0001752724-23-243375.txt : 20231031
0001752724-23-243375.hdr.sgml : 20231031
20231031121921
ACCESSION NUMBER: 0001752724-23-243375
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20231031
DATE AS OF CHANGE: 20231031
PERIOD START: 20221130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS V
CENTRAL INDEX KEY: 0000809821
IRS NUMBER: 232450217
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04997
FILM NUMBER: 231363191
BUSINESS ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
BUSINESS PHONE: 18005231918
MAIL ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS V INC
DATE OF NAME CHANGE: 19970128
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP VALUE FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP INSIGHT FUND INC
DATE OF NAME CHANGE: 19870621
0000809821
S000002399
DELAWARE WEALTH BUILDER FUND
C000006368
DELAWARE WEALTH BUILDER FUND CLASS A
DDIAX
C000006370
DELAWARE WEALTH BUILDER FUND CLASS C
DDICX
C000006371
DELAWARE WEALTH BUILDER FUND CLASS R
DDDRX
C000006372
DELAWARE WEALTH BUILDER FUND INSTITUTIONAL CLASS
DDIIX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-23-010142
0000809821
XXXXXXXX
S000002399
C000006372
C000006368
C000006370
C000006371
Delaware Group Equity Funds V
811-04997
0000809821
549300SML5SX1R0LT030
100 Independence
610 Market Street
Philadelphia
19106
800-523-1918
Delaware Wealth Builder Fund
S000002399
JJWPL3H18MOOWBHRNC78
2022-11-30
2022-11-30
N
370499281.08
3137938.02
367361343.06
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
550282.68000000
0.00000000
1492293.55000000
USD
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
43254.00000000
NS
USD
2168323.02000000
0.590242566607
Long
EC
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
185000.00000000
PA
USD
171724.40000000
0.046745364814
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
480000.00000000
PA
USD
431362.51000000
0.117421856749
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8BS9
165365.38000000
PA
USD
159443.94000000
0.043402481783
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
164456.84000000
0.044767051053
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
8077.00000000
NS
USD
109766.43000000
0.029879689867
Long
EC
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
185000.00000000
PA
USD
172365.43000000
0.046919860583
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
1055000.00000000
PA
USD
1021767.50000000
0.278136913233
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
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
245000.00000000
PA
USD
192693.36000000
0.052453357883
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Sound Point CLO LTD
5493001O6AOY43J70E72
Sound Point Clo XXI Ltd
83613HAA5
250000.00000000
PA
USD
243165.25000000
0.066192389208
Long
ABS-CBDO
CORP
KY
N
2
2031-10-26
Floating
5.50686000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPY36
261068.20000000
PA
USD
254345.35000000
0.069235741540
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
290000.00000000
PA
USD
271875.00000000
0.074007514708
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
135000.00000000
PA
USD
145049.56000000
0.039484165315
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLR4
21338.51000000
PA
USD
18518.08000000
0.005040835229
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
3600.00000000
NS
USD
1919844.00000000
0.522603707839
Long
EC
CORP
US
N
1
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
49000.00005000
PA
USD
48387.50000000
0.013171636296
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
200000.00000000
PA
USD
144622.00000000
0.039367778546
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
4626.00000000
NS
USD
191608.92000000
0.052158160791
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
100.00000000
NS
USD
6712.00000000
0.001827083912
Long
EC
RF
US
N
1
N
N
N
Rithm Capital Corp
549300WNTHGEO5LP2G31
Rithm Capital Corp
64828T201
36095.00000000
NS
USD
326659.75000000
0.088920556332
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
150000.00000000
PA
USD
136673.34000000
0.037204061500
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
250000.00000000
PA
USD
227752.50000000
0.061996860666
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAV8
638000.00000000
PA
USD
631681.06000000
0.171950879408
Long
DBT
NUSS
ID
N
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
95000.00000000
PA
USD
97255.88000000
0.026474173681
Long
DBT
CORP
US
N
2
2026-10-16
Fixed
6.13800000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
1778.00000000
NS
USD
124371.10000000
0.033855249701
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
2467.00000000
NS
USD
277438.82000000
0.075522050765
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
380000.00000000
PA
USD
345300.30000000
0.093994729310
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
200000.00000000
PA
USD
180531.00000000
0.049142623036
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNCD3
27749.59000000
PA
USD
25533.70000000
0.006950568012
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
178981.20000000
0.048720749578
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
430000.00000000
PA
USD
354678.58000000
0.096547605430
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
3531.00000000
NS
USD
203562.15000000
0.055411968037
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
65000.00000000
PA
USD
60581.64000000
0.016491022026
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAX6
350000.00000000
PA
USD
290243.59000000
0.079007657033
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.28900000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
29431.00000000
NS
USD
3276847.54000000
0.891995742585
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
165000.00000000
PA
USD
135317.51000000
0.036834988916
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
82697.00000000
NS
USD
1581166.64000000
0.430411819281
Long
EC
CORP
US
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
200000.00000000
PA
USD
173244.12000000
0.047159050148
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
245000.00000000
PA
USD
177002.92000000
0.048182238916
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
185000.00000000
PA
USD
162781.35000000
0.044310963326
Long
DBT
CORP
TH
N
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
186666.66000000
PA
USD
116036.66000000
0.031586518884
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
280000.00000000
PA
USD
268937.73000000
0.073207955894
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
4349.00000000
NS
USD
1443650.55000000
0.392978351498
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
419.00000000
NS
USD
12687.32000000
0.003453635021
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
20000.00000000
PA
USD
18451.60000000
0.005022738605
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240M108
14610.00000000
NS
USD
162171.00000000
0.044144819008
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
14362.00000000
NS
USD
1225078.60000000
0.333480542562
Long
EC
CORP
US
N
1
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
2000.00000000
PA
USD
1705.57000000
0.000464275850
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
46299.00000000
NS
USD
1126454.67000000
0.306633969872
Long
EC
CORP
US
N
1
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
78000.00000000
PA
USD
75723.18000000
0.020612724074
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M107
24118.00000000
NS
USD
900807.30000000
0.245210149902
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
11586.00000000
NS
USD
526467.84000000
0.143310625885
Long
EC
CORP
US
N
1
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
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
20000.00000000
PA
USD
17008.43000000
0.004629891065
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
60000.00000000
PA
USD
61441.00000000
0.016724949742
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KBA7
130000.00000000
PA
USD
121031.30000000
0.032946117572
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
15866.00000000
NS
USD
1552805.42000000
0.422691567671
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
7035.00000000
NS
USD
90259.05000000
0.024569555753
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
11615.00000000
NS
USD
219988.10000000
0.059883301320
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
240000.00000000
PA
USD
216600.00000000
0.058961021373
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
105000.00000000
PA
USD
99182.27000000
0.026998559286
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
2021.00000000
NS
USD
118511.44000000
0.032260182580
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
13571.00000000
NS
USD
1598528.09000000
0.435137806467
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
275000.00000000
PA
USD
189392.47000000
0.051554817505
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
12074.00000000
NS
USD
279875.32000000
0.076185294203
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
350000.00000000
PA
USD
304382.44000000
0.082856415284
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
240000.00000000
PA
USD
221700.00000000
0.060349300270
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
2383.00000000
NS
USD
62577.58000000
0.017034339944
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
3512.00000000
NS
USD
233302.16000000
0.063507542208
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
28487.00000000
NS
USD
3518429.37000000
0.957757106584
Long
EC
CORP
US
N
1
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
115000.00000000
PA
USD
105655.68000000
0.028760696245
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
335000.00000000
PA
USD
227135.09000000
0.061828794534
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
523000.00000000
PA
USD
438240.74000000
0.119294190387
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust Inc
65341D102
112.00000000
NS
USD
5386.08000000
0.001466153176
Long
EC
CORP
US
N
1
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
14856HAA6
170000.00000000
PA
USD
144783.19000000
0.039411656325
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
150000.00000000
PA
USD
133373.94000000
0.036305926717
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
4385.00000000
NS
USD
300460.20000000
0.081788736260
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
345000.00000000
PA
USD
274197.06000000
0.074639606256
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAC7
200000.00000000
PA
USD
167011.20000000
0.045462377344
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNEW9
23339.53000000
PA
USD
21426.94000000
0.005832660513
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKS3
22607.77000000
PA
USD
22457.17000000
0.006113101017
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKS4
153553.81000000
PA
USD
142568.80000000
0.038808873795
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
159000.00000000
PA
USD
165652.11000000
0.045092417351
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AH9
120000.00000000
PA
USD
114600.00000000
0.031195443441
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
12200.00000000
NS
USD
1833538.00000000
0.499110217947
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
