0001752724-20-146971.txt : 20200728
0001752724-20-146971.hdr.sgml : 20200728
20200728161851
ACCESSION NUMBER: 0001752724-20-146971
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200529
FILED AS OF DATE: 20200728
PERIOD START: 20201130
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: 201054077
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
0000809821
XXXXXXXX
S000002399
C000006372
C000006370
C000006368
C000006371
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
2020-11-30
2020-05-29
N
408612707.14
1495184.32
407117522.82
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
206548.82000000
USD
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
237000.00000000
PA
USD
236067.41000000
0.057985077224
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
305000.00000000
PA
USD
308998.55000000
0.075899103497
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
925.00000000
NS
USD
1001590.00000000
0.246019869904
Long
EP
CORP
US
N
2
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
250000.00000000
PA
291429.75000000
0.071583691112
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
PLURALSIGHT INC
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAB2
1796000.00000000
PA
USD
1606342.40000000
0.394564790253
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
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
101530.06000000
0.024938759524
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AN2
584000.00000000
PA
USD
590631.32000000
0.145076369081
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAF5
610000.00000000
PA
USD
628135.30000000
0.154288446159
Long
DBT
CORP
VG
N
2
2024-08-08
Fixed
2.50000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AH8
20000.00000000
PA
USD
19793.24000000
0.004861800067
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BF6
505000.00000000
PA
USD
525104.00000000
0.128980938074
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
83400.00000000
NS
USD
5468538.00000000
1.343233266433
Long
EC
CORP
US
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
1420.00000000
NS
283320.86000000
0.069591909981
Long
EC
CORP
CH
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
345000.00000000
PA
USD
351184.13000000
0.086261118796
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.12500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
75000.00000000
PA
USD
76294.17000000
0.018740085042
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
1303000.00000000
PA
USD
1341879.70000000
0.329604997275
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
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
50300.00000000
NS
USD
4919843.00000000
1.208457687087
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XTB6
17684.95000000
PA
USD
19675.16000000
0.004832796157
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AX5
465000.00000000
PA
USD
486208.65000000
0.119427099730
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
PALM BEACH HLTH-A
N/A
PALM BEACH COUNTY HEALTH FACILITIES AUTHORITY
696507TD4
325000.00000000
PA
USD
337457.25000000
0.082889394605
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
7.50000000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
15130.00000000
NS
USD
522590.20000000
0.128363475091
Long
EC
CORP
US
N
1
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
473000.00000000
PA
USD
489467.50000000
0.120227568838
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
12686CBB4
22000.00000000
PA
USD
23243.55000000
0.005709297364
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.87500000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
22585.00000000
NS
USD
250919.35000000
0.061633149136
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K0SW9
9767.65000000
PA
USD
10378.76000000
0.002549327753
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
166500.00000000
NS
USD
5138190.00000000
1.262090112066
Long
EC
CORP
US
N
1
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AX9
15000.00000000
PA
USD
15943.58000000
0.003916210702
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XCSJ5
28090.43000000
PA
USD
30910.16000000
0.007592441559
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
BOINGO WIRELESS
54930058LPWPZZCRMC04
Boingo Wireless Inc
09739CAB8
2698000.00000000
PA
USD
2380920.25000000
0.584823820283
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
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
220000.00000000
PA
USD
227615.48000000
0.055909035411
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
559000.00000000
PA
USD
615064.91000000
0.151077975160
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
164000.00000000
PA
USD
150906.24000000
0.037066997007
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AN3
130000.00000000
PA
USD
143807.25000000
0.035323276926
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.30000000
N
N
N
N
N
N
IRON MOUNTAIN US HLDNGS
549300RUAW0D4WBMPU54
Iron Mountain US Holdings Inc
46289RAA3
324000.00000000
PA
USD
329731.56000000
0.080991738630
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
492000.00000000
PA
USD
504221.28000000
0.123851529776
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAC2
274000.00000000
PA
USD
291186.65000000
0.071523978624
Long
DBT
CORP
MX
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
384000.00000000
PA
USD
352763.52000000
0.086649063286
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BT2
300000.00000000
PA
USD
324714.00000000
0.079759278782
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AL3
1097000.00000000
PA
USD
1044453.81000000
0.256548478376
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.50000000
N
N
N
N
Y
Integra LifeSciences Holdings
Integra LifeSciences Holdings Corp
USD
XXXX
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519DB8
500000.00000000
PA
USD
504535.00000000
0.123928588606
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.15000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
160000.00000000
PA
USD
167970.40000000
0.041258455012
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9T29
14604.27000000
PA
USD
15809.26000000
0.003883217772
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CU0
75000.00000000
PA
USD
86165.71000000
0.021164824693
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
5240.00000000
NS
710214.43000000
0.174449486988
Long
EC
CORP
FR
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
34070.00000000
NS
410151.43000000
0.100745216555
Long
EC
CORP
FR
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152RW3
100000.00000000
PA
USD
100071.00000000
0.024580371610
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
5.00000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
140000.00000000
PA
USD
136636.33000000
0.033561888727
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
250000.00000000
PA
USD
267680.65000000
0.065750215845
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91200000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AF6
200000.00000000
PA
USD
211502.00000000
0.051951092287
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
9099.00000000
NS
USD
101544.84000000
0.024942389926
Long
EC
CORP
US
N
1
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
GCI LIBERTY INC
N/A
GCI Liberty Inc
36164VAA5
1626000.00000000
PA
USD
2406303.58000000
0.591058710352
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
1.75000000
N
N
N
N
Y
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
PALM BEACH CNTY FL HLTH FACS A
N/A
Palm Beach County Health Facilities Authority
696507TB8
65000.00000000
PA
USD
67638.35000000
0.016613961868
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
7.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BE3
5000.00000000
PA
USD
5265.78000000
0.001293429956
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
5000.00000000
PA
USD
5748.91000000
0.001412100849
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AD0
609000.00000000
PA
USD
637050.54000000
0.156478290491
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
87800.00000000
NS
USD
5037964.00000000
1.237471667911
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
183200.00000000
NS
USD
5506992.00000000
1.352678696277
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
292000.00000000
PA
USD
272016.98000000
0.066815345631
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND
000000000
375000.00000000
PA
USD
357654.00000000
0.087850308560
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
48000.00000000
PA
USD
48029.52000000
0.011797458303
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
18200.00000000
NS
529233.62000000
0.129995293824
Long
EC
CORP
JP
N
1
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
202000.00000000
PA
USD
193905.86000000
0.047628964397
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
440000.00000000
PA
USD
474476.20000000
0.116545266023
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
106700.00000000
NS
USD
5412891.00000000
1.329564731703
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
138803.00000000
NS
USD
5496598.80000000
1.350125821636
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority
13080SBY9
1000000.00000000
PA
USD
1075710.00000000
0.264225915049
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
6.37500000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
13955.00000000
NS
906587.16000000
0.222684386984
Long
EC
CORP
DK
N
1
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AB7
1105000.00000000
PA
USD
1084845.13000000
0.266469770813
Long
DBT
CORP
BM
N
2
2021-08-15
Fixed
1.87500000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBB7
95000.00000000
PA
USD
91855.46000000
0.022562394112
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.89600000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
185000.00000000
PA
USD
200807.90000000
0.049324307784
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
95000.00000000
PA
USD
101904.23000000
0.025030666647
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
798000.00000000
PA
USD
832413.75000000
0.204465222777
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BK6
105000.00000000
PA
USD
105900.38000000
0.026012238251
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
Assura PLC
21380026T19N2Y52XF72
Assura PLC
000000000
709038.00000000
NS
691772.92000000
0.169919711440
Long
EC
CORP
GB
N
1
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AA8
200000.00000000
PA
USD
209000.00000000
0.051336527730
Long
DBT
NUSS
PY
N
2
2023-01-25
Fixed
4.62500000
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
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
23727.00000000
NS
USD
847291.17000000
0.208119553324
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
228000.00000000
PA
USD
216557.82000000
0.053192949912
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
95000.00000000
PA
USD
109457.28000000
0.026885917177
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
370000.00000000
PA
USD
390847.65000000
0.096003642214
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
COLLEGIUM PHARMA INC
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459JAA2
648000.00000000
PA
USD
657438.44000000
0.161486156490
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.62500000
N
N
N
N
Y
Collegium Pharmaceutical Inc
Collegium Pharmaceutical Inc
USD
XXXX
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
124261.00000000
NS
USD
5241328.98000000
1.287424069515
Long
EC
CORP
US
N
1
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
5200.00000000
NS
287375.40000000
0.070587823881
Long
EC
CORP
JP
N
1
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
300000.00000000
PA
USD
311568.00000000
0.076530235751
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.62500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
67091TAC9
200000.00000000
PA
USD
200455.60000000
0.049237772575
Long
DBT
CORP
MA
N
2
2025-10-22
Fixed
4.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
713000.00000000
PA
USD
758856.60000000
0.186397430094
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
5777.19000000
0.001419047247
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
212288.33000000
EUR
-230461.22000000
USD
2020-06-19
5777.19000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
635000.00000000
PA
USD
637244.85000000
0.156526018724
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
BMC EAST LLC
N/A
BMC East LLC
055604AA0
163000.00000000
PA
USD
164001.64000000
0.040283611195
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
1063.00000000
NS
USD
1450463.50000000
0.356276362155
Long
EP
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
70000.00000000
PA
USD
78203.02000000
0.019208954568
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4W28
278554.47000000
PA
USD
306777.83000000
0.075353629555
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
CITY OF CHICAGO IL
T5UYO5SYLC8K73MJQX30
CHICAGO-2005D-REF
167486VN6
500000.00000000
PA
USD
510665.00000000
0.125434296333
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5.50000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
22000.00000000
PA
USD
25027.31000000
0.006147441118
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
95000.00000000
PA
USD
117991.18000000
0.028982093225
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
SENSATA TECH UK FIN CO
635400EUADS212PJER83
Sensata Technologies UK Financing Co PLC
81727TAA6
285000.00000000
PA
USD
300622.28000000
0.073841645998
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
HUTAMA KARYA PERSERO PT
2549009QN3GU8QCI7Q61
Hutama Karya Persero PT
69375MAA1
200000.00000000
PA
USD
208627.98000000
0.051245148711
Long
DBT
CORP
ID
N
2
2030-05-11
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH54
45896.54000000
PA
USD
49516.05000000
0.012162593655
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.50000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
551000.00000000
PA
USD
548583.87000000
0.134748282559
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5E54
18332.29000000
PA
USD
20330.95000000
0.004993877408
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AZ5
53000.00000000
PA
USD
57499.97000000
0.014123678490
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
N
TRICIDA INC
549300QVPFFJC8SZXG25
Tricida Inc
89610FAA9
541000.00000000
PA
USD
546015.34000000
0.134117376284
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.50000000
N
N
N
N
Y
Tricida Inc
Tricida Inc
USD
XXXX
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHV5
60000.00000000
PA
USD
65582.56000000
0.016108999569
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2D1
8956.76000000
PA
USD
9585.01000000
0.002354359481
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAM3
470000.00000000
PA
USD
498717.00000000
0.122499517226
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
670000.00000000
PA
USD
692813.50000000
0.170175308397
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.87500000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAZ1
90000.00000000
PA
USD
99637.43000000
0.024473874106
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
541000.00000000
PA
USD
546466.81000000
0.134228270553
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
192000.00000000
PA
USD
176285.76000000
0.043300951228
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
2564.00000000
NS
USD
805429.32000000
0.197837055605
Long
EC
CORP
US
N
1
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
180000.00000000
PA
USD
172116.23000000
0.042276792413
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
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
138705.89000000
0.034070233341
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
225000.00000000
PA
USD
242584.88000000
0.059585958943
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PART
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AL2
245000.00000000
PA
USD
234000.73000000
0.057477440022
Long
DBT
CORP
US
N
2
2023-04-01
Variable
6.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
45000.00000000
PA
USD
48435.71000000
0.011897230476
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45800000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
1143000.00000000
PA
USD
1286283.74000000
0.315948999465
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKS4
339646.58000000
PA
USD
367250.81000000
0.090207566467
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
415000.00000000
PA
USD
409748.18000000
0.100646166532
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
55000.00000000
PA
USD
59182.87000000
0.014537048071
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
40383.00000000
NS
USD
5889860.55000000
1.446722437590
Long
EC
CORP
US
N
1
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
135000.00000000
PA
USD
123078.83000000
0.030231769231
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.62500000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
185000.00000000
PA
USD
183820.01000000
0.045151583927
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
1073000.00000000
PA
USD
1001987.79000000
0.246117578791
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
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
200000.00000000
PA
USD
204879.00000000
0.050324289306
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Grainger PLC
2138007CEIRKZMNI2979
Grainger PLC
000000000
192741.00000000
NS
683160.84000000
0.167804332092
Long
EC
CORP
GB
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
45000.00000000
PA
USD
55648.36000000
0.013668868786
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
630000.00000000
PA
USD
652443.75000000
0.160259314185
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAJA9
48891.90000000
PA
USD
53473.24000000
0.013134595541
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
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
130290.93000000
0.032003272445
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
118000.00000000
PA
USD
123923.60000000
0.030439269511
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
6570.00000000
NS
USD
1679029.20000000
0.412418799458
Long
EC
CORP
US
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
295000.00000000
PA
USD
308394.48000000
0.075750726194
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE 2014-GRCE Mortgage Trust
38406HAA0
100000.00000000
PA
USD
101127.16000000
0.024839795472
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Fixed
3.36870000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
660000.00000000
PA
USD
694752.30000000
0.170651534521
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
290000.00000000
PA
USD
271339.95000000
0.066649047213
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
CAPITAL TRUST AGY FL STUDENT H
549300F49UWS7X0OGQ59
Capital Trust Agency Inc
140536AD5
1000000.00000000
PA
USD
882840.00000000
0.216851388239
Long
DBT
MUN
US
N
2
2058-12-01
Fixed
5.25000000
N
N
N
N
N
N
QTS REALTY TRUST INC
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A301
4904.00000000
NS
USD
747761.92000000
0.183672251398
Long
EP
CORP
US
N
1
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
7700.00000000
NS
157612.78000000
0.038714319862
Long
EC
CORP
JP
N
1
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
381000.00000000
PA
USD
384669.03000000
0.094485991989
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
Bank of Georgia JSC
47973XAA9
200000.00000000
PA
USD
197040.00000000
0.048398801072
Long
DBT
CORP
GE
N
2
2023-07-26
Fixed
6.00000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
14285.00000000
NS
404672.28000000
0.099399376670
Long
EC
CORP
FR
N
1
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
310000.00000000
PA
USD
337512.50000000
0.082902965625
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAC4
1599000.00000000
PA
USD
1462085.63000000
0.359131098035
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
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
485000.00000000
PA
USD
478847.78000000
0.117619054243
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
41155.00000000
NS
USD
4394119.35000000
1.079324544805
Long
EC
CORP
US
N
1
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BQ5
210000.00000000
PA
USD
215410.65000000
0.052911171326
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
TAUBMAN CENTERS INC
N/A
Taubman Centers Inc
876664608
37077.00000000
NS
USD
841647.90000000
0.206733400756
Long
EP
CORP
US
N
1
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
60000.00000000
PA
USD
63210.45000000
0.015526339805
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
KNOWLES CORP
5493003EO323TDZQU148
Knowles Corp
49926DAB5
973000.00000000
PA
USD
1041940.84000000
0.255931219266
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
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AK0
311000.00000000
PA
USD
319494.97000000
0.078477331996
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AC1
425000.00000000
PA
USD
445015.38000000
0.109308824861
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
135000.00000000
PA
USD
150362.58000000
0.036933458171
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
45000.00000000
PA
USD
43142.87000000
0.010597153790
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
US Concrete Inc
90333LAP7
10000.00000000
PA
USD
10051.05000000
0.002468832569
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
85000.00000000
PA
USD
79866.43000000
0.019617536834
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
5010.00000000
NS
336684.16000000
0.082699501035
Long
EC
CORP
FR
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
240000.00000000
PA
USD
155550.00000000
0.038207640615
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
387000.00000000
PA
USD
381798.72000000
0.093780959698
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAG3
35000.00000000
PA
USD
34844.79000000
0.008558902048
Long
DBT
CORP
US
N
2
2024-05-08
Floating
1.66763000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
170000.00000000
PA
USD
184317.50000000
0.045273782057
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.55000000
N
N
N
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
28850.00000000
NS
USD
1172559.21000000
0.288014920575
Long
EP
CORP
US
N
2
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057BV5
115000.00000000
PA
USD
123062.08000000
0.030227654940
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCX0
35000.00000000
PA
USD
45715.10000000
0.011228968894
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52200000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
165000.00000000
PA
USD
186362.37000000
0.045776062083
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
544000.00000000
PA
USD
604452.82000000
0.148471334717
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.62500000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
9237.00000000
NS
USD
2779320.93000000
0.682682708115
Long
EC
CORP
US
N
1
N
N
N
MERION COUNTRYSIDE L.P.
N/A
MERION COUNTRYSIDE L.P.
000000000
2342812.50000000
NS
USD
1889244.00000000
0.464053717686
Long
EC
CORP
US
Y
3
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
460000.00000000
PA
USD
486502.90000000
0.119499376158
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
445000.00000000
PA
USD
449207.48000000
0.110338527530
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
115000.00000000
PA
USD
126028.57000000
0.030956311859
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
60000.00000000
PA
USD
65304.80000000
0.016040773570
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
205000.00000000
PA
USD
207434.38000000
0.050951965556
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB
000000000
9000.00000000
NS
135775.35000000
0.033350406796
Long
EC
CORP
SE
N
1
N
N
N
MERION THE LEDGES
N/A
MERION THE LEDGES
000000000
3970235.40000000
NS
USD
3589886.85000000
0.881781463282
Long
EP
CORP
US
Y
3
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
160000.00000000
PA
USD
165196.00000000
0.040576981028
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAG7
233000.00000000
PA
USD
230985.72000000
0.056736865168
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
ULTRA 10 YEAR US TREASURY NOTE
000000000
2.00000000
NC
USD
541.94000000
0.000133116353
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-09-21
314114.32000000
USD
541.94000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP77
730955.17000000
PA
USD
823074.89000000
0.202171324952
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK Global Inc
12508EAD3
161000.00000000
PA
USD
171563.21000000
0.042140954486
Long
DBT
CORP
US
N
2
2024-10-15
Variable
5.00000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
225000.00000000
PA
USD
243844.88000000
0.059895451885
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
180000.00000000
PA
USD
182666.70000000
0.044868297177
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AN5
50000.00000000
PA
USD
42839.95000000
0.010522747756
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
99900.00000000
NS
USD
5206788.00000000
1.278939792110
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AW0
362000.00000000
PA
USD
338086.28000000
0.083043902816
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVKS3
57393.60000000
PA
USD
63846.35000000
0.015682535489
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
2530.00000000
NS
875162.20000000
0.214965495451
Long
EC
CORP
CH
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
5000.00000000
PA
USD
5286.53000000
0.001298526765
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
240000.00000000
PA
USD
179220.00000000
0.044021686602
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
75000.00000000
PA
USD
81084.96000000
0.019916843529
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
200000.00000000
PA
USD
167968.70000000
0.041258037442
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS PERU
000000000
1.00000000
NC
USD
-5148.83000000
-0.00126470360
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REPUBLIC OF PERU
Peruvian Government International Bond
Y
Default Event
2025-06-20
9658.96000000
USD
0.00000000
USD
797000.00000000
USD
-14807.79000000
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
300000.00000000
PA
USD
327558.00000000
0.080457848566
Long
DBT
CORP
IL
N
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BD5
125000.00000000
PA
USD
137882.96000000
0.033868097606
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
5.25000000
N
N
N
N
N
N
GAZPROM PJSC (GAZ FN)
N/A
Gazprom PJSC via Gaz Finance PLC
000000000
205000.00000000
PA
USD
204446.50000000
0.050218054625
Long
DBT
CORP
GB
N
2
2030-02-25
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5HR9
83900.83000000
PA
USD
89746.33000000
0.022044329946
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A0K78
24157.75000000
PA
USD
25624.96000000
0.006294241481
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
244000.00000000
PA
USD
250989.38000000
0.061650350557
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
MONTGOMERY CNTY PA INDL DEV AU
N/A
MONTGOMERY COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY/PA
613609G75
250000.00000000
PA
USD
220007.50000000
0.054040292462
Long
DBT
MUN
US
N
2
2051-01-01
Fixed
5.37500000
N
N
N
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAA1
109000.00000000
PA
USD
125660.56000000
0.030865917813
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
Coherus Biosciences Inc
Coherus Biosciences Inc
USD
XXXX
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
5000.00000000
PA
USD
5442.11000000
0.001336741774
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AE2
2947000.00000000
PA
USD
1424874.21000000
0.349990882271
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
ARIZONA ST INDL DEV AUTH EDU R
N/A
Arizona Industrial Development Authority
04052BAU8
1000000.00000000
PA
USD
1009690.00000000
0.248009467390
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
6.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
40000.00000000
PA
USD
50246.62000000
0.012342043067
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
55000.00000000
PA
USD
62455.01000000
0.015340781592
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AH6
570000.00000000
PA
USD
597075.00000000
0.146659125813
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAD3
2527000.00000000
PA
USD
2334412.78000000
0.573400222085
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
PUERTO RICO SALES TAX FING COR
N/A
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
74529JPV1
250000.00000000
PA
USD
247815.00000000
0.060870629759
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.55000000
N
N
N
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
2870.00000000
NS
172402.05000000
0.042346998185
Long
EC
CORP
GB
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
97100.00000000
NS
USD
5221067.00000000
1.282447133160
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
471518.10000000
PA
USD
500670.79000000
0.122979425334
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
Quotient Technology Inc
749119AB9
1564000.00000000
PA
USD
1405723.20000000
0.345286832721
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
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
8057.00000000
NS
USD
779514.75000000
0.191471677416
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
470000.00000000
PA
USD
492238.05000000
0.120908097148
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-8.00000000
NC
USD
-1457.28000000
-0.00035795069
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-09-21
-1111042.72000000
USD
-1457.28000000
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAC4
295000.00000000
PA
USD
301237.78000000
0.073992830844
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
5.62500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
175000.00000000
PA
USD
187410.34000000
0.046033474241
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
460000.00000000
PA
USD
465936.30000000
0.114447616200
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
KANSAS CITY POWER & LT
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BP4
25000.00000000
PA
USD
27581.23000000
0.006774758749
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.65000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
295000.00000000
PA
USD
297526.68000000
0.073081275878
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
200000.00000000
PA
USD
200417.00000000
0.049228291283
Long
DBT
NUSS
EG
N
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
50000.00000000
PA
USD
52897.23000000
0.012993110597
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
30000.00000000
PA
USD
30923.73000000
0.007595774749
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
10000.00000000
PA
USD
11111.79000000
0.002729381413
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
31504.00000000
NS
USD
1165017.92000000
0.286162558646
Long
EC
CORP
US
N
1
N
N
N
Brookdale Senior Living Inc
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living Inc
112463104
1387924.00000000
NS
USD
5079801.84000000
1.247748268070
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
154800.00000000
NS
USD
5753916.00000000
1.413330470313
Long
EC
CORP
US
N
1
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAA9
1391000.00000000
PA
USD
1382849.85000000
0.339668467331
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
G4S PLC
549300L3KWKK8X35QR12
G4S PLC
000000000
220920.00000000
NS
245552.58000000
0.060314913074
Long
EC
CORP
GB
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
15646.00000000
NS
USD
1431609.00000000
0.351645144154
Long
EC
CORP
US
N
1
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
10100.00000000
NS
341833.19000000
0.083964253769
Long
EC
CORP
JP
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
117331.61000000
0.028820083495
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
20000.00000000
PA
USD
21043.31000000
0.005168853910
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941AP4
397000.00000000
PA
USD
530130.69000000
0.130215640517
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
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
2892000.00000000
PA
USD
1790954.58000000
0.439910954358
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
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
200000.00000000
PA
USD
174377.00000000
0.042832103809
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
612000.00000000
PA
USD
695479.86000000
0.170830244589
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475AB8
242000.00000000
PA
USD
249537.09000000
0.061293625553
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.00000000
N
N
N
N
N
N
VanEck Vectors High-Yield Municipal Index ETF
549300UT41BWOPGYSE94
VanEck Vectors High-Yield Municipal Index ETF
92189H409
29818.00000000
NS
USD
1722884.04000000
0.423190833955
Long
EC
RF
US
N
1
N
N
N
Hercules Capital Inc
549300UJ5OC256GR2B73
Hercules Capital Inc
427096508
46329.00000000
NS
USD
516105.06000000
0.126770534568
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
158200.00000000
NS
USD
5503778.00000000
1.351889243645
Long
EC
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
452000.00000000
PA
USD
450650.78000000
0.110693044327
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.37500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
60000.00000000
PA
USD
63215.90000000
0.015527678485
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
50000.00000000
PA
USD
56262.35000000
0.013819682731
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
CDS CDX.NA.HY.33.V1
000000000
1.00000000
NC
USD
105854.64000000
0.026001003166
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.33.V1
Y
Default Event
2024-12-20
0.00000000
USD
-554191.50000000
USD
10450000.00000000
USD
660046.14000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
86379.00000000
NS
USD
5573173.08000000
1.368934709907
Long
EC
CORP
US
N
1
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
200000.00000000
PA
USD
227750.00000000
0.055942077467
Long
DBT
CORP
IT
N
2
2073-09-24
Fixed
8.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
15000.00000000
PA
USD
15625.44000000
0.003838066190
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
565000.00000000
PA
USD
597382.98000000
0.146734774730
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AK2
135000.00000000
PA
USD
116412.53000000
0.028594330500
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
39833.00000000
NS
USD
781523.46000000
0.191965075486
Long
EC
CORP
US
N
1
N
N
N
FUTURE RETAIL LTD
335800XO19WYIUZC9H61
Future Retail Ltd
36118EAA0
205000.00000000
PA
USD
78091.41000000
0.019181539880
Long
DBT
CORP
IN
N
2
2025-01-22
Fixed
5.60000000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
912828Z45
485000.00000000
PA
USD
485626.62000000
0.119284136098
Long
DBT
UST
US
N
2
2022-01-31
Floating
0.28404273
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
160.00000000
NS
USD
9542.40000000
0.002343893216
Long
EC
RF
US
N
1
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust Inc
65341D102
20925.00000000
NS
USD
669181.50000000
0.164370596324
Long
EC
CORP
US
N
1
N
N
N
LYONDELLBASELL ADVANCED
5493004OGK9A7CGV3B42
Lyondellbasell Advanced Polymers Inc
67054E202
2140.00000000
NS
USD
2209550.00000000
0.542730262430
Long
EP
CORP
US
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
400000.00000000
PA
USD
444162.00000000
0.109099209713
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
25161AAA7
200000.00000000
PA
USD
182000.00000000
0.044704536110
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAB9
200000.00000000
PA
USD
209480.30000000
0.051454503492
Long
DBT
CORP
US
N
2
2029-09-23
Fixed
3.00000000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
130000.00000000
PA
USD
119105.74000000
0.029255861839
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
625000.00000000
PA
USD
712615.63000000
0.175039292110
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
CONLEY ROAD TRANSPRTN DEV DIST
N/A
CONLEY ROAD TRANSPORTATION DEVELOPMENT DISTRICT
207380AC0
500000.00000000
PA
USD
466695.00000000
0.114633975164
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
560000.00000000
PA
USD
566241.20000000
0.139085440508
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
160000.00000000
PA
USD
167488.56000000
0.041140100981
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAD3
250000.00000000
PA
USD
270434.30000000
0.066426593020
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AJ4
5000.00000000
PA
USD
4348.35000000
0.001068082250
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
240000.00000000
PA
USD
212074.80000000
0.052091788761
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PY3
53874.04000000
PA
USD
57194.49000000
0.014048643645
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
140000.00000000
PA
USD
157013.19000000
0.038567042978
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
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
490282.85000000
0.120427842703
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136U74
1000000.00000000
PA
USD
1016130.00000000
0.249591320206
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.00000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
463000.00000000
PA
USD
482765.47000000
0.118581353771
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
6990.00000000
NS
754815.35000000
0.185404780607
Long
EC
CORP
CH
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
88400.00000000
NS
USD
5563012.00000000
1.366438850744
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
835000.00000000
PA
USD
885985.10000000
0.217623917011
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLLH5
236522.60000000
PA
USD
266339.70000000
0.065420839210
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
519000.00000000
PA
USD
545160.20000000
0.133907328828
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.87500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
400000.00000000
PA
USD
201424.00000000
0.049475640008
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
13520.00000000
NS
465935.37000000
0.114447387764
Long
EC
CORP
GB
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
64300.00000000
NS
USD
5190296.00000000
1.274888873376
Long
EC
CORP
US
N
1
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
190000.00000000
PA
USD
198446.37000000
0.048744246778
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
5000.00000000
PA
USD
5397.90000000
0.001325882502
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
LIGAND PHARMACEUTICALS I
5493008K7TB0IKP37H79
Ligand Pharmaceuticals Inc
53220KAF5
864000.00000000
PA
USD
753235.29000000
0.185016671545
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
STRIP PRINC
254900HROIFWPRGM1V77
UNITED STATES TREASURY STRIP PRINCIPAL
912803EH2
170000.00000000
PA
USD
119494.90000000
0.029351450945
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
80000.00000000
PA
USD
87545.69000000
0.021503788241
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02300000
N
N
N
N
N
N
SPDR Gold Shares
N/A
SPDR Gold Shares
78463V107
19710.00000000
NS
USD
3210956.10000000
0.788704961102
Long
EC
RF
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
89732.00000000
NS
USD
4755796.00000000
1.168162934146
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DBG6
147206.18000000
PA
USD
156610.37000000
0.038468098576
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
45493.00000000
NS
USD
5465074.09000000
1.342382428578
Long
EC
CORP
US
N
1
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
332392.05000000
0.081645232977
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
110000.00000000
PA
USD
121811.94000000
0.029920583903
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF GEORGIA
N/A
Georgia Government International Bond
000000000
200000.00000000
PA
USD
205500.00000000
0.050476825113
Long
DBT
NUSS
GE
N
2
2021-04-12
Fixed
6.87500000
N
N
N
N
N
N
Postal Realty Trust Inc
5493007B7ZZSIJRGWC41
Postal Realty Trust Inc
73757R102
55000.00000000
NS
USD
931150.00000000
0.228717740653
Long
EC
CORP
US
N
1
N
N
N
TOBACCO SETTLEMENT FING CORP N
N/A
Tobacco Settlement Financing Corp
888808HT2
500000.00000000
PA
USD
524855.00000000
0.128919776374
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C3 Mortgage Trust
23312VAF3
250000.00000000
PA
USD
263799.08000000
0.064796788448
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.89000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
52600.00000000
NS
USD
4992792.00000000
1.226376100300
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
55000.00000000
PA
USD
61404.82000000
0.015082824137
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
690.88000000
0.000169700384
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
-108947.74000000
USD
98556.00000000
EUR
2020-06-03
690.88000000
N
N
N
WASHINGTON PRIME GROUP
549300RWGA2GV6YQYT67
Washington Prime Group Inc
93964W306
4840.00000000
NS
USD
31944.00000000
0.007846382975
Long
EP
CORP
US
N
1
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
204000.00000000
PA
USD
204115.26000000
0.050136692369
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
468000.00000000
PA
USD
480965.94000000
0.118139336442
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
25000.00000000
PA
USD
27232.53000000
0.006689107806
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
30365.00000000
NS
402179.03000000
0.098786961370
Long
EC
CORP
SE
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
84400.00000000
NS
USD
4904484.00000000
1.204685066372
Long
EC
CORP
US
N
1
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
100000.00000000
PA
113347.76000000
0.027841533131
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBC2
156000.00000000
PA
USD
161685.42000000
0.039714679653
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
61068.00000000
NS
USD
5659171.56000000
1.390058458009
Long
EC
CORP
US
N
1
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAD1
544000.00000000
PA
USD
593853.36000000
0.145867796572
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
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
55000.00000000
PA
USD
59144.57000000
0.014527640468
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
100500.00000000
NS
USD
5496345.00000000
1.350063480915
Long
EC
CORP
US
N
1
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAA8
200000.00000000
PA
USD
186388.00000000
0.045782357563
Long
DBT
CORP
BR
N
2
2025-02-04
Fixed
3.62500000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas/Fort Worth International Airport
235036E48
500000.00000000
PA
USD
517645.00000000
0.127148788982
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
5.00000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
200000.00000000
PA
USD
202312.50000000
0.049693881658
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
49000.00000000
NS
USD
5190080.00000000
1.274835817443
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
165000.00000000
PA
USD
208520.15000000
0.051218662502
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
185000.00000000
PA
USD
192338.62000000
0.047244004303
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
14300.00000000
NS
USD
4793360.00000000
1.177389753896
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
360000.00000000
PA
USD
378144.00000000
0.092883253312
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CD4
280000.00000000
PA
USD
295457.40000000
0.072573000040
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AR6
15000.00000000
PA
USD
12251.94000000
0.003009435682
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
31900.00000000
NS
807715.67000000
0.198398650199
Long
EC
CORP
NL
N
1
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
2257162.00000000
NS
USD
2257162.00000000
0.554425165580
Long
STIV
RF
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
30000.00000000
PA
USD
33176.69000000
0.008149167780
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
147400.00000000
NS
USD
5421372.00000000
1.331647913960
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
320000.00000000
PA
USD
317292.80000000
0.077936414478
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
500000.00000000
PA
USD
493523.30000000
0.121223792231
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
Apartment Investment and Manag
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co
03748R754
16783.00000000
NS
USD
618789.21000000
0.151992772434
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5TL7
32919.72000000
PA
USD
36075.20000000
0.008861126819
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
580000.00000000
PA
USD
626292.70000000
0.153835849575
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
61500.00000000
NS
USD
6019005.00000000
1.478444100933
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
2438.00000000
NS
USD
5954498.06000000
1.462599305172
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
50394.00000000
NS
USD
1325362.20000000
0.325547814994
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
18500.00000000
NS
USD
5388495.00000000
1.323572358830
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
200000.00000000
PA
USD
207200.00000000
0.050894394956
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
1604000.00000000
PA
USD
1256022.95000000
0.308516062217
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
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
45466.00000000
NS
USD
5333161.80000000
1.309980902580
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
2139.00000000
NS
USD
552225.63000000
0.135642805589
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
7905.80000000
0.001941896272
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-650214.40000000
EUR
729878.67000000
USD
2020-06-12
7905.80000000
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
1480.00000000
NS
389689.71000000
0.095719218200
Long
EC
CORP
DE
N
1
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority
13080SML5
500000.00000000
PA
USD
508080.00000000
0.124799344543
Long
DBT
MUN
US
N
2
2056-12-01
Fixed
5.25000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
246000.00000000
PA
USD
254635.83000000
0.062546025588
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
2800.00000000
NS
224503.69000000
0.055144688552
Long
EC
CORP
JP
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
20000.00000000
PA
USD
20796.31000000
0.005108183468
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAC2
535000.00000000
PA
USD
548431.18000000
0.134710777419
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
10000.00000000
PA
USD
10656.84000000
0.002617632354
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
200000.00000000
PA
USD
215625.00000000
0.052963821971
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
2257162.00000000
NS
USD
2257162.00000000
0.554425165580
Long
STIV
RF
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
16496.69000000
0.004052070735
Long
DBT
CORP
N/A
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
310000.00000000
PA
USD
320025.40000000
0.078607621156
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BJ2
155000.00000000
PA
USD
162047.08000000
0.039803513952
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
520000.00000000
PA
USD
541101.60000000
0.132910417672
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.62500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
110000.00000000
PA
USD
126863.09000000
0.031161294439
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
CITY OF APPLE VALLEY MN
549300AMWD6044L1SO95
APPLE VLY SNR LVNG-D
03789YDT0
1000000.00000000
PA
USD
743380.00000000
0.182595923371
Long
DBT
MUN
US
N
2
2052-01-01
Fixed
7.25000000
N
N
N
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043101
97884.00000000
NS
USD
951432.48000000
0.233699712409
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
13407.00000000
NS
USD
417225.84000000
0.102482899068
Long
EC
CORP
US
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
105000.00000000
PA
USD
109134.38000000
0.026806603470
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
COLORADO HEALTH FACILITIES AUTHORITY
5493002JB6DRFRZPEQ21
CO HLTH FACS AUTH-A
19648AM85
750000.00000000
PA
USD
840810.00000000
0.206527587949
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
5.25000000
N
N
N
N
N
N
TEAM INC
549300DEKHQ3OEQJWU96
Team Inc
878155AE0
1615000.00000000
PA
USD
985662.44000000
0.242107594183
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
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
200000.00000000
PA
USD
204021.00000000
0.050113539350
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
85000.00000000
PA
USD
85909.08000000
0.021101788840
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
620000.00000000
PA
USD
652801.10000000
0.160347089822
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
241000.00000000
PA
USD
252381.23000000
0.061992229725
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
105000.00000000
PA
USD
109183.73000000
0.026818725277
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
2135000.00000000
PA
USD
1845440.63000000
0.453294325731
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
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AT7
5000.00000000
PA
USD
5142.80000000
0.001263222463
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
8200.00000000
NS
308550.23000000
0.075788982960
Long
EC
CORP
JP
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
1520.00000000
NS
187793.82000000
0.046127668172
Long
EC
CORP
IE
N
1
N
N
N
USB CAPITAL IX
N/A
USB Capital IX
91731KAA8
85000.00000000
PA
USD
69423.33000000
0.017052405290
Long
DBT
CORP
US
N
2
N/A
Floating
3.50000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
25268.00000000
NS
USD
960942.04000000
0.236035539159
Long
EP
CORP
US
N
1
N
N
N
CENTRAL AMERICAN BANK
549300OLDAMXBPSHIC05
Central American Bank for Economic Integration
15238PAF3
300000.00000000
PA
USD
302850.00000000
0.074388839346
Long
DBT
CORP
N/A
N
2
2025-05-06
Fixed
2.00000000
N
N
N
N
N
N
GAIN CAPITAL HOLDINGS IN
5493003NZPPKMB17WX19
GAIN Capital Holdings Inc
36268WAF7
1764000.00000000
PA
USD
1784265.89000000
0.438268015987
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
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
230000.00000000
PA
USD
239487.50000000
0.058825151602
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
20737.00000000
NS
USD
117578.79000000
0.028880798150
Long
EC
CORP
US
N
1
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AQ8
85000.00000000
PA
USD
73846.73000000
0.018138922021
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DS3
136000.00000000
PA
USD
169846.12000000
0.041719186839
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
25000.00000000
PA
USD
27106.91000000
0.006658251851
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
121384.07000000
PA
USD
131934.11000000
0.032406885630
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
37505.00000000
NS
USD
3649611.55000000
0.896451600687
Long
EC
CORP
US
N
1
N
N
N
E*TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BN3
530000.00000000
PA
USD
545526.35000000
0.133997266003
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
185000.00000000
PA
USD
161823.63000000
0.039748628081
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DP2
140000.00000000
PA
USD
150446.41000000
0.036954049277
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAU2
286000.00000000
PA
USD
294218.21000000
0.072268618644
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
330000.00000000
PA
USD
505370.51000000
0.124133814358
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fresenius Medical Care AG & Co
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
8930.00000000
NS
749403.64000000
0.184075505964
Long
EC
CORP
DE
N
1
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
451650.00000000
0.110938482055
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
17600.00000000
NS
601708.01000000
0.147797128905
Long
EC
CORP
JP
N
1
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AE4
200000.00000000
PA
USD
193158.00000000
0.047445268054
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
250000.00000000
PA
USD
269663.08000000
0.066237158777
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor Inc
59001KAF7
803000.00000000
PA
USD
793762.69000000
0.194971389219
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
CALIFORNIA ST
N/A
State of California
13063CFT2
500000.00000000
PA
USD
561300.00000000
0.137871736915
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
5.00000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GK5
50000.00000000
PA
USD
51268.93000000
0.012593152376
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.62500000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
200000.00000000
PA
USD
127059.00000000
0.031209415679
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
GMAC CAPITAL TRUST I
N/A
GMAC Capital Trust I
361860208
5000.00000000
NS
USD
112950.00000000
0.027743831613
Long
EP
CORP
US
N
1
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
2100.00000000
NS
181755.30000000
0.044644430615
Long
EC
CORP
JP
N
1
N
N
N
KOPPERS INC
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
434000.00000000
PA
USD
400629.74000000
0.098406410322
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAH0
2574000.00000000
PA
USD
2101437.28000000
0.516174608610
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
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
11137.00000000
NS
USD
1322407.38000000
0.324822024569
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
10460.00000000
NS
714780.73000000
0.175571104149
Long
EC
CORP
FR
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
45000.00000000
NS
USD
5865750.00000000
1.440800179606
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
165000.00000000
PA
USD
181070.98000000
0.044476341559
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
38168.00000000
NS
USD
6994286.00000000
1.718001709077
Long
EC
CORP
US
N
1
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AR9
423000.00000000
PA
USD
375789.65000000
0.092304955924
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
95000.00000000
PA
USD
99504.16000000
0.024441139087
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
HD SUPPLY INC
549300G8FYZDYZMZED76
HD Supply Inc
40415RAS4
290000.00000000
PA
USD
300992.45000000
0.073932570603
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.37500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
133838.00000000
NS
USD
5111273.22000000
1.255478561717
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
16231.00000000
NS
USD
822424.77000000
0.202011636419
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
5000.00000000
PA
USD
4997.30000000
0.001227483397
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
RETROPHIN INC
N/A
Retrophin Inc
761299AB2
1390000.00000000
PA
USD
1072685.10000000
0.263482910922
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
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
2257162.00000000
NS
USD
2257162.00000000
0.554425165580
Long
STIV
RF
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
219000.00000000
PA
USD
248565.00000000
0.061054851748
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
170000.00000000
PA
USD
164581.25000000
0.040425980404
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
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
171041.85000000
0.042012893185
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906EAJ9
460815.39000000
PA
USD
454191.17000000
0.111562667913
Long
LON
CORP
US
N
2
2024-06-15
Floating
4.59310000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BL4
473000.00000000
PA
USD
493606.25000000
0.121244167183
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2B2
250000.00000000
PA
USD
264532.50000000
0.064976937904
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492649
2257162.00000000
NS
USD
2257162.00000000
0.554425165580
Long
STIV
RF
US
N
1
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
3040.00000000
NS
USD
114516.80000000
0.028128683630
Long
EC
RF
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
135000.00000000
PA
USD
141987.01000000
0.034876172613
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5FW8
25725.08000000
PA
USD
27184.33000000
0.006677268473
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAB1
200000.00000000
PA
USD
190028.58000000
0.046676590750
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
180000.00000000
PA
USD
194646.74000000
0.047810946247
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
Alpine Income Property Trust I
N/A
Alpine Income Property Trust Inc
02083X103
40359.00000000
NS
USD
499240.83000000
0.122628185233
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
503230.00000000
0.123608042344
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
5.25000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
120400.00000000
NS
USD
5757528.00000000
1.414217683414
Long
EC
CORP
US
N
1
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AJ5
437000.00000000
PA
USD
390199.49000000
0.095844435114
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAE4
284000.00000000
PA
USD
251665.18000000
0.061816346851
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.75000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
37300.00000000
NS
USD
1737061.00000000
0.426673110989
Long
EP
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
170000.00000000
PA
USD
192812.69000000
0.047360449794
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
160000.00000000
PA
USD
168074.40000000
0.041284000461
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
150000.00000000
PA
USD
146632.50000000
0.036017241160
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK Global Inc
12508EAG6
518000.00000000
PA
USD
546394.17000000
0.134210428039
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
28762.00000000
0.007064790481
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2025-06-20
59071.65000000
USD
0.00000000
USD
817000.00000000
USD
-30309.65000000
N
N
N
DOMINION WATER & SANITATION DISTRICT
N/A
DOMINION CO WTR & SAN
257542AA8
1000000.00000000
PA
USD
1037390.00000000
0.254813399534
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAD4
500000.00000000
PA
USD
547674.40000000
0.134524890062
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.76970000
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
326745.00000000
0.080258151930
Long
DBT
CORP
N/A
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5EJ8
147112.27000000
PA
USD
157186.27000000
0.038609556501
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
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
542174.18000000
0.133173874768
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
55000.00000000
PA
USD
59536.82000000
0.014623988569
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
219000.00000000
PA
USD
245662.16000000
0.060341829135
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
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
1833977.60000000
0.450478669475
Long
DBT
MUN
US
N
2
2053-07-01
Fixed
4.75000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
78310.00000000
NS
USD
4742453.60000000
1.164885649517
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
33700.00000000
NS
USD
5012875.00000000
1.231309073919
Long
EC
CORP
US
N
1
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AA8
205000.00000000
PA
USD
194967.30000000
0.047889685182
Long
DBT
CORP
MX
N
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
FIXED INCOME PASS-THROUGH TRUST 2007-C
N/A
FIPT 07-B JPM CLASS B
33832QAC1
1300000.00000000
PA
USD
1300.00000000
0.000319318115
Long
DBT
CORP
US
N
3
2087-01-15
None
0.00000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
25000.00000000
PA
USD
29438.55000000
0.007230970997
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
12788.00000000
NS
USD
1170997.16000000
0.287631235297
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
145900.00000000
NS
USD
5735329.00000000
1.408764958155
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
70422.80000000
PA
USD
72610.72000000
0.017835321726
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
27500.00000000
NS
USD
5426300.00000000
1.332858375245
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
443000.00000000
PA
USD
460017.85000000
0.112993871355
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
COTT HOLDINGS INC
N/A
Cott Holdings Inc
221644AA5
272000.00000000
PA
USD
275031.44000000
0.067555785389
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
FLORIDA DEV FIN CORP SURFACE T
549300HC854CNBLMWC48
Florida Development Finance Corp
34061YAD2
1150000.00000000
PA
USD
977500.00000000
0.240102659602
Long
DBT
MUN
US
N
2
2049-01-01
Variable
6.50000000
N
N
N
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A103
13516.00000000
NS
USD
927197.60000000
0.227746915332
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
10348.00000000
NS
USD
286950.04000000
0.070483342994
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
9227.00000000
NS
USD
1265852.13000000
0.310930397009
Long
EC
CORP
US
N
1
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AA9
1077000.00000000
PA
USD
829594.58000000
0.203772751969
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
MINERA MEXICO SA DE CV
N/A
Minera Mexico SA de CV
60284MAB8
200000.00000000
PA
USD
192799.00000000
0.047357087129
Long
DBT
CORP
MX
N
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
2700.00000000
PA
USD
2880.40000000
0.000707510691
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
92000.00000000
PA
USD
92603.98000000
0.022746252570
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Bluerock Residential Growth RE
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT Inc
09627J102
28226.00000000
NS
USD
181493.18000000
0.044580046258
Long
EC
CORP
US
N
1
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
415000.00000000
PA
USD
427543.38000000
0.105017189394
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283C2
340000.00000000
PA
USD
354981.25000000
0.087193802797
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
2257162.00000000
NS
USD
2257162.00000000
0.554425165580
Long
STIV
RF
US
N
1
N
N
N
MERION CAMPIONS WALK L. P.
N/A
MERION CAMPIONS WALK L. P.
000000000
2790000.00000000
NS
USD
2351412.00000000
0.577575728922
Long
EP
CORP
US
Y
3
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74733LAE2
200000.00000000
PA
USD
225750.00000000
0.055450818828
Long
DBT
CORP
BM
N
2
2025-10-19
Fixed
5.00000000
N
N
N
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V605
28153.00000000
NS
USD
601066.55000000
0.147639567522
Long
EP
CORP
US
N
1
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
60000.00000000
PA
USD
80182.89000000
0.019695268689
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAE7
250000.00000000
PA
USD
287337.28000000
0.070578460492
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.01560000
N
N
N
N
N
N
2020-07-24
Delaware Group Equity Funds V
Dan Geatans
Dan Geatans
Head of US and EMEA Fund Administration