0001752724-23-163484.txt : 20230726
0001752724-23-163484.hdr.sgml : 20230726
20230726111007
ACCESSION NUMBER: 0001752724-23-163484
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230726
DATE AS OF CHANGE: 20230726
PERIOD START: 20231130
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: 231111141
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
C000240402
Class R6
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000809821
XXXXXXXX
S000002399
C000006372
C000006368
C000240402
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
2023-11-30
2023-05-31
N
876195644.69
2563241.69
873632403.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1163818.91000000
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV33
47523.10000000
PA
USD
42113.97000000
0.004820559523
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
2835000.00000000
PA
USD
2783615.63000000
0.318625502035
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAS1
300000.00000000
PA
USD
241167.51000000
0.027605147104
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.87500000
N
N
N
N
N
N
Phillips Edison & Co Inc
549300JPN4YHYPXTJQ85
Phillips Edison & Co Inc
71844V201
9638.00000000
NS
USD
279598.38000000
0.032004121989
Long
EC
CORP
US
N
1
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
445000.00000000
PA
USD
429124.36000000
0.049119556294
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
3000.00000000
PA
USD
3011.03000000
0.000344656401
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
925000.00000000
PA
USD
912771.78000000
0.104480073869
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AB7
2587000.00000000
PA
USD
2613541.33000000
0.299158012114
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
ORMAT TECHNOLOGIES INC
5493000TSHHWY24VHM09
Ormat Technologies Inc
686688AA0
1432000.00000000
PA
USD
1614580.00000000
0.184812284257
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
2.50000000
N
N
N
N
Y
Ormat Technologies Inc
Ormat Technologies Inc
USD
XXXX
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
15000.00000000
PA
USD
14235.10000000
0.001629415295
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPZH4
296104.04000000
PA
USD
300652.20000000
0.034414039471
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-10
46654AAC3
43465.64000000
PA
USD
35208.86000000
0.004030168739
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAW1
210000.00000000
PA
USD
169338.81000000
0.019383302338
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493007E0SBYHIR7SU85
Sequoia Mortgage Trust 2015-1
81745QCB6
20315.53000000
PA
USD
19246.99000000
0.002203099373
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Variable
3.92013300
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
1763.00000000
NS
USD
1314404.65000000
0.150452827240
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CZ9
5000.00000000
PA
USD
4956.17000000
0.000567306109
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
455000.00000000
PA
USD
393983.41000000
0.045097160847
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
14940.00000000
NS
USD
154479.60000000
0.017682448529
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
10411.00000000
NS
USD
618829.84000000
0.070834121751
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
661.00000000
NS
USD
744623.11000000
0.085233000452
Long
EP
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
156378.57000000
0.017899813406
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
91000.00000000
PA
USD
85945.82000000
0.009837755525
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
255000.00000000
PA
USD
225993.75000000
0.025868288449
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAF0
350000.00000000
PA
USD
296328.52000000
0.033919131087
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.87440000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
411000.00000000
PA
USD
353000.75000000
0.040406096292
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
214000.00000000
PA
USD
221409.43000000
0.025343546008
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
850000.00000000
PA
USD
817945.23000000
0.093625788969
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
400000.00000000
PA
USD
362898.00000000
0.041538981241
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
708000.00000000
PA
USD
574825.20000000
0.065797147407
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3BE7
622178.33000000
PA
USD
624215.09000000
0.071450542339
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
5.00000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
12789.00000000
NS
2141294.19000000
0.245102423244
Long
EC
CORP
FR
N
1
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
1000000.00000000
PA
USD
878922.70000000
0.100605551829
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39354200
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
10103.00000000
NS
USD
3090709.76000000
0.353776914568
Long
EC
CORP
IE
N
1
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
90000.00000000
PA
USD
73653.38000000
0.008430706066
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
iShares MSCI China ETF
549300Q0IWAYMYXW0R77
iShares MSCI China ETF
46429B671
134720.00000000
NS
USD
5825292.80000000
0.666789919878
Long
EC
RF
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
4461.00000000
NS
USD
1263801.30000000
0.144660534071
Long
EC
CORP
US
N
1
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
470000.00000000
PA
USD
422189.63000000
0.048325775068
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
41271.00000000
NS
USD
2013199.38000000
0.230440099644
Long
EC
CORP
US
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
35000.00000000
PA
USD
29345.59000000
0.003359031773
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAE7
450000.00000000
PA
USD
365148.50000000
0.041796583865
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.57700000
N
N
N
N
N
N
Octagon Investment Partners 34
N/A
Octagon Investment Partners 34 Ltd
675922AA6
1000000.00000000
PA
USD
992131.00000000
0.113563896736
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
6.39043000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
15000.00000000
PA
USD
14933.56000000
0.001709364253
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
3197.00000000
NS
USD
556214.06000000
0.063666830361
Long
EC
CORP
US
N
1
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
200000.00000000
PA
USD
185906.16000000
0.021279677741
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
Ivanhoe Mines Ltd
46579RAA2
843000.00000000
PA
USD
996472.11000000
0.114060800237
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
Y
Ivanhoe Mines Ltd
Ivanhoe Mines Ltd
CAD
XXXX
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2E6
500000.00000000
PA
USD
399379.00000000
0.045714765000
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
38400.00000000
NS
1344172.26000000
0.153860165372
Long
EC
CORP
JP
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCN3
5000.00000000
PA
USD
4832.30000000
0.000553127377
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
91531.00000000
NS
USD
10105937.71000000
1.156772307814
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AQ0
1180000.00000000
PA
USD
1181770.00000000
0.135270852585
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
Y
FirstEnergy Corp
FirstEnergy Corp
USD
XXXX
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
12459.00000000
NS
USD
215166.93000000
0.024629000625
Long
EC
CORP
US
N
1
N
N
N
Sound Point CLO LTD
5493001O6AOY43J70E72
Sound Point Clo XXI Ltd
83613HAA5
500000.00000000
PA
USD
490881.50000000
0.056188563784
Long
ABS-CBDO
CORP
KY
N
2
2031-10-26
Floating
6.44814000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
1178.00000000
NS
USD
9718.50000000
0.001112424398
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPYM4
166671.89000000
PA
USD
158170.52000000
0.018104928280
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
470000.00000000
PA
USD
460154.49000000
0.052671408297
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
138000.00000000
PA
USD
137707.95000000
0.015762688005
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
HUTAMA KARYA PERSERO PT
2549009QN3GU8QCI7Q61
Hutama Karya Persero PT
69375MAA1
600000.00000000
PA
USD
555082.32000000
0.063537286173
Long
DBT
CORP
ID
N
2
2030-05-11
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AZ68
949011.89000000
PA
USD
861299.85000000
0.098588359021
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5TL7
10078.47000000
PA
USD
9907.86000000
0.001134099418
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AB6
1763000.00000000
PA
USD
1667092.80000000
0.190823141893
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
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
2277000.00000000
PA
USD
2057269.50000000
0.235484569131
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6Q38
42161.09000000
PA
USD
39782.17000000
0.004553650924
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
6688.00000000
NS
USD
129747.20000000
0.014851463791
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
384957.24000000
PA
USD
344914.49000000
0.039480505624
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AF6
2846000.00000000
PA
USD
2148730.00000000
0.245953560401
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
Bank
N/A
BANK 2019-BNK20
06540AAD3
250000.00000000
PA
USD
218301.60000000
0.024987809432
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
47703.00000000
NS
USD
2228207.13000000
0.255050879792
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLL71
786000.00000000
PA
USD
818167.36000000
0.093651214995
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2015-4
46644VBR6
106373.93000000
PA
USD
94976.57000000
0.010871456882
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Variable
3.54744700
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
28574.00000000
NS
USD
3007699.24000000
0.344275147038
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
43847.00000000
NS
USD
8818947.11000000
1.009457419358
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAC3
200000.00000000
PA
USD
191750.00000000
0.021948590659
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
575000.00000000
PA
USD
579475.69000000
0.066329463972
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AK2
135000.00000000
PA
USD
123179.06000000
0.014099644149
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DN3
400000.00000000
PA
USD
397328.84000000
0.045480094217
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
240000.00000000
PA
USD
221579.35000000
0.025362995836
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
576000.00000000
PA
463417.92000000
0.053044955568
Long
DBT
NUSS
RS
N
2
2028-09-23
Fixed
1.00000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
1418.00000000
NS
755349.19000000
0.086460757110
Long
EC
CORP
FR
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
20000.00000000
PA
USD
19871.12000000
0.002274540176
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
DANIMER SCIENTIFIC INC
549300L6Q02MAX72BH35
Danimer Scientific Inc
236272AA8
428000.00000000
PA
USD
188855.00000000
0.021617215587
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
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
250000.00000000
PA
USD
234125.00000000
0.026799028881
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
80000.00000000
PA
USD
77651.02000000
0.008888294405
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
485000.00000000
PA
USD
405449.82000000
0.046409659097
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
363023.48000000
PA
USD
273175.17000000
0.031268891705
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
1839000.00000000
PA
USD
1734177.00000000
0.198501909274
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
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
700000.00000000
PA
USD
303523.64000000
0.034742717756
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAG4
500000.00000000
PA
USD
399063.40000000
0.045678639966
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.97750000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AH9
325000.00000000
PA
USD
272285.07000000
0.031167006748
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESAD0
353838.47000000
PA
USD
363747.47000000
0.041636215501
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRK67
17483.08000000
PA
USD
15213.01000000
0.001741351390
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
2.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
109050.00000000
NS
1302247.92000000
0.149061311774
Long
EC
CORP
FR
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
28200.00000000
NS
USD
3803616.00000000
0.435379455585
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
310000.00000000
PA
USD
281410.16000000
0.032211506697
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGX3
785000.00000000
PA
USD
776506.06000000
0.088882470170
Long
DBT
UST
US
N
2
2025-04-30
Fixed
3.87500000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
173609.00000000
NS
USD
8623159.03000000
0.987046611411
Long
EC
CORP
US
N
1
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
400000.00000000
PA
USD
207000.00000000
0.023694176096
Long
DBT
CORP
LU
N
2
2026-04-03
Fixed
6.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNUY6
406405.27000000
PA
USD
348641.79000000
0.039907149597
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
24105.00000000
NS
USD
3002277.75000000
0.343654578251
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DS8
455000.00000000
PA
USD
339952.25000000
0.038912504713
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAX6
850000.00000000
PA
USD
698450.78000000
0.079947902298
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.28900000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
624000.00000000
PA
USD
616799.66000000
0.070601737971
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
122498.00000000
NS
USD
4271505.26000000
0.488936221382
Long
EC
CORP
US
N
1
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320WAL0
600000.00000000
PA
USD
591142.80000000
0.067664935271
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.27043000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
34975.00000000
NS
USD
3624109.50000000
0.414832312486
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAD4
850000.00000000
PA
USD
747074.95000000
0.085513649383
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.10200000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
725000.00000000
PA
USD
626974.27000000
0.071766370826
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85100000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDM9
235000.00000000
PA
USD
211288.52000000
0.024185059903
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEZW5
601157.63000000
PA
USD
563761.06000000
0.064530694839
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.50000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
236250.00000000
NS
USD
2690887.50000000