125000.00000000
PA
USD
124889.81000000
0.033996448553
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
4.20169000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
4974.00000000
NS
USD
508342.80000000
0.138376780682
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
340000.00000000
PA
USD
316231.11000000
0.086081760091
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
159861.17000000
PA
USD
137532.98000000
0.037438065435
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AF8
185000.00000000
PA
USD
153532.09000000
0.041793207941
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
21798.00000000
NS
USD
1021236.30000000
0.277992314458
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5FW8
9689.27000000
PA
USD
8745.13000000
0.002380525377
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAB2
200000.00000000
PA
USD
193690.00000000
0.052724654800
Long
DBT
CORP
GB
N
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
120000.00000000
PA
USD
114663.60000000
0.031212756095
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
330000.00000000
PA
USD
245850.00000000
0.066923209162
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
183000.00000000
PA
USD
153646.80000000
0.041824433327
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
Viper Energy Partners LP
5299009LINL232255G03
Viper Energy Partners LP
92763M105
12746.00000000
NS
USD
421000.38000000
0.114601165297
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
8812.00000000
NS
USD
1872990.60000000
0.509849671279
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
14052.00000000
NS
USD
1742869.56000000
0.474429221507
Long
EC
CORP
US
N
1
N
N
N
HUTAMA KARYA PERSERO PT
2549009QN3GU8QCI7Q61
Hutama Karya Persero PT
69375MAA1
200000.00000000
PA
USD
182499.96000000
0.049678596686
Long
DBT
CORP
ID
N
2
2030-05-11
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
80000.00000000
PA
USD
77456.73000000
0.021084616403
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
1900.00000000
NS
USD
126198.00000000
0.034352552979
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAD4
150000.00000000
PA
USD
142754.70000000
0.038859477921
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.76970000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
155000.00000000
PA
USD
158304.60000000
0.043092340277
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
217000.00000000
PA
USD
133919.71000000
0.036454491614
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAPI de CV
456829AA8
205000.00000000
PA
USD
182960.66000000
0.049804004546
Long
DBT
CORP
MX
N
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
270000.00000000
PA
USD
221174.31000000
0.060206201381
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PY3
14339.37000000
PA
USD
13390.86000000
0.003645146734
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
342800.00000000
0.093314118775
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
20593.00000000
NS
USD
1846780.24000000
0.502714908601
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
4921.00000000
NS
USD
698437.53000000
0.190122761470
Long
EC
CORP
US
N
1
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
250000.00000000
PA
USD
223469.00000000
0.060830842499
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
425000.00000000
PA
USD
287791.77000000
0.078340243315
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
240000.00000000
PA
USD
211495.34000000
0.057571473971
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
490000.00000000
PA
USD
407465.63000000
0.110916850043
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
11216.00000000
NS
USD
609365.28000000
0.165876266382
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
30749.00000000
NS
USD
1994380.14000000
0.542893305917
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
250000.00000000
PA
USD
230390.08000000
0.062714840402
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
200000.00000000
PA
USD
180730.00000000
0.049196793134
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
42870.00000000
NS
USD
4720844.40000000
1.285068363665
Long
EC
CORP
US
N
1
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298AP3
416000.00000000
PA
USD
407929.60000000
0.111043148035
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
60000.00000000
PA
USD
53599.63000000
0.014590438273
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
215000.00000000
PA
USD
136215.36000000
0.037079394055
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7L94
86796.29000000
PA
USD
86202.00000000
0.023465179891
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
460000.00000000
PA
USD
546537.50000000
0.148773819108
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
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
60000.00000000
PA
USD
56925.29000000
0.015495721331
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
315000.00000000
PA
USD
240033.75000000
0.065339958744
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
Retail Opportunity Investments
N/A
Retail Opportunity Investments Corp
76131N101
13442.00000000
NS
USD
204990.50000000
0.055800781402
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
435000.00000000
PA
USD
353034.86000000
0.096100165863
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
29400.00000000
NS
USD
2072994.00000000
0.564292906469
Long
EC
CORP
US
N
1
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
70000.00000000
PA
USD
51331.00000000
0.013972890988
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
135000.00000000
PA
USD
113772.60000000
0.030970215606
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
285000.00000000
PA
USD
176947.07000000
0.048167035901
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
12694.00000000
NS
USD
414205.22000000
0.112751444272
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
350000.00000000
PA
USD
286369.79000000
0.077953163937
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
1193000.00000000
PA
USD
1170631.25000000
0.318659345114
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
1880.00000000
NS
USD
81253.60000000
0.022118168265
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRK67
18185.76000000
PA
USD
15841.82000000
0.004312326350
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
2.50000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust Inc
42226K105
6985.00000000
NS
USD
143402.05000000
0.039035694067
Long
EC
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
250000.00000000
PA
USD
246684.98000000
0.067150500361
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
200000.00000000
PA
USD
174457.00000000
0.047489210091
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
180000.00000000
PA
USD
144565.20000000
0.039352316930
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF47
160950.01000000
PA
USD
160304.15000000
0.043636640879
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKRY6
267284.20000000
PA
USD
220947.22000000
0.060144384860
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBA5
230000.00000000
PA
USD
227841.13000000
0.062020986776
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
10409.00000000
NS
USD
466115.02000000
0.126881891305
Long
EC
CORP
US
N
1
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
337000.00000000
PA
USD
1221793.50000000
0.332586300404
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.62500000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPZH4
96736.52000000
PA
USD
98951.98000000
0.026935871688
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.50000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
200000.00000000
PA
USD
186500.00000000
0.050767453768
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
200000.00000000
PA
USD
167960.00000000
0.045720651661
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
200000.00000000
PA
USD
172572.00000000
0.046976091322
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
99000.00000000
PA
USD
81303.75000000
0.022131819674
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
18895.00000000
NS
USD
846307.05000000
0.230374552463
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
2462.00000000
NS
USD
395618.78000000
0.107692000661
Long
EC
CORP
US
N
1
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
184000.00000000
PA
USD
170061.08000000
0.046292589901
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAD4
350000.00000000
PA
USD
305532.19000000
0.083169390512
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.10200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6MU2
88950.27000000
PA
USD
86143.07000000
0.023449138464
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ASH63
169791.61000000
PA
USD
140470.03000000
0.038237564363
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBA0
250000.00000000
PA
USD
206347.18000000
0.056170085366
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.37720000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
55000.00000000
PA
USD
53212.50000000
0.014485057016
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding IX CLO Ltd
15033EAA6
250000.00000000
PA
USD
245115.25000000
0.066723201727
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.22257000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
190000.00000000
PA
USD
176638.90000000
0.048083148468
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
50000.00000000
PA
USD
43691.50000000
0.011893330864
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BM7
105000.00000000
PA
USD
74037.45000000
0.020153848900
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
685000.00000000
PA
USD
782270.00000000
0.212942927931
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
3140XAA85
132697.95000000
PA
USD
119755.22000000
0.032598753859
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
285000.00000000
PA
USD
221865.83000000
0.060394441111
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
CENTRAL AMERICAN BANK
549300OLDAMXBPSHIC05
Central American Bank for Economic Integration
15238PAF3
300000.00000000
PA
USD
277831.80000000
0.075629024460
Long
DBT
CORP
N/A
N
2
2025-05-06
Fixed
2.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
135000.00000000
PA
USD
115141.50000000
0.031342845994
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
1975344.00000000
NS
USD
1975344.00000000
0.537711448773
Long
STIV
RF
US
N
1
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
165000.00000000
PA
USD
157744.04000000
0.042939749372
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
709.00000000
NS
USD
55869.20000000
0.015208241437
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYT66
109498.67000000
PA
USD
100249.55000000
0.027289085227
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
9163.00000000
NS
USD
804786.29000000
0.219072122095
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
37300.00000000
NS
USD
1746013.00000000
0.475284902177
Long
EC
CORP
US
N
1
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
205000.00000000
PA
USD
196066.10000000
0.053371456660
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
8025.00000000
NS
USD
407509.50000000
0.110928791964
Long
EC
CORP
US
N
1
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
22178.00000000
NS
USD
1016861.30000000
0.276801388934
Long
EP
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
20708.00000000
NS
USD
2063966.36000000
0.561835478607
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BMRK3
225326.00000000
PA
USD
229769.54000000
0.062545922248
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
55000.00000000
PA
USD
49515.09000000
0.013478579315
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L2PU1
23544.29000000
PA
USD
19587.83000000
0.005332033533
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
15000.00000000
PA
USD
14122.83000000
0.003844397421
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1ZS7
49189.54000000
PA
USD
40707.27000000
0.011080988995
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
120000.00000000
PA
USD
103581.60000000
0.028196107717
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
5644.00000000
NS
USD
446948.36000000
0.121664505110
Long
EC
CORP
US
N
1
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AE2
10000.00000000
PA
USD
10281.34000000
0.002798699480
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AC9
200000.00000000
PA
USD
186500.00000000
0.050767453768
Long
DBT
CORP
LU
N
2
2028-01-10
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
45000.00000000
PA
USD
39708.45000000
0.010809098657
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
159000.00000000
PA
USD
160380.29000000
0.043657367066
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group Inc/The
14316J108
25721.00000000
NS
USD
801723.57000000
0.218238414342
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
41101.00000000
NS
USD
792427.28000000
0.215707856847
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDW0
130741.82000000
PA
USD
123701.52000000
0.033672982293
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
811000.00000000
PA
USD
841818.00000000
0.229152581212
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
ALGONQUIN PWR &
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857873
9623.00000000
NS
USD
252122.60000000
0.068630683321
Long
EP
CORP
CA
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDF0
110000.00000000
PA
USD
107862.72000000
0.029361478020
Long
DBT
CORP
US
N
2
2024-03-08
Floating
3.89061400
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
122000.00000000
PA
USD
106017.65000000
0.028859228659
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
200000.00000000
PA
USD
171301.70000000
0.046630300992
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8EZ4
84134.75000000
PA
USD
78552.11000000
0.021382791489
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
CHEESECAKE FACTORY (THE)
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072AA9
1443000.00000000
PA
USD
1205806.88000000
0.328234557821
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
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
49503.00000000
NS
USD
1813789.92000000
0.493734562513
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
185000.00000000
PA
USD
167284.88000000
0.045536876201
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
555000.00000000
PA
USD
596126.39000000
0.162272487636
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
190000.00000000
PA
USD
166630.00000000
0.045358610302
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
5421.00000000
NS
USD
285198.81000000
0.077634409658
Long
EC
CORP
US
N
1
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
200000.00000000
PA
USD
148379.00000000
0.040390477333
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
25000.00000000
PA
USD
21037.40000000
0.005726623227
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88200000
N
N
N
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
50318.00000000
NS
USD
1182473.00000000
0.321882806217
Long
EC
CORP
US
N
1
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
3282000.00000000
PA
167280.96000000
0.045535809131
Long
DBT
NUSS
N/A
N
2
2023-01-23
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
25000.00000000
PA
USD
22276.00000000
0.006063784451
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DN3
200000.00000000
PA
USD
196972.86000000
0.053618287204
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
235000.00000000
PA
USD
198117.95000000
0.053929993926
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
170000.00000000
PA
USD
148569.80000000
0.040442415296
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
100000.00000000
PA
97018.99000000
0.026409689487
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
1068.00000000
NS
USD
44289.96000000
0.012056238588
Long
EC
CORP
US
N
1
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
200000.00000000
PA
USD
173496.10000000
0.047227642014
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
105000.00000000
PA
USD
94695.26000000
0.025777143346
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQDG7
205174.94000000
PA
USD
187932.39000000
0.051157366867
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
21989TAA5
200000.00000000
PA
USD
200690.00000000
0.054630135639
Long
DBT
NUSS
N/A
N
2
2025-11-21
Fixed
5.25000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
2174.00000000
NS
USD
89981.86000000
0.024494101434
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
165000.00000000
PA
USD
137135.84000000
0.037329959341
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
37450.00000000
NS
USD
1744421.00000000
0.474851541392
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
10242.00000000
NS
USD
234746.64000000
0.063900746345
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
5597.00000000
NS
USD
353002.79000000
0.096091436039
Long
EC
CORP
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
110000.00000000
PA
USD
95470.65000000
0.025988213458
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
83000.00000000
PA
USD
76250.86000000
0.020756364663
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
260000.00000000
PA
USD
263032.80000000
0.071600565756
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
7900.00000000
NS
234982.17000000
0.063964860331
Long
EC
CORP
JP
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PBG4
500000.00000000
PA
USD
443980.25000000
0.120856551291
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
3.45820000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
80000.00000000
PA
USD
60551.29000000
0.016482760405
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
18200.00000000
NS
USD
1854216.00000000
0.504739008343
Long
EC
CORP
US
N
1
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
35000.00000000
PA
USD
30761.43000000
0.008373616489
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
19579.00000000
NS
USD
1932838.88000000
0.526141064244
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
7400.00000000
NS
USD
2014280.00000000
0.548310277619
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWZ8
145794.13000000
PA
USD
134945.15000000
0.036733628224
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
325000.00000000
PA
USD
276736.33000000
0.075330824875
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
61330.00000000
NS
808402.83000000
0.220056586048
Long
EC
CORP
GB
N
2
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
184655.68000000
PA
USD
140338.32000000
0.038201711380
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
330000.00000000
PA
USD
269745.30000000
0.073427785774
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA4E9
167873.91000000
PA
USD
158275.45000000
0.043084405311
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQNR2
94827.24000000
PA
USD
94424.75000000
0.025703507400
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
51978.00000000
NS
USD
3986712.60000000
1.085229209690
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WBB7
95000.00000000
PA
USD
84056.98000000
0.022881280675
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.89600000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
260000.00000000
PA
USD
220776.92000000
0.060098027234
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
55000.00000000
PA
USD
41255.89000000
0.011230329695
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
000000000
200000.00000000
PA
USD
193011.76000000
0.052540030040
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
7914.00000000
NS
USD
213757.14000000
0.058187162051
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
7461.00000000
NS
USD
2417289.39000000
0.658014087673
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
2.00000000
NC
USD
1776.50000000
0.000483583815
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
2023-03-22
225223.50000000
USD
1776.50000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2E6
300000.00000000
PA
USD
242938.50000000
0.066130665239
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
200000.00000000
PA
USD
174100.00000000
0.047392030568
Long
DBT
CORP
AE
N
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM6W9
161537.67000000
PA
USD
148174.72000000
0.040334869958
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
167655.00000000
0.045637627139
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
1760000.00000000
PA
USD
1782618.82000000
0.485249429118
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681113
9425.00000000
NS
USD
831756.25000000
0.226413656666
Long
EP
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
2648.00000000
NS
USD
41653.04000000
0.011338438512
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLU0
130474.27000000
PA
USD
112509.32000000
0.030626336201
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
130000.00000000
PA
USD
127323.42000000
0.034658905300
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AD7
494000.00000000
PA
USD
949962.00000000
0.258590626898
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
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AM4
5000.00000000
PA
USD
4971.70000000
0.001353354154
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
95000.00000000
PA
USD
92551.23000000
0.025193513620
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
15114.00000000
NS
USD
1841036.34000000
0.501151352688
Long
EC
CORP
US
N
1
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
200000.00000000
PA
USD
182839.00000000
0.049770887289
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
55731.00000000
NS
USD
8249859.93000000
2.245707145254
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
82185.00000000
PA
USD
76597.61000000
0.020850754018
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
RBC BEARINGS INC
N/A
RBC Bearings Inc
75524B203
6211.00000000
NS
USD
719171.69000000
0.195766839267
Long
EP
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
375000.00000000
PA
USD
324678.49000000
0.088381234480
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWQB3
60715.14000000
PA
USD
54945.73000000
0.014956862238
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
115000.00000000
PA
USD
84764.80000000
0.023073957453
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
63000.00000000
PA
USD
57099.09000000
0.015543031698
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
160000.00000000
PA
USD
144471.20000000
0.039326729044
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Ryerson Holding Corp
549300JMA41B3ZHOVE45
Ryerson Holding Corp
783754104
9207.00000000
NS
USD
271514.43000000
0.073909363390
Long
EC
CORP
US
N
1
N
N
N
Vanguard Russell 2000 ETF
N/A
Vanguard Russell 2000 ETF
92206C664
118769.00000000
NS
USD
8984874.85000000
2.445786694691
Long
EC
RF
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
15854.00000000
NS
USD
2555347.72000000
0.695595159445
Long
EC
CORP
US
N
1
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
400000.00000000
PA
USD
386023.52000000
0.105080060080
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
365000.00000000
PA
USD
341068.99000000
0.092842917863
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
365000.00000000
PA
USD
318578.46000000
0.086720735869
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
954.00000000
NS
USD
658880.10000000
0.179354772201
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBD1
310000.00000000
PA
USD
226373.72000000
0.061621540827
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.65000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
124000.00000000
PA
USD
123853.93000000
0.033714470055
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
13171.00000000
NS
USD
1205541.63000000
0.328162353708
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
1110000.00000000
PA
USD
806961.34000000
0.219664195823
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
285000.00000000
PA
USD
241678.58000000
0.065787700465
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
5400.00000000
NS
USD
1776006.00000000
0.483449343147
Long
EC
CORP
US
N
1
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
85000.00000000
PA
USD
81616.58000000
0.022216975613
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1905.00000000
NS
USD
748950.75000000
0.203873043298
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
1975344.00000000
NS
USD
1975344.00000000
0.537711448773
Long
STIV
RF
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
1800.00000000
NS
587923.01000000
0.160039432865
Long
EC
CORP
CH
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-3.00000000
NC
USD
-3640.23000000
-0.00099091264
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
-355328.52000000
USD
-3640.23000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
140986.51000000
PA
USD
140388.08000000
0.038215256627
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
60000.00000000
PA
USD
57556.05000000
0.015667421487
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
400000.00000000
PA
USD
305688.00000000
0.083211803793
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
370000.00000000
PA
USD
366178.83000000
0.099678106288
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
555000.00000000
PA
USD
391403.59000000
0.106544577265
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
250000.00000000
PA
USD
231558.75000000
0.063032965872
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
38700.00000000
NS
USD
1756593.00000000
0.478164900358
Long
EC
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
275000.00000000
PA
USD
170789.88000000
0.046490977678
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
3252.00000000
NS
USD
1242133.92000000
0.338123197627
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
13817.00000000
NS
USD
1961323.15000000
0.533894811485
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
1447.00000000
NS
USD
318889.86000000
0.086805502545
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
560000.00000000
PA
USD
434348.82000000
0.118234764818
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
200000.00000000
PA
USD
175152.62000000
0.047678565888
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
28315.00000000
NS
USD
7224289.10000000
1.966534921672
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
45000.00000000
PA
USD
37184.40000000
0.010122023098
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
200000.00000000
PA
USD
181799.00000000
0.049487787279
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AB7
1198000.00000000
PA
USD
1336369.00000000
0.363775074663
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFU74
531646.58000000
PA
USD
457464.55000000
0.124527133472
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
826000.00000000
PA
USD
768593.00000000
0.209219890584
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
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
10284.00000000
NS
USD
1128051.96000000
0.307068770656
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWKJ2
115752.72000000
PA
USD
108983.58000000
0.029666589057
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
175000.00000000
PA
USD
155810.08000000
0.042413303126
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
200000.00000000
PA
USD
165835.82000000
0.045142425334
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
260000.00000000
PA
USD
245013.60000000
0.066695531423
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCSJ5
8698.10000000
PA
USD
8632.44000000
0.002349849858
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGM61
275246.99000000
PA
USD
240003.90000000
0.065331833230
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
1360000.00000000
PA
USD
1206184.00000000
0.328337214240
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
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
95000.00000000
PA
USD
84108.34000000
0.022895261460
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
1293.00000000
NS
USD
213189.84000000
0.058032736439
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
19368.00000000
NS
USD
1309470.48000000
0.356452986885
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
6680.00000000
NS
741190.46000000
0.201760602742
Long
EC
CORP
DE
N
2
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
176000.00000000
PA
USD
151631.04000000
0.041275720177
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
200000.00000000
PA
USD
153748.00000000
0.041851981136
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A0K78
9041.81000000
PA
USD
8126.20000000
0.002212045484
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
5090.00000000
NS
335005.60000000
0.091192393083
Long
EC
CORP
FR
N
2
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBB1
350000.00000000
PA
USD
298377.98000000
0.081221931930
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.64900000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
2999.00000000
NS
USD
358200.56000000
0.097506329059
Long
EC
CORP
US
N
1
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Co SA
15118JAA3
200000.00000000
PA
USD
135759.70000000
0.036955358141
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
55000.00000000
PA
USD
48065.00000000
0.013083848071
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
499782.32000000
PA
USD
497506.51000000
0.135427017403
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
175000.00000000
PA
USD
129771.25000000
0.035325232894
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
20000.00000000
PA
USD
19181.30000000
0.005221371372
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
40000.00000000
PA
USD
25698.74000000
0.006995493806
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
355000.00000000
PA
USD
287165.93000000
0.078169882439
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
185000.00000000
PA
USD
160220.49000000
0.043613867661
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
85000.00000000
PA
USD
72819.40000000
0.019822281624
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFH1
225852.08000000
PA
USD
228586.18000000
0.062223797990
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
4565.00000000
NS
USD
150964.55000000
0.041094293902
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
10767.00000000
NS
USD
1837819.23000000
0.500275618194
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K16M3
203739.03000000
PA
USD
188336.79000000
0.051267449218
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
200000.00000000
PA
USD
183842.00000000
0.050043915472
Long
DBT
CORP
KY
N
2
2030-02-28
Fixed
3.93250000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
163000.00000000
PA
USD
153544.68000000
0.041796635084
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
400000.00000000
PA
USD
386500.00000000
0.105209763439
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYPB4
20133.62000000
PA
USD
16824.85000000
0.004579918469
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE82
269759.76000000
PA
USD
273105.46000000
0.074342460130
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
3140Q9T29
3874.20000000
PA
USD
3725.52000000
0.001014129567
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
200000.00000000
PA
USD
174324.38000000
0.047453109395
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735DA2
175000.00000000
PA
USD
164441.66000000
0.044762918882
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
120000.00000000
PA
USD
116433.85000000
0.031694638589
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPAY HOLDINGS
N/A
Repay Holdings Corp
76029LAA8
1414000.00000000
PA
USD
1054278.40000000
0.286986755660
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
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AA0
385000.00000000
PA
USD
372487.50000000
0.101395399117
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
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
165000.00000000
PA
USD
127323.90000000
0.034659035961
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQLR4
93456.86000000
PA
USD
93666.64000000
0.025497141103
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
33600.00000000
NS
USD
2120496.00000000
0.577223499439
Long
EC
CORP
US
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
250000.00000000
PA
USD
215984.15000000
0.058793379891
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ84
304510.30000000
PA
USD
308287.08000000
0.083919303384
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU64
45713.16000000
PA
USD
39399.85000000
0.010725094173
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
90000.00000000
PA
USD
84211.74000000
0.022923408135
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2S0
240437.98000000
PA
USD
222906.30000000
0.060677669061
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
2635.00000000
NS
USD
283236.15000000
0.077100150941
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622ABDD1
52868.59000000
PA
USD
48095.55000000
0.013092164134
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
65000.00000000
PA
USD
54286.60000000
0.014777439440
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
15841.00000000
NS
USD
1711303.23000000
0.465836501942
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
320000.00000000
PA
USD
268336.00000000
0.073044158039
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
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
0.000353875012
Long
DBT
CORP
US
N
3
2087-01-15
None
0.00000000
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
236143.45000000
0.064280974158
Long
ABS-O
CORP
US
N
2
2035-04-25
Fixed
3.82000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
171000.00000000
PA
USD
170357.90000000
0.046373387733
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1000000.00000000
PA
164725.42000000
0.044840161631
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
335000.00000000
PA
USD
317019.14000000
0.086296270957
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADXY9
92061.39000000
PA
USD
91118.67000000
0.024803554244
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
6667.00000000
NS
USD
120806.04000000
0.032884799198
Long
EC
CORP
US
N
1
N
N
N
DANIMER SCIENTIFIC INC
549300L6Q02MAX72BH35
Danimer Scientific Inc
236272AA8
194000.00000000
PA
USD
85575.18000000
0.023294552248
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCM54
71344.83000000
PA
USD
63396.12000000
0.017257155984
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAX2
225000.00000000
PA
USD
216909.07000000
0.059045153796
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AB6
782000.00000000
PA
USD
713954.35000000
0.194346619068
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
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
505000.00000000
PA
USD
464856.44000000
0.126539291295
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
187000.00000000
PA
USD
186317.45000000
0.050717761549
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
10650.00000000
NS
559735.30000000
0.152366412681
Long
EC
CORP
FR
N
2
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
125000.00000000
PA
USD
101615.63000000
0.027660947979
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Phillips Edison & Co Inc
549300JPN4YHYPXTJQ85
Phillips Edison & Co Inc
71844V201
5124.00000000
NS
USD
165146.52000000
0.044954789914
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAF7
55000.00000000
PA
USD
53099.52000000
0.014454302556
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
253000.00000000
PA
USD
241058.40000000
0.065618880307
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
164444.80000000
0.044763773626
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
210000.00000000
PA
USD
168019.26000000
0.045736782917
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
305.00000000
NS
USD
362992.70000000
0.098810804908
Long
EP
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
2347.00000000
NS
USD
183277.23000000
0.049890178556
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
100000.00000000
PA
USD
66238.79000000
0.018030963587
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
149000.00000000
PA
124154.41000000
0.033796264181
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
68000.00000000
PA
USD
59333.45000000
0.016151250293
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233JBH0
170000.00000000
PA
USD
151423.95000000
0.041219347887
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
140000.00000000
PA
USD
106112.50000000
0.028885047924
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
5300.00000000
NS
215651.97000000
0.058702956659
Long
EC
CORP
JP
N
2
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
331000.00000000
PA
USD
813763.50000000
0.221515822329
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
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AN3
130000.00000000
PA
USD
127117.04000000
0.034602726280
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.30000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
373000.00000000
PA
USD
332203.13000000
0.090429528385
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
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
200000.00000000
PA
USD
174747.00000000
0.047568151440
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
10000.00000000
PA
USD
9921.60000000
0.002700774098
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
200000.00000000
PA
USD
154900.00000000
0.042165568840
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
5884.00000000
NS
USD
155219.92000000
0.042252654758
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
230000.00000000
PA
USD
206499.75000000
0.056211616682
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
19263.00000000
NS
USD
1398108.54000000
0.380581290441
Long
EC
CORP
US
N
1
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
105000.00000000
PA
USD
92501.33000000
0.025179930264
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
15900.00000000
NS
859673.47000000
0.234013046348
Long
EC
CORP
ES
N
2
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1083.00000000
NS
USD
525460.77000000
0.143036489801
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
120000.00000000
PA
USD
101664.60000000
0.027674278178
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AW5
95000.00000000
PA
USD
62732.58000000
0.017076532734
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
2.85000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
315000.00000000
PA
USD
278718.30000000
0.075870339997
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
888.00000000
NS
USD
8782.32000000
0.002390648925
Long
EC
CORP
CA
N
1
N
N
N
CMG MEDIA CORPORATION
N/A
CMG Media Corp
88146LAA1
180000.00000000
PA
USD
137138.40000000
0.037330656202
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
9364.00000000
NS
USD
100756.64000000
0.027427120981
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0606C4
415000.00000000
PA
USD
424302.68000000
0.115500089493
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHF0
246930.34000000
PA
USD
236320.24000000
0.064329098437
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
1975344.00000000
NS
USD
1975344.00000000
0.537711448773
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP77
336119.46000000
PA
USD
335672.02000000
0.091373800303
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPCL9
152732.89000000
PA
USD
139873.06000000
0.038075062235
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
100000000.00000000
PA
171797.03000000
0.046765135539
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
12272.00000000
NS
USD
2076790.56000000
0.565326373945
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBCC0
7230.19000000
PA
USD
6993.56000000
0.001903727796
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
40000.00000000
PA
USD
41780.00000000
0.011372998490
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
814.00000000
NS
USD
158485.80000000
0.043141665010
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPAD9
140744.14000000
PA
USD
129799.83000000
0.035333012700
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
180000.00000000
PA
USD
167275.62000000
0.045534355522
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
26290.00000000
NS
267136.85000000
0.072717735561
Long
EC
CORP
FR
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCA6
270000.00000000
PA
USD
185744.21000000
0.050561719002
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AY1
170000.00000000
PA
USD
181648.03000000
0.049446691501
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5E54
7467.70000000
PA
USD
7255.13000000
0.001974930170
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNVR1
347072.22000000
PA
USD
329493.32000000
0.089691886809
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
310000.00000000
PA
USD
208455.01000000
0.056743861034
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFP1
3235000.00000000
PA
USD
3247131.25000000
0.883906625273
Long
DBT
UST
US
N
2
2025-10-15
Fixed
4.25000000
N
N
N
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
Ivanhoe Mines Ltd
46579RAA2
393000.00000000
PA
USD
533095.34000000
0.145114707922
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
Y
Ivanhoe Mines Ltd
Ivanhoe Mines Ltd
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
40000.00000000
PA
USD
27339.73000000
0.007442190234
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
14158.00000000
NS
USD
1665971.86000000
0.453496779525
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6TD3
140095.61000000
PA
USD
140449.97000000
0.038232103800
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
145000.00000000
PA
USD
133508.18000000
0.036342468395
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Diamond Infrastructure Funding
N/A
Diamond Infrastructure Funding LLC
25265LAA8
100000.00000000
PA
USD
82161.30000000
0.022365254687
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
115000.00000000
PA
USD
112802.06000000
0.030706023410
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
300000.00000000
PA
USD
287869.02000000
0.078361271657
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
2331.00000000
NS
USD
96992.91000000
0.026402590210
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
7721.00000000
NS
USD
246299.90000000
0.067045677138
Long
EC
CORP
US
N
1
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082AA8
311000.00000000
PA
USD
285653.50000000
0.077758181527
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QP4F1
308082.07000000
PA
USD
312152.97000000
0.084971643287
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
1975344.00000000
NS
USD
1975344.00000000
0.537711448773
Long
STIV
RF
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
12500.00000000
NS
625014.31000000
0.170136113068
Long
EC
CORP
GB
N
2
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
200000.00000000
PA
USD
152802.00000000
0.041594469011
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYN8
261221.94000000
PA
USD
259096.72000000
0.070529119324
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
47018.00000000
NS
USD
898513.98000000
0.244585881714
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
68931.00000000
NS
USD
3427249.32000000
0.932936843994
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
522.00000000
NS
USD
636041.34000000
0.173137797978
Long
EP
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
84060.00000000
NS
689533.20000000
0.187698900013
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHTB3
134220.05000000
PA
USD
126609.02000000
0.034464437369
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
200000.00000000
PA
USD
133064.64000000
0.036221731685
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BP0
235000.00000000
PA
USD
152410.52000000
0.041487903634
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
320000.00000000
PA
USD
252035.39000000
0.068606943752
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
85000.00000000
PA
USD
87547.26000000
0.023831375198
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
70000.00000000
PA
USD
52086.30000000
0.014178492371
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
80000.00000000
PA
USD
78530.06000000
0.021376789224
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
LYONDELLBASELL ADVANCED
5493004OGK9A7CGV3B42
Lyondellbasell Advanced Polymers Inc
67054E202
612.00000000
NS
USD
520200.00000000
0.141604447454
Long
EP
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAD3
250000.00000000
PA
USD
218757.90000000
0.059548426673
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418A7B8
42249.13000000
PA
USD
41979.23000000
0.011427231197
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Co Inc
864159108
5733.00000000
NS
USD
314913.69000000
0.085723143152
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
700000.00000000
PA
USD
599593.75000000
0.163216343071
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282D1
8000000.00000000
PA
USD
7801878.40000000
2.123761399338
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.37500000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
160000.00000000
PA
USD
131553.89000000
0.035810488088
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
11896.00000000
NS
USD
480122.56000000
0.130694905457
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
90000.00000000
PA
USD
85666.18000000
0.023319323499
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
28997.00000000
NS
USD
5161466.00000000
1.405010651639
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
200000.00000000
PA
USD
185391.58000000
0.050465729043
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
1178.00000000
NS
USD
15455.36000000
0.004207127475
Long
EC
CORP
US
N
1
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
175000.00000000
PA
USD
167255.64000000
0.045528916735
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
300000.00000000
PA
USD
243206.88000000
0.066203721375
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CF3
165000.00000000
PA
USD
179139.13000000
0.048763739948
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
5.90000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
190000.00000000
PA
USD
163279.35000000
0.044446524677
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
5000.00000000
PA
USD
4824.05000000
0.001313162119
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMJG1
741111.41000000
PA
USD
660656.95000000
0.179838451290
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
810.00000000
NS
USD
35162.10000000
0.009571529684
Long
EC
RF
US
N
1
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
14300.00000000
NS
572321.67000000
0.155792567947
Long
EC
CORP
JP
N
2
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
150000.00000000
PA
USD
121647.75000000
0.033113922381
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-2274.01000000
-0.00061901178
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3308777.60000000
MXN
167225.08000000
USD
2023-02-03
-2274.01000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
260000.00000000
PA
USD
217494.19000000
0.059204430218
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
95000.00000000
PA
USD
86174.50000000
0.023457694073
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0526C1
126000.00000000
PA
USD
127430.38000000
0.034688021047
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Fixed
5.50000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
135000.00000000
PA
USD
130073.18000000
0.035407421727
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVBU3
22179.43000000
PA
USD
18432.08000000
0.005017425036
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
3759.00000000
NS
USD
362893.86000000
0.098783899518
Long
EC
CORP
US
N
1
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
484.00000000
NS
USD
492707.16000000
0.134120578909
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
2455.00000000
NS
USD
731491.80000000
0.199120515486
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAU2
60000.00000000
PA
USD
43013.21000000
0.011708692493
Long
DBT
CORP
N/A
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECA6
124240.31000000
PA
USD
110037.67000000
0.029953524528
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAF3
140000.00000000
PA
USD
117816.59000000
0.032071036385
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
20000.00000000
PA
USD
18900.00000000
0.005144798263
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAD8
364000.00000000
PA
USD
400946.00000000
0.109142131466
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
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
1418000.00000000
PA
USD
1172686.00000000
0.319218671793
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
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
150000.00000000
PA
USD
92694.87000000
0.025232614087
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Essential Properties Realty Tr
2549009LXQLVYCGLZO50
Essential Properties Realty Trust Inc
29670E107
6028.00000000
NS
USD
139909.88000000
0.038085085064
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
95001YAE4
375000.00000000
PA
USD
328172.70000000
0.089332398794
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.14600000
N
N
N
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
5699.00000000
NS
USD
104234.71000000
0.028373891801
Long
EC
CORP
US
N
1
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
174000.00000000
PA
USD
172384.03000000
0.046924923717
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2022-A
92868AAC9
230000.00000000
PA
USD
223782.02000000
0.060916050158
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
3.44000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
200000.00000000
PA
USD
171187.68000000
0.046599263432
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWT2
237498.89000000
PA
USD
213984.91000000
0.058249163675
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.00000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
29705.00000000
NS
USD
1262462.50000000
0.343656871864
Long
EC
CORP
US
N
1
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
285000.00000000
PA
USD
272454.30000000
0.074165206858
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
155000.00000000
PA
USD
136002.36000000
0.037021412995
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
3314.00000000
NS
USD
65617.20000000
0.017861759610
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
250000.00000000
PA
USD
244179.50000000
0.066468479771
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
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
362554.00000000
NS
USD
17417094.16000000
4.741134169132
Long
EC
RF
US
N
2
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
26281.00000000
NS
USD
2001560.96000000
0.544848008047
Long
EC
CORP
US
N
1
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
200000.00000000
PA
USD
169858.00000000
0.046237309180
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
55000.00000000
PA
USD
48422.35000000
0.013181122868
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
COLLEGIUM PHARMA INC
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459JAA2
539000.00000000
PA
USD
534171.15000000
0.145407555827
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.62500000
N
N
N
N
Y
Collegium Pharmaceutical Inc
Collegium Pharmaceutical Inc
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
465000.00000000
PA
USD
448155.24000000
0.121993031783
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N0WW1
174520.25000000
PA
USD
170019.20000000
0.046281189682
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
3069.00000000
NS
USD
169685.01000000
0.046190219304
Long
EC
CORP
US
N
1
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAF7
25000.00000000
PA
USD
25186.86000000
0.006856154158
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
200000.00000000
PA
USD
181722.00000000
0.049466826990
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
67000.00000000
PA
USD
61363.50000000
0.016703853347
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fresenius Medical Care AG & Co
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
10130.00000000
NS
316833.47000000
0.086245729439
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGF1
250894.65000000
PA
USD
240114.43000000
0.065361920772
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
135000.00000000
PA
USD
115887.38000000
0.031545883144
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
198000.00000000
PA
USD
167074.18000000
0.045479521227
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
2748.00000000
NS
USD
1298100.24000000
0.353357876249
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
28694.00000000
NS
USD
1078320.52000000
0.293531298371
Long
EC
CORP
US
N
1
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
140000.00000000
PA
USD
131379.50000000
0.035763017117
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
95000.00000000
PA
USD
87231.23000000
0.023745348183
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
180000.00000000
PA
USD
163145.70000000
0.044410143604
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
8438.00000000
NS
USD
912907.22000000
0.248503887860
Long
EC
CORP
US
N
1
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AK2
100000.00000000
PA
USD
90875.50000000
0.024737360562
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1371.00000000
NS
USD
750978.96000000
0.204425145483
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
240000.00000000
PA
USD
167696.59000000
0.045648948417
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAF9
400000.00000000
PA
USD
396697.84000000
0.107985733255
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
52300.00000000
NS
USD
1986354.00000000
0.540708497920
Long
EC
CORP
US
N
1
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941AP4
610000.00000000
PA
USD
1045845.00000000
0.284691086788
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
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
250000.00000000
PA
USD
216358.23000000
0.058895208787
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
12514.00000000
NS
USD
926536.56000000
0.252213951604
Long
EC
CORP
US
N
1
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
75000.00000000
PA
USD
63469.36000000
0.017277092758
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XB5S5
160491.65000000
PA
USD
143158.42000000
0.038969375168
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
7770.00000000
NS
744160.68000000
0.202569130927
Long
EC
CORP
FR
N
2
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
75000.00000000
PA
USD
70999.36000000
0.019326845717
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBG8
300000.00000000
PA
USD
241110.27000000
0.065632999920
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
2.03410000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
73000.00000000
PA
44438.14000000
0.012096574895
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
185000.00000000
PA
USD
172607.89000000
0.046985860995
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
500000.00000000
PA
USD
440042.70000000
0.119784704709
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50671700
N
N
N
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
26050.00000000
NS
292083.26000000
0.079508436453
Long
EC
CORP
SE
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAG8
270000.00000000
PA
USD
246190.97000000
0.067016025134
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
200000.00000000
PA
USD
166550.72000000
0.045337029370
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDR1
296278.50000000
PA
USD
253661.89000000
0.069049695835
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
6220.00000000
NS
354568.48000000
0.096517634938
Long
EC
CORP
DE
N
2
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
88000.00000000
PA
USD
85904.66000000
0.023384240509
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
396000.00000000
PA
USD
337255.10000000
0.091804732961
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
150000.00000000
PA
USD
111148.50000000
0.030255905282
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-4533.75000000
-0.00123413910
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-560526.07000000
EUR
581811.04000000
USD
2023-02-03
-4533.75000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
30000.00000000
PA
USD
28102.11000000
0.007649718875
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
7339.00000000
NS
USD
4044009.17000000
1.100825997726
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBR0
70000.00000000
PA
USD
53538.84000000
0.014573890533
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
2809.00000000
NS
USD
111826.29000000
0.030440407547
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
29070.00000000
NS
USD
2333739.60000000
0.635270869972
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
235000.00000000
PA
USD
198446.93000000
0.054019546081
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
25900.00000000
NS
USD
1726494.00000000
0.469971604964
Long
EC
CORP
US
N
1
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
230000.00000000
PA
USD
222502.62000000
0.060567782703
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
F-TECH INC
N/A
CENTURY COMM TRACKING
000000000
1625000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
300000.00000000
PA
USD
289280.70000000
0.078745547256
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.39257000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
235000.00000000
PA
USD
197978.90000000
0.053892142910
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
250000.00000000
PA
USD
236658.75000000
0.064421244769
Long
DBT
CORP
N/A
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
210000.00000000
PA
USD
199526.61000000
0.054313447446
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
7611.00000000
NS
USD
1945980.48000000
0.529718359528
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
1879.00000000
NS
USD
538145.60000000
0.146489447016
Long
EC
CORP
US
N
1
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
200000.00000000
PA
USD
175276.00000000
0.047712151349
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAA6
100000.00000000
PA
USD
77093.64000000
0.020985779112
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Fixed
2.34700000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
6256.00000000
NS
USD
444363.68000000
0.120960925365
Long
EC
CORP
US
N
1
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410AG6
1067000.00000000
PA
USD
951230.50000000
0.258935927247
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
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
200000.00000000
PA
USD
178036.00000000
0.048463455222
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5TL7
11020.51000000
PA
USD
10891.61000000
0.002964822022
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
5000.00000000
PA
USD
4550.84000000
0.001238791202
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
240000.00000000
PA
USD
180414.10000000
0.049110801506
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
13849.00000000
NS
USD
236263.94000000
0.064313772927
Long
EC
CORP
US
N
1
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
402000.00000000
PA
USD
332253.00000000
0.090443103575
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
135000.00000000
PA
USD
99082.58000000
0.026971422516
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
2272.00000000
NS
USD
1626752.00000000
0.442820680708
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
7910.00000000
NS
USD
866936.00000000
0.235989990884
Long
EC
CORP
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
135000.00000000
PA
USD
127745.78000000
0.034773876569
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
48886.00000000
NS
USD
1468535.44000000
0.399752305936
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
40000.00000000
PA
USD
30840.17000000
0.008395050427
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1036.00000000
NS
USD
105102.20000000
0.028610032597
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
4800.00000000
NS
USD
484752.00000000
0.131955092488
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-10
46654AAC3
44646.64000000
PA
USD
36112.70000000
0.009830293982
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
370000.00000000
PA
USD
331922.89000000
0.090353243821
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNA23
30139.62000000
PA
USD
26116.93000000
0.007109329953
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
5760.00000000
NS
838604.80000000
0.228277911065
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
80757.62000000
PA
USD
72231.37000000
0.019662213067
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
230000.00000000
PA
USD
218151.55000000
0.059383371201
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
9610.00000000
NS
471174.80000000
0.128259221853
Long
EC
CORP
GB
N
2
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
395000.00000000
PA
USD
294891.20000000
0.080272790148
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKR5
233259.06000000
PA
USD
216255.85000000
0.058867339769
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
1675000.00000000
PA
USD
1551730.55000000
0.422398975644
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
1855.00000000
NS
USD
32128.60000000
0.008745775952
Long
EC
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
305000.00000000
PA
USD
199973.25000000
0.054435028012
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
14.00000000
NC
USD
9052.26000000
0.002464129710
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
2023-03-31
1510932.08000000
USD
9052.26000000
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
4565.00000000
NS
USD
359630.70000000
0.097895629682
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBH7
615000.00000000
PA
USD
502148.67000000
0.136690666964
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.47000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
180000.00000000
PA
USD
158310.00000000
0.043093810220
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
NEW MOUNTAIN FINANCE COR
549300L1MPTT1H7SES77
New Mountain Finance Corp
647551AD2
274000.00000000
PA
USD
278626.68000000
0.075845399975
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.50000000
N
N
N
N
N
New Mountain Finance Corp
New Mountain Finance Corp
USD
XXXX
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
250000.00000000
PA
USD
222125.00000000
0.060464990178
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
3549.00000000
NS
USD
80917.20000000
0.022026596300
Long
EC
CORP
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
539000.00000000
PA
USD
569632.83000000
0.155060634647
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
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
100000.00000000
PA
USD
95207.75000000
0.025916649042
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
205000.00000000
PA
USD
194131.70000000
0.052844890641
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral SA
83364AAA1
200000.00000000
PA
USD
170438.88000000
0.046395431424
Long
DBT
CORP
CL
N
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
9333.00000000
NS
USD
2049060.15000000
0.557777836103
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
7343.00000000
NS
USD
1661794.33000000
0.452359607616
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
20300.00000000
NS
USD
1979250.00000000
0.538774707080
Long
EC
CORP
US
N
1
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAD9
100000.00000000
PA
USD
93944.42000000
0.025572756027
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.83850000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
7840.00000000
NS
933145.05000000
0.254012858899
Long
EC
CORP
CH
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
22069.00000000
NS
USD
2391396.84000000
0.650965836546
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
179000.00000000
0.048725867155
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
2330.00000000
NS
623477.47000000
0.169717767472
Long
EC
CORP
CH
N
2
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
75000.00000000
PA
USD
63103.50000000
0.017177501441
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAC4
810000.00000000
PA
USD
814050.00000000
0.221593810938
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
150000.00000000
PA
USD
134363.81000000
0.036575380762
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AF6
1559000.00000000
PA
USD
1242306.14000000
0.338170077899
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
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
2514.00000000
NS
USD
391203.54000000
0.106490121345
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLRB4
317946.46000000
PA
USD
274155.60000000
0.074628320366
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
125000.00000000
PA
USD
103162.50000000
0.028082023857
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKQH4
18128.97000000
PA
USD
15570.46000000
0.004238459025
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
6850.00000000
NS
USD
91584.50000000
0.024930358550
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9LP8
16090.92000000
PA
USD
13416.79000000
0.003652205179
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
105000.00000000
PA
USD
90778.88000000
0.024711059482
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT Inc
729640102
2326.00000000
NS
USD
48148.20000000
0.013106496072
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
175000.00000000
PA
USD
152040.88000000
0.041387283358
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
12144.00000000
NS
USD
251866.56000000
0.068560986276
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
365000.00000000
PA
USD
252368.15000000
0.068697524866
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1420000.00000000
PA
USD
923000.00000000
0.251251259131
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
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
165000.00000000
PA
USD
152174.09000000
0.041423544658
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
Quotient Technology Inc
749119AB9
547000.00000000
PA
USD
549696.82000000
0.149633822497
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
1.75000000
N
N
N
N
Y
Quotient Technology Inc
Quotient Technology Inc
USD
XXXX
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
343000.00000000
PA
USD
336625.62000000
0.091633381236
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6CX6
241914.40000000
PA
USD
241315.23000000
0.065688792399
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.50000000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAK3
1088000.00000000
PA
USD
1385894.40000000
0.377256460480
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K0SW9
5293.93000000
PA
USD
4748.80000000
0.001292678200
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
7399.00000000
NS
USD
1356310.69000000
0.369203432974
Long
EC
CORP
US
N
1
N
N
N
iShares Trust iShares ESG Aware MSCI EAFE ETF
549300IT2A3OM8F0BB22
iShares Trust iShares ESG Aware MSCI EAFE ETF
46435G516
2480.00000000
NS
USD
166904.00000000
0.045433196266
Long
EC
RF
US
N
1
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAE4
200000.00000000
PA
USD
165366.00000000
0.045014534905
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
75000.00000000
PA
USD
55588.78000000
0.015131907874
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
300000.00000000
PA
USD
288056.46000000
0.078412294990
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
5810.00000000
NS
728795.54000000
0.198386562377
Long
EC
CORP
DK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQU5
233143.25000000
PA
USD
221563.51000000
0.060312146115
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
32600.00000000
NS
950032.83000000
0.258609907642
Long
EC
CORP
NL
N
2
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
210000.00000000
PA
USD
160519.80000000
0.043695343299
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
225000.00000000
PA
USD
223018.88000000
0.060708314637
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
1559000.00000000
PA
USD
1494691.25000000
0.406872219474
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
4230.00000000
NS
545280.82000000
0.148431736300
Long
EC
CORP
DE
N
2
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHV5
60000.00000000
PA
USD
59061.29000000
0.016077165198
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.37500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
125000.00000000
PA
USD
121366.60000000
0.033037390104
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
1300000.00000000
PA
USD
934700.00000000
0.254436134247
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
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
130000.00000000
PA
USD
110220.49000000
0.030003290243
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAB9
673000.00000000
PA
USD
464437.30000000
0.126425196546
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
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co
60786M105
11021.00000000
NS
USD
476327.62000000
0.129661878964
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
74299.00000000
NS
USD
2896175.02000000
0.788372286500
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
1178.00000000
NS
USD
173048.20000000
0.047105718461
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
28232.00000000
NS
USD
1756312.72000000
0.478088604906
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
17000.00000000
PA
USD
9516.60000000
0.002590528421
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X65P2
153162.69000000
PA
USD
138222.54000000
0.037625771630
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
7700.00000000
NS
USD
398244.00000000
0.108406615862
Long
EP
CORP
US
N
1
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
165000.00000000
PA
USD
154332.60000000
0.042011116007
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
24300.00000000
NS
USD
2017629.00000000
0.549221914095
Long
EC
CORP
US
N
1
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BP4
25000.00000000
PA
USD
24337.35000000
0.006624907726
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.65000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
52354.00000000
NS
USD
4190937.70000000
1.140821640374
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
80061.58000000
0.021793686655
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLF0
85863.22000000
PA
USD
74603.13000000
0.020307833529
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
295000.00000000
PA
USD
291451.15000000
0.079336368811
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
85000.00000000
PA
USD
78717.23000000
0.021427739060
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
381000.00000000
PA
USD
340884.51000000
0.092792700277
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
113000.00000000
0.030759904964
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
06051GHX0
20000.00000000
PA
USD
17090.00000000
0.004652095361
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
15700.00000000
NS
361658.37000000
0.098447584873
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-4
61772MAE9
89656.73000000
PA
USD
72295.24000000
0.019679599219
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
55000.00000000
PA
USD
55204.60000000
0.015027329642
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-2 LLC
29374JAB1
150000.00000000
PA
USD
147363.74000000
0.040114111836
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
4.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
95000.00000000
PA
USD
90099.52000000
0.024526129845
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
170000.00000000
PA
USD
168152.95000000
0.045773174879
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPYM4
170371.35000000
PA
USD
161670.67000000
0.044008623404
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4W28
86384.71000000
PA
USD
87272.80000000
0.023756664017
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
97000.00000000
PA
USD
100339.23000000
0.027313497159
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBC2
260000.00000000
PA
USD
215878.21000000
0.058764541800
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.58430000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
200000.00000000
PA
USD
183907.50000000
0.050061745329
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
88000.00002500
PA
USD
67980.00000000
0.018504941057
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
39664.00000000
NS
USD
1356508.80000000
0.369257360804
Long
EC
CORP
US
N
1
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
195000.00000000
PA
USD
176668.05000000
0.048091083435
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
24178.00000000
NS
USD
674807.98000000
0.183690525077
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2D1
2335.75000000
PA
USD
2265.82000000
0.000616782370
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
1698.00000000
NS
USD
296980.20000000
0.080841440072
Long
EC
CORP
US
N
1
N
N
N
SEMTECH CORP
549300J7WUY317SW6O61
Semtech Corp
816850AE1
455000.00000000
PA
USD
477295.00000000
0.129925210971
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
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
5482.00000000
NS
USD
163363.60000000
0.044469458500
Long
EC
CORP
US
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
155000.00000000
PA
USD
130724.68000000
0.035584767550
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
125000.00000000
PA
USD
105647.04000000
0.028758344337
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust Inc
720190206
9385.00000000
NS
USD
97697.85000000
0.026594483019
Long
EC
CORP
US
N
1
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
164289.74000000
0.044721564504
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
80000.00000000
PA
USD
71300.96000000
0.019408944720
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
173135.03000000
PA
USD
149225.45000000
0.040620890798
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
270000.00000000
PA
USD
196683.58000000
0.053539541847
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
215000.00000000
PA
USD
207718.75000000
0.056543442559
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
ORMAT TECHNOLOGIES INC
5493000TSHHWY24VHM09
Ormat Technologies Inc
686688AA0
686000.00000000
PA
USD
817026.00000000
0.222403912505
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXR8
40275.99000000
PA
USD
34713.59000000
0.009449440082
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
33900.00000000
NS
USD
1916367.00000000
0.521657228285
Long
EC
CORP
US
N
1
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
100000.00000000
PA
94737.47000000
0.025788633395
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAJA9
14614.96000000
PA
USD
14470.42000000
0.003939015433
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
95000.00000000
PA
USD
89433.95000000
0.024344954004
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
221598.48000000
0.060321665353
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
175000.00000000
PA
USD
148107.51000000
0.040316574620
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
17036.00000000
NS
USD
868324.92000000
0.236368070948
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
11474.00000000
NS
USD
1451346.26000000
0.395073212633
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EH2
310000.00000000
PA
USD
130179.97000000
0.035436491198
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
74326.00000000
NS
USD
1089619.16000000
0.296606918660
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
98500.00000000
PA
USD
82389.54000000
0.022427384251
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
200000.00000000
PA
USD
171000.00000000
0.046548174768
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
200000.00000000
PA
USD
176815.00000000
0.048131084922
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
340000.00000000
PA
USD
280099.45000000
0.076246304977
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
11481.00000000
NS
USD
1632827.82000000
0.444474589078
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
51324.52000000
PA
USD
47929.60000000
0.013046990628
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
400000.00000000
PA
USD
285986.44000000
0.077848811640
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
275000.00000000
PA
USD
188246.03000000
0.051242743297
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
88000.00000000
PA
USD
84160.12000000
0.022909356574
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
18731.00000000
NS
USD
794381.71000000
0.216239875263
Long
EC
CORP
US
N
1
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
4900.00000000
NS
157152.21000000
0.042778646411
Long
EC
CORP
JP
N
2
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
188000.00000000
PA
USD
173625.52000000
0.047262871633
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
20370.00000000
NS
940727.30000000
0.256076834912
Long
EC
CORP
GB
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1885.00000000
NS
USD
226822.05000000
0.061743581431
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
896.00000000
NS
USD
89725.44000000
0.024424300949
Long
EC
CORP
US
N
1
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
65000.00000000
PA
USD
56115.38000000
0.015275254476
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
195000.00000000
PA
USD
186674.79000000
0.050815033624
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Four Corners Property Trust In
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
2338.00000000
NS
USD
63453.32000000
0.017272726485
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
80000.00000000
PA
USD
67499.20000000
0.018374061744
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCAX6
858851.83000000
PA
USD
717717.65000000
0.195371032787
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
Hightower Holding LLC
43118DAA8
110000.00000000
PA
USD
91678.40000000
0.024955919214
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
125000.00000000
PA
USD
117835.63000000
0.032076219293
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
2407.00000000
NS
USD
111997.71000000
0.030487070051
Long
EC
CORP
US
N
1
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAC5
1279000.00000000
PA
USD
1211213.00000000
0.329706166117
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5HR9
23289.09000000
PA
USD
22411.66000000
0.006100712669
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVG1
389446.28000000
PA
USD
344809.31000000
0.093861076162
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
24640.00000000
NS
603354.59000000
0.164240087150
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
277919.24000000
PA
USD
259048.63000000
0.070516028671
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
2023-10-30
Delaware Group Equity Funds V
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration