.058778289199
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
9.87500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
452000.00000000
PA
USD
483559.77000000
0.094474057844
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.37500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
55000.00000000
PA
USD
60886.01000000
0.011895423870
Long
DBT
CORP
US
N
2
2079-05-01
Floating
5.65000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
8057.00000000
NS
USD
854444.85000000
0.166934631852
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
20000.00000000
PA
USD
20168.90000000
0.003940439100
Long
DBT
CORP
US
N
2
2030-10-22
Floating
2.88400000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
35701.00000000
NS
USD
4291617.21000000
0.838462001383
Long
EC
CORP
US
N
1
N
N
N
SALT VERDE AZ FINANCIAL CORP S
549300VEWOZY6TQOIF03
SALT VERDE FINANCIAL CORP
79575EAS7
1000000.00000000
PA
USD
1335110.00000000
0.260843161887
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
15000.00000000
PA
USD
15053.96000000
0.002941122847
Long
DBT
CORP
US
N
2
2025-10-22
Floating
2.45600000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M117
1405.00000000
NS
USD
955.40000000
0.000186658445
Long
EC
CORP
US
N
1
N
N
N
USB CAPITAL IX
N/A
USB Capital IX
91731KAA8
85000.00000000
PA
USD
74827.20000000
0.014619142574
Long
DBT
CORP
US
N
2
N/A
Floating
3.50000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
31504.00000000
NS
USD
1513767.20000000
0.295747783186
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAB4
15000.00000000
PA
USD
16040.37000000
0.003133839779
Long
DBT
CORP
NL
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
140000.00000000
PA
USD
137275.43000000
0.026819780550
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAA9
1391000.00000000
PA
USD
1400989.74000000
0.273714220965
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.00000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AB7
775000.00000000
PA
USD
755228.43000000
0.147550517656
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.75000000
N
N
N
N
Y
Dycom Industries Inc
Dycom Industries Inc
USD
XXXX
N
N
N
Bluerock Residential Growth RE
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT Inc
09627J102
85507.00000000
NS
USD
1048315.82000000
0.204811598404
Long
EC
CORP
US
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
135000.00000000
PA
USD
155228.40000000
0.030327288890
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
295000.00000000
PA
USD
316709.79000000
0.061876237182
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AB7
1105000.00000000
PA
USD
1138862.95000000
0.222501975743
Long
DBT
CORP
IE
N
2
2021-08-15
Fixed
1.87500000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
88700.00000000
NS
USD
6676449.00000000
1.304391448900
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
7820.00000000
NS
1060111.93000000
0.207116228457
Long
EC
CORP
FR
N
1
N
N
N
FIXED INCOME PASS-THROUGH TRUST 2007-C
N/A
FIPT 07-B JPM CLASS B
33832QAC1
1300000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2087-01-15
Fixed
8.84500000
N
N
N
N
N
N
PUERTO RICO SALES TAX FING COR
N/A
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
74529JPX7
720000.00000000
PA
USD
756540.00000000
0.147806761760
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
5.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BE3
5000.00000000
PA
USD
5362.63000000
0.001047707953
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust Inc
65341D102
20925.00000000
NS
USD
1001261.25000000
0.195618451157
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
18500.00000000
NS
USD
6507745.00000000
1.271431404571
Long
EC
CORP
US
N
1
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
170000.00000000
PA
USD
184783.56000000
0.036101540738
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.55000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
50000.00000000
PA
USD
58206.49000000
0.011371920586
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
165000.00000000
PA
USD
181489.01000000
0.035457877790
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI SENIOR LIVI
5493004S6D3NA627K012
Public Finance Authority
74443UBB8
1000000.00000000
PA
USD
1115380.00000000
0.217914063939
Long
DBT
MUN
US
N
2
2047-05-15
Fixed
5.25000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AH8
20000.00000000
PA
USD
20974.49000000
0.004097828860
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128287G9
1700000.00000000
PA
USD
1700812.09000000
0.332291124575
Long
DBT
UST
US
N
2
2021-07-31
Floating
1.78610782
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
250000.00000000
PA
USD
256399.48000000
0.050093288994
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91200000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
1000.00000000
NS
311505.67000000
0.060859497650
Long
EC
CORP
DE
N
1
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AB6
279000.00000000
PA
USD
336037.37000000
0.065652305879
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
218000.00000000
PA
USD
230760.09000000
0.045084069112
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
ARIZONA ST INDL DEV AUTH EDU R
N/A
Arizona Industrial Development Authority
04052BAU8
1000000.00000000
PA
USD
1148610.00000000
0.224406276767
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
165000.00000000
PA
USD
175634.50000000
0.034314070238
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
22000.00000000
PA
USD
24241.25000000
0.004736062420
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
524800.00000000
NS
USD
6113920.00000000
1.194489011637
Long
EC
CORP
US
N
1
N
N
N
G4S PLC
549300L3KWKK8X35QR12
G4S PLC
000000000
276800.00000000
NS
748576.49000000
0.146250914581
Long
EC
CORP
GB
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
154700.00000000
NS
USD
6641271.00000000
1.297518651341
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
2916048.00000000
NS
USD
2916048.00000000
0.569714241175
Long
STIV
RF
US
N
1
N
N
N
ALLENTOWN PA NEIGHBORHOOD IMPT
N/A
Allentown Neighborhood Improvement Zone Development Authority
018444AY5
500000.00000000
PA
USD
560350.00000000
0.109476721591
Long
DBT
MUN
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
7800.00000000
NS
424722.49000000
0.082978898529
Long
EC
CORP
JP
N
1
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GK5
50000.00000000
PA
USD
56424.80000000
0.011023828179
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.62500000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AF7
368000.00000000
PA
USD
380876.32000000
0.074412582930
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.12500000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
18226.00000000
NS
USD
955042.40000000
0.186588580231
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
20090.00000000
NS
822374.66000000
0.160669013467
Long
EC
CORP
GB
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
31900.00000000
NS
USD
710732.00000000
0.138857159436
Long
EC
CORP
US
N
1
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
12200.00000000
NS
586955.37000000
0.114674666954
Long
EC
CORP
JP
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
37346.00000000
NS
USD
5653437.48000000
1.104523603161
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
460000.00000000
PA
USD
493361.50000000
0.096389041811
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
92200.00000000
NS
USD
5975482.00000000
1.167442097416
Long
EC
CORP
US
N
1
N
N
N
GAIN CAPITAL HOLDINGS IN
5493003NZPPKMB17WX19
GAIN Capital Holdings Inc
36268WAF7
1764000.00000000
PA
USD
1546420.13000000
0.302127252672
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
Y
GAIN Capital Holdings Inc
GAIN Capital Holdings Inc
USD
XXXX
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AA9
666000.00000000
PA
USD
693016.29000000
0.135396005065
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
1.87500000
N
N
N
N
N
Chefs' Warehouse Inc/The
Chefs' Warehouse Inc/The
USD
XXXX
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AJ4
5000.00000000
PA
USD
5326.72000000
0.001040692143
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
75510.00000000
NS
USD
6425901.00000000
1.255441375479
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
20000.00000000
PA
USD
19982.02000000
0.003903927974
Long
DBT
CORP
US
N
2
2030-10-15
Floating
2.73900000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
551000.00000000
PA
USD
564769.49000000
0.110340166360
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
670000.00000000
PA
USD
696582.25000000
0.136092693938
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.87500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
77300.00000000
NS
USD
6739014.00000000
1.316614900468
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
559000.00000000
PA
USD
619086.91000000
0.120952271414
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
14.49000000
0.000002830940
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
24277.98000000
ZAR
-1631.69000000
USD
2020-01-10
14.49
N
N
N
REPUBLIC OF GEORGIA
N/A
Georgia Government International Bond
000000000
200000.00000000
PA
USD
210992.00000000
0.041221937078
Long
DBT
NUSS
GE
N
2
2021-04-12
Fixed
6.87500000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
148100.00000000
NS
USD
5712217.00000000
1.116007477786
Long
EC
CORP
US
N
1
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
200000.00000000
PA
USD
203748.00000000
0.039806662034
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.12500000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AK2
135000.00000000
PA
USD
134328.38000000
0.026244009385
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
19877.00000000
NS
USD
1680997.89000000
0.328419983936
Long
EC
CORP
US
N
1
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport
235036E48
1000000.00000000
PA
USD
1058340.00000000
0.206770042881
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
5.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
185000.00000000
PA
USD
188274.22000000
0.036783518097
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AJ5
437000.00000000
PA
USD
454402.43000000
0.088777528900
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAF5
610000.00000000
PA
USD
608883.70000000
0.118958849480
Long
DBT
CORP
CN
N
2
2024-08-08
Fixed
2.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
50590.00000000
NS
836025.04000000
0.163335916029
Long
EC
CORP
FR
N
1
N
N
N
GMAC CAPITAL TRUST I
N/A
GMAC Capital Trust I
361860208
5000.00000000
NS
USD
129650.00000000
0.025329984749
Long
EP
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
285000.00000000
PA
USD
318840.90000000
0.062292596486
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
466000.00000000
PA
USD
502252.94000000
0.098126180567
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
229000.00000000
PA
USD
99915.45000000
0.019520685111
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAK0
378000.00000000
PA
USD
416876.36000000
0.081445984120
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.37500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
400000.00000000
PA
USD
350861.00000000
0.068548428686
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
2916048.00000000
NS
USD
2916048.00000000
0.569714241175
Long
STIV
RF
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
74700.00000000
NS
USD
6383115.00000000
1.247082187454
Long
EC
CORP
US
N
1
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
575000.00000000
PA
USD
621616.69000000
0.121446519688
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BK6
240000.00000000
PA
USD
243897.60000000
0.047650771217
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
240000.00000000
PA
USD
241200.00000000
0.047123735607
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
118900.00000000
NS
USD
6261274.00000000
1.223277862950
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
27167.00000000
NS
USD
1105968.57000000
0.216075333678
Long
EC
CORP
US
N
1
N
N
N
Assura PLC
21380026T19N2Y52XF72
Assura PLC
000000000
1028579.00000000
NS
1008376.99000000
0.197008667784
Long
EC
CORP
GB
N
1
N
N
N
Grainger PLC
2138007CEIRKZMNI2979
Grainger PLC
000000000
192741.00000000
NS
706962.54000000
0.138120712353
Long
EC
CORP
GB
N
1
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAB1
470000.00000000
PA
USD
499433.75000000
0.097575389670
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
168600.00000000
NS
USD
6302268.00000000
1.231286944283
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
90000.00000000
PA
USD
99069.97000000
0.019355501960
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHM7
238045.82000000
PA
USD
244962.29000000
0.047858781873
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AR6
15000.00000000
PA
USD
14548.85000000
0.002842438477
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
37300.00000000
NS
USD
1842993.00000000
0.360069298751
Long
EP
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
321600.00000000
NS
USD
6750384.00000000
1.318836280542
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AW0
362000.00000000
PA
USD
366650.80000000
0.071633314094
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
50394.00000000
NS
USD
1538528.82000000
0.300585511354
Long
EC
CORP
US
N
1
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
115000.00000000
PA
USD
119535.55000000
0.023353904037
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
192000.00000000
PA
USD
168968.64000000
0.033011747584
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
987884.55000000
PA
USD
1005388.88000000
0.196424874643
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
7980.00000000
NS
USD
342900.60000000
0.066993189113
Long
EC
RF
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
58800.00000000
NS
USD
5377848.00000000
1.050681124754
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
15580.00000000
NS
1282530.39000000
0.250570576315
Long
EC
CORP
FR
N
1
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
447000.00000000
PA
USD
456517.97000000
0.089190846262
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
445000.00000000
PA
USD
460496.01000000
0.089968044045
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND
000000000
625000.00000000
PA
USD
617780.00000000
0.120696937743
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAE4
554000.00000000
PA
USD
584699.91000000
0.114234013137
Long
DBT
CORP
AE
N
2
2023-11-15
Fixed
5.75000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
45130.00000000
NS
748228.42000000
0.146182911435
Long
EC
CORP
SE
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
370000.00000000
PA
USD
399045.00000000
0.077962234973
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
135000.00000000
PA
USD
135524.16000000
0.026477631361
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAC2
297000.00000000
PA
USD
304981.13000000
0.059584784972
Long
DBT
CORP
BR
N
2
2026-04-17
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
505000.00000000
PA
USD
513905.68000000
0.100402800131
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CU0
75000.00000000
PA
USD
81216.24000000
0.015867382341
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
Quotient Technology Inc
749119AB9
1564000.00000000
PA
USD
1538107.35000000
0.300503167901
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
1.75000000
N
N
N
N
Y
Quotient Technology Inc
Quotient Technology Inc
USD
XXXX
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
225000.00000000
PA
USD
242443.13000000
0.047366608449
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAD4
500000.00000000
PA
USD
536839.55000000
0.104883437056
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.76970000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
29900.00000000
NS
857485.72000000
0.167528732822
Long
EC
CORP
JP
N
1
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAC2
274000.00000000
PA
USD
297016.00000000
0.058028621290
Long
DBT
CORP
US
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
224000.00000000
PA
USD
246360.24000000
0.048131902214
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
119400.00000000
NS
USD
6703116.00000000
1.309601435042
Long
EC
CORP
US
N
1
N
N
N
GCI LIBERTY INC
N/A
GCI Liberty Inc
36164VAA5
1626000.00000000
PA
USD
2186038.30000000
0.427090758199
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
1.75000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
M-S-R CA ENERGY AUTH GAS REVEN
549300UEMSS1JTK5YB98
M-S-R ENERGY AUTHORITY
55374SAJ9
1000000.00000000
PA
USD
1549880.00000000
0.302803214526
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
6.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
130000.00000000
PA
USD
137299.50000000
0.026824483155
Long
DBT
CORP
IE
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
55000.00000000
PA
USD
61464.99000000
0.012008540372
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
CDS CDX.NA.HY.33.V1
000000000
1.00000000
NC
USD
-951947.59000000
-0.18598394089
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.33.V1
Y
Default Event
2024-12-20
0
USD
-647553.54
USD
11000000
USD
-304394.05
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
85000.00000000
PA
USD
89175.63000000
0.017422424588
Long
DBT
CORP
US
N
2
N/A
Floating
4.87500000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VCD8
300000.00000000
PA
USD
349968.00000000
0.068373961455
Long
DBT
MUN
US
N
2
2047-12-31
Fixed
5.00000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
545000.00000000
PA
USD
578965.76000000
0.113113720564
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152T50
625000.00000000
PA
USD
708968.75000000
0.138512669689
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBB7
95000.00000000
PA
USD
100354.77000000
0.019606515955
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.89600000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAU4
392000.00000000
PA
USD
402780.00000000
0.078691949536
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
10.00000000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
11400.00000000
NS
252361.24000000
0.049304329815
Long
EC
CORP
JP
N
1
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
463000.00000000
PA
USD
486889.64000000
0.095124621332
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
202000.00000000
PA
USD
204008.89000000
0.039857632645
Long
DBT
NUSS
TG
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Raytheon Co
YR6K3WJN0KKLUPZSNL57
Raytheon Co
755111507
30400.00000000
NS
USD
6609568.00000000
1.291324771614
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
80000.00000000
PA
USD
85123.34000000
0.016630720432
Long
DBT
CORP
US
N
2
2024-12-05
Floating
4.02300000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
1833.89000000
0.000358290827
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-852453.68000000
BRL
202531.17000000
USD
2020-01-10
1833.89
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
112400.00000000
NS
USD
6737256.00000000
1.316271436425
Long
EC
CORP
US
N
1
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
28850.00000000
NS
USD
1400489.50000000
0.273616488057
Long
EP
CORP
US
N
2
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
310000.00000000
PA
USD
324382.14000000
0.063375199839
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
160000.00000000
PA
USD
171171.60000000
0.033442144369
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
240000.00000000
PA
USD
264024.00000000
0.051582907007
Long
DBT
CORP
IE
N
2
2045-06-15
Floating
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
85000.00000000
PA
USD
88718.75000000
0.017333163011
Long
DBT
CORP
US
N
2
N/A
Floating
5.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
5000.00000000
PA
USD
5161.41000000
0.001008395191
Long
DBT
CORP
US
N
2
2043-04-30
Floating
4.75000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
29824.00000000
NS
USD
1207573.76000000
0.235926146737
Long
EC
CORP
US
N
1
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CD4
280000.00000000
PA
USD
291150.30000000
0.056882627526
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAH0
2574000.00000000
PA
USD
2641274.84000000
0.516031248870
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
4.25000000
N
N
N
N
Y
Helix Energy Solutions Group I
Helix Energy Solutions Group Inc
USD
XXXX
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAG0
160000.00000000
PA
USD
179400.00000000
0.035049743648
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
87976.00000000
NS
USD
1274772.24000000
0.249054850737
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
13340.00000000
NS
978210.89000000
0.191115055344
Long
EC
CORP
DE
N
1
N
N
N
Alpine Income Property Trust I
N/A
Alpine Income Property Trust Inc
02083X103
62010.00000000
NS
USD
1163927.70000000
0.227398927037
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
116200.00000000
NS
USD
6745410.00000000
1.317864500024
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
470000.00000000
PA
USD
495861.75000000
0.096877520750
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JBH0
170000.00000000
PA
USD
175336.86000000
0.034255919705
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
60000.00000000
PA
USD
77022.25000000
0.015047993967
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
PALM BEACH HLTH-A
N/A
PALM BEACH COUNTY HEALTH FACILITIES AUTHORITY
696507TD4
325000.00000000
PA
USD
366015.00000000
0.071509096552
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
7.50000000
N
N
N
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
10870.00000000
NS
USD
1457449.60000000
0.284744898889
Long
EC
RF
US
N
1
N
N
N
KOPPERS INC
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
434000.00000000
PA
USD
440505.66000000
0.086062488621
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
10000.00000000
PA
USD
10335.06000000
0.002019181736
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
2020-01-23
Delaware Group Equity Funds V
Dan Geatans
Dan Geatans
Head of US and EMEA Fund Administration