0.308011411980
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBC2
260000.00000000
PA
USD
212163.15000000
0.024285174092
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.58430000
N
N
N
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
550000.00000000
PA
USD
504880.75000000
0.057790982599
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
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
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
400000.00000000
PA
USD
361019.00000000
0.041323902222
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PY3
247084.77000000
PA
USD
229601.82000000
0.026281284807
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
927000.00000000
PA
USD
859792.50000000
0.098415820778
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCBM7
273207.90000000
PA
USD
248142.80000000
0.028403571015
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
200000.00000000
PA
USD
176081.88000000
0.020155145275
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
74500.00000000
NS
USD
3935835.00000000
0.450513853021
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
638000.00000000
PA
USD
563083.30000000
0.064453115299
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
635000.00000000
PA
USD
634345.95000000
0.072610167368
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBCC0
6771.44000000
PA
USD
6530.04000000
0.000747458539
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
173000.00000000
PA
109462.29000000
0.012529559300
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6MU2
85715.53000000
PA
USD
82302.69000000
0.009420746038
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
39964.00000000
NS
USD
3422516.96000000
0.391757099238
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
3497230.00000000
NS
USD
3497230.00000000
0.400309098883
Long
STIV
RF
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
11600.00000000
NS
1878484.86000000
0.215020053462
Long
EC
CORP
DE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5KJ1
511868.76000000
PA
USD
475050.96000000
0.054376527057
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
600000.00000000
PA
USD
579105.96000000
0.066287142968
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
150000.00000000
PA
USD
130139.03000000
0.014896314462
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
400000.00000000
PA
USD
370280.00000000
0.042383959057
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBB7
95000.00000000
PA
USD
83674.64000000
0.009577785772
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.89600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
70000.00000000
PA
USD
44719.86000000
0.005118841728
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
iShares Latin America 40 ETF
549300LU9LZBB8WGN795
iShares Latin America 40 ETF
464287390
173598.00000000
NS
USD
4277454.72000000
0.489617224053
Long
EC
RF
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-5
46644XBD3
83224.51000000
PA
USD
79327.27000000
0.009080165722
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
6.16299000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
200000.00000000
PA
USD
176614.42000000
0.020216102263
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
830000.00000000
PA
USD
741813.00000000
0.084911342282
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
308000.00000000
PA
USD
323576.18000000
0.037038024103
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
iShares 0-5 Year Investment Grade Corporate Bond ETF
549300DQ0XBNCH5EKW50
iShares 0-5 Year Investment Grade Corporate Bond ETF
46434V100
665702.00000000
NS
USD
32193348.72000000
3.684999389840
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFU74
1479930.45000000
PA
USD
1271687.36000000
0.145563208923
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5E54
7307.98000000
PA
USD
7048.69000000
0.000806825614
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
51800.00000000
NS
USD
3659670.00000000
0.418902731564
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240M108
97835.00000000
NS
USD
1145647.85000000
0.131136144454
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
235000.00000000
PA
USD
213111.49000000
0.024393725469
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
249000.00000000
PA
USD
258944.04000000
0.029639930834
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
66715.00000000
NS
USD
21908538.85000000
2.507752548413
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X83K1
60148.20000000
PA
USD
49681.61000000
0.005686786551
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXR8
98722.96000000
PA
USD
84132.61000000
0.009630207134
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
76174LAA1
135000.00000000
PA
USD
119129.40000000
0.013636101361
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLD5
137465.20000000
PA
USD
123976.76000000
0.014190952576
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
104277.00000000
NS
USD
3964611.54000000
0.453807748703
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XB5S5
150278.18000000
PA
USD
134573.18000000
0.015403867752
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
1142000.00000000
PA
USD
1096644.67000000
0.125527014134
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
100000.00000000
PA
USD
95943.85000000
0.010982176218
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
8260.00000000
NS
1323421.16000000
0.151484898620
Long
EC
CORP
DK
N
1
N
N
N
INTEGER HOLDINGS CORP
549300SUD2ED5XG6X569
Integer Holdings Corp
45826HAA7
376000.00000000
PA
USD
427888.00000000
0.048978036818
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.12500000
N
N
N
N
N
Integer Holdings Corp
Integer Holdings Corp
USD
XXXX
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
1000000.00000000
PA
USD
965866.30000000
0.110557517862
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKB5
90967.23000000
PA
USD
89665.38000000
0.010263513543
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLU0
298610.96000000
PA
USD
257692.24000000
0.029496644025
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAF9
755000.00000000
PA
USD
753837.98000000
0.086287777034
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
35001.00000000
NS
USD
3795858.45000000
0.434491490581
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
54013.00000000
NS
USD
3583762.55000000
0.410214014234
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
69369.00000000
NS
USD
4470138.36000000
0.511672683459
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
130000.00000000
PA
USD
123535.40000000
0.014140432472
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418A7B8
91809.56000000
PA
USD
91081.91000000
0.010425656109
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AY1
170000.00000000
PA
USD
178178.24000000
0.020395104323
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
422000.00000000
PA
USD
424459.42000000
0.048585585715
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
iShares MSCI Emerging Markets Asia ETF
549300QNROXHZ53JWF91
iShares MSCI Emerging Markets Asia ETF
464286426
112820.00000000
NS
USD
7232890.20000000
0.827910019724
Long
EC
RF
US
N
1
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBH3
150000.00000000
PA
USD
153530.00000000
0.017573752927
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
8.25000000
N
N
N
N
N
N
Texas Pacific Land Corp
N/A
Texas Pacific Land Corp
88262P102
533.00000000
NS
USD
694872.10000000
0.079538270056
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
560000.00000000
PA
USD
520968.50000000
0.059632460770
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
21989TAA5
400000.00000000
PA
USD
400541.24000000
0.045847800359
Long
DBT
NUSS
N/A
N
2
2025-11-21
Fixed
5.25000000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
3474.00000000
NS
USD
127183.14000000
0.014557969640
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
48976.00000000
NS
USD
4408329.76000000
0.504597785620
Long
EC
CORP
US
N
1
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
853000.00000000
PA
USD
795849.00000000
0.091096552424
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
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
1336.00000000
NS
USD
92664.96000000
0.010606859324
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
13571.00000000
NS
USD
10964825.16000000
1.255084532389
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE82
644506.01000000
PA
USD
644276.50000000
0.073746863988
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
215000.00000000
PA
USD
192035.89000000
0.021981314949
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHF0
587826.18000000
PA
USD
562155.11000000
0.064346870385
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAQ2
5000.00000000
PA
USD
5091.15000000
0.000582756544
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.40000000
N
N
N
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M107
76551.00000000
NS
USD
2120462.70000000
0.242717954681
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7L94
82519.39000000
PA
USD
81370.32000000
0.009314022662
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-6
46645GAZ1
95147.77000000
PA
USD
87808.78000000
0.010050998531
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Variable
3.52872700
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBX2
1610000.00000000
PA
USD
1597925.00000000
0.182905876031
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
Y
Duke Energy Corp
Duke Energy Corp
USD
XXXX
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
645000.00000000
PA
USD
581395.45000000
0.066549208569
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
800000.00000000
PA
USD
396735.84000000
0.045412216698
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
9563.00000000
NS
USD
719711.38000000
0.082381488773
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE20 Mortgage Trust
12592LBL5
345000.00000000
PA
USD
326063.30000000
0.037322711346
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.93800000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
405000.00000000
PA
USD
258091.96000000
0.029542397822
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
145000.00000000
PA
USD
143497.45000000
0.016425380916
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L2PU1
53387.17000000
PA
USD
44243.47000000
0.005064311928
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AL0
10000.00000000
PA
USD
9918.56000000
0.001135324189
Long
DBT
CORP
PR
N
2
2028-03-13
Fixed
7.25000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
6653.00000000
NS
USD
374364.31000000
0.042851468044
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVBU3
72481.82000000
PA
USD
59980.69000000
0.006865666817
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
135000.00000000
PA
USD
120185.82000000
0.013757024074
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
586500.00000000
PA
USD
586022.53000000
0.067078845517
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAS0
22000.00000000
PA
USD
15203.21000000
0.001740229637
Long
DBT
CORP
US
N
2
2033-04-29
Fixed
4.57000000
Y
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BWN2
68608.78000000
PA
USD
67688.06000000
0.007747887986
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
4563.00000000
NS
USD
517717.98000000
0.059260391238
Long
EC
CORP
US
N
1
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
134808AD6
200000.00000000
PA
USD
168375.14000000
0.019272996219
Long
DBT
CORP
CA
N
2
2028-11-24
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
388275.71000000
PA
USD
382468.35000000
0.043779093894
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390A3G3
88028.04000000
PA
USD
87903.32000000
0.010061820016
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
290440.00000000
0.033245103890
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
19038.00000000
NS
USD
3828351.42000000
0.438210786007
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKS3
21264.76000000
PA
USD
21000.14000000
0.002403773020
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
170000.00000000
PA
USD
173800.28000000
0.019893982801
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
Omniab Inc/old
N/A
Omniab Inc/old
68218J301
363.28318000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
620000.00000000
PA
USD
545925.50000000
0.062489154262
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AB8
2372000.00000000
PA
USD
1717328.00000000
0.196573294912
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
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
245000.00000000
PA
USD
210913.89000000
0.024142178023
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
200000.00000000
PA
USD
184144.38000000
0.021078016264
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
55000.00000000
PA
USD
49157.87000000
0.005626836851
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
605000.00000000
PA
USD
498060.44000000
0.057010298414
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Medifast Inc
5299000YHQJ21T5KKI80
Medifast Inc
58470H101
28658.00000000
NS
USD
2255384.60000000
0.258161738536
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
445000.00000000
PA
USD
366720.90000000
0.041976568032
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
270000.00000000
PA
USD
216181.22000000
0.024745100943
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
1280000.00000000
PA
USD
884134.14000000
0.101202077322
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAQ6
42372.46000000
PA
USD
37070.97000000
0.004243314450
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.41099200
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
20000.00000000
PA
USD
18518.61000000
0.002119725634
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
143676.00000000
NS
USD
25466571.00000000
2.915021342220
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCD3
5000.00000000
PA
USD
5099.89000000
0.000583756964
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
108908.00000000
NS
USD
4285529.80000000
0.490541535007
Long
EC
CORP
US
N
1
N
N
N
ALGONQUIN PWR &
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857873
17549.00000000
NS
USD
518397.46000000
0.059338167657
Long
EP
CORP
CA
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
256000.00000000
PA
USD
193432.27000000
0.022141151053
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
158106.45000000
PA
USD
149367.05000000
0.017097242442
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
3497230.00000000
NS
USD
3497230.00000000
0.400309098883
Long
STIV
RF
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
25000.00000000
PA
USD
20732.45000000
0.002373131986
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
405000.00000000
PA
USD
374591.71000000
0.042877497299
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust Inc
720190206
16745.00000000
NS
USD
104321.35000000
0.011941103562
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
2700000.00000000
PA
USD
2023650.00000000
0.231636325879
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BZT6
20422.40000000
PA
USD
21085.13000000
0.002413501368
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
370000.00000000
PA
363115.97000000
0.041563931094
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.37500000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
200000.00000000
PA
USD
159261.02000000
0.018229751947
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
390000.00000000
PA
USD
338568.75000000
0.038754142913
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
87300.00000000
PA
USD
23134.55000000
0.002648087447
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
400000.00000000
PA
USD
359406.00000000
0.041139270792
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KBA7
350000.00000000
PA
USD
325164.00000000
0.037219773314
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Omniab Inc/old
N/A
Omniab Inc/old
68218J202
363.28318000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
19798.00000000
NS
USD
2183917.38000000
0.249981270440
Long
EC
CORP
US
N
1
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
800000.00000000
PA
USD
788067.44000000
0.090205839125
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
145000.00000000
PA
USD
139661.36000000
0.015986284336
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
300000.00000000
PA
USD
300457.80000000
0.034391787549
Long
DBT
USGA
PL
N
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAK8
10000.00000000
PA
USD
10240.97000000
0.001172228727
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.12300000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
89991.50000000
PA
USD
84031.45000000
0.009618627893
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
870000.00000000
PA
USD
745752.26000000
0.085362248176
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
499000.00000000
PA
USD
463426.64000000
0.053045953699
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
10210.00000000
NS
756521.67000000
0.086594964587
Long
EC
CORP
FR
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWQB3
144524.58000000
PA
USD
130218.42000000
0.014905401808
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
55000.00000000
PA
USD
50050.00000000
0.005728954172
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
675000.00000000
PA
USD
640412.66000000
0.073304591015
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHB0
470000.00000000
PA
USD
464565.63000000
0.053176327755
Long
DBT
UST
US
N
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
RBC BEARINGS INC
N/A
RBC Bearings Inc
75524B203
13442.00000000
NS
USD
1344200.00000000
0.153863340620
Long
EP
CORP
US
N
1
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
400000.00000000
PA
USD
263104.00000000
0.030116099070
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
560000.00000000
PA
USD
442726.31000000
0.050676498316
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
7525.20000000
PA
USD
6190.31000000
0.000708571474
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
280000.00000000
PA
USD
271518.77000000
0.031079292511
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
SPIRIT MTA REIT
N/A
SPIRIT MTA REIT
000000000
677.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
50000.00000000
PA
USD
50374.76000000
0.005766127701
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAV9
125000.00000000
PA
USD
107312.50000000
0.012283484407
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
3.49860000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADB65
239467.03000000
PA
USD
20549.05000000
0.002352139175
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
3869.00000000
NS
USD
1885131.56000000
0.215780865444
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
155000.00000000
PA
USD
158433.13000000
0.018134987834
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
6.13800000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
30239.00000000
NS
USD
11440623.26000000
1.309546580542
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQPB5
188872.83000000
PA
USD
189911.50000000
0.021738147457
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCAX6
824559.77000000
PA
USD
687444.88000000
0.078688116150
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
3497230.00000000
NS
USD
3497230.00000000
0.400309098883
Long
STIV
RF
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
1309000.00000000
PA
USD
1133171.32000000
0.129708023203
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note
549300VJ12IVOF78MZ11
Toyota Auto Loan Extended Note Trust 2022-1
89231EAA1
250000.00000000
PA
USD
240115.00000000
0.027484671948
Long
ABS-O
CORP
US
N
2
2035-04-25
Fixed
3.82000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
250000.00000000
PA
USD
184648.48000000
0.021135717879
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
BABCOCK INTL GROUP PLC
213800TSKOLX4EU6L377
Babcock International Group PLC
000000000
200000.00000000
PA
192269.30000000
0.022008032135
Long
DBT
CORP
GB
N
2
2027-09-13
Fixed
1.37500000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
73451.00000000
NS
USD
7293684.30000000
0.834868793207
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X63T6
169360.35000000
PA
USD
154148.93000000
0.017644598514
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
405000.00000000
PA
USD
286962.75000000
0.032847081794
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
165000.00000000
PA
USD
158041.79000000
0.018090193250
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139X83
105000.00000000
PA
USD
127732.50000000
0.014620851923
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
2436000.00000000
PA
USD
1928094.00000000
0.220698544763
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
Neuberger Berman CLO Ltd
549300MZGBBYK103F794
Neuberger Berman Loan Advisers CLO 36 Ltd
64133KAU5
250000.00000000
PA
USD
246395.50000000
0.028203566986
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.50043000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
600000.00000000
PA
USD
435960.00000000
0.049901995221
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
85000.00000000
PA
USD
79050.00000000
0.009048428117
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
300000.00000000
PA
USD
220666.65000000
0.025258523978
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
Diamond Infrastructure Funding
N/A
Diamond Infrastructure Funding LLC
25265LAA8
250000.00000000
PA
USD
214385.75000000
0.024539583154
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
210000.00000000
PA
USD
155376.00000000
0.017785054614
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
320000.00000000
PA
286814.77000000
0.032830143320
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
20000.00000000
PA
USD
17483.54000000
0.002001246741
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
65627.00000000
NS
USD
6705766.86000000
0.767573047539
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
445000.00000000
PA
USD
397578.49000000
0.045508670309
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQNR2
92997.82000000
PA
USD
91671.80000000
0.010493177643
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CF3
165000.00000000
PA
USD
179363.75000000
0.020530803274
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
5.90000000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
71285.00000000
NS
USD
3890022.45000000
0.445269936948
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409XND7
12018.75000000
PA
USD
12302.08000000
0.001408152897
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
848000.00000000
PA
USD
756601.54000000
0.086604106876
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
REPAY HOLDINGS
N/A
Repay Holdings Corp
76029LAA8
2936000.00000000
PA
USD
2366816.76000000
0.270916778255
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
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
655000.00000000
PA
USD
592232.14000000
0.067789626159
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Vanguard Russell 2000 ETF
N/A
Vanguard Russell 2000 ETF
92206C664
315895.00000000
NS
USD
22163193.20000000
2.536901461517
Long
EC
RF
US
N
1
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
20453KAA3
250000.00000000
PA
USD
239905.78000000
0.027460723660
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.87500000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
533000.00000000
PA
USD
493105.96000000
0.056443185750
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
400000.00000000
PA
USD
329294.80000000
0.037692603762
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
65000.00000000
PA
USD
48078.11000000
0.005503242534
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
2.49100000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
24037.00000000
NS
USD
1911181.87000000
0.218762704249
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNKS1
120302.92000000
PA
USD
106933.57000000
0.012240110329
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAPI de CV
456829AA8
480000.00000000
PA
USD
437380.80000000
0.050064626552
Long
DBT
CORP
MX
N
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK2G4
212221.77000000
PA
USD
209161.38000000
0.023941577633
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.50000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
580000.00000000
PA
USD
526264.33000000
0.060238645933
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
4182.00000000
NS
USD
256482.06000000
0.029358121232
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
55000.00000000
PA
USD
50159.49000000
0.005741486903
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BX0
15000.00000000
PA
USD
15186.28000000
0.001738291751
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
5.75100000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
400000.00000000
PA
USD
315586.88000000
0.036123531924
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CU0
255000.00000000
PA
USD
238370.66000000
0.027285006735
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
21300.00000000
NS
656007.90000000
0.075089694217
Long
EC
CORP
JP
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBH3
15000.00000000
PA
USD
10168.03000000
0.001163879678
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
742000.00000000
PA
USD
605710.48000000
0.069332419209
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLRB4
331558.69000000
PA
USD
285989.30000000
0.032735656211
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
90103.00000000
NS
USD
2094894.75000000
0.239791329031
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
25640.00000000
NS
USD
425624.00000000
0.048718888921
Long
EC
CORP
US
N
1
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
450000.00000000
PA
USD
434424.87000000
0.049726277151
Long
DBT
CORP
N/A
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HN6
137000.00000000
PA
USD
97293.41000000
0.011136653089
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAX9
15000.00000000
PA
USD
14494.45000000
0.001659101694
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
285000.00000000
PA
USD
286267.97000000
0.032767554067
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
50000.00000000
PA
USD
53590.69000000
0.006134237903
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
44149.00000000
NS
USD
4067888.86000000
0.465629347770
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378WRW5
450000.00000000
PA
USD
407730.96000000
0.046670768918
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAD9
100000.00000000
PA
USD
93806.56000000
0.010737532133
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.83850000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
1065000.00000000
PA
USD
893138.07000000
0.102232708738
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-9919.20000000
-0.00113539744
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-293590.56000000
USD
6307640.00000000
CZK
2023-07-14
-9919.20000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
1000000.00000000
PA
USD
682500.00000000
0.078122102346
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQLR4
198487.53000000
PA
USD
197600.47000000
0.022618262477
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
USI INC/NY
2549006D7UF7072T7I27
USI Inc/NY
91739VAA6
758000.00000000
PA
USD
748525.99000000
0.085679742123
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPYT9
439384.57000000
PA
USD
415233.01000000
0.047529488211
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
130000.00000000
PA
USD
113749.92000000
0.013020341233
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
391000.00000000
PA
USD
349823.28000000
0.040042388400
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
5731.35000000
0.000656036793
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-945000.00000000
BRL
190581.83000000
USD
2023-07-14
5731.35000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
435000.00000000
PA
USD
371058.39000000
0.042473057172
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
523000.00000000
PA
USD
450090.61000000
0.051519450109
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
735000.00000000
PA
USD
510680.35000000
0.058454831602
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
256000.00000000
PA
USD
239584.67000000
0.027423967927
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AE7
2955000.00000000
PA
USD
2813160.00000000
0.322007287085
Long
DBT
CORP
US
N
2
2053-03-31
Fixed
3.12500000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
85000.00000000
PA
USD
70657.44000000
0.008087776936
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
462950.00000000
PA
USD
401493.85000000
0.045956840499
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
2129.00000000
NS
USD
44027.72000000
0.005039616187
Long
EC
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
425000.00000000
PA
USD
419687.50000000
0.048039369711
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.62500000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
235000.00000000
PA
USD
225533.40000000
0.025815594662
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AH7
110000.00000000
PA
USD
105228.54000000
0.012044944720
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390SJL6
75211.10000000
PA
USD
74655.70000000
0.008545436243
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
52870.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
19760.00000000
NS
USD
185546.40000000
0.021238497949
Long
EC
CORP
US
N
1
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
135000.00000000
PA
USD
115830.00000000
0.013258436798
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLL7
385488.96000000
PA
USD
346270.93000000
0.039635770011
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGTV1
455779.08000000
PA
USD
435670.93000000
0.049868906934
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
4.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
11446.00000000
NS
USD
853986.06000000
0.097751188837
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSW8
11900.52000000
PA
USD
12495.42000000
0.001430283487
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
6.50000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
325000.00000000
PA
USD
267190.17000000
0.030583820962
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
113000.00000000
PA
USD
113447.93000000
0.012985774063
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
340000.00000000
PA
USD
287394.04000000
0.032896449240
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
302605.00000000
PA
USD
290232.48000000
0.033221350192
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
21056.00000000
NS
USD
2055907.84000000
0.235328707238
Long
EC
CORP
US
N
1
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735DA2
175000.00000000
PA
USD
164984.79000000
0.018884921098
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-3BP Mortgage Trust
12592TAA3
500000.00000000
PA
USD
464762.05000000
0.053198810896
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Fixed
3.17800000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
000000000
400000.00000000
PA
USD
394033.72000000
0.045102919562
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
6309.00000000
NS
USD
2794823.91000000
0.319908453532
Long
EC
CORP
US
N
1
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
06427DAW3
340000.00000000
PA
USD
283169.10000000
0.032412843093
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
3.87900000
N
N
N
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
69080.00000000
NS
862179.10000000
0.098689002037
Long
EC
CORP
SE
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
230000.00000000
PA
USD
201804.97000000
0.023099528967
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
203129.00000000
NS
USD
7237486.27000000
0.828436107125
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
12144.00000000
NS
USD
3624619.68000000
0.414890710046
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
4000.00000000
PA
USD
3051.57000000
0.000349296796
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
221000.00000000
PA
USD
136159.58000000
0.015585454423
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
434000.00000000
PA
USD
269842.76000000
0.030887448665
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KAU0
350000.00000000
PA
USD
322503.30000000
0.036915217303
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.40920000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
20000.00000000
PA
USD
15980.13000000
0.001829159489
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEV0
465000.00000000
PA
USD
456550.62000000
0.052258892691
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
42.00000000
NC
USD
3175.20000000
0.000363448057
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
2023-09-20
4804512.30000000
USD
3175.20000000
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
255000.00000000
PA
USD
227460.61000000
0.026036192020
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
22342.00000000
NS
USD
447510.26000000
0.051224091329
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
42209.00000000
NS
USD
573620.31000000
0.065659230132
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
255000.00000000
PA
USD
252651.27000000
0.028919631315
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
355000.00000000
PA
USD
279289.29000000
0.031968742120
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Co Inc
864159108
13022.00000000
NS
USD
671414.32000000
0.076853184210
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
43140.00000000
NS
2162122.68000000
0.247486548412
Long
EC
CORP
GB
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
18424.00000000
NS
USD
338633.12000000
0.038761511001
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BMRK3
434439.73000000
PA
USD
445714.40000000
0.051018528899
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.50000000
N
N
N
N
N
N
WISDOMTREE INC
549300WIU8IS7UFO7871
WisdomTree Inc
97717PAE4
850000.00000000
PA
USD
875500.00000000
0.100213773778
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.75000000
N
N
N
N
N
WisdomTree Inc
WisdomTree Inc
USD
XXXX
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BM7
475000.00000000
PA
USD
327582.28000000
0.037496580813
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
400000.00000000
PA
USD
321834.64000000
0.036838679391
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Park Avenue Institutional Advi
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-1
70015QAA6
250000.00000000
PA
USD
244358.25000000
0.027970373942
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.64043000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
15000.00000000
PA
USD
9768.99000000
0.001118203716
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
55365.00000000
NS
USD
2225673.00000000
0.254760811567
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKMZ9
43726.58000000
PA
USD
37551.39000000
0.004298305542
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QK6D5
644912.04000000
PA
USD
594716.41000000
0.068073987177
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
1636000.00000000
PA
USD
1603280.00000000
0.183518834065
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QED41
64248.11000000
PA
USD
57326.62000000
0.006561869706
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
43000.00000000
PA
USD
33535.80000000
0.003838662563
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
13000.00000000
NS
504697.65000000
0.057770024127
Long
EC
CORP
JP
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
435000.00000000
PA
USD
362383.23000000
0.041480058289
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
29627.00000000
NS
USD
3950167.91000000
0.452154464101
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
299000.00000000
PA
USD
279524.13000000
0.031995622992
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
55000.00000000
PA
USD
51283.35000000
0.005870129109
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233JBH0
170000.00000000
PA
USD
154082.68000000
0.017637015233
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
945000.00000000
PA
USD
646945.58000000
0.074052379213
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
40000.00000000
PA
USD
27892.38000000
0.003192690644
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233JGT9
355000.00000000
PA
USD
276716.47000000
0.031674245260
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
755000.00000000
PA
USD
734221.65000000
0.084042401298
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
340000.00000000
PA
USD
299860.52000000
0.034323420121
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
HRT DNT / HRT DNT FIN
N/A
Heartland Dental LLC / Heartland Dental Finance Corp
42239PAA7
495000.00000000
PA
USD
437188.95000000
0.050042666514
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
190000.00000000
PA
USD
157566.49000000
0.018035788216
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
9566.00000000
NS
USD
123784.04000000
0.014168892954
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
400000.00000000
PA
324710.44000000
0.037167856742
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
8080.00000000
NS
USD
276982.40000000
0.031704684836
Long
EC
CORP
US
N
1
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
400000.00000000
PA
USD
402214.80000000
0.046039363766
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCM54
69245.00000000
PA
USD
61875.16000000
0.007082516603
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
170000.00000000
PA
USD
160273.84000000
0.018345684002
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
132279.00000000
NS
USD
3844027.74000000
0.440005170000
Long
EC
CORP
US
N
1
N
N
N
CMG MEDIA CORPORATION
N/A
CMG Media Corp
88146LAA1
550000.00000000
PA
USD
356870.25000000
0.040849017135
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
26318.00000000
NS
USD
382400.54000000
0.043771332048
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKS4
145993.17000000
PA
USD
136341.53000000
0.015606281261
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
1804.00000000
NS
USD
162143.52000000
0.018559696211
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 33
549300IDWDG12HO3TO90
Octagon Investment Partners 33 Ltd
675711AA3
250000.00000000
PA
USD
248183.25000000
0.028408201109
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.44043000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
217000.00000000
PA
USD
197666.08000000
0.022625772501
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
15526.00000000
NS
1237046.56000000
0.141598062955
Long
EP
CORP
DE
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
485000.00000000
PA
USD
426341.72000000
0.048801042467
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
215000.00000000
PA
USD
204741.28000000
0.023435632572
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
CK HUTCHISON INTL 23
2549003AJI1YI8883K46
CK Hutchison International 23 Ltd
12570FAB7
200000.00000000
PA
USD
201132.76000000
0.023022584706
Long
DBT
CORP
KY
N
2
2033-04-21
Fixed
4.87500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
300000.00000000
PA
USD
253218.12000000
0.028984515584
Long
DBT
CORP
N/A
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group Inc/The
14316J108
66455.00000000
NS
USD
1821531.55000000
0.208500914543
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
13700.00000000
NS
574746.10000000
0.065788093255
Long
EC
CORP
JP
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6TD3
133021.35000000
PA
USD
132292.21000000
0.015142777390
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
Viper Energy Partners LP
5299009LINL232255G03
Viper Energy Partners LP
92763M105
31210.00000000
NS
USD
804593.80000000
0.092097522623
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAE5
140000.00000000
PA
USD
128744.42000000
0.014736680960
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.70000000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAD8
819000.00000000
PA
USD
771088.50000000
0.088262351230
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWZ8
140769.39000000
PA
USD
131071.60000000
0.015003060732
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-2 LLC
29374JAB1
266862.94000000
PA
USD
262933.76000000
0.030096612613
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
4.65000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
1535000.00000000
PA
USD
1577980.00000000
0.180622879208
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGM61
266375.53000000
PA
USD
231610.43000000
0.026511199585
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
290000.00000000
PA
USD
268409.47000000
0.030723387671
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
645000.00000000
PA
USD
618615.69000000
0.070809609153
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
160000.00000000
PA
USD
164203.20000000
0.018795456697
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
ICG US CLO Ltd
213800MAPH9PBACGJG35
Bavarian Sky UK 5 PLC
44928XAY0
250000.00000000
PA
USD
240759.25000000
0.027558415779
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.45043000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
200000.00000000
PA
200290.48000000
0.022926173446
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
505000.00000000
PA
USD
479064.61000000
0.054835947974
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKJA9
354784.77000000
PA
USD
332048.21000000
0.038007771788
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L7QJ4
451134.73000000
PA
USD
404231.52000000
0.046270206852
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.00000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
47896.00000000
NS
USD
3135272.16000000
0.358877732697
Long
EC
CORP
US
N
1
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
605000.00000000
PA
USD
542291.15000000
0.062073149775
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
570000.00000000
PA
USD
549240.60000000
0.062868615920
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 5 Ltd
56844YAA5
250000.00000000
PA
USD
247154.75000000
0.028290474248
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.36514000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
55000.00000000
PA
USD
48562.11000000
0.005558643410
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
415000.00000000
PA
USD
405568.21000000
0.046423210563
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
40770.00000000
NS
2411664.79000000
0.276050290913
Long
EC
CORP
FR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9LP8
36088.53000000
PA
USD
30042.09000000
0.003438756380
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAA6
500000.00000000
PA
USD
494872.50000000
0.056645392078
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.23043000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKR5
475239.93000000
PA
USD
441207.10000000
0.050502602523
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
470000.00000000
PA
USD
403147.39000000
0.046146112325
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
400000.00000000
PA
USD
313008.80000000
0.035828432979
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681113
19571.00000000
NS
USD
1316149.75000000
0.150652579446
Long
EP
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
33537.00000000
NS
USD
1426663.98000000
0.163302548657
Long
EC
CORP
US
N
1
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
817000.00000000
PA
USD
493910.81000000
0.056535312598
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
18597.00000000
NS
USD
2478980.10000000
0.283755512213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGF1
509113.58000000
PA
USD
486880.44000000
0.055730583976
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
400000.00000000
PA
USD
368600.00000000
0.042191658497
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAA6
190000.00000000
PA
USD
158394.70000000
0.018130588958
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
215000.00000000
PA
USD
196608.13000000
0.022504674657
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
Ryman Hospitality Properties I
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
2049.00000000
NS
USD
187954.77000000
0.021514171103
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
175000.00000000
PA
USD
146049.00000000
0.016717443114
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
200000.00000000
PA
USD
168498.06000000
0.019287066210
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBA0
250000.00000000
PA
USD
206565.33000000
0.023644421760
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.37720000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B22 Mortgage Trust
08163BBA8
1350000.00000000
PA
USD
1070199.81000000
0.122500013315
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Fixed
1.97300000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
400000.00000000
PA
USD
372360.00000000
0.042622045464
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
160000.00000000
PA
USD
154463.33000000
0.017680586190
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAB9
2828000.00000000
PA
USD
1747019.06000000
0.199971870777
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
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
4000.00000000
PA
USD
3974.22000000
0.000454907577
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
550000.00000000
PA
USD
444566.49000000
0.050887133818
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
24446.00000000
NS
USD
1181230.72000000
0.135209124105
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X72U2
454429.04000000
PA
USD
458556.62000000
0.052488508716
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4PF7
308738.42000000
PA
USD
297559.40000000
0.034060023297
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
265000.00000000
PA
USD
246960.44000000
0.028268232628
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-6
46645GAY4
95147.77000000
PA
USD
88054.08000000
0.010079076702
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Variable
3.52872700
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
2050000.00000000
PA
USD
1502746.15000000
0.172011265246
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
190000.00000000
PA
USD
164541.52000000
0.018834182367
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GAY0
835000.00000000
PA
USD
762621.87000000
0.087293221654
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.65200000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
705000.00000000
PA
USD
463650.79000000
0.053071610943
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
Etalon Group PLC
213800U2O9SKHOYSDY32
Etalon Group PLC
29760G202
20100.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJZY2
931261.27000000
PA
USD
865891.20000000
0.099113906149
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2021-1
36261RAE8
210000.00000000
PA
USD
208693.36000000
0.023888005903
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.54000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
185000.00000000
PA
USD
175800.21000000
0.020122904026
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
285000.00000000
PA
USD
262798.13000000
0.030081087777
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAD9
580000.00000000
PA
USD
527235.49000000
0.060349809392
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
3.56700000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
390000.00000000
PA
USD
292987.50000000
0.033536702507
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
66820.00000000
NS
1775824.10000000
0.203269028701
Long
EC
CORP
SE
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
440000.00000000
PA
USD
318144.90000000
0.036416334708
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
55000.00000000
PA
USD
37054.08000000
0.004241381143
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJQ21
320758.03000000
PA
USD
286186.73000000
0.032758254961
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
2299.00000000
NS
USD
338090.94000000
0.038699450574
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
170000.00000000
PA
USD
166470.44000000
0.019054975459
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFN4
33587.97000000
PA
USD
33421.91000000
0.003825626188
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
5.67299000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
150000.00000000
PA
USD
138531.17000000
0.015856917569
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLK9
156607.09000000
PA
USD
135206.17000000
0.015476322711
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
4409.00000000
NS
USD
561662.51000000
0.064290485113
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLC1
280000.00000000
PA
USD
289837.80000000
0.033176173297
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.20400000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
170000.00000000
PA
USD
167943.03000000
0.019223534912
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
515000.00000000
PA
USD
477671.51000000
0.054676487314
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
150000.00000000
PA
USD
124430.09000000
0.014242842821
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
23035.00000000
NS
USD
4413506.00000000
0.505190281958
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBE4
350000.00000000
PA
USD
330225.21000000
0.037799102788
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.32500000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
16276.00000000
NS
USD
3411286.84000000
0.390471647833
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
1079000.00000000
PA
USD
992380.90000000
0.113592501444
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
13935.00000000
NS
USD
1431681.90000000
0.163876922957
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
300000.00000000
PA
USD
302591.31000000
0.034635998958
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHXN0
366223.41000000
PA
USD
359549.43000000
0.041155688452
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
75000.00000000
PA
USD
62371.94000000
0.007139380337
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AE2
90000.00000000
PA
USD
93226.52000000
0.010671138075
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
97600.00000000
NS
USD
2918240.00000000
0.334035229231
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
18740.00000000
NS
2447410.31000000
0.280141888235
Long
EC
CORP
DE
N
1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
713000.00000000
PA
USD
698562.68000000
0.079960710889
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
225000.00000000
PA
USD
199104.48000000
0.022790418408
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
18890.00000000
NS
USD
2640255.30000000
0.302215816507
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
4440000.00000000
PA
USD
4345303.24000000
0.497383479032
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
8950.00000000
NS
USD
3897635.50000000
0.446141361814
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
20887.00000000
NS
USD
776787.53000000
0.088914688527
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
39156.00000000
NS
USD
1873614.60000000
0.214462581008
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
52031.00000000
NS
USD
4104725.59000000
0.469845850028
Long
EC
CORP
US
N
1
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024PY2
185000.00000000
PA
USD
234568.90000000
0.026849839726
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.90700000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
3437.00000000
NS
USD
359063.39000000
0.041100054069
Long
EC
CORP
US
N
1
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
405000.00000000
PA
USD
363412.98000000
0.041597928230
Long
DBT
CORP
AE
N
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
665000.00000000
PA
USD
568608.92000000
0.065085603286
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSJ2
83617.33000000
PA
USD
72104.67000000
0.008253433566
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAA85
264822.19000000
PA
USD
237380.02000000
0.027171613505
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
31000.00000000
PA
USD
23671.76000000
0.002709578985
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082AA8
2030000.00000000
PA
USD
1749657.00000000
0.200273821574
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
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
60000.00000000
PA
USD
37740.01000000
0.004319895858
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
Y
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
560000.00000000
PA
USD
497500.64000000
0.056946221121
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
355000.00000000
PA
USD
329995.68000000
0.037772829724
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
530000.00000000
PA
USD
448556.28000000
0.051343823610
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAK3
1933000.00000000
PA
USD
2335064.00000000
0.267282210685
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
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
865000.00000000
PA
USD
764352.06000000
0.087491267193
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
3893.00000000
NS
USD
420249.35000000
0.048103681657
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust In
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
4282.00000000
NS
USD
110047.40000000
0.012596533693
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHG1
375000.00000000
PA
USD
374760.30000000
0.042896794889
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
15000.00000000
PA
USD
11723.43000000
0.001341917946
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPB0
1911838.73000000
PA
USD
1851666.47000000
0.211950296674
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
55000.00000000
PA
USD
49114.58000000
0.005621881678
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
1475000.00000000
PA
USD
1417152.42000000
0.162213811568
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
20700.00000000
NS
2235855.54000000
0.255926352127
Long
EC
CORP
FR
N
1
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
785083.50000000
PA
USD
670235.05000000
0.076718199519
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N0WW1
144813.43000000
PA
USD
140341.45000000
0.016064130579
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
55000.00000000
PA
USD
50624.30000000
0.005794691202
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKQH4
35442.54000000
PA
USD
30388.53000000
0.003478411503
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
256000.00000500
PA
USD
193920.00000000
0.022196978881
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
500000.00000000
PA
USD
438649.00000000
0.050209790581
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
40000.00000000
PA
USD
32491.68000000
0.003719147766
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA4E9
161203.98000000
PA
USD
152086.02000000
0.017408468307
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
20000.00000000
PA
USD
16970.79000000
0.001942555008
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
18542.45000000
PA
USD
17947.26000000
0.002054326274
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
3497230.00000000
NS
USD
3497230.00000000
0.400309098883
Long
STIV
RF
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
750000.00000000
PA
USD
702505.28000000
0.080411999095
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQDG7
203193.65000000
PA
USD
186778.16000000
0.021379490888
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
200000.00000000
PA
USD
186251.04000000
0.021319154298
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
10000.00000000
PA
USD
9388.40000000
0.001074639627
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.83900000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAP8
15000.00000000
PA
USD
9535.47000000
0.001091473938
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
560000.00000000
PA
USD
546086.69000000
0.062507604814
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHV5
60000.00000000
PA
USD
59019.56000000
0.006755651438
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.37500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
63200.00000000
NS
USD
4267264.00000000
0.488450747173
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
2220.00000000
NS
USD
281118.60000000
0.032178133392
Long
EC
CORP
US
N
1
N
N
N
PACIRA PHARMACEUTICALS
N/A
Pacira BioSciences Inc
695127AF7
2265000.00000000
PA
USD
2069643.75000000
0.236900982941
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.75000000
N
N
N
N
Y
Pacira BioSciences Inc
Pacira BioSciences Inc
USD
XXXX
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
105000.00000000
PA
USD
100991.06000000
0.011559903187
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2W1
315932.97000000
PA
USD
278148.15000000
0.031838121965
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-4
61772MAE9
87178.81000000
PA
USD
70792.59000000
0.008103246829
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYT66
181842.08000000
PA
USD
167307.12000000
0.019150745717
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
820000.00000000
PA
USD
712745.64000000
0.081584157999
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
5000.00000000
PA
USD
5005.44000000
0.000572945781
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941AP4
1118000.00000000
PA
USD
2081157.00000000
0.238218842713
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
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBG8
700000.00000000
PA
USD
552439.72000000
0.063234801971
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
2.03410000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
680000.00000000
PA
USD
52292.48000000
0.005985638790
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
Y
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
510000.00000000
PA
USD
477884.03000000
0.054700813335
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
85000.00000000
PA
USD
77509.38000000
0.008872081636
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
3458.00000000
NS
USD
93850.12000000
0.010742518212
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
552000.00000000
PA
USD
456398.02000000
0.052241425390
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AK31
344106.51000000
PA
USD
322362.35000000
0.036899083515
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF5E7
957934.46000000
PA
USD
952684.69000000
0.109048689898
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
190000.00000000
PA
USD
179283.11000000
0.020521572847
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
390000.00000000
PA
USD
222842.10000000
0.025507536034
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
56780.00000000
NS
2364035.67000000
0.270598441848
Long
EC
CORP
GB
N
1
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
425000.00000000
PA
USD
422949.38000000
0.048412739562
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
90200.00000000
NS
USD
3672944.00000000
0.420422134914
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
10769.00000000
NS
USD
214518.48000000
0.024554776043
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
565000.00000000
PA
USD
497514.48000000
0.056947805311
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
13982.00000000
NS
USD
3459286.62000000
0.395965924354
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9HW8
130829.05000000
PA
USD
108091.65000000
0.012372669515
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BY8
10000.00000000
PA
USD
10299.64000000
0.001178944366
Long
DBT
CORP
US
N
2
2028-11-04
Fixed
5.82000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPXE3
314181.90000000
PA
USD
318203.21000000
0.036423009140
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
840000.00000000
PA
USD
712173.76000000
0.081518697973
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEKE1
600084.09000000
PA
USD
519927.26000000
0.059513275631
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
39601.00000000
NS
USD
2877804.67000000
0.329406814595
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
44213.00000000
NS
USD
3888975.48000000
0.445150095926
Long
EC
CORP
US
N
1
N
N
N
SEMTECH CORP
549300J7WUY317SW6O61
Semtech Corp
816850AE1
1599000.00000000
PA
USD
1388731.50000000
0.158960621793
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.62500000
N
N
N
N
N
Semtech Corp
Semtech Corp
USD
XXXX
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
1665.00000000
NS
USD
240209.55000000
0.027495494578
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BZ3
100000.00000000
PA
USD
97215.11000000
0.011127690509
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
37364.00000000
NS
USD
1070852.24000000
0.122574693466
Long
EC
CORP
US
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
490000.00000000
PA
USD
356328.15000000
0.040786965865
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPAD9
283715.64000000
PA
USD
262969.98000000
0.030100758522
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
945000.00000000
PA
USD
772038.63000000
0.088371107498
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
1091.00000000
NS
USD
1273055.17000000
0.145719774773
Long
EP
CORP
US
N
1
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
48668NAA9
960000.00000000
PA
USD
893796.48000000
0.102308073387
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
75000.00000000
PA
USD
74345.63000000
0.008509944199
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02300000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
325000.00000000
PA
USD
233958.47000000
0.026779967088
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQQY4
88738.94000000
PA
USD
89067.40000000
0.010195065990
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
46665.00000000
NS
USD
3590405.10000000
0.410974351188
Long
EC
CORP
US
N
1
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
400000.00000000
PA
USD
357992.80000000
0.040977509393
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DW9
516000.00000000
PA
USD
338608.75000000
0.038758721498
Long
DBT
NUSS
PE
N
2
2072-01-15
Fixed
3.60000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1000000.00000000
PA
180725.41000000
0.020686665167
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4W28
82144.24000000
PA
USD
82145.09000000
0.009402706414
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
115000.00000000
PA
USD
109634.47000000
0.012549267818
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AD7
1085000.00000000
PA
USD
2579587.50000000
0.295271499905
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
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
565000.00000000
PA
USD
536210.59000000
0.061377140792
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
23206.00000000
NS
USD
3948500.90000000
0.451963650437
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
92509.00000000
NS
USD
1455166.57000000
0.166565086757
Long
EC
CORP
US
N
1
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CH2
75000.00000000
PA
USD
72565.92000000
0.008306230372
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.00000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
84187.00000000
NS
USD
1210609.06000000
0.138571904595
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
213000.00000000
PA
USD
190775.32000000
0.021837024284
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEW8
440000.00000000
PA
USD
432325.65000000
0.049485990734
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
15563.00000000
NS
USD
1669754.27000000
0.191127786042
Long
EC
CORP
US
N
1
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral SA
83364AAA1
400000.00000000
PA
USD
347292.00000000
0.039752646399
Long
DBT
CORP
CL
N
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
77977.00000000
NS
USD
2747909.48000000
0.314538411185
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
USD/INR FORWARD
000000000
1.00000000
NC
USD
-1608.31000000
-0.00018409459
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
-627672.13000000
USD
51869680.00000000
INR
2023-07-14
-1608.31000000
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAA3
620000.00000000
PA
USD
622504.80000000
0.071254774646
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
54034.00000000
NS
USD
1441086.78000000
0.164953448962
Long
EC
CORP
US
N
1
N
N
N
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544AA1
377000.00000000
PA
USD
503295.00000000
0.057609470330
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
2.62500000
N
N
N
N
Y
Lantheus Holdings Inc
Lantheus Holdings Inc
USD
XXXX
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
600000.00000000
PA
USD
528870.60000000
0.060536971635
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
69440.00000000
NS
USD
2206803.20000000
0.252600887103
Long
EC
CORP
US
N
1
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
14856HAA6
505000.00000000
PA
USD
447238.10000000
0.051192938639
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM6W9
383530.35000000
PA
USD
353010.42000000
0.040407203165
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
30000.00000000
PA
USD
25986.65000000
0.002974551986
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
29967.00000000
NS
USD
1980219.36000000
0.226665054226
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
157000.00000000
PA
USD
152571.03000000
0.017463984792
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHA2
5980000.00000000
PA
USD
5904315.92000000
0.675835271187
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBC73
21267.12000000
PA
USD
18265.23000000
0.002090722589
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAD3
350000.00000000
PA
USD
321734.98000000
0.036827271847
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
3.67400000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
150000.00000000
PA
USD
117545.04000000
0.013454748198
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBK6
10000.00000000
PA
USD
10077.73000000
0.001153543523
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMJG1
715014.51000000
PA
USD
639603.86000000
0.073212012032
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFNN7
75471.28000000
PA
USD
62644.79000000
0.007170612008
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
175000.00000000
PA
USD
137520.51000000
0.015741232757
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
10548.00000000
NS
USD
151047.36000000
0.017289578486
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
36311.00000000
NS
USD
3810113.23000000
0.436123158540
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP77
318095.68000000
PA
USD
314385.67000000
0.035986035879
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
79369.00000000
NS
USD
2457264.24000000
0.281269814576
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
113314.00000000
NS
USD
1825488.54000000
0.208953849895
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9XJ9
668574.57000000
PA
USD
689475.08000000
0.078920502219
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU64
113446.36000000
PA
USD
97759.60000000
0.011190015350
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
6170.00000000
NS
USD
4057083.50000000
0.464392516356
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
3816.63000000
PA
USD
3766.20000000
0.000431096647
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
300000.00000000
PA
USD
294244.80000000
0.033680618872
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2A1
500000.00000000
PA
USD
427293.25000000
0.048909958986
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.40000000
N
N
N
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
2082.00000000
NS
USD
405531.96000000
0.046419061221
Long
EC
CORP
US
N
1
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
1912.00000000
NS
USD
8661.36000000
0.000991419270
Long
EC
CORP
CA
N
1
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DS3
230000.00000000
PA
USD
225563.85000000
0.025819080110
Long
DBT
CORP
US
N
2
2033-03-27
Fixed
5.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAP8
42372.45000000
PA
USD
37398.87000000
0.004280847398
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.41099200
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2C5
26000.00000000
PA
USD
25034.85000000
0.002865604562
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
4.10800000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
835000.00000000
PA
USD
788494.26000000
0.090254694914
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
2262000.00000000
PA
USD
1953915.60000000
0.223654204364
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
Westpac Securitisation Trust
N/A
Series 2019-1 WST Trust
000000000
805820.75000000
PA
523680.70000000
0.059942911709
Long
ABS-MBS
CORP
AU
N
2
2050-08-18
Floating
4.89140000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
22227.00000000
NS
USD
1829282.10000000
0.209388078294
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
5712.00000000
NS
USD
368366.88000000
0.042164974505
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
37480.00000000
NS
USD
2436949.60000000
0.278944507052
Long
EC
CORP
US
N
1
N
N
N
LYONDELLBASELL ADVANCED
5493004OGK9A7CGV3B42
Lyondellbasell Advanced Polymers Inc
67054E202
1356.00000000
NS
USD
1152600.00000000
0.131931919654
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
495604.14000000
PA
USD
409430.13000000
0.046865263764
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNCD3
26907.64000000
PA
USD
24854.70000000
0.002844983761
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
360000.00000000
PA
USD
274159.80000000
0.031381597003
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
76170.00000000
NS
USD
4631136.00000000
0.530101216953
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
48395.59000000
PA
USD
45148.52000000
0.005167908132
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
18342.00000000
NS
USD
2762672.04000000
0.316228201988
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DL8
170000.00000000
PA
USD
175332.63000000
0.020069382660
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAX2
420000.00000000
PA
USD
408442.82000000
0.046752251701
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
695000.00000000
PA
USD
474354.25000000
0.054296778412
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
20000.00000000
PA
USD
17244.50000000
0.001973885119
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
65000.00000000
PA
USD
61770.63000000
0.007070551617
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
47300.00000000
NS
USD
3217819.00000000
0.368326425273
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
355000.00000000
PA
USD
238912.62000000
0.027347041980
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYEU6
213465.37000000
PA
USD
186158.18000000
0.021308525114
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
1.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
445000.00000000
PA
USD
390487.63000000
0.044697017722
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
43200.00000000
NS
USD
4576608.00000000
0.523859690218
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
430000.00000000
PA
USD
366591.25000000
0.041961727694
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAB1
585000.00000000
PA
USD
584355.10000000
0.066887983778
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.50000000
N
N
N
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties Inc
42250P103
4167.00000000
NS
USD
83173.32000000
0.009520402369
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDZ1
530000.00000000
PA
USD
536830.91000000
0.061448145485
Long
DBT
CORP
US
N
2
2025-11-07
Fixed
5.25000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
102542.00000000
NS
USD
3124454.74000000
0.357639520840
Long
EC
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CV9
16000.00000000
PA
USD
10287.58000000
0.001177563923
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13200000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
290000.00000000
PA
USD
188568.21000000
0.021584388279
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
70000.00000000
PA
USD
60031.03000000
0.006871428966
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
14207.00000000
NS
USD
169347.44000000
0.019384290168
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
60000.00000000
PA
USD
57454.27000000
0.006576481115
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
8375.00000000
NS
USD
455935.00000000
0.052188425982
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
44278.00000000
NS
USD
3484235.82000000
0.398821725022
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
6341.00000000
NS
2006561.84000000
0.229680336158
Long
EC
CORP
CH
N
1
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3F9
30000.00000000
PA
USD
27864.51000000
0.003189500515
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
983000.00000000
PA
USD
1018633.75000000
0.116597523913
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
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
9001.00000000
NS
USD
351579.06000000
0.040243363088
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCA6
905000.00000000
PA
USD
591100.39000000
0.067660080826
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
15400.00000000
NS
1053178.62000000
0.120551689289
Long
EC
CORP
DE
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
44398.00000000
NS
USD
1373230.14000000
0.157186264530
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
70650.00000000
NS
USD
4414918.50000000
0.505351963232
Long
EC
CORP
US
N
1
N
N
N
Venture CDO Ltd
5493005OM8P21GK6YE73
Venture 42 CLO Ltd
923260AC7
250000.00000000
PA
USD
242909.00000000
0.027804486093
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.39029000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
340000.00000000
PA
USD
319444.69000000
0.036565114675
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGZ8
2450000.00000000
PA
USD
2419375.00000000
0.276932837162
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
265000.00000000
PA
USD
253190.78000000
0.028981386121
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
145000.00000000
PA
USD
128314.75000000
0.014687498947
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Retail Opportunity Investments
N/A
Retail Opportunity Investments Corp
76131N101
21553.00000000
NS
USD
262946.60000000
0.030098082339
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5HR9
22226.44000000
PA
USD
21086.95000000
0.002413709693
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
535000.00000000
PA
USD
406467.75000000
0.046526176067
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
275000.00000000
PA
USD
183910.57000000
0.021051253292
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
140000.00000000
PA
USD
111564.12000000
0.012770144470
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
33060.98000000
0.003784312473
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1257526.07000000
EUR
1380686.53000000
USD
2023-07-14
33060.98000000
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AM4
70000.00000000
PA
USD
69732.34000000
0.007981885717
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
30000.00000000
PA
USD
26873.64000000
0.003076080958
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AW5
200000.00000000
PA
USD
134197.50000000
0.015360865684
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
2.85000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
120000.00000000
PA
USD
116170.69000000
0.013297433749
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYPB4
751253.62000000
PA
USD
626261.17000000
0.071684746107
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6G8
196535.10000000
PA
USD
188102.35000000
0.021531063792
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
150000.00000000
PA
USD
150767.24000000
0.017257514657
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBH7
1391000.00000000
PA
USD
1142742.67000000
0.130803604133
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.47000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
200000000.00000000
PA
377579.76000000
0.043219523303
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP38
260669.09000000
PA
USD
261011.64000000
0.029876597880
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
30797.00000000
NS
USD
3230913.27000000
0.369825255897
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
134000.00000000
PA
USD
126680.56000000
0.014500442012
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPNP9
374946.46000000
PA
USD
384611.27000000
0.044024382415
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
315000.00000000
PA
USD
245163.02000000
0.028062491633
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
400000.00000000
PA
USD
307840.00000000
0.035236788258
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2022-A
92868AAC9
470000.00000000
PA
USD
460382.30000000
0.052697484481
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
3.44000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
444000.00000000
PA
USD
302053.20000000
0.034574404401
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
135000.00000000
PA
USD
125340.99000000
0.014347108643
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
95001YAE4
375000.00000000
PA
USD
329845.65000000
0.037755656597
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.14600000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
20799.00000000
NS
USD
5895476.55000000
0.674823476070
Long
EC
CORP
US
N
1
N
N
N
MAF GLOBAL SECURITIES
54930037VUDNYTS17017
MAF Global Securities Ltd
000000000
400000.00000000
PA
USD
405472.00000000
0.046412197923
Long
DBT
CORP
KY
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PBG4
1000000.00000000
PA
USD
881999.00000000
0.100957679336
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
3.45820000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
92343.00000000
NS
USD
2241164.61000000
0.256534052801
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9T29
3641.45000000
PA
USD
3481.81000000
0.000398544054
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AR6
345000.00000000
PA
USD
295946.62000000
0.033875417049
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
2.85000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
4372.00000000
NS
USD
447955.12000000
0.051275012060
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
55000.00000000
PA
USD
55007.58000000
0.006296421677
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
2817000.00000000
PA
USD
1278354.60000000
0.146326372008
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
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
505000.00000000
PA
USD
444485.85000000
0.050877903392
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWKJ2
542682.03000000
PA
USD
512615.49000000
0.058676336665
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
32140.00000000
NS
2298312.44000000
0.263075457378
Long
EC
CORP
ES
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
165000.00000000
PA
USD
147656.67000000
0.016901464448
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
200000.00000000
PA
USD
155676.00000000
0.017819393999
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAE4
400000.00000000
PA
USD
347074.00000000
0.039727693113
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNEW9
23030.79000000
PA
USD
21225.45000000
0.002429563043
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDRM0
105890.32000000
PA
USD
90658.77000000
0.010377221550
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
160000.00000000
PA
USD
98486.42000000
0.011273210524
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAC5
2662000.00000000
PA
USD
3267605.00000000
0.374025160786
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
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
11000.00000000
PA
USD
9140.00000000
0.001046206616
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
26270.00000000
NS
1357467.65000000
0.155382017120
Long
EC
CORP
GB
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
20000.00000000
PA
USD
17529.33000000
0.002006488076
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAV8
1163000.00000000
PA
USD
1166681.36000000
0.133543737159
Long
DBT
NUSS
ID
N
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
15856.00000000
NS
USD
786140.48000000
0.089985270383
Long
EP
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
475000.00000000
PA
USD
301980.35000000
0.034566065654
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
255000.00000000
PA
USD
234656.13000000
0.026859824474
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
105000.00000000
PA
USD
101655.16000000
0.011635919140
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ASH63
165814.69000000
PA
USD
137133.26000000
0.015696906333
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
11154.00000000
NS
USD
536953.56000000
0.061462184570
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
7939.00000000
NS
USD
352809.16000000
0.040384166016
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCM43
100000.00000000
PA
USD
97206.20000000
0.011126670630
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
3.13600000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBJ2
25000.00000000
PA
USD
25108.20000000
0.002874000542
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.95000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
1660.00000000
NS
USD
65852.20000000
0.007537746971
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
39326.66000000
PA
USD
37346.08000000
0.004274804811
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AR4
330000.00000000
PA
USD
330000.00000000
0.037773324211
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAS7
25000.00000000
PA
USD
24903.90000000
0.002850615420
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.05000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
185000.00000000
PA
USD
172402.68000000
0.019734007050
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8BS9
157168.95000000
PA
USD
150051.66000000
0.017175606065
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
93.00000000
NC
USD
-19659.27000000
-0.00225029084
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
2023-09-29
10163925.36000000
USD
-19659.27000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTZ1
111590.74000000
PA
USD
100413.84000000
0.011493831920
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QP4F1
1208252.10000000
PA
USD
1209311.37000000
0.138423365004
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BH7
345000.00000000
PA
USD
344656.55000000
0.039450980620
Long
DBT
CORP
US
N
2
2025-10-28
Fixed
5.67100000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
568000.00000000
PA
USD
528621.81000000
0.060508493982
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BP0
235000.00000000
PA
USD
147093.24000000
0.016836971647
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLD47
328000.00000000
PA
USD
330981.09000000
0.037885624304
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
400000.00000000
PA
USD
342611.76000000
0.039216924512
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5YV9
10556.27000000
PA
USD
9899.09000000
0.001133095563
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
607000.00000000
PA
USD
603390.54000000
0.069066868161
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF47
382647.98000000
PA
USD
377282.99000000
0.043185553638
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
195000.00000000
PA
USD
184675.02000000
0.021138755770
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
489000.00000000
PA
USD
452965.59000000
0.051848533598
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFSY6
388503.82000000
PA
USD
333824.82000000
0.038211130774
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
350000.00000000
PA
USD
323249.22000000
0.037000598751
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
190000.00000000
PA
USD
139385.90000000
0.015954753912
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193FLJ4
7663.76000000
PA
USD
7927.91000000
0.000907465196
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHTB3
126052.89000000
PA
USD
118952.15000000
0.013615812507
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
425000.00000000
PA
USD
278781.77000000
0.031910649037
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
20000.00000000
PA
USD
19634.80000000
0.002247489897
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
15533.00000000
NS
USD
4379063.36000000
0.501247818300
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
503000.00000000
PA
USD
476845.41000000
0.054581928092
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
150000.00000000
PA
USD
144163.38000000
0.016501606339
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
485058.32000000
PA
USD
458447.88000000
0.052476061833
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
2993.00000000
NS
USD
189067.81000000
0.021641574803
Long
EC
CORP
US
N
1
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
210000.00000000
PA
USD
161924.70000000
0.018534649063
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
61001.00000000
NS
USD
3022599.55000000
0.345980705342
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
565000.00000000
PA
USD
473786.46000000
0.054231786546
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
SOUTH CAROLINA ST PUBLIC SVC A
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority
837151NP0
60000.00000000
PA
USD
53396.40000000
0.006111998572
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
4.77000000
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
234000.00000000
PA
USD
220826.97000000
0.025276874946
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
1160000.00000000
PA
USD
1116409.40000000
0.127789376420
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBB1
850000.00000000
PA
USD
728655.45000000
0.083405268336
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.64900000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
3523.00000000
NS
USD
777349.95000000
0.088979065718
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
697343.56000000
PA
USD
675422.63000000
0.077311993886
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
15000.00000000
PA
USD
15035.56000000
0.001721039644
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAJA9
13889.59000000
PA
USD
13675.98000000
0.001565415837
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEPZ9
283909.40000000
PA
USD
253617.52000000
0.029030232753
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
21705.00000000
NS
USD
735365.40000000
0.084173320205
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
342000.00000000
PA
USD
348812.67000000
0.039926709311
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
250000.00000000
PA
USD
212443.03000000
0.024317210450
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
398000.00000000
PA
USD
373192.74000000
0.042717364731
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
30000.00000000
PA
USD
20768.37000000
0.002377243555
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.10900000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
403000.00000000
PA
USD
294653.45000000
0.033727394838
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CX3
324000.00000000
PA
USD
336170.83000000
0.038479665915
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
49461.00000000
NS
USD
1688598.54000000
0.193284788224
Long
EC
CORP
US
N
1
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
90000.00000000
PA
USD
82727.73000000
0.009469398080
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
400000.00000000
PA
USD
299888.24000000
0.034326593080
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
640000.00000000
PA
USD
590087.81000000
0.067544176243
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVV7
163187.80000000
PA
USD
147120.10000000
0.016840046167
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNA23
28575.52000000
PA
USD
24742.36000000
0.002832124806
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
59000.00000000
PA
USD
51823.38000000
0.005931943437
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
385000.00000000
PA
USD
353847.15000000
0.040502979146
Long
DBT
CORP
TH
N
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
4533.00000000
NS
USD
195553.62000000
0.022383970572
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
240000.00000000
PA
USD
175904.23000000
0.020134810636
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
1263.00000000
NS
USD
67469.46000000
0.007722866021
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
15450.00000000
NS
659754.47000000
0.075518543924
Long
EC
CORP
DE
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
240000.00000000
PA
USD
238618.70000000
0.027313398539
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAT6
69000.00000000
PA
USD
52192.22000000
0.005974162567
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
10000.00000000
PA
USD
10081.23000000
0.001153944149
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AZ8
125000.00000000
PA
USD
121799.19000000
0.013941697856
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.12500000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAC1
150000.00000000
PA
USD
137045.18000000
0.015686824290
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
10000.00000000
PA
USD
6175.00000000
0.000706819021
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
365000.00000000
PA
USD
313951.76000000
0.035936368536
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
13322.00000000
NS
USD
1400808.30000000
0.160342988102
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCB80
51002.12000000
PA
USD
43902.54000000
0.005025287506
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
210000.00000000
PA
USD
194157.60000000
0.022224175675
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
245000.00000000
PA
USD
230551.69000000
0.026390011314
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622ABDD1
791276.57000000
PA
USD
724894.40000000
0.082974761182
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
3.00000000
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
0.000148804004
Long
DBT
CORP
US
N
3
2087-01-15
None
0.00000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
626000.00000000
PA
USD
515225.79000000
0.058975123659
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
210000.00000000
PA
USD
138008.81000000
0.015797125830
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
45000.00000000
PA
USD
35503.91000000
0.004063941524
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
110000.00000000
PA
USD
108541.77000000
0.012424192329
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
8086.00000000
NS
USD
936601.38000000
0.107207719949
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
36558.00000000
NS
USD
5043541.68000000
0.577307075914
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBT6
80000.00000000
PA
USD
68244.81000000
0.007811616163
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
312000.00000000
PA
USD
310829.10000000
0.035578934450
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
220000.00000000
PA
USD
144041.48000000
0.016487653102
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B0SH7
565954.07000000
PA
USD
487937.53000000
0.055851583380
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
5816.00000000
NS
USD
534490.40000000
0.061180239900
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
1020000.00000000
PA
USD
1058010.91000000
0.121104815522
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
71613.00000000
NS
USD
11104311.78000000
1.271050815179
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
7226.00000000
NS
USD
4456274.20000000
0.510085727669
Long
EC
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
325000.00000000
PA
USD
286922.06000000
0.032842424229
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
21140.00000000
NS
2504535.82000000
0.286680737962
Long
EC
CORP
CH
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
400000.00000000
PA
USD
271192.00000000
0.031041888907
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
550000.00000000
PA
USD
538483.55000000
0.061637314292
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.40043000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
385000.00000000
PA
USD
363757.66000000
0.041637381895
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAB8
370000.00000000
PA
USD
237489.90000000
0.027184190877
Long
DBT
CORP
US
N
2
2051-08-23
Fixed
2.90000000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AC9
400000.00000000
PA
USD
373600.00000000
0.042763981591
Long
DBT
CORP
LU
N
2
2028-01-10
Fixed
5.25000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
660000.00000000
PA
USD
658581.00000000
0.075384223128
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
62485.00000000
NS
USD
2799952.85000000
0.320495535695
Long
EC
CORP
US
N
1
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
605000.00000000
PA
USD
475272.39000000
0.054401872958
Long
DBT
CORP
N/A
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5FW8
9310.36000000
PA
USD
8433.74000000
0.000965364834
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
410000.00000000
PA
USD
406814.05000000
0.046565815164
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2015-4
46644VBQ8
106373.93000000
PA
USD
95168.28000000
0.010893400894
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Variable
3.54744700
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
150000.00000000
PA
USD
128322.42000000
0.014688376891
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
63177.00000000
NS
USD
4244862.63000000
0.485886582894
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XK2J8
546654.22000000
PA
USD
543657.52000000
0.062229550796
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9FX4
113549.45000000
PA
USD
116934.79000000
0.013384896164
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
685000.00000000
PA
USD
584531.26000000
0.066908147865
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDPP5
138048.22000000
PA
USD
135390.93000000
0.015497471194
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
451799.97000000
PA
USD
302175.11000000
0.034588358783
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAF7
150000.00000000
PA
USD
144804.87000000
0.016575034248
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAN1
35000.00000000
PA
USD
34125.21000000
0.003906129154
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
2000.00000000
PA
USD
1729.60000000
0.000197978004
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.78900000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
230000.00000000
PA
USD
214247.48000000
0.024523756131
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
400000.00000000
PA
USD
320056.00000000
0.036635088041
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
150000.00000000
PA
USD
136847.16000000
0.015664158006
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
400000.00000000
PA
USD
340772.76000000
0.039006424078
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVT3
181163.28000000
PA
USD
159775.67000000
0.018288661163
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403JSN7
64786.57000000
PA
USD
66313.87000000
0.007590591852
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
440000.00000000
PA
USD
259679.11000000
0.029724070342
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
6383.00000000
NS
USD
124085.52000000
0.014203401748
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7RS6
226108.11000000
PA
USD
232615.98000000
0.026626299482
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
190000.00000000
PA
USD
163977.16000000
0.018769583114
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
51000.00000000
PA
USD
35483.00000000
0.004061548069
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
Y
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
4047.79000000
PA
USD
3980.20000000
0.000455592075
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
ENN ENERGY HOLDINGS LTD
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
29336EAA1
200000.00000000
PA
USD
197196.40000000
0.022572010759
Long
DBT
CORP
KY
N
2
2027-05-17
Fixed
4.62500000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
405000.00000000
PA
USD
322555.49000000
0.036921191211
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAD4
150000.00000000
PA
USD
142935.03000000
0.016361003725
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.76970000
N
N
N
N
N
N
Essential Properties Realty Tr
2549009LXQLVYCGLZO50
Essential Properties Realty Trust Inc
29670E107
10982.00000000
NS
USD
262799.26000000
0.030081217122
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6CX6
471225.57000000
PA
USD
464998.70000000
0.053225898948
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.50000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
290000.00000000
PA
USD
253229.83000000
0.028985855965
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
10000.00000000
PA
USD
9894.17000000
0.001132532397
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAE0
725000.00000000
PA
USD
1410125.00000000
0.161409420616
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
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
4081.00000000
NS
1212537.58000000
0.138792651902
Long
EC
CORP
CH
N
1
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
210000.00000000
PA
USD
207381.30000000
0.023737821455
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAA8
110000.00000000
PA
USD
77137.50000000
0.008829514534
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ES68
648000.00000000
PA
USD
655533.65000000
0.075035409372
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
6.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
29819.00000000
NS
USD
2028288.38000000
0.232167256277
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
360000.00000000
PA
USD
298912.25000000
0.034214876757
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
365000.00000000
PA
USD
317896.75000000
0.036387930313
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
30000.00000000
PA
USD
21360.65000000
0.002445038660
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
88873.00000000
NS
USD
3947738.66000000
0.451876400926
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
7609.00000000
NS
USD
3727725.19000000
0.426692642946
Long
EC
CORP
US
N
1
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
165660.00000000
NS
2476994.54000000
0.283528235845
Long
EC
CORP
GB
N
1
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AZ9
100000.00000000
PA
USD
82194.25000000
0.009408333495
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
USD/KZT FORWARD
000000000
1.00000000
NC
USD
8335.40000000
0.000954108383
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
-623488.37000000
USD
287011000.00000000
KZT
2023-07-14
8335.40000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJH4
59000.00000000
PA
USD
58685.84000000
0.006717452305
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
5.72700000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
4811.00000000
NS
USD
1880331.24000000
0.215231398645
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
1280000.00000000
PA
USD
1118041.98000000
0.127976249067
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Fixed
3.00050000
N
N
N
N
N
N
SC HIXSON LLC PP
N/A
SC HIXSON LLC PP
000000000
7200000.00000000
NS
USD
9848880.00000000
1.127348295024
Long
EC
CORP
US
N
3
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
1376000.00000000
PA
USD
1373385.60000000
0.157204059199
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
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
180000.00000000
PA
USD
144810.00000000
0.016575621451
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADXY9
86120.76000000
PA
USD
84721.75000000
0.009697642819
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
229500.00000000
NS
1690193.33000000
0.193467335254
Long
EC
CORP
SE
N
1
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
543000.00000000
PA
USD
352469.66000000
0.040345305278
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
610000.00000000
PA
USD
516023.83000000
0.059066471004
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYN8
247440.85000000
PA
USD
243827.10000000
0.027909576059
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
115389.00000000
NS
USD
8860721.31000000
1.014239087237
Long
EC
CORP
US
N
1
N
N
N
Venture CDO Ltd
549300MYRV6PEDBLPL32
Venture 34 CLO Ltd
92332CAA7
550000.00000000
PA
USD
542565.65000000
0.062104570313
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.49029000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
830431.83000000
PA
USD
714123.96000000
0.081741926873
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380CGV9
1208.96000000
PA
USD
1104.39000000
0.000126413580
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
170000.00000000
PA
USD
145353.77000000
0.016637863877
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
200000.00000000
PA
USD
184760.00000000
0.021148482973
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
250000.00000000
PA
USD
215279.05000000
0.024641834398
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91200000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
2244.00000000
NS
USD
996358.44000000
0.114047789044
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
545000.00000000
PA
USD
455994.63000000
0.052195251507
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
790000.00000000
PA
USD
741909.54000000
0.084922392696
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
110000.00000000
PA
USD
108933.42000000
0.012469022397
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
680000.00000000
PA
USD
584667.54000000
0.066923747103
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
40000.00000000
PA
USD
31588.06000000
0.003615715247
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
75000.00000000
PA
USD
61843.66000000
0.007078910968
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
800000.00000000
PA
USD
690808.64000000
0.079073147656
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
TURK SISE VE CAM FABRIKA
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
90016AAB6
200000.00000000
PA
USD
191136.00000000
0.021878309383
Long
DBT
CORP
TR
N
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
Chewy Inc
254900NPQSTG9I422879
Chewy Inc
16679L109
25229.00000000
NS
USD
744003.21000000
0.085162043835
Long
EC
CORP
US
N
1
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAF4
200000.00000000
PA
USD
201110.60000000
0.023020048170
Long
DBT
CORP
KR
N
2
2033-01-17
Fixed
6.50000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
91707.00000000
NS
2907439.66000000
0.332798972430
Long
EC
CORP
NL
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
33112.00000000
NS
USD
3755231.92000000
0.429841190311
Long
EC
CORP
US
N
1
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
260000.00000000
PA
USD
227056.05000000
0.025989884214
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
108819.13000000
PA
USD
107191.54000000
0.012269638767
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X65P2
149583.73000000
PA
USD
134820.29000000
0.015432153104
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
190000.00000000
PA
USD
151011.15000000
0.017285433722
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
CHEESECAKE FACTORY (THE)
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072AA9
3009000.00000000
PA
USD
2501231.25000000
0.286302481617
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNVR1
450423.14000000
PA
USD
427532.77000000
0.048937375551
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022
47787JAB4
16110.91000000
PA
USD
16011.27000000
0.001832723917
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
1.90000000
N
N
N
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAA6
100000.00000000
PA
USD
78306.23000000
0.008963292768
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Fixed
2.34700000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2664.00000000
NS
USD
575583.84000000
0.065883984845
Long
EC
CORP
US
N
1
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410AG6
2212000.00000000
PA
USD
2351356.00000000
0.269147068254
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.25000000
N
N
N
N
Y
CONMED Corp
CONMED Corp
USD
XXXX
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
380000.00000000
PA
USD
381719.39000000
0.043693364473
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
GEORGIAN RAILWAY JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
000000000
400000.00000000
PA
USD
344340.00000000
0.039414746845
Long
DBT
CORP
GE
N
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
54800.00000000
NS
1486768.35000000
0.170182372459
Long
EC
CORP
JP
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
2189.00000000
NS
USD
804304.27000000
0.092064381682
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
2648.00000000
NS
USD
35297.84000000
0.004040353800
Long
EC
CORP
US
N
1
N
N
N
2023-07-26
Delaware Group Equity Funds V
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration