0001752724-22-164845.txt : 20220725
0001752724-22-164845.hdr.sgml : 20220725
20220725160908
ACCESSION NUMBER: 0001752724-22-164845
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220725
DATE AS OF CHANGE: 20220725
PERIOD START: 20221130
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: 221103432
BUSINESS ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
BUSINESS PHONE: 18005231918
MAIL ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP 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
C000006368
C000006370
C000006371
Delaware Group Equity Funds V
811-04997
0000809821
549300SML5SX1R0LT030
100 Independence
610 Market Street
Philadelphia
19106
800-523-1918
Delaware Wealth Builder Fund
S000002399
JJWPL3H18MOOWBHRNC78
2022-11-30
2022-05-31
N
384388682.42
1010714.44
383377967.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
272683.13000000
0.00000000
1460024.04000000
USD
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAC4
635000.00000000
PA
USD
640715.00000000
0.167123583907
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
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
200000.00000000
PA
USD
197220.38000000
0.051442804874
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
205000.00000000
PA
USD
211062.30000000
0.055053320124
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBC2
260000.00000000
PA
USD
230946.95000000
0.060240016195
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.58430000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KBA7
130000.00000000
PA
USD
129285.00000000
0.033722595140
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AF8
185000.00000000
PA
USD
170437.73000000
0.044456840046
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
335000.00000000
PA
USD
253723.31000000
0.066180983570
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
60000.00000000
PA
USD
56472.71000000
0.014730296135
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XB5S5
173233.69000000
PA
USD
165846.64000000
0.043259303833
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU64
48195.70000000
PA
USD
43529.72000000
0.011354257061
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
135000.00000000
PA
USD
133873.37000000
0.034919421871
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.12500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2000000.00000000
PA
387584.42000000
0.101097207552
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
175000.00000000
PA
USD
161826.88000000
0.042210792876
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRK67
19388.09000000
PA
USD
18059.20000000
0.004710547164
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
2.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
235000.00000000
PA
USD
220768.40000000
0.057585051421
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
200000.00000000
PA
USD
182067.90000000
0.047490444210
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
58578.00000000
NS
USD
3947571.42000000
1.029681345748
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
235000.00000000
PA
USD
228485.96000000
0.059598093548
Long
DBT
CORP
US
N
1
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
165000.00000000
PA
USD
154792.28000000
0.040375893485
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
5000.00000000
PA
USD
4947.65000000
0.001290541036
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
20700.00000000
NS
721328.31000000
0.188150694678
Long
EC
CORP
JP
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
10409.00000000
NS
USD
471111.34000000
0.122884302006
Long
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
1637.00000000
NS
USD
99382.27000000
0.025922791161
Long
EC
CORP
US
N
1
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
180000.00000000
PA
USD
163665.90000000
0.042690481370
Long
DBT
CORP
US
N
1
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
10000.00000000
PA
USD
10065.43000000
0.002625458644
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
165000.00000000
PA
USD
150073.28000000
0.039144993331
Long
DBT
CORP
US
N
1
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
15983.00000000
NS
USD
1626909.57000000
0.424361780248
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
250000.00000000
PA
USD
230281.80000000
0.060066519005
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
185000.00000000
PA
USD
174014.63000000
0.045389835758
Long
DBT
CORP
TH
N
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
270000.00000000
PA
USD
236882.83000000
0.061788326347
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
175075.13000000
0.045666455723
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
215000.00000000
PA
USD
169914.50000000
0.044320361155
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
120000.00000000
PA
USD
112335.50000000
0.029301501229
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
232000.00000000
PA
USD
302366.83000000
0.078869120099
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Co Inc
864159108
5733.00000000
NS
USD
389213.37000000
0.101522101557
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
7834.00000000
NS
USD
1467778.24000000
0.382854092459
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
135000.00000000
PA
USD
158705.12000000
0.041396515516
Long
DBT
CORP
US
N
1
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
2.00000000
NC
USD
-36504.70000000
-0.00952185650
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
449629.70000000
USD
-36504.70000000
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAE4
200000.00000000
PA
USD
173335.00000000
0.045212561617
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
FUBOTV INC
N/A
fuboTV Inc
35953DAB0
521000.00000000
PA
USD
161510.00000000
0.042128138153
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.25000000
N
N
N
N
Y
fuboTV Inc
fuboTV Inc
USD
XXXX
N
N
N
COLLEGIUM PHARMA INC
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459JAA2
539000.00000000
PA
USD
456533.00000000
0.119081699557
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
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
28315.00000000
NS
USD
7697999.05000000
2.007939864296
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
10000.00000000
NS
USD
2197400.00000000
0.573168043948
Long
EC
CORP
US
N
1
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
105000.00000000
PA
USD
94943.10000000
0.024764881638
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
90000.00000000
PA
USD
95412.92000000
0.024887429108
Long
DBT
CORP
US
N
1
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
160000.00000000
PA
USD
144562.98000000
0.037707691123
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
3070.00000000
NS
USD
139715.70000000
0.036443330516
Long
EC
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
85000.00000000
PA
USD
78979.88000000
0.020601048207
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
2748.00000000
NS
USD
1429042.44000000
0.372750277625
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
1110000.00000000
PA
USD
912107.87000000
0.237913481258
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
6961.00000000
NS
USD
88683.14000000
0.023132038720
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
320000.00000000
PA
USD
274048.77000000
0.071482660165
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
180000.00000000
PA
USD
156484.80000000
0.040817369037
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
95001YAE4
375000.00000000
PA
USD
350791.35000000
0.091500132844
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.14600000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
60000.00000000
PA
USD
58635.90000000
0.015294540870
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
32623.00000000
NS
USD
2506425.09000000
0.653773899216
Long
EC
CORP
US
N
1
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAA6
100000.00000000
PA
USD
84546.11000000
0.022052939151
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Fixed
2.34700000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
5000.00000000
PA
USD
5026.68000000
0.001311155157
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
170000.00000000
PA
USD
175446.80000000
0.045763401826
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAD3
250000.00000000
PA
USD
233307.48000000
0.060855734936
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
5397.00000000
NS
USD
148903.23000000
0.038839798433
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
99690.44000000
0.026003173976
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
330000.00000000
PA
USD
293360.10000000
0.076519811909
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1094.00000000
NS
USD
311067.96000000
0.081138715831
Long
EC
CORP
US
N
1
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
250000.00000000
PA
USD
240238.75000000
0.062663681814
Long
DBT
CORP
N/A
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9T29
4283.85000000
PA
USD
4330.47000000
0.001129556302
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
53239.00000000
NS
USD
1133458.31000000
0.295650351524
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
3252.00000000
NS
USD
1464668.28000000
0.382042893001
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
370000.00000000
PA
USD
339455.39000000
0.088543270180
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
671.00000000
NS
USD
30101.06000000
0.007851536215
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
200000.00000000
PA
USD
189441.68000000
0.049413815039
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
270000.00000000
PA
USD
262384.11000000
0.068440059657
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
30850.00000000
NS
USD
2327632.50000000
0.607137784224
Long
EC
CORP
US
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
250000.00000000
PA
USD
230704.08000000
0.060176666180
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91200000
N
N
N
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
300000.00000000
PA
USD
289536.60000000
0.075522493252
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
2.21271000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
275000.00000000
PA
USD
199838.10000000
0.052125608848
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
REPAY HOLDINGS
N/A
Repay Holdings Corp
76029LAA8
1188000.00000000
PA
USD
926640.00000000
0.241704030328
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Repay Holdings Corp
Repay Holdings Corp
USD
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
55000.00000000
PA
USD
61600.00000000
0.016067694323
Long
DBT
CORP
US
N
1
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
579.00000000
NS
USD
1392026.01000000
0.363094941875
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLLH5
100715.98000000
PA
USD
105461.47000000
0.027508484787
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
135000.00000000
PA
USD
123099.75000000
0.032109239518
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
331000.00000000
PA
USD
1000888.69000000
0.261070998751
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
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT Inc
729640102
1645.00000000
NS
USD
33409.95000000
0.008714624415
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
1358.00000000
NS
USD
282409.68000000
0.073663513187
Long
EC
CORP
US
N
1
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
95000.00000000
PA
USD
87815.15000000
0.022905632909
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPAD9
142804.27000000
PA
USD
141202.78000000
0.036831219264
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2D1
2591.13000000
PA
USD
2636.98000000
0.000687827736
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
125000.00000000
PA
USD
124753.96000000
0.032540722320
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
1.18653000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
2287643.00000000
NS
USD
2287643.00000000
0.596706955293
Long
STIV
RF
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAV8
225000.00000000
PA
USD
205450.16000000
0.053589454053
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
200000.00000000
PA
USD
181060.00000000
0.047227544387
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
105000.00000000
PA
USD
97891.01000000
0.025533812106
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
13300.00000000
NS
USD
395941.00000000
0.103276931140
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-3.00000000
NC
USD
-640.23000000
-0.00016699707
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 - When Issued
2022-09-21
-384812.91000000
USD
-640.23000000
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
130000.00000000
PA
USD
131144.17000000
0.034207539544
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
484.00000000
NS
USD
308690.36000000
0.080518544564
Long
EP
CORP
US
N
1
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
4028.00000000
NS
USD
158260.12000000
0.041280442074
Long
EC
CORP
US
N
1
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
180000.00000000
PA
USD
177918.30000000
0.046408065893
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
100000.00000000
PA
98620.06000000
0.025723976920
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM6W9
678362.19000000
PA
USD
666372.75000000
0.173816130726
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
270.00000000
NS
USD
18902.70000000
0.004930565024
Long
EC
RF
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
185000.00000000
PA
USD
179352.86000000
0.046782255366
Long
DBT
CORP
US
N
1
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
200000.00000000
PA
USD
189738.52000000
0.049491242545
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCA6
270000.00000000
PA
USD
201723.48000000
0.052617389847
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
200000.00000000
PA
USD
146768.00000000
0.038282846761
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
6000.00000000
NS
202275.99000000
0.052761506109
Long
EC
CORP
JP
N
1
N
N
N
Toyota Auto Loan Extended Note
549300VJ12IVOF78MZ11
Toyota Auto Loan Extended Note Trust 2022-1
89231EAA1
250000.00000000
PA
USD
250372.85000000
0.065307052285
Long
ABS-O
CORP
US
N
2
2035-04-25
Fixed
3.82000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
1879.00000000
NS
USD
482414.46000000
0.125832598712
Long
EC
CORP
US
N
1
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAC2
274000.00000000
PA
USD
277485.28000000
0.072379036662
Long
DBT
CORP
MX
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
65000.00000000
PA
USD
62826.56000000
0.016387629245
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
150000.00000000
PA
USD
140045.45000000
0.036529342240
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
115000.00000000
PA
USD
114471.00000000
0.029858523327
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
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
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
425000.00000000
PA
USD
324414.06000000
0.084619901792
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAM4
75000.00000000
PA
USD
67746.05000000
0.017670825049
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
255000.00000000
PA
USD
244523.66000000
0.063781354282
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
90000.00000000
PA
USD
85518.87000000
0.022306673085
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
55414.01000000
PA
USD
55068.04000000
0.014363903145
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AB6
612000.00000000
PA
USD
538866.00000000
0.140557372881
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAH9
718000.00000000
PA
USD
828572.00000000
0.216124052293
Long
DBT
CORP
MH
N
2
2025-12-15
Fixed
3.75000000
N
N
N
N
Y
Atlas Corp
Atlas Corp
USD
XXXX
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
125000.00000000
PA
USD
121715.63000000
0.031748206773
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1869.00000000
NS
USD
617966.16000000
0.161189794827
Long
EC
CORP
US
N
1
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
115000.00000000
PA
USD
108643.95000000
0.028338600304
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
5620.00000000
NS
383600.46000000
0.100058034639
Long
EC
CORP
DE
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
1547.00000000
NS
USD
644294.56000000
0.168057273451
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
5765.00000000
NS
USD
135535.15000000
0.035352879226
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
370000.00000000
PA
USD
375261.40000000
0.097882880953
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
150000.00000000
PA
USD
139577.97000000
0.036407405134
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
17178.00000000
NS
USD
845329.38000000
0.220495033779
Long
EP
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
181007.40000000
0.047213824246
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CDU2
2385000.00000000
PA
USD
2388028.23000000
0.622891357733
Long
DBT
UST
US
N
2
2024-01-31
Floating
1.04784784
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
395000.00000000
PA
USD
300387.82000000
0.078352916726
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6TD3
61074.31000000
PA
USD
63682.65000000
0.016610931070
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
821.00000000
NS
USD
148601.00000000
0.038760965003
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
2777.00000000
NS
USD
51596.66000000
0.013458431185
Long
EC
CORP
US
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
80000.00000000
PA
USD
80310.00000000
0.020947995635
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
14362.00000000
NS
USD
1178545.72000000
0.307410915188
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
36300.00000000
NS
USD
2130084.00000000
0.555609392794
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
175000.00000000
PA
USD
164657.50000000
0.042949129515
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
250000.00000000
PA
USD
212981.48000000
0.055553917488
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
125000.00000000
PA
USD
108643.11000000
0.028338381199
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
200000.00000000
PA
USD
179260.00000000
0.046758033839
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
15000.00000000
PA
USD
14540.97000000
0.003792854888
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
Ivanhoe Mines Ltd
46579RAA2
393000.00000000
PA
USD
494001.00000000
0.128854822462
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
Y
Ivanhoe Mines Ltd
Ivanhoe Mines Ltd
USD
XXXX
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
38000.00000000
NS
475179.00000000
0.123945307160
Long
EC
CORP
FR
N
1
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
175000.00000000
PA
USD
154081.38000000
0.040190462903
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
160000.00000000
PA
USD
140810.40000000
0.036728871182
Long
DBT
CORP
US
N
1
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
59400.00000000
NS
USD
1953666.00000000
0.509592663943
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
13300.00000000
NS
USD
2132389.00000000
0.556210627135
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1286.00000000
NS
USD
184528.14000000
0.048132171228
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
6530.00000000
NS
1141554.24000000
0.297762087376
Long
EC
CORP
FR
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
315000.00000000
PA
USD
292579.88000000
0.076316299953
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
883000.00000000
PA
USD
752316.00000000
0.196233498749
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKS4
170258.83000000
PA
USD
168354.55000000
0.043913465055
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
365000.00000000
PA
USD
326706.94000000
0.085217974762
Long
DBT
CORP
US
N
1
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
36515.00000000
NS
USD
1353245.90000000
0.352979569256
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
7221.00000000
NS
USD
735531.06000000
0.191855328535
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAD8
289000.00000000
PA
USD
295647.00000000
0.077116325061
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
4349.00000000
NS
USD
1201498.23000000
0.313397829387
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
778.00000000
NS
USD
534556.02000000
0.139433161174
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
6355.00000000
NS
USD
150295.75000000
0.039203022226
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AN3
130000.00000000
PA
USD
131036.88000000
0.034179554106
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.30000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
185000.00000000
PA
USD
173683.55000000
0.045303477118
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
325000.00000000
PA
USD
283063.79000000
0.073834130712
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
250000.00000000
PA
USD
246812.75000000
0.064378438672
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
275000.00000000
PA
USD
208678.88000000
0.054431630774
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
4560.00000000
NS
USD
311083.20000000
0.081142691020
Long
EC
CORP
US
N
1
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
85000.00000000
PA
USD
81413.00000000
0.021235701266
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681113
8447.00000000
NS
USD
849345.85000000
0.221542686575
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7L94
31383.41000000
PA
USD
32861.72000000
0.008571624544
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
200000.00000000
PA
USD
190819.00000000
0.049773074077
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
1940.00000000
NS
USD
345708.00000000
0.090174195930
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
181331.40000000
PA
USD
163794.86000000
0.042724119193
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
B2W DIGITAL LUX SARL
222100KMO43GQ28M6N31
B2W Digital Lux Sarl
05609AAA9
200000.00000000
PA
USD
161549.00000000
0.042138310881
Long
DBT
CORP
LU
N
2
2030-12-20
Fixed
4.37500000
N
N
N
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941AP4
480000.00000000
PA
USD
809856.00000000
0.211242185946
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
CHEESECAKE FACTORY (THE)
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072AA9
1133000.00000000
PA
USD
924730.47000000
0.241205950063
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
USD
XXXX
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
250000.00000000
PA
USD
236153.25000000
0.061598023288
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
200000.00000000
PA
USD
173446.00000000
0.045241514767
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
166545.80000000
0.043441672164
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECA6
853243.90000000
PA
USD
813439.56000000
0.212176918847
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
27420.00000000
NS
756671.43000000
0.197369565597
Long
EC
CORP
NL
N
1
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
200000.00000000
PA
USD
194099.20000000
0.050628678800
Long
DBT
CORP
KY
N
2
2030-02-28
Fixed
3.93250000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
55000.00000000
PA
USD
51429.13000000
0.013414732795
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
165000.00000000
PA
USD
160205.05000000
0.041787756047
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
200000.00000000
PA
USD
164400.00000000
0.042881963422
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
135000.00000000
PA
USD
131336.82000000
0.034257790214
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
200000.00000000
PA
USD
185313.00000000
0.048336893477
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
12000.00000000
PA
USD
13590.00000000
0.003544804640
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
21763.00000000
NS
USD
2274233.50000000
0.593209232127
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLF0
37010.33000000
PA
USD
34354.31000000
0.008960950516
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EH2
310000.00000000
PA
USD
147130.99000000
0.038377528780
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
380000.00000000
PA
USD
369626.00000000
0.096412947762
Long
DBT
CORP
US
N
1
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
110000.00000000
PA
USD
108233.40000000
0.028231512773
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
179606.20000000
0.046848336367
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
10933.00000000
NS
USD
2116847.46000000
0.552156784374
Long
EC
CORP
US
N
1
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AD7
389000.00000000
PA
USD
743831.72000000
0.194020465995
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.75000000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
239317.25000000
0.062423318497
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
19989.00000000
NS
USD
819948.78000000
0.213874778543
Long
EC
CORP
US
N
1
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAB9
528000.00000000
PA
USD
370661.02000000
0.096682921544
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
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBG8
300000.00000000
PA
USD
256715.82000000
0.066961547465
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
2.03410000
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
125302.06000000
0.032683688282
Long
DBT
CORP
US
N
1
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
HUTAMA KARYA PERSERO PT
2549009QN3GU8QCI7Q61
Hutama Karya Persero PT
69375MAA1
200000.00000000
PA
USD
189971.14000000
0.049551918958
Long
DBT
CORP
ID
N
2
2030-05-11
Fixed
3.75000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
165000.00000000
PA
USD
143303.00000000
0.037379038956
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Washington Prime Group Inc
N/A
Washington Prime Group Inc
000000000
962.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6MU2
99666.84000000
PA
USD
101177.33000000
0.026391013164
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
199000.00000000
PA
USD
177008.11000000
0.046170652667
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
255000.00000000
PA
USD
233441.05000000
0.060890575227
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
163000.00000000
PA
USD
163852.49000000
0.042739151355
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
110000.00000000
PA
USD
102059.65000000
0.026621156801
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
28900.00000000
NS
USD
2197845.00000000
0.573284117389
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
200000.00000000
PA
USD
162549.00000000
0.042399150075
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
75000.00000000
PA
USD
66229.88000000
0.017275348489
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
30000.00000000
PA
USD
29346.63000000
0.007654751303
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
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
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
1874.00000000
NS
USD
60399.02000000
0.015754431669
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
165000.00000000
PA
USD
163026.68000000
0.042523747741
Long
DBT
CORP
US
N
1
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5HR9
25624.81000000
PA
USD
25919.28000000
0.006760764093
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
74326.00000000
NS
USD
1348273.64000000
0.351682608967
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X65P2
165311.28000000
PA
USD
159206.19000000
0.041527214210
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
675000.00000000
PA
USD
618785.19000000
0.161403429951
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
402000.00000000
PA
USD
370599.78000000
0.096666947752
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
185000.00000000
PA
USD
165227.20000000
0.043097729603
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
193333.33000000
PA
USD
124010.76000000
0.032346866632
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
250000.00000000
PA
USD
252391.85000000
0.065833686617
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
122000.00000000
PA
USD
107548.31000000
0.028052814450
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
19482.00000000
NS
USD
453151.32000000
0.118199624873
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
30000.00000000
PA
USD
29300.10000000
0.007642614455
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
300000.00000000
PA
USD
293864.37000000
0.076651345289
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
343000.00000000
PA
USD
338023.65000000
0.088169816273
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBCC0
7921.89000000
PA
USD
8047.07000000
0.002098991249
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
250000.00000000
PA
USD
240693.75000000
0.062782363647
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
37450.00000000
NS
USD
2025670.50000000
0.528374259656
Long
EC
CORP
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
424000.00000000
PA
USD
419124.00000000
0.109323966165
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
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
948.00000000
NS
USD
79764.72000000
0.020805765240
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
78000.00000000
PA
USD
78825.63000000
0.020560813761
Long
DBT
CORP
US
N
1
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
190000.00000000
PA
USD
169101.90000000
0.044108403226
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
225000.00000000
PA
USD
191632.50000000
0.049985266761
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
8930.00000000
NS
989279.85000000
0.258042958287
Long
EC
CORP
DK
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
4700.00000000
NS
USD
2199459.00000000
0.573705111847
Long
EC
CORP
US
N
1
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AB9
190000.00000000
PA
USD
195818.75000000
0.051077204835
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.37500000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
1995.00000000
NS
USD
232936.20000000
0.060758890561
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
19910.00000000
NS
1236294.17000000
0.322473974316
Long
EC
CORP
ES
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
9175.00000000
NS
USD
346081.00000000
0.090271488949
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS FEDERATIVE REPUBLIC OF BRAIL
000000000
1.00000000
NC
USD
10468.73000000
0.002730655090
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2026-06-22
16857.91000000
USD
0.00000000
USD
359000.00000000
USD
-6389.18000000
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
4536.00000000
NS
USD
846961.92000000
0.220920864196
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYPB4
21167.60000000
PA
USD
18878.85000000
0.004924344009
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082AA8
246000.00000000
PA
USD
231486.00000000
0.060380621562
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
3321.00000000
NS
USD
155489.22000000
0.040557682753
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
245000.00000000
PA
USD
204996.11000000
0.053471020017
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/COP FORWARD
000000000
1.00000000
NC
USD
-3296.17000000
-0.00085977032
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-829388000.00000000
COP
216023.06000000
USD
2022-06-24
-3296.17000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PY3
15558.91000000
PA
USD
15462.86000000
0.004033319932
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
400000.00000000
PA
USD
319486.52000000
0.083334606232
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
375000.00000000
PA
USD
334134.34000000
0.087155331789
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
187000.00000000
PA
USD
190455.74000000
0.049678321632
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
200000.00000000
PA
USD
158634.30000000
0.041378042884
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
1727.00000000
NS
USD
283452.51000000
0.073935524123
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKMZ9
59843.19000000
PA
USD
55158.90000000
0.014387602994
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
1579.00000000
NS
USD
95845.30000000
0.025000210759
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
29720.00000000
NS
779674.69000000
0.203369717385
Long
EC
CORP
SE
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
350000.00000000
PA
USD
328221.46000000
0.085613020938
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
335000.00000000
PA
USD
336413.70000000
0.087749878213
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
23738.00000000
NS
USD
1731212.34000000
0.451568030662
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
140000.00000000
PA
USD
113482.35000000
0.029600644658
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
200000.00000000
PA
USD
195580.00000000
0.051014929478
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
285000.00000000
PA
USD
256779.30000000
0.066978105537
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
500000.00000000
PA
USD
473661.30000000
0.123549431516
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39365000
N
N
N
N
N
N
Sound Point CLO LTD
5493001O6AOY43J70E72
Sound Point Clo XXI Ltd
83613HAA5
250000.00000000
PA
USD
245387.50000000
0.064006677611
Long
ABS-CBDO
CORP
KY
N
2
2031-10-26
Floating
2.39371000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
373000.00000000
PA
USD
334728.11000000
0.087310210277
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
10000.00000000
PA
USD
10848.57000000
0.002829732250
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
73000.00000000
PA
52807.17000000
0.013774179637
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
16926.00000000
NS
USD
1267757.40000000
0.330680817857
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
3546.00000000
NS
USD
148896.54000000
0.038838053418
Long
EC
CORP
US
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
200000.00000000
PA
USD
173540.00000000
0.045266033651
Long
DBT
CORP
IM
N
1
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
125000.00000000
PA
USD
102263.13000000
0.026674232361
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
N/A
Castlelake Aviation Finance DAC
14856HAA6
170000.00000000
PA
USD
146772.00000000
0.038283890118
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAC5
1004000.00000000
PA
USD
1067754.00000000
0.278512092290
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.50000000
N
N
N
N
N
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
180000.00000000
PA
USD
182937.60000000
0.047717296057
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
396000.00000000
PA
USD
348710.27000000
0.090957305616
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
365000.00000000
PA
USD
347412.11000000
0.090618694608
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
67000.00000000
PA
USD
64133.41000000
0.016728506945
Long
DBT
CORP
US
N
1
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
240000.00000000
PA
USD
206861.83000000
0.053957672917
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
538.00000000
NS
USD
52697.10000000
0.013745469067
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-6377.06000000
-0.00166338718
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-141955.02000000
USD
112187050.00000000
CLP
2022-06-24
-6377.06000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBA0
250000.00000000
PA
USD
221124.95000000
0.057678053635
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.37720000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
385000.00000000
PA
USD
366998.17000000
0.095727506704
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
10400.00000000
NS
1268557.13000000
0.330889418785
Long
EC
CORP
CH
N
1
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
150000.00000000
PA
USD
117630.00000000
0.030682514339
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
8812.00000000
NS
USD
1720983.60000000
0.448899974369
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
2272.00000000
NS
USD
1520149.76000000
0.396514637502
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
178966.80000000
0.046681555787
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKR5
258382.92000000
PA
USD
255232.66000000
0.066574681206
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
12144.00000000
NS
USD
461472.00000000
0.120369984334
Long
EP
CORP
US
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
160000.00000000
PA
USD
153492.80000000
0.040036938170
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Co SA
15118JAA3
200000.00000000
PA
USD
147492.00000000
0.038471694337
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
190000.00000000
PA
USD
184829.36000000
0.048210741210
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
Diamond Infrastructure Funding
N/A
Diamond Infrastructure Funding LLC
25265LAA8
100000.00000000
PA
USD
89237.01000000
0.023276509724
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
260000.00000000
PA
USD
226051.80000000
0.058963169216
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
2001.00000000
NS
USD
59409.69000000
0.015496375629
Long
EC
CORP
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
90000.00000000
PA
USD
94302.00000000
0.024597657631
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
30097.00000000
NS
USD
5403314.41000000
1.409396173303
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
2044.00000000
NS
USD
91019.32000000
0.023741406027
Long
EC
CORP
US
N
1
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
135000.00000000
PA
USD
132415.43000000
0.034539133977
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
379.00000000
NS
USD
864415.62000000
0.225473473229
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
230000.00000000
PA
USD
226536.20000000
0.059089519722
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
23079.00000000
NS
USD
2195274.48000000
0.572613625025
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
159000.00000000
PA
USD
172871.96000000
0.045091782637
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AZ5
53000.00000000
PA
USD
54092.93000000
0.014109556238
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
125000.00000000
PA
USD
115130.29000000
0.030030491998
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAC7
200000.00000000
PA
USD
177803.80000000
0.046378199805
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5E54
8666.30000000
PA
USD
8845.84000000
0.002307341772
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L3GC9
46016.55000000
PA
USD
41045.09000000
0.010706168175
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAB2
200000.00000000
PA
USD
204450.00000000
0.053328573125
Long
DBT
CORP
GB
N
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
80000.00000000
PA
USD
79959.74000000
0.020856634099
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
36095.00000000
NS
USD
3465120.00000000
0.903839106419
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1371.00000000
NS
USD
681085.38000000
0.177653761270
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
14052.00000000
NS
USD
1740059.16000000
0.453875628056
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A0K78
9724.72000000
PA
USD
9331.80000000
0.002434099186
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
5619.00000000
NS
USD
117774.24000000
0.030720137784
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
400000.00000000
PA
USD
324488.00000000
0.084639188242
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
120000.00000000
PA
USD
119100.00000000
0.031065947954
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLU0
137216.03000000
PA
USD
126822.84000000
0.033080367311
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
5803.00000000
NS
USD
680633.87000000
0.177535989766
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
90539.00000000
NS
USD
1782712.91000000
0.465001397809
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
282.00000000
NS
USD
641617.68000000
0.167359038230
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
345000.00000000
PA
USD
294325.30000000
0.076771573898
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
179614.00000000
0.046850370913
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
DANIMER SCIENTIFIC INC
549300L6Q02MAX72BH35
Danimer Scientific Inc
236272AA8
154000.00000000
PA
USD
107954.00000000
0.028158634302
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.25000000
N
N
N
N
Y
Danimer Scientific Inc
Danimer Scientific Inc
USD
XXXX
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
40000.00000000
PA
USD
38638.38000000
0.010078403880
Long
DBT
CORP
GB
N
1
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
159000.00000000
PA
USD
167149.55000000
0.043599153827
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
505000.00000000
PA
USD
489100.38000000
0.127576548693
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
6010.00000000
NS
USD
317508.30000000
0.082818608923
Long
EC
CORP
US
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
13171.00000000
NS
USD
1551412.09000000
0.404669078448
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
95000.00000000
PA
USD
96299.13000000
0.025118587410
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
124000.00000000
PA
USD
128340.00000000
0.033476102102
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
300000.00000000
PA
USD
292502.64000000
0.076296152734
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
1699.00000000
NS
USD
33963.01000000
0.008858884139
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
2622.00000000
NS
USD
916336.56000000
0.239016489348
Long
EC
CORP
US
N
1
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
5692000.00000000
PA
142624.34000000
0.037202017828
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
270000.00000000
PA
USD
212379.71000000
0.055396952286
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
435000.00000000
PA
USD
379804.07000000
0.099067787332
Long
DBT
CORP
US
N
1
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
60000.00000000
PA
USD
66586.36000000
0.017368332445
Long
DBT
CORP
US
N
1
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
150000.00000000
PA
USD
130608.00000000
0.034067685393
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
15917.00000000
NS
USD
2131445.47000000
0.555964517530
Long
EC
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
170000.00000000
PA
USD
157199.00000000
0.041003660389
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBA5
230000.00000000
PA
USD
234137.24000000
0.061072168866
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
365000.00000000
PA
USD
425535.72000000
0.110996394039
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
74899.00000000
NS
USD
3841569.71000000
1.002031945195
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
3458.00000000
NS
USD
1521900.38000000
0.396971267811
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K0SW9
5619.21000000
PA
USD
5387.56000000
0.001405286805
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AA8
205000.00000000
PA
USD
191075.38000000
0.049839948030
Long
DBT
CORP
MX
N
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
Healthcare Trust of America In
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
5531.00000000
NS
USD
166206.55000000
0.043353182467
Long
EC
CORP
US
N
1
N
N
N
Phillips Edison & Co Inc
549300JPN4YHYPXTJQ85
Phillips Edison & Co Inc
71844V201
5157.00000000
NS
USD
173997.18000000
0.045385284114
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2E6
300000.00000000
PA
USD
238365.00000000
0.062174934375
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAU2
60000.00000000
PA
USD
47267.52000000
0.012329221798
Long
DBT
CORP
N/A
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
43800.00000000
NS
USD
2324466.00000000
0.606311836918
Long
EC
CORP
US
N
1
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
200000.00000000
PA
USD
190637.00000000
0.049725601344
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
2287643.00000000
NS
USD
2287643.00000000
0.596706955293
Long
STIV
RF
US
N
1
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BP4
25000.00000000
PA
USD
25068.24000000
0.006538779505
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.65000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBB3
200000.00000000
PA
USD
181759.26000000
0.047409938802
Long
DBT
CORP
CL
N
1
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
205000.00000000
PA
USD
231916.50000000
0.060492912835
Long
DBT
CORP
US
N
1
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
New Residential Investment Cor
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
48444.00000000
NS
USD
547417.20000000
0.142787860993
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
23710.00000000
NS
1097978.68000000
0.286395873447
Long
EC
CORP
GB
N
1
N
N
N
HIGHTOWER HOLDING LLC
N/A
Hightower Holding LLC
43118DAA8
110000.00000000
PA
USD
93019.39000000
0.024263102673
Long
DBT
CORP
US
N
1
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
175000.00000000
PA
USD
166284.13000000
0.043373418372
Long
DBT
CORP
US
N
1
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
29700.00000000
NS
USD
2136024.00000000
0.557158777603
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
7639.00000000
NS
USD
4431613.07000000
1.155938379388
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ASH63
177065.67000000
PA
USD
158211.93000000
0.041267872234
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
200000.00000000
PA
USD
172768.74000000
0.045064858815
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
27281.00000000
NS
USD
2053440.87000000
0.535617860572
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
295000.00000000
PA
USD
303260.00000000
0.079102093841
Long
DBT
CORP
US
N
1
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
9471.00000000
NS
USD
230902.98000000
0.060228547095
Long
EC
CORP
US
N
1
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
25000000.00000000
PA
27086.58000000
0.007065241683
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
665000.00000000
PA
USD
624853.22000000
0.162986210003
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
Quotient Technology Inc
749119AB9
547000.00000000
PA
USD
521728.60000000
0.136087267285
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
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
21900.00000000
NS
USD
2118825.00000000
0.552672604313
Long
EC
CORP
US
N
1
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
260000.00000000
PA
USD
232174.93000000
0.060560321508
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
24900.00000000
NS
USD
2261418.00000000
0.589866447442
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
44877.00000000
NS
USD
5042379.72000000
1.315250259833
Long
EC
CORP
US
N
1
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
1113000.00000000
PA
USD
968866.50000000
0.252718356535
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
Y
Spirit Airlines Inc
Spirit Airlines Inc
USD
XXXX
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
4822.00000000
NS
USD
166600.10000000
0.043455835732
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
35469.00000000
NS
USD
1094218.65000000
0.285415110254
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
235000.00000000
PA
USD
213379.20000000
0.055657658452
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBS4
365000.00000000
PA
USD
319260.90000000
0.083275755694
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAD4
350000.00000000
PA
USD
324918.58000000
0.084751500382
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.10200000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
11940.00000000
NS
USD
199517.40000000
0.052041957718
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
250000.00000000
PA
USD
235544.88000000
0.061439336548
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
105000.00000000
PA
USD
100446.84000000
0.026200472742
Long
DBT
CORP
US
N
1
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
71220.00000000
NS
1160394.08000000
0.302676256049
Long
EC
CORP
GB
N
1
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAD9
100000.00000000
PA
USD
99395.26000000
0.025926179462
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.83850000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBK7
150000.00000000
PA
USD
143975.25000000
0.037554388103
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AK2
100000.00000000
PA
USD
97676.50000000
0.025477859490
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCAX6
901950.48000000
PA
USD
804512.41000000
0.209848368240
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
2053.00000000
NS
USD
107679.85000000
0.028087125237
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLRB4
333195.45000000
PA
USD
307921.34000000
0.080317954008
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
3282000.00000000
PA
161594.37000000
0.042150145156
Long
DBT
NUSS
N/A
N
2
2023-01-23
Fixed
5.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
8649.00000000
NS
USD
1102574.52000000
0.287594648646
Long
EC
CORP
US
N
1
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
165000.00000000
PA
USD
147882.90000000
0.038573656378
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
3314.00000000
NS
USD
61408.42000000
0.016017722751
Long
EC
CORP
US
N
1
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
135000.00000000
PA
USD
109159.31000000
0.028473026390
Long
DBT
CORP
US
N
1
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co
60786M105
11021.00000000
NS
USD
517105.32000000
0.134881334659
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
1955.00000000
NS
USD
324432.25000000
0.084624646457
Long
EC
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
85000.00000000
PA
USD
77324.50000000
0.020169260223
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
5000.00000000
PA
USD
5270.06000000
0.001374638200
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF5E7
17625.25000000
PA
USD
18377.88000000
0.004793671398
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AF1
365000.00000000
PA
USD
755550.00000000
0.197077052701
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
4921.00000000
NS
USD
673980.16000000
0.175800441415
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
55731.00000000
NS
USD
8295002.04000000
2.163661642766
Long
EC
CORP
US
N
1
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
205000.00000000
PA
USD
206116.23000000
0.053763191214
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
7490.00000000
NS
746114.14000000
0.194615810587
Long
EC
CORP
DE
N
1
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBH4
45000.00000000
PA
USD
42623.42000000
0.011117858499
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKS3
24946.11000000
PA
USD
26106.61000000
0.006809627099
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F042665
270000.00000000
PA
USD
274682.83000000
0.071648047864
Long
ABS-MBS
USGSE
US
N
2
2052-06-15
Fixed
4.50000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
17036.00000000
NS
USD
1158107.28000000
0.302079768981
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
320000.00000000
PA
USD
287500.00000000
0.074991268151
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Retail Opportunity Investments
N/A
Retail Opportunity Investments Corp
76131N101
8919.00000000
NS
USD
161166.33000000
0.042038495547
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BP0
235000.00000000
PA
USD
171775.51000000
0.044805785503
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
200000.00000000
PA
USD
143547.46000000
0.037442803705
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
MERION THE LEDGES
N/A
MERION THE LEDGES
000000000
4200000.00000000
NS
USD
6798960.00000000
1.773435243507
Long
EP
CORP
US
Y
3
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
120000.00000000
PA
USD
104812.80000000
0.027339286227
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
174000.00000000
PA
USD
176147.46000000
0.045946161415
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
741.00000000
NS
USD
35419.80000000
0.009238872068
Long
EC
CORP
US
N
1
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
120000.00000000
PA
USD
119896.80000000
0.031273784623
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
5789.00000000
NS
USD
571779.53000000
0.149142511504
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
540000.00000000
PA
USD
652320.00000000
0.170150622748
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
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
6333.00000000
NS
USD
99554.76000000
0.025967783314
Long
EC
CORP
US
N
1
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
200000.00000000
PA
USD
191177.46000000
0.049866574494
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAJA9
15943.36000000
PA
USD
16482.44000000
0.004299266357
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
780.00000000
NS
USD
591442.80000000
0.154271462994
Long
EC
CORP
US
N
1
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
200000.00000000
PA
USD
195274.00000000
0.050935112684
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
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
159859.55000000
0.041697636106
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFU74
839940.28000000
PA
USD
775429.09000000
0.202262298505
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
974000.00000000
PA
USD
923037.40000000
0.240764331049
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
310000.00000000
PA
USD
259549.05000000
0.067700564893
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
iShares Trust iShares ESG Aware MSCI EAFE ETF
549300IT2A3OM8F0BB22
iShares Trust iShares ESG Aware MSCI EAFE ETF
46435G516
3530.00000000
NS
USD
247523.60000000
0.064563856213
Long
EC
RF
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
12960.00000000
NS
761469.87000000
0.198621186817
Long
EC
CORP
FR
N
1
N
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle Inc/The
118440106
12950.00000000
NS
USD
425537.00000000
0.110996727913
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
11474.00000000
NS
USD
1643306.28000000
0.428638684861
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
40000.00000000
PA
USD
30392.17000000
0.007927469113
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
60000.00000000
PA
USD
61363.84000000
0.016006094539
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
188000.00000000
PA
USD
177758.70000000
0.046366435957
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
80000.00000000
PA
USD
75160.00000000
0.019604673788
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
245000.00000000
PA
USD
205393.86000000
0.053574768806
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
2500000.00000000
PA
USD
2477734.50000000
0.646290268857
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
260000.00000000
PA
USD
226816.20000000
0.059162554696
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
2176.00000000
NS
USD
164723.20000000
0.042966266650
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
85000.00000000
PA
USD
89845.00000000
0.023435097346
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
392.00000000
NS
USD
43582.56000000
0.011368039804
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
7461.00000000
NS
USD
2258817.75000000
0.589188200329
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
100000.00000000
PA
USD
94096.79000000
0.024544130821
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
250000.00000000
PA
USD
233821.45000000
0.060989798457
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
200000.00000000
PA
USD
157351.00000000
0.041043307947
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
300000.00000000
PA
USD
255367.47000000
0.066609844938
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
6647.00000000
NS
USD
76839.32000000
0.020042706263
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP77
370480.80000000
PA
USD
387854.35000000
0.101167615876
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
2287643.00000000
NS
USD
2287643.00000000
0.596706955293
Long
STIV
RF
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
4180.00000000
NS
827753.00000000
0.215910424994
Long
EC
CORP
DE
N
1
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
395000.00000000
PA
USD
362035.28000000
0.094432990478
Long
DBT
CORP
US
N
1
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
240000.00000000
PA
USD
228554.76000000
0.059616039284
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
72931.00000000
NS
USD
3285541.55000000
0.856998008339
Long
EC
CORP
US
N
1
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
825000.00000000
PA
USD
854546.63000000
0.222899253836
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
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
125000.00000000
PA
USD
102713.75000000
0.026791771718
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PBG4
500000.00000000
PA
USD
474252.75000000
0.123703704857
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
3.45820000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
260000.00000000
PA
USD
255797.10000000
0.066721909281
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBB1
350000.00000000
PA
USD
317098.36000000
0.082711680504
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.64900000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
47018.00000000
NS
USD
909328.12000000
0.237188413510
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-11060.80000000
-0.00288509015
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1525973.80000000
BRL
307749.08000000
USD
2022-06-24
-11060.80000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWKJ2
125669.44000000
PA
USD
124497.07000000
0.032473715340
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fresenius Medical Care AG & Co
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
13540.00000000
NS
823311.51000000
0.214751910324
Long
EC
CORP
DE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8EZ4
93991.70000000
PA
USD
93285.20000000
0.024332436339
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
32500.00000000
NS
USD
2272075.00000000
0.592646210728
Long
EC
CORP
US
N
1
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
175000.00000000
PA
USD
172916.63000000
0.045103434323
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
522.00000000
NS
USD
657605.16000000
0.171529199621
Long
EP
CORP
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
135000.00000000
PA
USD
134392.50000000
0.035054831321
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNCD3
28743.48000000
PA
USD
28314.40000000
0.007385505262
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
189724.51000000
PA
USD
180186.11000000
0.046999599624
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
135000.00000000
PA
USD
122369.49000000
0.031918759089
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
250000.00000000
PA
USD
235678.75000000
0.061474255091
Long
DBT
CORP
US
N
1
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
86757.93000000
PA
USD
83583.38000000
0.021801821434
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
375.00000000
NS
USD
19215.00000000
0.005012025104
Long
EC
CORP
US
N
1
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub Inc
60337JAA4
125000.00000000
PA
USD
114908.75000000
0.029972705684
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
46961.00000000
NS
USD
2490811.44000000
0.649701247341
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
9163.00000000
NS
USD
594220.55000000
0.154996009064
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPCL9
154851.30000000
PA
USD
151942.51000000
0.039632561777
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
1993.00000000
NS
USD
113082.82000000
0.029496431575
Long
EC
CORP
US
N
1
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
70000.00000000
PA
USD
57529.15000000
0.015005857092
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
176000.00000000
PA
USD
160093.12000000
0.041758560316
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
440.00000000
NS
USD
137913.60000000
0.035973272206
Long
EC
CORP
US
N
1
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
888.00000000
NS
USD
12378.72000000
0.003228855342
Long
EC
CORP
CA
N
1
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298AP3
326000.00000000
PA
USD
320348.17000000
0.083559358324
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1339000000.00000000
PA
89558.86000000
0.023360460819
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
240000.00000000
PA
USD
235480.80000000
0.061422621972
Long
DBT
CORP
US
N
1
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
315000.00000000
PA
USD
258771.24000000
0.067497681560
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
539.00000000
NS
USD
11119.57000000
0.002900419671
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
66940.00000000
NS
713888.66000000
0.186210142372
Long
EC
CORP
SE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWT2
245637.72000000
PA
USD
237460.02000000
0.061938880121
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
217000.00000000
PA
USD
158742.27000000
0.041406205692
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCM54
74447.47000000
PA
USD
71114.75000000
0.018549514040
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
2253.00000000
NS
USD
153677.13000000
0.040085018659
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1ZS7
51840.19000000
PA
USD
46202.58000000
0.012051443708
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
340000.00000000
PA
USD
303259.16000000
0.079101874736
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
381000.00000000
PA
USD
345224.10000000
0.090047975844
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L2PU1
24568.50000000
PA
USD
21921.13000000
0.005717889871
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
3087.00000000
NS
USD
895909.14000000
0.233688217588
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVBU3
23628.71000000
PA
USD
21033.15000000
0.005486269884
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
iShares Global Infrastructure ETF
549300ZC2N3HUK3DTK30
iShares Global Infrastructure ETF
464288372
184522.00000000
NS
USD
9432764.64000000
2.460434721823
Long
EC
RF
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
3230.00000000
NS
USD
119380.80000000
0.031139191599
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282D1
19230000.00000000
PA
USD
19029436.87000000
4.963622967241
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.37500000
N
N
N
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust Inc
65341D102
112.00000000
NS
USD
8229.76000000
0.002146643961
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
32700.00000000
NS
USD
2218695.00000000
0.578722614575
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5TL7
12553.57000000
PA
USD
12943.74000000
0.003376234703
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
305000.00000000
PA
USD
248956.25000000
0.064937547483
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
95000.00000000
PA
USD
96348.42000000
0.025131444174
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
4769.00000000
NS
USD
424870.21000000
0.110822802947
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust In
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
2338.00000000
NS
USD
64458.66000000
0.016813344892
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
125000.00000000
PA
USD
108702.50000000
0.028353872438
Long
DBT
CORP
US
N
1
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
560000.00000000
PA
USD
462962.98000000
0.120758890355
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
51403.00000000
NS
USD
2276124.84000000
0.593702567727
Long
EC
CORP
US
N
1
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
230000.00000000
PA
USD
231342.79000000
0.060343266781
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
8200.00000000
NS
USD
2199978.00000000
0.573840487389
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
9111.00000000
NS
USD
2007517.74000000
0.523639308376
Long
EC
CORP
US
N
1
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
285000.00000000
PA
USD
194077.76000000
0.050623086408
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
195000.00000000
PA
USD
195389.03000000
0.050965117017
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
845467AR0
20000.00000000
PA
USD
20166.00000000
0.005260083177
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
1938.00000000
NS
USD
85388.28000000
0.022272610095
Long
EC
CORP
US
N
1
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
130000.00000000
PA
USD
116230.49000000
0.030317467279
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
11586.00000000
NS
USD
563890.62000000
0.147084774581
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
80000.00000000
PA
USD
72354.80000000
0.018872967682
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral SA
83364AAA1
200000.00000000
PA
USD
178781.00000000
0.046633091865
Long
DBT
CORP
CL
N
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQU5
255357.94000000
PA
USD
251724.02000000
0.065659490378
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
18150.00000000
NS
USD
2674765.50000000
0.697683676006
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1115000.00000000
PA
USD
843313.41000000
0.219969189790
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYN8
294636.87000000
PA
USD
300547.37000000
0.078394533620
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
55000.00000000
PA
USD
54989.00000000
0.014343286415
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-4
61772MAE9
92117.42000000
PA
USD
80372.45000000
0.020964285043
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
95000.00000000
PA
USD
98399.21000000
0.025666370584
Long
DBT
CORP
US
N
1
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
225000.00000000
PA
USD
222805.13000000
0.058116310432
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
16841.45000000
0.004392910236
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
718278.51000000
USD
-652526.07000000
EUR
2022-06-24
16841.45000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
240000.00000000
PA
USD
230064.00000000
0.060009708229
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418A7B8
46320.25000000
PA
USD
48057.21000000
0.012535203901
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
95000.00000000
PA
USD
97304.28000000
0.025380769926
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
95000.00000000
PA
USD
89810.63000000
0.023426132303
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
65000.00000000
PA
USD
58082.58000000
0.015150213327
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
70000.00000000
PA
USD
56521.89000000
0.014743124206
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
200000.00000000
PA
USD
176600.00000000
0.046064201584
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
2287643.00000000
NS
USD
2287643.00000000
0.596706955293
Long
STIV
RF
US
N
1
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
1065000.00000000
PA
USD
919308.00000000
0.239791557361
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
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
185000.00000000
PA
USD
180147.45000000
0.046989515581
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5FW8
10349.82000000
PA
USD
10014.34000000
0.002612132369
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
20708.00000000
NS
USD
2200225.00000000
0.573904914670
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
305.00000000
NS
USD
386435.00000000
0.100797393766
Long
EP
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
19368.00000000
NS
USD
1393527.60000000
0.363486615400
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
185000.00000000
PA
USD
174262.75000000
0.045454555179
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
13719.00000000
NS
USD
2123564.01000000
0.553908723860
Long
EC
CORP
US
N
1
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74733LAE2
200000.00000000
PA
USD
207634.80000000
0.054159293788
Long
DBT
CORP
BM
N
2
2025-10-19
Fixed
5.00000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
200000.00000000
PA
USD
170785.46000000
0.044547541659
Long
DBT
CORP
US
N
1
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622ABDD1
56008.24000000
PA
USD
54253.34000000
0.014151397454
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
337000.00000000
PA
USD
991168.02000000
0.258535467028
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
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
275000.00000000
PA
USD
198782.27000000
0.051850207002
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AB7
938000.00000000
PA
USD
1025892.19000000
0.267592891528
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
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
651000.00000000
PA
USD
624960.00000000
0.163014062412
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25000000
N
N
N
N
Y
Kaman Corp
Kaman Corp
USD
XXXX
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
445000.00000000
PA
USD
478653.13000000
0.124851496428
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
173033.00000000
0.045133788180
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
62415.00000000
NS
USD
3967721.55000000
1.034937289408
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
7020.00000000
NS
383448.01000000
0.100018269704
Long
EC
CORP
FR
N
1
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAF4
581000.00000000
PA
USD
499660.00000000
0.130330911458
Long
DBT
CORP
US
N
2
2025-03-01
None
0.00000000
N
N
N
N
Y
RingCentral Inc
RingCentral Inc
USD
XXXX
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
155000.00000000
PA
USD
144823.48000000
0.037775639733
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
80000.00000000
PA
USD
70175.20000000
0.018304442576
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1270900000.00000000
PA
262787.90000000
0.068545383915
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
-1.00000000
NC
USD
-25.00000000
-0.00000652097
N/A
DE
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DE
CORP
US
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
0.00000000
USD
50.00000000
4640.00000000
USD
2022-06-17
XXXX
3600.00000000
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1905.00000000
NS
USD
695039.25000000
0.181293477468
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
48886.00000000
NS
USD
1898732.24000000
0.495263786284
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
90000.00000000
PA
USD
101007.00000000
0.026346584424
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
55000000.00000000
PA
47805.26000000
0.012469485466
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
340000.00000000
PA
USD
328082.52000000
0.085576779940
Long
DBT
CORP
US
N
1
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
1749.00000000
NS
USD
121677.93000000
0.031738373136
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAX6
350000.00000000
PA
USD
308241.33000000
0.080401419941
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.28900000
N
N
N
N
N
N
CENTRAL AMERICAN BANK
549300OLDAMXBPSHIC05
Central American Bank for Economic Integration
15238PAF3
300000.00000000
PA
USD
284985.66000000
0.074335429733
Long
DBT
CORP
N/A
N
2
2025-05-06
Fixed
2.00000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
5942.00000000
NS
USD
414395.08000000
0.108090478486
Long
EC
CORP
US
N
1
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
100000.00000000
PA
100040.90000000
0.026094587679
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
45000.00000000
PA
USD
39651.75000000
0.010342730493
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
17700.00000000
NS
714407.12000000
0.186345377060
Long
EC
CORP
JP
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-5283.36000000
-0.00137810736
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
161995.96000000
USD
-3308777.60000000
MXN
2022-06-24
-5283.36000000
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
612.00000000
NS
USD
39780.00000000
0.010376183120
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
120000.00000000
PA
USD
115518.07000000
0.030131640221
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
11481.00000000
NS
USD
1622265.30000000
0.423150372606
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
280000.00000000
PA
USD
283652.26000000
0.073987626752
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXR8
42313.65000000
PA
USD
38219.07000000
0.009969031397
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYT66
116704.83000000
PA
USD
112819.43000000
0.029427729140
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
7399.00000000
NS
USD
1292309.34000000
0.337084926087
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
46299.00000000
NS
USD
1220904.63000000
0.318459779113
Long
EC
CORP
US
N
1
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
200000.00000000
PA
USD
195595.00000000
0.051018842066
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBH7
615000.00000000
PA
USD
538109.69000000
0.140360097591
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.47000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
25000.00000000
PA
USD
25964.48000000
0.006772554024
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
365000.00000000
PA
USD
293222.60000000
0.076483946520
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AH9
120000.00000000
PA
USD
118419.58000000
0.030888467749
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2S0
260527.21000000
PA
USD
252501.25000000
0.065862222425
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMJG1
793946.34000000
PA
USD
759209.20000000
0.198031515478
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
11200.00000000
NS
470672.31000000
0.122769785775
Long
EC
CORP
JP
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
2289.00000000
NS
USD
968475.90000000
0.252616472746
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
14158.00000000
NS
USD
1203713.16000000
0.313975569942
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
299132.27000000
PA
USD
296629.01000000
0.077372471757
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
210000.00000000
PA
USD
179915.19000000
0.046928933070
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
95000.00000000
PA
USD
88153.35000000
0.022993848724
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
285000.00000000
PA
USD
246836.73000000
0.064384693596
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
100000000.00000000
PA
183752.22000000
0.047929780881
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
2230.00000000
NS
758832.36000000
0.197933220836
Long
EC
CORP
CH
N
1
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
205000.00000000
PA
USD
196569.38000000
0.051272998559
Long
DBT
CORP
CL
N
1
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
30990.00000000
NS
427185.66000000
0.111426763058
Long
EC
CORP
SE
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
110000.00000000
PA
USD
97216.66000000
0.025357915195
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
825.00000000
NS
USD
36547.50000000
0.009533020426
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-10
46654AAC3
45868.58000000
PA
USD
40020.34000000
0.010438873211
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
10284.00000000
NS
USD
1222253.40000000
0.318811591192
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
425000.00000000
PA
USD
323929.69000000
0.084493559112
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
FIPT 07-B JPM CLASS B
N/A
Fixed Income Pass-Through Trust 2007-C
33832QAC1
1300000.00000000
PA
USD
1300.00000000
0.000339090951
Long
DBT
CORP
US
N
2
2087-01-15
None
0.00000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
107000.00000000
PA
USD
110946.16000000
0.028939106903
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
90000.00000000
PA
USD
89484.75000000
0.023341130026
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
24869.00000000
NS
USD
2822382.81000000
0.736188056103
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
1476.00000000
NS
USD
27822.60000000
0.007257224546
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
220000.00000000
PA
USD
223566.20000000
0.058314827317
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
1401.00000000
NS
USD
271289.64000000
0.070762970921
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
43400.00000000
NS
USD
2158716.00000000
0.563077740584
Long
EC
CORP
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
430000.00000000
PA
USD
373332.75000000
0.097379813442
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
28732.00000000
NS
USD
2146280.40000000
0.559834048708
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
210000.00000000
PA
USD
217045.79000000
0.056614048831
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
200000.00000000
PA
USD
208728.84000000
0.054444662300
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
2624.00000000
NS
USD
366284.16000000
0.095541264911
Long
EC
CORP
US
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
10770.00000000
NS
802874.55000000
0.209421150159
Long
EC
CORP
FR
N
1
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
88000.00000000
PA
USD
89068.37000000
0.023232521803
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4W28
99958.76000000
PA
USD
104486.70000000
0.027254226566
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
13377.99998500
NS
USD
246824.10000000
0.064381399197
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
355000.00000000
PA
USD
306284.24000000
0.079890934164
Long
DBT
CORP
US
N
1
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
190000.00000000
PA
USD
173083.96000000
0.045147080546
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
46370.00000000
NS
USD
4267431.10000000
1.113113286734
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
6540.00000000
NS
USD
276642.00000000
0.072159076187
Long
EC
CORP
US
N
1
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
195000.00000000
PA
USD
181944.75000000
0.047458321864
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
2577.00000000
NS
USD
295453.05000000
0.077065735299
Long
EC
CORP
US
N
1
N
N
N
Viper Energy Partners LP
5299009LINL232255G03
Viper Energy Partners LP
92763M105
17898.00000000
NS
USD
600656.88000000
0.156674856190
Long
EC
CORP
US
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
155000.00000000
PA
USD
140627.63000000
0.036681197602
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
23219.00000000
NS
USD
483883.96000000
0.126215901907
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
200000.00000000
PA
USD
188132.28000000
0.049072272199
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWQB3
66311.35000000
PA
USD
62724.83000000
0.016361094073
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
25478.00000000
NS
USD
943705.12000000
0.246155282467
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
400000.00000000
PA
USD
390778.04000000
0.101930228818
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
ALGONQUIN PWR &
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857873
9623.00000000
NS
USD
443716.53000000
0.115738661858
Long
EP
CORP
CA
N
1
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAA6
250000.00000000
PA
USD
245569.25000000
0.064054085135
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.04271000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
55000.00000000
PA
USD
57185.84000000
0.014916308389
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
35000.00000000
PA
USD
31509.10000000
0.008218808234
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAK3
853000.00000000
PA
USD
929599.40000000
0.242475957838
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
Y
Helix Energy Solutions Group I
Helix Energy Solutions Group Inc
USD
XXXX
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAF3
140000.00000000
PA
USD
126729.09000000
0.033055913637
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.00000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AH8
370000.00000000
PA
USD
350030.21000000
0.091301597701
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
55000.00000000
PA
USD
47593.20000000
0.012414171907
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
99000.00000000
PA
USD
88300.58000000
0.023032252078
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKRY6
276609.14000000
PA
USD
246109.08000000
0.064194893957
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AA0
305000.00000000
PA
USD
272722.70000000
0.071136769135
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.25000000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
8870.00000000
NS
518057.98000000
0.135129825725
Long
EC
CORP
GB
N
1
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
200000.00000000
PA
USD
171992.00000000
0.044862254580
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
LYONDELLBASELL ADVANCED
5493004OGK9A7CGV3B42
Lyondellbasell Advanced Polymers Inc
67054E202
612.00000000
NS
USD
483480.00000000
0.126110533306
Long
EP
CORP
US
N
1
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
183000.00000000
PA
USD
178292.51000000
0.046505674527
Long
DBT
CORP
US
N
1
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
350000.00000000
PA
USD
272234.38000000
0.071009396140
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
1485.00000000
NS
USD
94846.95000000
0.024739801950
Long
EC
CORP
US
N
1
N
N
N
RBC BEARINGS INC
N/A
RBC Bearings Inc
75524B203
6211.00000000
NS
USD
605572.50000000
0.157957042547
Long
EP
CORP
US
N
1
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AF6
1224000.00000000
PA
USD
954720.00000000
0.249028394884
Long
DBT
CORP
US
N
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
10984.00000000
NS
USD
592037.60000000
0.154426610146
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEQ0
4075000.00000000
PA
USD
4078820.31000000
1.063916200372
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLR4
22644.56000000
PA
USD
21014.49000000
0.005481402624
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
55000.00000000
PA
USD
50913.50000000
0.013280236281
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Essential Properties Realty Tr
2549009LXQLVYCGLZO50
Essential Properties Realty Trust Inc
29670E107
4005.00000000
NS
USD
91634.40000000
0.023901842999
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAD4
150000.00000000
PA
USD
149236.47000000
0.038926720485
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.76970000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
68000.00000000
PA
USD
62177.50000000
0.016218328958
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
105000.00000000
PA
USD
94250.69000000
0.024584273972
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
987.00000000
NS
USD
27902.49000000
0.007278062990
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
20000.00000000
PA
USD
18097.59000000
0.004720560781
Long
DBT
CORP
US
N
1
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
40000.00000000
PA
USD
31099.42000000
0.008111947633
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
7700.00000000
NS
USD
390313.00000000
0.101808928159
Long
EP
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCSJ5
9641.77000000
PA
USD
10016.69000000
0.002612745341
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
20000.00000000
PA
USD
18083.01000000
0.004716757745
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3440.00000000
NS
USD
477609.60000000
0.124579302904
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
45000.00000000
PA
USD
42762.18000000
0.011154052546
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
3074.00000000
NS
USD
141526.96000000
0.036915778114
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8BS9
179544.55000000
PA
USD
181999.80000000
0.047472681061
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDW0
137150.54000000
PA
USD
137272.82000000
0.035806131667
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
180000.00000000
PA
USD
173725.78000000
0.045314492357
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
596000.00000000
PA
USD
624012.00000000
0.162766786857
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVG1
411256.85000000
PA
USD
384565.38000000
0.100309723593
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBR0
70000.00000000
PA
USD
58087.77000000
0.015151567083
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
14.00000000
NC
USD
4779.46000000
0.001246670492
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-09-30
1576564.36000000
USD
4779.46000000
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
16100.00000000
NS
440597.35000000
0.114925057462
Long
EC
CORP
JP
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
1141.00000000
NS
USD
323872.85000000
0.084478733012
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
330000.00000000
PA
USD
279082.65000000
0.072795693365
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
145000.00000000
PA
USD
141278.58000000
0.036850990875
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
88698.85000000
0.023136136504
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
1.00000000
NC
USD
12.50000000
0.000003260489
N/A
DE
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DE
CORP
US
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
0.00000000
USD
50.00000000
4740.00000000
USD
2022-06-17
XXXX
-1812.50000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAA85
142236.81000000
PA
USD
134533.36000000
0.035091573130
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
200000.00000000
PA
USD
185487.00000000
0.048382279497
Long
DBT
CORP
GB
N
1
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
15841.00000000
NS
USD
1683106.25000000
0.439020076940
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
80000.00000000
PA
USD
65667.78000000
0.017128730778
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
285000.00000000
PA
USD
275110.50000000
0.071759600962
Long
DBT
CORP
US
N
1
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
240000.00000000
PA
USD
229335.50000000
0.059819686876
Long
DBT
CORP
US
N
1
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
Bank of Georgia JSC
47973XAA9
200000.00000000
PA
USD
200684.48000000
0.052346377925
Long
DBT
CORP
GE
N
2
2023-07-26
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
555000.00000000
PA
USD
653274.02000000
0.170399468556
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
135000.00000000
PA
USD
116407.76000000
0.030363706243
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBB7
95000.00000000
PA
USD
90431.09000000
0.023587972589
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.89600000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
3690.00000000
NS
947889.91000000
0.247246839716
Long
EC
CORP
CH
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
55000.00000000
PA
USD
54967.13000000
0.014337581861
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9LP8
17003.53000000
PA
USD
15168.25000000
0.003956474097
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
97000.00000000
PA
USD
104393.34000000
0.027229874619
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNA23
31490.09000000
PA
USD
29257.06000000
0.007631387936
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
150000.00000000
PA
USD
144110.25000000
0.037589601395
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHV5
60000.00000000
PA
USD
60388.43000000
0.015751669382
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-10.00000000
NC
USD
-2524.70000000
-0.00065854071
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-1192006.60000000
USD
-2524.70000000
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
115000.00000000
PA
USD
94688.29000000
0.024698417204
Long
DBT
CORP
US
N
1
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
180000.00000000
PA
USD
163471.50000000
0.042639774231
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
149000.00000000
PA
127781.45000000
0.033330410371
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
465000.00000000
PA
USD
466923.33000000
0.121791904855
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
270000.00000000
PA
USD
246150.90000000
0.064205802252
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
200000.00000000
PA
USD
180290.80000000
0.047026906879
Long
DBT
CORP
AE
N
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
325000.00000000
PA
USD
202554.63000000
0.052834186342
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
20066.00000000
NS
USD
2216089.04000000
0.578042878070
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDF0
110000.00000000
PA
USD
108118.05000000
0.028201424972
Long
DBT
CORP
US
N
2
2024-03-08
Floating
1.14087800
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust Inc
720190206
5240.00000000
NS
USD
77237.60000000
0.020146593297
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
210000.00000000
PA
USD
206343.52000000
0.053822477354
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
200000.00000000
PA
USD
175800.00000000
0.045855530229
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
2022-07-22
Delaware Group Equity Funds V
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration