0001752724-24-164445.txt : 20240725 0001752724-24-164445.hdr.sgml : 20240725 20240725152717 ACCESSION NUMBER: 0001752724-24-164445 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240725 DATE AS OF CHANGE: 20240725 PERIOD START: 20241130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS V CENTRAL INDEX KEY: 0000809821 ORGANIZATION NAME: IRS NUMBER: 232450217 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04997 FILM NUMBER: 241141680 BUSINESS ADDRESS: STREET 1: 100 INDEPENDENCE STREET 2: 610 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19106-2354 BUSINESS PHONE: 18005231918 MAIL ADDRESS: STREET 1: 100 INDEPENDENCE STREET 2: 610 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19106-2354 FORMER COMPANY: FORMER CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS V INC DATE OF NAME CHANGE: 19970128 FORMER COMPANY: FORMER CONFORMED NAME: DELAWARE GROUP VALUE FUND INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: DELAWARE GROUP INSIGHT FUND INC DATE OF NAME CHANGE: 19870621 0000809821 S000002399 DELAWARE WEALTH BUILDER FUND C000006368 DELAWARE WEALTH BUILDER FUND CLASS A DDIAX C000006370 DELAWARE WEALTH BUILDER FUND CLASS C DDICX C000006371 DELAWARE WEALTH BUILDER FUND CLASS R DDDRX C000006372 DELAWARE WEALTH BUILDER FUND INSTITUTIONAL CLASS DDIIX C000240402 Class R6 NPORT-P 1 primary_doc.xml NPORT-P false 0000809821 XXXXXXXX S000002399 C000006372 C000006368 C000240402 C000006370 C000006371 Delaware Group Equity Funds V 811-04997 0000809821 549300SML5SX1R0LT030 100 Independence 610 Market Street Philadelphia 19106 800-523-1918 Delaware Wealth Builder Fund S000002399 JJWPL3H18MOOWBHRNC78 2024-11-30 2024-05-31 N 891500938.84 1946694.29 889554244.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 178309.80000000 0.00000000 0.00000000 669300.30000000 USD N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 935000.00000000 PA USD 927556.18000000 0.104272020023 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADB65 202591.69000000 PA USD 15874.48000000 0.001784543224 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 440000.00000000 PA USD 315937.47000000 0.035516380472 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAX6 850000.00000000 PA USD 704910.78000000 0.079243147263 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N Chevron Corp N/A 166764100 41942.00000000 NS USD 6807186.60000000 0.765235694361 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BM7 475000.00000000 PA USD 327013.37000000 0.036761487228 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 149356.29000000 PA USD 135713.68000000 0.015256369224 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCH1 325000.00000000 PA USD 321117.78000000 0.036098729444 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAJ0 822000.00000000 PA USD 879129.00000000 0.098828037231 Long DBT CORP US N 2 2025-05-01 Fixed 0.12500000 N N N N Y Akamai Technologies Inc USD XXXX N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 000000000 13501.00000000 NS 1039752.94000000 0.116884714605 Long EC CORP DE N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 31000.00000000 PA USD 23673.85000000 0.002661316063 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 4811.00000000 NS USD 2740297.49000000 0.308052882304 Long EC CORP US N 1 N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 9334.00000000 NS 1837621.96000000 0.206577841796 Long EC CORP FR N 2 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 20000.00000000 PA USD 17512.12000000 0.001968639923 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N SEMTECH CORP 549300J7WUY317SW6O61 816850AF8 835000.00000000 PA USD 1027885.00000000 0.115550569995 Long DBT CORP US N 2 2027-11-01 Fixed 1.62500000 N N N N N Semtech Corp USD XXXX N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAD8 110000.00000000 PA USD 111714.24000000 0.012558451683 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 8350.00000000 NS 1131325.78000000 0.127178953608 Long EC CORP DK N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9RQ9 984528.86000000 PA USD 813161.37000000 0.091412229774 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 165000.00000000 PA USD 156336.91000000 0.017574747235 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 200000.00000000 PA USD 196441.50000000 0.022083138965 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3X8 1046097.91000000 PA USD 811265.88000000 0.091199146647 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 02557TAD1 1000000.00000000 PA USD 1000572.60000000 0.112480223227 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 3761.00000000 NS USD 74843.90000000 0.008413640928 Long EC CORP US N 1 N N N RLJ Lodging Trust N/A 74965L101 3543.00000000 NS USD 35359.14000000 0.003974927916 Long EC CORP US N 1 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5053000000.00000000 PA 304829.61000000 0.034267680905 Long DBT NUSS ID N 2 2034-02-15 Fixed 6.62500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAQ5 45000.00000000 PA USD 45120.65000000 0.005072276398 Long DBT CORP US N 2 2032-05-15 Fixed 7.87500000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 54034.00000000 NS USD 2105704.98000000 0.236714623408 Long EC CORP US N 1 N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 200000.00000000 PA USD 192349.60000000 0.021623144533 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 18749.00000000 NS USD 3709114.67000000 0.416963292876 Long EC CORP US N 1 N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AF4 200000.00000000 PA USD 200234.00000000 0.022509476091 Long DBT CORP TR N 2 2034-02-28 Fixed 8.37500000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 55000.00000000 PA USD 49955.29000000 0.005615766582 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 52684.00000000 NS USD 3683665.28000000 0.414102377968 Long EC CORP US N 1 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCA6 905000.00000000 PA USD 572717.03000000 0.064382473976 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 480000.00000000 PA USD 491532.72000000 0.055256070443 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 49777.00000000 NS USD 4089678.32000000 0.459744680558 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 62237.00000000 NS USD 2557318.33000000 0.287483123785 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYM4 156087.13000000 PA USD 142602.61000000 0.016030794172 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AW2 292000.00000000 PA USD 282958.22000000 0.031808989922 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N Bank N/A 06539WBB1 850000.00000000 PA USD 729552.71000000 0.082013290866 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.64900000 N N N N N N Outfront Media Inc 549300RZWDYU5722I639 69007J106 5643.00000000 NS USD 81541.35000000 0.009166540489 Long EC CORP US N 1 N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AD2 310000.00000000 PA USD 287930.64000000 0.032367968762 Long DBT CORP PE N 2 2038-04-11 Fixed 5.20000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 306000.00000000 PA USD 269502.71000000 0.030296377275 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 28625.00000000 NS 2043324.28000000 0.229702043750 Long EC CORP ES N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -17209.81000000 -0.00193465548 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 REPUBLIC OF INDONESIA Indonesia Government International Bond Y Default Event 2028-06-20 0.00000000 USD -4687.36000000 USD 1006000.00000000 USD -12522.45000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 290000.00000000 PA USD 188918.35000000 0.021237417634 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 320000.00000000 PA 315758.23000000 0.035496231054 Long DBT NUSS AL Y 2 2031-11-23 Fixed 3.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 475000.00000000 PA USD 466833.71000000 0.052479510143 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 290000.00000000 PA USD 295299.63000000 0.033196360065 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N DSV A/S 529900X41C0BSLK67H70 000000000 2716.00000000 NS 418180.73000000 0.047010143851 Long EC CORP DK N 2 N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAQ2 5000.00000000 PA USD 4785.38000000 0.000537952578 Long DBT CORP US N 2 2053-03-15 Fixed 5.40000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 850000.00000000 PA USD 871415.84000000 0.097960955763 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 245000.00000000 PA USD 193640.60000000 0.021768273400 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 250000.00000000 PA USD 210791.70000000 0.023696328952 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AH4 807000.00000000 PA USD 727591.20000000 0.081792786045 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp USD XXXX N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 52400.00000000 NS USD 3123040.00000000 0.351079208393 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 265000.00000000 PA USD 264974.90000000 0.029787379648 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Rexford Industrial Realty Inc 549300MSLO0DF0EMX355 76169C100 4618.00000000 NS USD 209472.48000000 0.023548027709 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 130000.00000000 PA USD 124696.20000000 0.014017829802 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 200000.00000000 PA USD 169898.72000000 0.019099309686 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 735000.00000000 PA USD 496796.20000000 0.055847769042 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Mid-America Apartment Communit 549300FQZKFR5YNSHZ21 59522J103 2147.00000000 NS USD 287075.37000000 0.032271822854 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 34813.00000000 NS USD 3617418.83000000 0.406655226723 Long EC CORP US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 30000.00000000 PA USD 19258.46000000 0.002164956225 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240M108 97835.00000000 NS USD 1073249.95000000 0.120650309587 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GQ0 150000.00000000 PA USD 143309.04000000 0.016110208104 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287DAA1 200000.00000000 PA USD 198396.42000000 0.022302902966 Long DBT CORP GB N 2 2032-02-15 Fixed 8.12500000 N N N N N N ORMAT TECHNOLOGIES INC 5493000TSHHWY24VHM09 686688AB8 853000.00000000 PA USD 870486.50000000 0.097856483214 Long DBT CORP US N 2 2027-07-15 Fixed 2.50000000 N N N N Y Ormat Technologies Inc USD XXXX N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAL5 51000.00000000 PA USD 34116.28000000 0.003835210748 Long DBT CORP US N 2 2026-10-28 Fixed 1.80000000 Y N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 114964.00000000 NS USD 4057079.56000000 0.456080063116 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 27199.00000000 NS USD 2585264.95000000 0.290624766936 Long EC CORP US N 1 N N N Orion Office REIT Inc 254900ZBXYX11W8ZL437 68629Y103 3156.00000000 NS USD 11835.00000000 0.001330441631 Long EC CORP US N 1 N N N Interpublic Group of Cos Inc/T 5493008IUOJ5VWTRC333 460690100 25688.00000000 NS USD 805832.56000000 0.090588355340 Long EC CORP US N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 95000.00000000 PA USD 60860.60000000 0.006841696318 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 32000.00000000 NS USD 3750080.00000000 0.421568445429 Long EC CORP US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 515000.00000000 PA USD 517170.21000000 0.058138130773 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 256000.00000000 PA USD 201952.00000000 0.022702606528 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 190000.00000000 PA USD 190672.98000000 0.021434665864 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 465000.00000000 PA USD 427304.40000000 0.048035789005 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPF7 272570.10000000 PA USD 263774.04000000 0.029652383945 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 85092.00000000 NS USD 2438736.72000000 0.274152670839 Long EC CORP US N 1 N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 732000.00000000 PA USD 725778.00000000 0.081588953618 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N Fidelity National Information 6WQI0GK1PRFVBA061U48 31620M106 51675.00000000 NS USD 3921099.00000000 0.440793692349 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 17643.00000000 NS USD 1949375.07000000 0.219140663084 Long EC CORP US N 1 N N N Volkswagen Auto Lease Trust N/A 92868AAC9 202393.06000000 PA USD 201752.24000000 0.022680150337 Long ABS-O CORP US N 2 2025-07-21 Fixed 3.44000000 N N N N N N Vanguard Russell 2000 ETF N/A 92206C664 285615.00000000 NS USD 23751743.40000000 2.670072516152 Long EC RF US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 30000.00000000 PA USD 20414.71000000 0.002294937056 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 55000.00000000 PA USD 47694.98000000 0.005361671903 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 215000.00000000 PA USD 216780.85000000 0.024369604363 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 325000.00000000 PA USD 293936.86000000 0.033043163112 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 740000.00000000 PA USD 722107.17000000 0.081176294129 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBT7 552000.00000000 PA USD 443465.82000000 0.049852588835 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 69375MAA1 600000.00000000 PA USD 547578.00000000 0.061556448452 Long DBT CORP ID N 2 2030-05-11 Fixed 3.75000000 N N N N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AB6 697000.00000000 PA USD 680446.67000000 0.076492993447 Long DBT CORP US N 2 2024-12-15 Fixed 0.12500000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DY1 438000.00000000 PA USD 375506.42000000 0.042212874852 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 26010000.00000000 PA USD 25012272.01000000 2.811775916223 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N CSG SYSTEMS INTERNATIONA 549300D7FJZUOHHXUA81 126349AG4 931000.00000000 PA USD 864433.50000000 0.097176030050 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N Y CSG Systems International Inc USD XXXX N N N AMG CAPITAL TRUST II N/A 00170F209 15856.00000000 NS USD 813729.92000000 0.091476143808 Long EP CORP US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 40143.00000000 NS USD 4831210.05000000 0.543104603187 Long EC CORP US N 1 N N N AON CORP/AON GLOBAL HOLD N/A 03740LAB8 370000.00000000 PA USD 226967.14000000 0.025514704852 Long DBT CORP US N 2 2051-08-23 Fixed 2.90000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 15000.00000000 PA USD 15280.53000000 0.001717773828 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N Community Healthcare Trust Inc 549300FATSRCMKOV9536 20369C106 225.00000000 NS USD 5278.50000000 0.000593387084 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 170000.00000000 PA USD 169100.24000000 0.019009547875 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 110000.00000000 PA USD 87349.72000000 0.009819493362 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNDB7 71596.21000000 PA USD 70208.55000000 0.007892554100 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLU0 274744.62000000 PA USD 225372.22000000 0.025335410558 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2192.63000000 0.000246486373 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2028-06-20 24295.82000000 USD 0.00000000 USD 705000.00000000 USD -22103.19000000 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 7456.00000000 NS USD 601624.64000000 0.067632147638 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6FL0 350717.82000000 PA USD 301199.02000000 0.033859545030 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 215000.00000000 PA USD 201336.49000000 0.022633413446 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 23201.00000000 NS USD 3886631.52000000 0.436919001152 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 20755CAA6 1032618.28000000 PA USD 1037199.59000000 0.116597677584 Long ABS-MBS CORP US N 2 2043-10-25 Floating 6.82374000 N N N N N N Pluxee NV 213800RQNIQT48SEEO85 000000000 16099.00000000 NS 502211.32000000 0.056456514380 Long EC CORP FR N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLL7 354622.58000000 PA USD 304471.57000000 0.034227431532 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 380000.00000000 PA USD 360236.24000000 0.040496264528 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAZ1 125000.00000000 PA USD 113522.74000000 0.012761755755 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 577608.69000000 PA USD 579669.19000000 0.065164006978 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 475000.00000000 PA USD 473842.90000000 0.053267454222 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 200000.00000000 PA USD 140912.08000000 0.015840751799 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 355000.00000000 PA USD 273184.04000000 0.030710217131 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 1829.00000000 NS USD 215803.71000000 0.024259758336 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 440000.00000000 PA USD 427062.81000000 0.048008630459 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888H103 42984.00000000 NS USD 3161903.04000000 0.355448030220 Long EC CORP US N 1 N N N LANTHEUS HOLDINGS INC 5299005HUB5IOJGO7S39 516544AB9 778000.00000000 PA USD 983197.50000000 0.110526986524 Long DBT CORP US N 2 2027-12-15 Fixed 2.62500000 N N N N Y Lantheus Holdings Inc USD XXXX N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024PY2 185000.00000000 PA USD 214294.75000000 0.024090127309 Long DBT MUN US N 2 2050-10-01 Fixed 6.90700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCKS4 130382.07000000 PA USD 116504.19000000 0.013096918002 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 8052048.00000000 NS USD 8052048.00000000 0.905177851641 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 282513.41000000 PA USD 262524.09000000 0.029511869749 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Sodexo SA 969500LCBOG12HXPYM84 000000000 16861.00000000 NS 1570402.71000000 0.176538161626 Long EC CORP FR N 2 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 24901.00000000 NS USD 3589230.14000000 0.403486371066 Long EC CORP US N 1 N N N SC HIXSON LLC PP N/A 000000000 7200000.00000000 NS USD 10092240.00000000 1.134527777460 Long EC CORP US Y 3 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 770000.00000000 PA USD 624366.36000000 0.070188677511 Long DBT CORP US N 2 2031-09-15 Fixed 2.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 435000.00000000 PA USD 365276.07000000 0.041062821321 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 9715.00000000 NS USD 4241666.15000000 0.476830522251 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2785000.00000000 PA USD 2612895.63000000 0.293730893423 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BX0 15000.00000000 PA USD 15059.22000000 0.001692895075 Long DBT CORP US N 2 2026-11-04 Fixed 5.75100000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 132341.00000000 NS USD 4830446.50000000 0.543018768062 Long EC CORP US N 1 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 251000.00000000 PA USD 252193.40000000 0.028350536411 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAS0 22000.00000000 PA USD 14576.04000000 0.001638577983 Long DBT CORP US N 2 2033-04-29 Fixed 4.57000000 Y N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AG2 255000.00000000 PA USD 221190.42000000 0.024865309940 Long DBT CORP US N 2 2031-01-30 Fixed 3.75000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 615000.00000000 PA USD 572200.61000000 0.064324420180 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5E7 851927.53000000 PA USD 822160.42000000 0.092423865664 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 08205QAA6 200000.00000000 PA USD 187708.40000000 0.021101400072 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ABDD1 725912.67000000 PA USD 634909.79000000 0.071373926198 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 158000.00000000 PA USD 151566.54000000 0.017038482018 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK6D5 571990.33000000 PA USD 505451.78000000 0.056820793458 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.50000000 N N N N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 781467AC9 400000.00000000 PA USD 383664.24000000 0.043129943154 Long DBT CORP LU N 2 2028-01-10 Fixed 5.25000000 N N N N N N Apple Hospitality REIT Inc 549300EVZAR0FBZO4F16 03784Y200 13691.00000000 NS USD 197698.04000000 0.022224393982 Long EC CORP US N 1 N N N Cal-Maine Foods Inc 549300NHE5WMIEIEMF53 128030202 57923.00000000 NS USD 3572111.41000000 0.401561954415 Long EC CORP US N 1 N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 250000.00000000 PA USD 249943.50000000 0.028097611981 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.72017000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 40100.00000000 NS USD 4153157.00000000 0.466880690575 Long EC CORP US N 1 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2248000.00000000 PA 389101.59000000 0.043741187497 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 425000.00000000 PA USD 247417.41000000 0.027813639417 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 165000.00000000 PA USD 135836.25000000 0.015270148035 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AN3 200000.00000000 PA USD 206126.80000000 0.023171920235 Long DBT CORP CL N 2 2033-11-07 Fixed 6.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 400000.00000000 PA 369176.11000000 0.041501247648 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N REPUBLIC OF GABON N/A 000000000 200000.00000000 PA USD 159649.20000000 0.017947101143 Long DBT NUSS GA Y 2 2031-02-06 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPB0 1428656.42000000 PA USD 1337975.74000000 0.150409685322 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAX9 15000.00000000 PA USD 14486.75000000 0.001628540371 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 530000.00000000 PA USD 540788.63000000 0.060793215626 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6CX6 403145.96000000 PA USD 393253.73000000 0.044207953861 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 8773.00000000 NS 985426.26000000 0.110777534482 Long EC CORP FR N 2 N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 200000.00000000 PA USD 196018.80000000 0.022035620784 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAL6 155000.00000000 PA USD 155795.31000000 0.017513862808 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAV9 125000.00000000 PA USD 108137.50000000 0.012156369402 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.49860000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAN1 125000.00000000 PA USD 118320.78000000 0.013301131518 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 280000.00000000 PA USD 288043.28000000 0.032380631284 Long DBT CORP US N 2 2028-11-10 Fixed 6.20400000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 9622.00000000 NS USD 3819452.90000000 0.429367059221 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 97051.45000000 PA USD 97397.10000000 0.010948978164 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N PulteGroup Inc N/A 745867101 35687.00000000 NS USD 4186798.84000000 0.470662566746 Long EC CORP US N 1 N N N ICG US CLO Ltd 25490053S2JSJU63Y978 44928XAY0 250000.00000000 PA USD 249964.00000000 0.028099916506 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.78617000 N N N N N N ALGONQUIN PWR & 549300K5VIUTJXQL7X75 015857873 17549.00000000 NS USD 373442.72000000 0.041980882255 Long EP CORP CA N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNP9 341540.93000000 PA USD 346176.80000000 0.038915760575 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 320000.00000000 PA USD 285072.38000000 0.032046655023 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 9110000.00000000 PA USD 9155550.00000000 1.029228971262 Long DBT UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 415000.00000000 PA USD 399537.81000000 0.044914384080 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAQ6 42372.46000000 PA USD 38758.08000000 0.004357022659 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.40968700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 570338.12000000 PA USD 513314.23000000 0.057704657489 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAB0 346000.00000000 PA USD 693516.97000000 0.077962302383 Long DBT CORP CA N 2 2026-04-15 Fixed 2.50000000 N N N N Y Ivanhoe Mines Ltd CAD XXXX N N N adidas AG 549300JSX0Z4CW0V5023 000000000 5688.00000000 NS 1440602.77000000 0.161946590534 Long EC CORP DE N 2 N N N Toyota Auto Loan Extended Note 549300VJ12IVOF78MZ11 89231EAA1 100000.00000000 PA USD 96221.27000000 0.010816796231 Long ABS-O CORP US N 2 2035-04-25 Fixed 3.82000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 300000.00000000 PA USD 294845.10000000 0.033145263687 Long DBT USGA PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAF8 60000.00000000 PA USD 40146.75000000 0.004513131182 Long DBT CORP US N 2 2031-02-02 Fixed 1.80000000 Y N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 135000.00000000 PA USD 133579.41000000 0.015016443439 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N CareTrust REIT Inc 5493001NVXE2B9GPLU96 14174T107 5272.00000000 NS USD 134805.04000000 0.015154223682 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAE1 380000.00000000 PA USD 366103.78000000 0.041155869048 Long DBT CORP US N 2 2028-03-15 Fixed 5.25000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 59000.00000000 PA USD 59116.01000000 0.006645576743 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMYJ9 659971.20000000 PA USD 559563.31000000 0.062903787310 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAT6 50000.00000000 PA USD 53090.85000000 0.005968253237 Long DBT CORP CA N 2 2028-11-15 Fixed 8.50000000 N N N N N N Signal Peak CLO, LLC N/A 82666VAA2 250000.00000000 PA USD 250556.75000000 0.028166551004 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 6.87596000 N N N N N N LIBERTY LATIN AMERICA 213800YWQHEAX7CAVO83 53069QAB5 853000.00000000 PA USD 834660.50000000 0.093829072832 Long DBT CORP BM N 2 2024-07-15 Fixed 2.00000000 N N N N Y Liberty Latin America Ltd USD XXXX N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 29554.00000000 NS USD 6030493.70000000 0.677923098781 Long EC CORP US N 1 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 45573.00000000 NS 2495717.75000000 0.280558241983 Long EC CORP GB N 2 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 55000.00000000 PA USD 54203.26000000 0.006093305757 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 1660000.00000000 PA USD 1612339.91000000 0.181252567775 Long DBT UST US N 2 2031-01-31 Fixed 4.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 135000.00000000 PA USD 136423.16000000 0.015336126024 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 185000.00000000 PA USD 169038.14000000 0.019002566851 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 1271000.00000000 PA USD 1197628.98000000 0.134632484453 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 470000.00000000 PA USD 469628.28000000 0.052793664116 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 82981J109 9283.00000000 NS USD 133860.86000000 0.015048082881 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 61001.00000000 NS USD 4414642.37000000 0.496275791729 Long EC CORP US N 1 N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KPT5 790000.00000000 PA USD 790327.85000000 0.088845380126 Long DBT CORP US N 2 2025-10-24 Fixed 6.06400000 N N N N N N VICTRA HLDG/VICTRA FIN N/A 50220MAA8 219000.00000000 PA USD 217128.16000000 0.024408647514 Long DBT CORP US N 2 2026-02-15 Fixed 7.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 678000.00000000 PA USD 472005.16000000 0.053060863111 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAC8 110000.00000000 PA USD 111748.68000000 0.012562323285 Long DBT CORP US N 2 2029-02-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRM0 339790.63000000 PA USD 276358.28000000 0.031067052031 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAF9 755000.00000000 PA USD 733523.27000000 0.082459644759 Long DBT CORP US N 2 2032-09-12 Fixed 5.00000000 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 67209.00000000 NS USD 4370601.27000000 0.491324873865 Long EC CORP US N 1 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 18351.00000000 NS 1947888.09000000 0.218973502957 Long EC CORP CH N 2 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 185000.00000000 PA USD 183872.02000000 0.020670130138 Long DBT CORP NL N 2 2079-10-10 Fixed 5.87500000 N N N N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 51200.00000000 NS USD 4035584.00000000 0.453663621383 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 36509.00000000 NS USD 5886711.16000000 0.661759661770 Long EC CORP US N 1 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 000000000 47053.00000000 NS 832001.47000000 0.093530155704 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXN0 323778.12000000 PA USD 307507.82000000 0.034568754169 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 363000.00000000 PA USD 322069.72000000 0.036205742592 Long DBT NUSS PY Y 2 2048-03-13 Fixed 5.60000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 495000.00000000 PA USD 470756.83000000 0.052920531028 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAL9 1435000.00000000 PA USD 1069218.50000000 0.120197110693 Long DBT CORP US N 2 2029-06-15 Fixed 1.75000000 N N N N Y Nabors Industries Ltd USD XXXX N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 8052048.00000000 NS USD 8052048.00000000 0.905177851641 Long STIV RF US N 1 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 445000.00000000 PA USD 415647.44000000 0.046725361892 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAM5 855000.00000000 PA USD 845053.44000000 0.094997404056 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHG1 2973034.51000000 PA USD 2924952.81000000 0.328811067781 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 275000.00000000 PA USD 295744.08000000 0.033246323291 Long DBT CORP MX N 2 N/A Fixed 9.12500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 25000.00000000 PA USD 21497.94000000 0.002416709282 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHF0 533707.55000000 PA USD 491782.15000000 0.055284110329 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 532716AK3 111000.00000000 PA USD 108375.05000000 0.012183073788 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAV0 20000.00000000 PA USD 17718.39000000 0.001991827941 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 23800.00000000 NS USD 3490746.00000000 0.392415192371 Long EC CORP US N 1 N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 730000.00000000 PA USD 746041.75000000 0.083866920378 Long DBT CORP US N 2 2028-03-13 Fixed 7.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 150000.00000000 PA USD 135595.68000000 0.015243104153 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 28149.00000000 NS USD 3934104.24000000 0.442255687508 Long EC CORP US N 1 N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 5703737.90000000 PA 318167.10000000 0.035767026232 Long DBT NUSS MX N 2 2035-11-22 Fixed 4.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 356000.00000000 PA USD 341332.80000000 0.038371218179 Long DBT NUSS BM Y 2 2032-07-15 Fixed 5.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BB5 150000.00000000 PA USD 143161.64000000 0.016093638007 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N CHEESECAKE FACTORY (THE) 529900872XMLK10SY247 163072AA9 807000.00000000 PA USD 731545.50000000 0.082237312056 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N Y Cheesecake Factory Inc/The USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEZW5 545214.58000000 PA USD 489338.48000000 0.055009403080 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 560000.00000000 PA USD 535481.63000000 0.060196624689 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 775631AD6 190000.00000000 PA USD 173788.38000000 0.019536569137 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 282499.00000000 NS USD 4059510.63000000 0.456353353926 Long EC CORP US N 1 N N N Extra Space Storage Inc N/A 30225T102 3150.00000000 NS USD 456025.50000000 0.051264495987 Long EC CORP US N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 175000.00000000 PA USD 154413.05000000 0.017358474870 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 241000.00000000 PA USD 241107.68000000 0.027104325731 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N SOUTH CAROLINA ST PUBLIC SVC A EMBXY64GWKA9MZGFUD26 837151NP0 60000.00000000 PA USD 53650.80000000 0.006031200494 Long DBT MUN US N 2 2045-12-01 Fixed 4.77000000 N N N N N N Cedar Funding Ltd N/A 15033EAA6 412988.62000000 PA USD 413275.23000000 0.046458687880 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.56617000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AF4 205000.00000000 PA USD 201884.72000000 0.022695043190 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 80000.00000000 PA USD 67864.70000000 0.007629068200 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AF6 775000.00000000 PA USD 612250.16000000 0.068826624542 Long DBT CORP US N 2 2026-09-01 None 0.00000000 N N N N Y Chegg Inc USD XXXX N N N FIPT 07-B JPM CLASS B N/A 33832QAC1 1300000.00000000 PA USD 130.00000000 0.000014614061 Long DBT CORP US N 3 2087-01-15 None 0.00000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JBH0 170000.00000000 PA USD 156911.31000000 0.017639318901 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2405000.00000000 PA USD 2150549.08000000 0.241755811202 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLD47 282706.06000000 PA USD 278627.04000000 0.031322096623 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Essential Properties Realty Tr 2549009LXQLVYCGLZO50 29670E107 6404.00000000 NS USD 171499.12000000 0.019279220019 Long EC CORP US N 1 N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 200000.00000000 PA USD 202596.32000000 0.022775038311 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 290000.00000000 PA USD 204896.02000000 0.023033561050 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CF3 165000.00000000 PA USD 166332.36000000 0.018698394282 Long DBT CORP US N 2 2053-05-01 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAA85 242325.79000000 PA USD 213005.61000000 0.023945207535 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 18412.00000000 NS USD 3971468.40000000 0.446456011461 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 13769.00000000 NS USD 2395255.24000000 0.269264663136 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 38035.00000000 NS USD 3773072.00000000 0.424153110742 Long EC CORP US N 1 N N N TAV HAVALIMANLARI HOLDIN 789000PBM9TT5D88M597 87216EAA4 200000.00000000 PA USD 205050.00000000 0.023050870844 Long DBT CORP TR N 2 2028-12-07 Fixed 8.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 355000.00000000 PA USD 253820.92000000 0.028533495461 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N GREAT AMERICA LEASING RECEIVAB N/A 39154TCJ5 1600000.00000000 PA USD 1584944.64000000 0.178172905105 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.98000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 6547.00000000 NS USD 4972642.91000000 0.559003898915 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BY8 10000.00000000 PA USD 10204.73000000 0.001147173436 Long DBT CORP US N 2 2028-11-04 Fixed 5.82000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 10000.00000000 PA USD 9424.96000000 0.001059514926 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 242000.00000000 PA USD 217289.09000000 0.024426738597 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 26105.00000000 NS USD 749474.55000000 0.084252821521 Long EC CORP US N 1 N N N SPIRIT MTA REIT N/A 000000000 677.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 193954.96000000 PA USD 194645.28000000 0.021881215360 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -6.00000000 NC USD 5203.20000000 0.000584922171 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 2024-09-19 -701578.20000000 USD 5203.20000000 N N N BANCO INDUSTRIAL SA 529900GF99QF67JEQU85 05991CAA1 315000.00000000 PA USD 305047.58000000 0.034292184188 Long DBT CORP GT N 2 2031-01-29 Fixed 4.87500000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AQ9 520000.00000000 PA USD 371109.28000000 0.041718566604 Long DBT CORP US N 2 2050-08-01 Fixed 3.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 100000.00000000 PA USD 95859.18000000 0.010776091574 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N GS Mortgage Securities Trust N/A 36257UAL1 1280000.00000000 PA USD 1135357.44000000 0.127632176110 Long ABS-MBS CORP US N 2 2052-09-10 Fixed 3.00050000 N N N N N N Piedmont Office Realty Trust I N/A 720190206 15527.00000000 NS USD 113191.83000000 0.012724556225 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 23570.05000000 0.002649647297 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-06-20 34737.04000000 USD 0.00000000 USD 700000.00000000 USD -11166.99000000 N N N WHITE CAP PARENT LLC N/A 96351CAA4 174000.00000000 PA USD 172003.72000000 0.019335945059 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N INTERDIGITAL INC N/A 45867GAD3 535000.00000000 PA USD 816196.00000000 0.091753370297 Long DBT CORP US N 2 2027-06-01 Fixed 3.50000000 N N N N N InterDigital Inc USD XXXX N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 29336EAA1 200000.00000000 PA USD 196466.56000000 0.022085956107 Long DBT CORP KY N 2 2027-05-17 Fixed 4.62500000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 77977.00000000 NS USD 4050125.38000000 0.455298303033 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 703000.00000000 PA USD 587258.50000000 0.066017165743 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 240000.00000000 PA USD 202336.49000000 0.022745829300 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N COHERUS BIOSCIENCES INC 5493007IL8W5MV932D26 19249HAB9 1527000.00000000 PA USD 980253.83000000 0.110196071347 Long DBT CORP US N 2 2026-04-15 Fixed 1.50000000 N N N N N Coherus Biosciences Inc USD XXXX N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BP0 235000.00000000 PA USD 147358.02000000 0.016565377648 Long DBT CORP US N 2 2052-03-15 Fixed 2.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 1965000.00000000 PA USD 1947652.78000000 0.218947050383 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWF2 180183.57000000 PA USD 153697.13000000 0.017277994112 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.50000000 N N N N N N Welltower Inc 254900F33BIAR82QTA19 95040Q104 11365.00000000 NS USD 1178209.55000000 0.132449432647 Long EC CORP US N 1 N N N BANCO LATINOAMERICANO SA 549300CN3134K4LC0651 05968CAC6 250000.00000000 PA USD 239275.00000000 0.026898303444 Long DBT NUSS PA N 2 2025-09-14 Fixed 2.37500000 N N N N N N Trafigura Securitisation Finan N/A 892725AS1 550000.00000000 PA USD 546937.60000000 0.061484457339 Long ABS-O CORP IE N 2 2025-01-15 Fixed 1.08000000 N N N N N N Brixmor Property Group Inc 5299007UXW6Y0W2EGZ95 11120U105 19700.00000000 NS USD 443447.00000000 0.049850473168 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 55000.00000000 PA USD 49621.79000000 0.005578275895 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N USI INC/NY 2549006D7UF7072T7I27 90346KAB5 155000.00000000 PA USD 155772.83000000 0.017511335700 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 700517105 7860.00000000 NS USD 124659.60000000 0.014013715382 Long EC CORP US N 1 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 275000.00000000 PA USD 175306.07000000 0.019707181554 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Cantor Commercial Real Estate N/A 12528YAF0 350000.00000000 PA USD 300425.93000000 0.033772637457 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N iShares MSCI China ETF 549300Q0IWAYMYXW0R77 46429B671 156065.00000000 NS USD 6838768.30000000 0.768785978134 Long EC RF US N 1 N N N GS Mortgage Securities Trust N/A 36252HAD3 350000.00000000 PA USD 327720.40000000 0.036840968609 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 645000.00000000 PA USD 666200.38000000 0.074891484592 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AT1 977000.00000000 PA USD 1094240.00000000 0.123009923982 Long DBT CORP US N 2 2027-08-15 Fixed 2.50000000 N N N N N Post Holdings Inc USD XXXX N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 27000.00000000 NS USD 3184650.00000000 0.358005149153 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163LAG4 500000.00000000 PA USD 403310.30000000 0.045338471765 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.97750000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 110000.00000000 PA USD 111786.95000000 0.012566625440 Long DBT CORP US N 2 2029-07-01 Fixed 6.12500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 5000.00000000 PA USD 5021.13000000 0.000564454616 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 175000.00000000 PA USD 162028.63000000 0.018214586799 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287GAA4 200000.00000000 PA USD 198687.24000000 0.022335595745 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAB1 140000.00000000 PA USD 135153.44000000 0.015193389366 Long DBT CORP US N 2 2030-04-15 Fixed 8.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMJG1 633613.91000000 PA USD 538373.50000000 0.060521716724 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 000000000 151946.00000000 NS 1922653.17000000 0.216136697877 Long EC CORP GB N 2 N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAA5 200000.00000000 PA USD 199498.80000000 0.022426827955 Long DBT CORP CL N 2 2029-03-15 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3BE7 549519.02000000 PA USD 539212.02000000 0.060615979666 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AF0 927000.00000000 PA USD 891727.65000000 0.100244325229 Long DBT CORP US N 2 2025-03-01 Fixed 0.12500000 N N N N Y Block Inc USD XXXX N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 445000.00000000 PA USD 453468.57000000 0.050977056517 Long DBT CORP US N 2 2028-10-27 Fixed 6.36100000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 152.00000000 NC USD -6297.36000000 -0.00070792310 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 2024-09-30 16087423.12000000 USD -6297.36000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPY85 1502266.06000000 PA USD 1459323.18000000 0.164051061409 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 200000.00000000 PA 211082.96000000 0.023729071194 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.67500000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 12522.21000000 PA USD 12177.84000000 0.001368982282 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 965224.02000000 PA USD 745801.96000000 0.083839964180 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 55000.00000000 PA USD 36732.76000000 0.004129344581 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 1000000.00000000 PA USD 723065.00000000 0.081283969407 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 180000.00000000 PA USD 193363.56000000 0.021737129712 Long DBT CORP CA N 2 2030-11-15 Fixed 8.75000000 N N N N N N Kao Corp 353800HM38HFCB8RGL63 000000000 33300.00000000 NS 1458562.24000000 0.163965519689 Long EC CORP JP N 2 N N N BANCO CONTINENTAL S.A.E. 8945005Q0D60A6FCEM55 059490AB8 400000.00000000 PA USD 378847.40000000 0.042588453972 Long DBT CORP PY N 2 2025-12-10 Fixed 2.75000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 000000000 200000.00000000 PA USD 163540.00000000 0.018384488748 Long DBT CORP LU Y 2 2026-04-03 Fixed 6.95000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 12384.00000000 NS USD 5781222.72000000 0.649901088710 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 3111.00000000 NS USD 319344.15000000 0.035899345313 Long EC CORP US N 1 N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 105000.00000000 PA USD 107571.35000000 0.012092725166 Long DBT CORP US N 2 2032-05-01 Fixed 7.25000000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 000000000 400000.00000000 PA USD 410014.80000000 0.046092163857 Long DBT CORP KY Y 2 N/A Fixed 7.87500000 N N N N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 5640.00000000 NS USD 853388.40000000 0.095934385702 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 645000.00000000 PA USD 632789.44000000 0.071135565242 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 245000.00000000 PA USD 217733.83000000 0.024476734424 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179X2L9 1745954.19000000 PA USD 1732958.35000000 0.194811992705 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N iShares MSCI Emerging Markets Asia ETF 549300QNROXHZ53JWF91 464286426 109450.00000000 NS USD 7707469.00000000 0.866441709116 Long EC RF US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CU0 255000.00000000 PA USD 235342.66000000 0.026456246085 Long DBT CORP US N 2 2029-06-15 Fixed 3.50000000 N N N N N N iShares Core MSCI Europe ETF 549300XU2KDV0C5LCG21 46434V738 149420.00000000 NS USD 8965200.00000000 1.007830613470 Long EC RF US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AX3 355000.00000000 PA USD 335960.18000000 0.037767250514 Long DBT CORP US N 2 2026-07-23 Fixed 2.60000000 N N N N N N INTEGRA LIFESCIENCES HLD WB7IJCYY8YFTENS4O147 457985AM1 955000.00000000 PA USD 897938.75000000 0.100942551339 Long DBT CORP US N 2 2025-08-15 Fixed 0.50000000 N N N N Y Integra LifeSciences Holdings USD XXXX N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 190000.00000000 PA USD 181842.05000000 0.020441929327 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N COMM Mortgage Trust N/A 12592LBL5 345000.00000000 PA USD 336213.71000000 0.037795751305 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.93800000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAA3 465000.00000000 PA USD 502797.06000000 0.056522360843 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 100000.00000000 PA USD 94035.79000000 0.010571113630 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 371559AB1 185000.00000000 PA USD 183087.54000000 0.020581942149 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 17216.00000000 NS USD 3900629.12000000 0.438492553309 Long EC CORP US N 1 N N N CMG MEDIA CORPORATION N/A 88146LAA1 410000.00000000 PA USD 206199.70000000 0.023180115351 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 3665.00000000 NS USD 436135.00000000 0.049028488444 Long EC CORP US N 1 N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KBA7 260000.00000000 PA USD 246685.95000000 0.027731411716 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 249000.00000000 PA USD 256185.84000000 0.028799349963 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 215000.00000000 PA USD 201509.42000000 0.022652853520 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 30000.00000000 PA USD 27044.23000000 0.003040200208 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 40000.00000000 PA USD 27027.75000000 0.003038347595 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAE0 65000.00000000 PA USD 65076.70000000 0.007315652800 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 290000.00000000 PA USD 281525.36000000 0.031647913741 Long DBT CORP AU N 2 2030-04-15 Fixed 5.87500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 298000.00000000 PA USD 298202.61000000 0.033522701041 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AF8 562000.00000000 PA USD 538255.50000000 0.060508451654 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 878447.96000000 PA USD 681886.09000000 0.076654807076 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 177000.00000000 PA USD 181521.29000000 0.020405870818 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 22145.00000000 NS USD 24278227.85000000 2.729257715169 Long EC CORP US N 1 N N N JPMDB Commercial Mortgage Secu N/A 46648KAU0 350000.00000000 PA USD 324465.44000000 0.036475059501 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2J8 489066.35000000 PA USD 471972.26000000 0.053057164629 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AF1 520000.00000000 PA USD 467384.27000000 0.052541401815 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 285000.00000000 PA USD 281427.78000000 0.031636944202 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Swatch Group AG/The 529900NTES2LEON1JZ55 000000000 2785.00000000 NS 596570.49000000 0.067063981050 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCBM7 246282.24000000 PA USD 212697.72000000 0.023910595818 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 11000.00000000 PA USD 9404.59000000 0.001057225015 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N RBC BEARINGS INC N/A 75524B203 8019.00000000 NS USD 1064361.87000000 0.119651148484 Long EP CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CV9 405000.00000000 PA USD 397985.89000000 0.044739923668 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46645JAD4 150000.00000000 PA USD 145540.49000000 0.016361058461 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.76970000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 8052048.00000000 NS USD 8052048.00000000 0.905177851641 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLWD6 1326967.15000000 PA USD 1124589.80000000 0.126421722665 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 135000.00000000 PA USD 127739.31000000 0.014359923611 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N Essity AB 549300G8E6YUVJ1DA153 000000000 58010.00000000 NS 1490414.59000000 0.167546228814 Long EC CORP SE N 2 N N N SIGA Technologies Inc N/A 826917106 149771.00000000 NS USD 1120287.08000000 0.125938028722 Long EC CORP US N 1 N N N CUMULUS MEDIA NEW HLDGS 5493001D9VBAVY1OKJ46 23110AAB2 383820.00000000 PA USD 191910.00000000 0.021573726523 Long DBT CORP US N 2 2029-07-01 Fixed 8.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 280000.00000000 PA USD 281616.83000000 0.031658196419 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 155000.00000000 PA USD 156135.07000000 0.017552057219 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 18696.00000000 NS USD 6260729.52000000 0.703805255087 Long EC CORP US N 1 N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAN6 300000.00000000 PA USD 265442.43000000 0.029839937432 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 365000.00000000 PA USD 317068.35000000 0.035643509312 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 638000.00000000 PA USD 621769.47000000 0.069896745904 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AK31 310412.00000000 PA USD 281504.88000000 0.031645611464 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3E2 470000.00000000 PA USD 459979.98000000 0.051709042233 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 5356.00000000 NS USD 4994148.64000000 0.561421483917 Long EC CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAE2 75000.00000000 PA USD 65270.72000000 0.007337463724 Long DBT CORP US N 2 2029-06-07 Fixed 1.88700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 2054962.54000000 PA USD 1924530.78000000 0.216347771009 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Asahi Group Holdings Ltd 353800KAJ02XNHLCJW79 000000000 11400.00000000 NS 418225.39000000 0.047015164343 Long EC CORP JP N 2 N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 972000.00000000 PA USD 715586.40000000 0.080443256202 Long DBT CORP US N 2 2028-03-15 Fixed 1.12500000 N N N N Y Cable One Inc USD XXXX N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBA5 90000.00000000 PA USD 81194.64000000 0.009127564788 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 5967.00000000 NS USD 4606703.01000000 0.517866452577 Long EC CORP US N 1 N N N Expeditors International of Wa 984500B055A804AB6E40 302130109 28422.00000000 NS USD 3436219.80000000 0.386285583038 Long EC CORP US N 1 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 1540.00000000 NS USD 400076.60000000 0.044974952618 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 255000.00000000 PA USD 231859.97000000 0.026064736515 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAA6 190000.00000000 PA USD 151969.30000000 0.017083758627 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 100000.00000000 PA USD 103364.10000000 0.011619763565 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 243125.00000000 PA USD 214266.69000000 0.024086972920 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJB8 2510000.00000000 PA USD 2507499.79000000 0.281882730071 Long DBT UST US N 2 2025-09-30 Fixed 5.00000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 9468.00000000 NS 1726570.61000000 0.194093909458 Long EC CORP DE N 2 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 85000.00000000 PA USD 83387.99000000 0.009374132101 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAB2 200000.00000000 PA USD 199491.00000000 0.022425951112 Long DBT CORP KZ N 2 2027-04-15 Fixed 5.50000000 N N N N N N Toyota Auto Receivables Owner N/A 89238DAD0 1000000.00000000 PA USD 991239.30000000 0.111431012338 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 200000.00000000 PA USD 191199.00000000 0.021493798851 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207AD7 50000.00000000 PA USD 50363.91000000 0.005661701948 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 680000.00000000 PA USD 609373.36000000 0.068503226614 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAT9 721000.00000000 PA USD 665256.89000000 0.074785421358 Long DBT CORP US N 2 2031-03-01 Fixed 1.50000000 N N N N Y Global Payments Inc USD XXXX N N N Ryman Hospitality Properties I 529900GCCWW9SRMPJR11 78377T107 3273.00000000 NS USD 343894.11000000 0.038659150030 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust N/A 61766EBE4 350000.00000000 PA USD 333654.97000000 0.037508108363 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.32500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FCM43 81336.28000000 PA USD 80476.12000000 0.009046791749 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.13600000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAC1 110000.00000000 PA USD 109645.89000000 0.012325936352 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 200000.00000000 PA USD 179224.40000000 0.020147663967 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 16400.00000000 NS USD 3629156.00000000 0.407974670711 Long EC CORP US N 1 N N N Taco Bell Funding, LLC N/A 87342RAG9 461775.00000000 PA USD 415689.53000000 0.046730093476 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.94600000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 705000.00000000 PA USD 751562.92000000 0.084487587418 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BC4 210000.00000000 PA USD 127912.13000000 0.014379351319 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 335000.00000000 PA USD 330032.72000000 0.037100910036 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHTB3 109414.31000000 PA USD 99701.89000000 0.011208073100 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 775000.00000000 PA USD 742958.48000000 0.083520311948 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139X83 105000.00000000 PA USD 119009.10000000 0.013378509599 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 1915.00000000 NS USD 1461106.70000000 0.164251557333 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECN3 260000.00000000 PA USD 277792.32000000 0.031228260862 Long DBT CORP GB N 2 N/A Fixed 9.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE82 525755.57000000 PA USD 518323.59000000 0.058267788971 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Bank N/A 06541WBB7 95000.00000000 PA USD 87186.58000000 0.009801153840 Long ABS-MBS CORP US N 2 2060-06-15 Variable 3.89600000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 300000.00000000 PA USD 289730.01000000 0.032570246477 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N Dow Inc 5493003S21INSLK2IP73 260557103 63561.00000000 NS USD 3663020.43000000 0.411781569526 Long EC CORP US N 1 N N N Equity LifeStyle Properties In 529900PEQG66LENB6798 29472R108 3139.00000000 NS USD 197035.03000000 0.022149861147 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 137885.56000000 PA USD 125158.27000000 0.014069773795 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 39107.00000000 NS USD 4709656.01000000 0.529440001984 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU74 2537800.81000000 PA USD 2070732.28000000 0.232783137474 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAB5 376000.00000000 PA USD 559676.00000000 0.062916455452 Long DBT CORP US N 2 2028-02-15 Fixed 2.12500000 N N N N N Integer Holdings Corp USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU81 967783.24000000 PA USD 931718.99000000 0.104739985864 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 1717000.00000000 PA USD 1024190.50000000 0.115135249623 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed Inc USD XXXX N N N DISH DBS CORP N/A 25470XBF1 490000.00000000 PA USD 342300.23000000 0.038479972648 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 17315.00000000 NS USD 1733924.10000000 0.194920558315 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCA9 695000.00000000 PA USD 462063.11000000 0.051943219070 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AJ3 401000.00000000 PA USD 384478.80000000 0.043221512612 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 7767.00000000 NS USD 2192546.43000000 0.246476979164 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9QC1 425608.00000000 PA USD 362947.48000000 0.040801050888 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 240000.00000000 PA USD 177098.90000000 0.019908724069 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFSY6 350285.34000000 PA USD 284052.20000000 0.031931970617 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 10000.00000000 PA USD 9676.28000000 0.001087767278 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 395000.00000000 PA USD 343075.39000000 0.038567112922 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBF4 416000.00000000 PA USD 325487.09000000 0.036589909158 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 170000.00000000 PA USD 156072.29000000 0.017544999751 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBN0 685000.00000000 PA USD 669810.74000000 0.075297346294 Long DBT CORP US N 2 2025-08-15 Fixed 3.37500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 661000.00000000 PA USD 603076.04000000 0.067795308009 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 10933.00000000 NS USD 3989561.03000000 0.448489909911 Long EC CORP US N 1 N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AR6 345000.00000000 PA USD 325054.52000000 0.036541281432 Long DBT CORP US N 2 2026-07-27 Fixed 2.85000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 17923.00000000 NS USD 2232309.65000000 0.250946995495 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36260JAD9 580000.00000000 PA USD 522977.24000000 0.058790933009 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 87300.00000000 PA USD 49892.82000000 0.005608743964 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 92600.00000000 NS USD 3156734.00000000 0.354866948175 Long EC CORP US N 1 N N N JP Morgan Mortgage Trust N/A 46644VBQ8 94042.22000000 PA USD 84730.40000000 0.009525040268 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.53190700 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAD0 180000.00000000 PA USD 183442.34000000 0.020621827294 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 30000.00000000 PA USD 29794.14000000 0.003349333689 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAE7 450000.00000000 PA USD 362899.49000000 0.040795656051 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.57700000 N N N N N N Paychex Inc 529900K900DW6SUBM174 704326107 33696.00000000 NS USD 4048911.36000000 0.455161827938 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 586.00000000 NS USD 14368.72000000 0.001615271928 Long EC CORP US N 1 N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 400000.00000000 PA USD 376469.88000000 0.042321183031 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 533000.00000000 PA USD 517901.12000000 0.058220296645 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 227000.00000000 PA USD 233445.91000000 0.026243021314 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTV1 411091.73000000 PA USD 378259.07000000 0.042522316353 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N WISDOMTREE INC 549300WIU8IS7UFO7871 97717PAF1 624000.00000000 PA USD 772102.47000000 0.086796558470 Long DBT CORP US N 2 2028-08-15 Fixed 5.75000000 N N N N N WisdomTree Inc USD XXXX N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 10982.00000000 NS USD 3784616.84000000 0.425450933789 Long EC CORP US N 1 N N N FRONTIER COMMUNICATIONS N/A 35908MAA8 80000.00000000 PA USD 69168.21000000 0.007775603390 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 185000.00000000 PA USD 186693.03000000 0.020987256386 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 200000.00000000 PA USD 212911.08000000 0.023934580865 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 1030000.00000000 PA USD 1053010.20000000 0.118375040808 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 2000.00000000 PA USD 1822.28000000 0.000204853162 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N Innovative Industrial Properti 5493008BQ0545EZXRR30 45781V101 463.00000000 NS USD 49902.14000000 0.005609791680 Long EC CORP US N 1 N N N Agree Realty Corp N/A 008492100 2619.00000000 NS USD 159130.44000000 0.017888784295 Long EC CORP US N 1 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 65000.00000000 PA USD 59861.89000000 0.006729425480 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 615.00000000 NS USD 716598.00000000 0.080556976079 Long EP CORP US N 1 N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 355000.00000000 PA USD 286572.12000000 0.032215249576 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N Makita Corp 529900CDR9E94BCM6294 000000000 47200.00000000 NS 1391764.84000000 0.156456432929 Long EC CORP JP N 2 N N N Park Avenue Institutional Advi N/A 70015QAA6 250000.00000000 PA USD 250255.00000000 0.028132629520 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.97617000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 456829AA8 480000.00000000 PA USD 449054.98000000 0.050480899029 Long DBT CORP MX N 2 2028-01-14 Fixed 3.75000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 52000.00000000 PA USD 52166.87000000 0.005864383236 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMVA9 323477.07000000 PA USD 262123.04000000 0.029466785370 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 610000.00000000 PA USD 614285.49000000 0.069055427902 Long DBT CORP US N 2 2031-02-01 Fixed 6.87500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 200000.00000000 PA USD 171340.80000000 0.019261422341 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.37500000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 238000.00000000 PA USD 135643.79000000 0.015248512480 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 340000.00000000 PA USD 272111.62000000 0.030589660121 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N Public Storage N/A 74460D109 3063.00000000 NS USD 838741.29000000 0.094287818324 Long EC CORP US N 1 N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92343XAC4 1182000.00000000 PA USD 1076802.00000000 0.121049616321 Long DBT CORP US N 2 2026-04-15 Fixed 0.25000000 N N N N Y Verint Systems Inc USD XXXX N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAQ8 200000.00000000 PA USD 195920.06000000 0.022024520842 Long DBT CORP HK N 2 2034-04-05 Fixed 5.37500000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 8250.00000000 NS USD 3718852.50000000 0.418057979351 Long EC CORP US N 1 N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 300000.00000000 PA USD 211963.68000000 0.023828078085 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 2712.00000000 NS USD 522548.16000000 0.058742697615 Long EC CORP US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 900000.00000000 PA USD 847809.45000000 0.095307223274 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXR8 90901.98000000 PA USD 75850.95000000 0.008526849314 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 405000.00000000 PA USD 378108.00000000 0.042505333690 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AE2 90000.00000000 PA USD 91933.44000000 0.010334776160 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 5000.00000000 PA USD 4938.17000000 0.000555128597 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 50879.00000000 NS USD 5158113.02000000 0.579853679705 Long EC CORP US N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 190000.00000000 PA USD 182890.41000000 0.020559781612 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WTZ1 538966.42000000 PA USD 465761.20000000 0.052358943015 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 101430.00000000 NS USD 2892783.60000000 0.325194738569 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP4F1 376395.87000000 PA USD 371079.39000000 0.041715206495 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 59501.00000000 NS USD 24700650.13000000 2.776744676486 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6W9 350052.01000000 PA USD 307488.70000000 0.034566604778 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 393000.00000000 PA USD 341005.31000000 0.038334403111 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 485000.00000000 PA USD 434823.36000000 0.048881039314 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNUY6 712263.46000000 PA USD 579047.26000000 0.065094092186 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 320000.00000000 PA USD 325210.88000000 0.036558858775 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 150000.00000000 PA USD 153190.05000000 0.017220990281 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 92500.00000000 NS USD 3750875.00000000 0.421657816033 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAY0 835000.00000000 PA USD 778757.16000000 0.087544651129 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 22127.00000000 NS USD 4067385.14000000 0.457238573692 Long EC CORP US N 1 N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AM4 70000.00000000 PA USD 72526.81000000 0.008153163277 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 1632.00000000 NS USD 99013.44000000 0.011130680406 Long EC CORP US N 1 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBH3 110000.00000000 PA USD 117764.13000000 0.013238555233 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 790000.00000000 PA USD 465536.81000000 0.052333718022 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 25000.00000000 PA USD 23369.65000000 0.002627119160 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SH7 528238.71000000 PA USD 433598.09000000 0.048743299540 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 109716.00000000 NS USD 1999025.52000000 0.224722160817 Long EC CORP US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 5000.00000000 PA USD 4483.93000000 0.000504064819 Long DBT CORP US N 2 2053-12-01 Fixed 5.35000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 410000.00000000 PA USD 378969.44000000 0.042602173203 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 505000.00000000 PA USD 477870.69000000 0.053720241674 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 444000.00000000 PA USD 320585.32000000 0.036038872498 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 69440.00000000 NS USD 2120003.20000000 0.238321970019 Long EC CORP US N 1 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 343000.00000000 PA USD 323603.80000000 0.036378197505 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAY4 80919.49000000 PA USD 74935.93000000 0.008423986559 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50699400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 970401.95000000 PA USD 756574.85000000 0.085051007809 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAP8 42372.45000000 PA USD 38975.85000000 0.004381503459 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.40968700 N N N N N N PFS Financing Corp. N/A 69335PFE0 1600000.00000000 PA USD 1582051.52000000 0.177847672549 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.95000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 20000.00000000 PA USD 17153.02000000 0.001928271390 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 55000.00000000 PA USD 52395.99000000 0.005890139957 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 986.71000000 0.000110921847 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -619842.74000000 USD 51869680.00000000 INR 2024-07-12 986.71000000 N N N eBay Inc OML71K8X303XQONU6T67 278642103 33537.00000000 NS USD 1818376.14000000 0.204414306506 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163CBC2 260000.00000000 PA USD 213208.76000000 0.023968044816 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58430000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 117000.00000000 PA USD 115961.77000000 0.013035941395 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 302456.96000000 PA USD 303904.25000000 0.034163655770 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 2607.00000000 NS USD 106991.28000000 0.012027516102 Long EC CORP US N 1 N N N ARDAGH METAL PACKAGING N/A 03969YAB4 405000.00000000 PA USD 334776.16000000 0.037634147894 Long DBT CORP N/A N 2 2029-09-01 Fixed 4.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 61612.00000000 NS USD 2305521.04000000 0.259177116418 Long EC CORP US N 1 N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 320000.00000000 PA USD 318065.15000000 0.035755565436 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 830950.02000000 PA USD 800199.63000000 0.089955124704 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 49449.00000000 NS USD 3178087.23000000 0.357267389759 Long EC CORP US N 1 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 7099.00000000 NS USD 255847.96000000 0.028761366894 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 2555361.26000000 PA USD 2393168.14000000 0.269030040007 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AN6 777000.00000000 PA USD 691899.08000000 0.077780425897 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 533000.00000000 PA USD 529582.46000000 0.059533464456 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKT1 976225.92000000 PA USD 902251.13000000 0.101427331219 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 760000.00000000 PA USD 737734.36000000 0.082933038037 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N BABCOCK INTL GROUP PLC 213800TSKOLX4EU6L377 000000000 200000.00000000 PA 199582.14000000 0.022436196693 Long DBT CORP GB Y 2 2027-09-13 Fixed 1.37500000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAX2 420000.00000000 PA USD 401498.12000000 0.045134754002 Long DBT CORP US N 2 2028-11-15 Fixed 3.95000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 90524.00000000 NS USD 3964951.20000000 0.445723374857 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380CGV9 1245.73000000 PA USD 1057.23000000 0.000118849413 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAD9 266793.68000000 PA USD 237046.61000000 0.026647797079 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 380000.00000000 PA USD 375104.88000000 0.042167735390 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 445000.00000000 PA USD 435199.14000000 0.048923282943 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 768312.18000000 PA USD 641098.20000000 0.072069601592 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBU9 40000.00000000 PA USD 32279.98000000 0.003628781515 Long DBT CORP US N 2 2031-11-19 Fixed 1.76400000 N N N N N N Gracechurch Mortgage Finance P N/A 38406JAA6 100000.00000000 PA USD 80944.69000000 0.009099466445 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.34700000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 180000.00000000 PA USD 186922.75000000 0.021013080556 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 6103.00000000 NS USD 8108140.65000000 0.911483554788 Long EC CORP US N 1 N N N PACIRA PHARMACEUTICALS N/A 695127AF7 760000.00000000 PA USD 712424.00000000 0.080087752305 Long DBT CORP US N 2 2025-08-01 Fixed 0.75000000 N N N N Y Pacira BioSciences Inc USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYPB4 697748.45000000 PA USD 550567.00000000 0.061892459439 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 464000.00000000 PA USD 447650.12000000 0.050322970492 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 500000.00000000 PA USD 209193.95000000 0.023516716521 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 215000.00000000 PA USD 177129.34000000 0.019912146008 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N GARRETT MOTION HLD/SARL N/A 366504AA6 185000.00000000 PA USD 186373.94000000 0.020951385611 Long DBT CORP US N 2 2032-05-31 Fixed 7.75000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 565000.00000000 PA USD 480923.37000000 0.054063411303 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AN2 695000.00000000 PA USD 700414.75000000 0.078737722212 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WRW5 427416.17000000 PA USD 377781.70000000 0.042468652396 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Plymouth Industrial REIT Inc N/A 729640102 1587.00000000 NS USD 33104.82000000 0.003721506608 Long EC CORP US N 1 N N N Retail Opportunity Investments N/A 76131N101 5040.00000000 NS USD 63100.80000000 0.007093530314 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA4E9 147691.72000000 PA USD 134331.08000000 0.015100943064 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 22426.00000000 NS USD 3960655.86000000 0.445240510543 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 2926.00000000 NS USD 1376214.84000000 0.154708366401 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 199720.07000000 PA USD 200098.36000000 0.022494228005 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 1259149.30000000 PA USD 1261068.62000000 0.141764105755 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 47927.00000000 NS USD 4065168.14000000 0.456989347744 Long EC CORP US N 1 N N N CubeSmart N/A 229663109 8129.00000000 NS USD 343937.99000000 0.038664082837 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 52031.00000000 NS USD 3838847.18000000 0.431547283768 Long EC CORP US N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 21056.00000000 NS USD 1689112.32000000 0.189883003802 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKR5 428528.72000000 PA USD 382167.31000000 0.042961664489 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N PACTIV EVERGREEN GROUP N/A 76174LAA1 100000.00000000 PA USD 93421.30000000 0.010502035212 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N APOLLO GLOBAL MANAGEMENT N/A 03769M304 17749.00000000 NS USD 1152265.08000000 0.129532862898 Long EP CORP US N 1 N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAF0 270000.00000000 PA USD 228787.50000000 0.025719342176 Long DBT CORP US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Fidelity National Financial In 549300CAZYIH39SYQ287 31620R303 49461.00000000 NS USD 2490855.96000000 0.280011699709 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CZ1 908000.00000000 PA USD 907546.00000000 0.102022558552 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 265000.00000000 PA USD 273458.64000000 0.030741086524 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 211000.00000000 PA USD 218454.42000000 0.024557740164 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2590000.00000000 PA USD 1706567.32000000 0.191845222532 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AE7 881000.00000000 PA USD 836245.20000000 0.094007218235 Long DBT CORP US N 2 2053-03-31 Fixed 3.12500000 N N N N N Charter Communications Inc USD XXXX N N N KDDI Corp 5299003FU7V4I45FU310 000000000 18300.00000000 NS 504252.37000000 0.056685960759 Long EC CORP JP N 2 N N N Nissan Master Owner Trust Rece N/A 65479VAB2 1000000.00000000 PA USD 993146.10000000 0.111645366888 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 1031952.52000000 PA USD 892935.72000000 0.100380131450 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AA2 128000.00000000 PA USD 131755.52000000 0.014811409288 Long DBT CORP US N 2 2028-10-15 Fixed 7.37500000 N N N N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 35400.00000000 NS 456899.03000000 0.051362694607 Long EC CORP JP N 2 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 14586.00000000 NS USD 773933.16000000 0.087002357050 Long EC CORP US N 1 N N N Cognizant Technology Solutions 5493006IEVQEFQO40L83 192446102 52250.00000000 NS USD 3456337.50000000 0.388547131462 Long EC CORP US N 1 N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 365000.00000000 PA USD 351642.39000000 0.039530179542 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 559000.00000000 PA USD 531329.11000000 0.059729815607 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 390000.00000000 PA USD 351804.49000000 0.039548402152 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N Bank N/A 06541LBG0 1000000.00000000 PA USD 873176.20000000 0.098158848136 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39338400 N N N N N N JP Morgan Mortgage Trust N/A 46645GAZ1 80919.49000000 PA USD 74835.24000000 0.008412667407 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50699400 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29364NAT5 150000.00000000 PA USD 137686.20000000 0.015478111744 Long DBT CORP US N 2 2028-06-01 Fixed 2.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 15000.00000000 PA USD 14905.31000000 0.001675593151 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 60000.00000000 PA USD 59311.36000000 0.006667537180 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 478417.27000000 PA USD 386520.15000000 0.043450992715 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 335000.00000000 PA USD 278619.84000000 0.031321287229 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Bank N/A 06540AAD3 250000.00000000 PA USD 217692.85000000 0.024472127622 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 505000.00000000 PA USD 500673.92000000 0.056283686247 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT66 165294.70000000 PA USD 145929.63000000 0.016404803967 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 3.00000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DA2 285000.00000000 PA USD 262313.57000000 0.029488203963 Long DBT CORP US N 2 2032-08-01 Fixed 4.50000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 250000.00000000 PA USD 236252.78000000 0.026558558002 Long DBT CORP N/A N 2 2026-10-01 Fixed 6.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -29620.11000000 -0.00332976995 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1650526.07000000 EUR 1764761.29000000 USD 2024-07-12 -29620.11000000 N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BM0 740000.00000000 PA USD 740631.96000000 0.083258774216 Long DBT CORP US N 2 2027-03-19 Fixed 5.20000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHM5 210000.00000000 PA USD 201400.71000000 0.022640632792 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 4461.00000000 NS USD 224209.86000000 0.025204742866 Long EC CORP US N 1 N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AH9 245000.00000000 PA USD 248615.96000000 0.027948375438 Long DBT CORP US N 2 2029-07-31 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQQY4 84550.44000000 PA USD 83496.75000000 0.009386358449 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 340000.00000000 PA USD 324705.41000000 0.036502035934 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBR6 94042.22000000 PA USD 84413.41000000 0.009489405566 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.53190700 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 400000.00000000 PA USD 382015.52000000 0.042944600887 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 200000.00000000 PA USD 214064.40000000 0.024064232317 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1082000.00000000 PA USD 912392.06000000 0.102567332525 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2360000.00000000 PA USD 2377700.00000000 0.267291175840 Long DBT UST US N 2 2031-04-30 Fixed 4.62500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 395000.00000000 PA USD 329884.09000000 0.037084201668 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N Morgan Stanley Residential Mor N/A 61772MAE9 79926.30000000 PA USD 62941.96000000 0.007075674180 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N SIX FLAGS ENTER / THEME N/A 83002YAA7 185000.00000000 PA USD 185250.51000000 0.020825094268 Long DBT CORP US N 2 2032-05-01 Fixed 6.62500000 N N N N N N Broadstone Net Lease Inc 549300U8D7PT70B49V21 11135E203 3379.00000000 NS USD 51867.65000000 0.005830746165 Long EC CORP US N 1 N N N Kone Oyj 2138001CNF45JP5XZK38 000000000 21006.00000000 NS 1071707.17000000 0.120476876656 Long EC CORP FI N 2 N N N Wells Fargo Commercial Mortgag N/A 95001YAE4 375000.00000000 PA USD 332752.05000000 0.037406605840 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.14600000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 405000.00000000 PA USD 369482.72000000 0.041535715473 Long DBT CORP AE N 2 2027-09-15 Fixed 1.62500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AR8 720000.00000000 PA USD 722880.00000000 0.081263172474 Long DBT CORP US N 2 2026-05-01 Fixed 4.00000000 N N N N Y FirstEnergy Corp USD XXXX N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 45000.00000000 PA USD 37096.94000000 0.004170284187 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 163485.00000000 NS USD 7602052.50000000 0.854591223253 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 520000.00000000 PA USD 521421.89000000 0.058616087011 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 710000.00000000 PA USD 416531.72000000 0.046824768984 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AK2 75000.00000000 PA USD 76202.70000000 0.008566391590 Long DBT CORP US N 2 2032-04-15 Fixed 7.87500000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 317000.00000000 PA USD 327997.49000000 0.036872117918 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 17399.32000000 PA USD 16326.72000000 0.001835382170 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.93015500 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AY9 10000.00000000 PA USD 9985.90000000 0.001122573475 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 467483.77000000 PA USD 432778.01000000 0.048651109547 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPHG7 2353333.77000000 PA USD 2089168.29000000 0.234855637281 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 89148.00000000 NS USD 9191158.80000000 1.033231964920 Long EC CORP US N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 18855.00000000 NS 1706952.01000000 0.191888467786 Long EP CORP DE N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 85000.00000000 PA USD 71815.20000000 0.008073167031 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 95000.00000000 PA USD 95185.44000000 0.010700352517 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAD9 100000.00000000 PA USD 94942.27000000 0.010673016354 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83850000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 405000.00000000 PA USD 336509.76000000 0.037829032019 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 408000.00000000 PA USD 408193.72000000 0.045887445594 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 378000.00000000 PA USD 372548.56000000 0.041880364495 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAS1 300000.00000000 PA USD 250698.75000000 0.028182514055 Long DBT CORP US N 2 2032-01-15 Fixed 2.87500000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567RAV8 1163000.00000000 PA USD 1122763.11000000 0.126216373748 Long DBT NUSS ID Y 2 2032-06-06 Fixed 4.70000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 68113.00000000 NS 2293186.58000000 0.257790527564 Long EC CORP GB N 2 N N N iShares Latin America 40 ETF 549300LU9LZBB8WGN795 464287390 166102.00000000 NS USD 4494720.12000000 0.505277800374 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 676303.83000000 PA USD 690499.79000000 0.077623123517 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 21253.00000000 NS USD 1009517.50000000 0.113485771799 Long EP CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 65000.00000000 PA USD 50835.17000000 0.005714679044 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N Phillips Edison & Co Inc 549300JPN4YHYPXTJQ85 71844V201 1288.00000000 NS USD 41138.72000000 0.004624644337 Long EC CORP US N 1 N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 8052048.00000000 NS USD 8052048.00000000 0.905177851641 Long STIV RF US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 173000.00000000 PA 124952.48000000 0.014046639737 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.62500000 N N N N N N Xenia Hotels & Resorts Inc 54930075IWIPHF5IQL62 984017103 789.00000000 NS USD 11432.61000000 0.001285206615 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 560000.00000000 PA USD 454325.20000000 0.051073355310 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L7QJ4 406105.33000000 PA USD 356959.48000000 0.040127904755 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.00000000 N N N N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 24187.00000000 NS USD 2914533.50000000 0.327639772150 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 122498.00000000 NS USD 3660240.24000000 0.411469032093 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163PBG4 1000000.00000000 PA USD 877387.00000000 0.098632208814 Long ABS-MBS CORP US N 2 2055-03-15 Fixed 3.45820000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 115000.00000000 PA USD 103106.39000000 0.011590792875 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 62.00000000 NC USD -13878.70000000 -0.00156018591 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 2024-09-19 6759285.26000000 USD -13878.70000000 N N N Securitas AB 635400TTYKE8EIWDS617 000000000 199255.00000000 NS 2050588.96000000 0.230518708956 Long EC CORP SE N 2 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 717203.99000000 PA USD 609102.49000000 0.068472776531 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 40000.00000000 PA USD 38259.90000000 0.004301019328 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N CK HUTCHISON INTL 23 2549003AJI1YI8883K46 12570FAB7 200000.00000000 PA USD 192712.78000000 0.021663971722 Long DBT CORP KY N 2 2033-04-21 Fixed 4.87500000 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 21871X109 143806.00000000 NS USD 4194821.02000000 0.471564386961 Long EC CORP US N 1 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 000000000 26153.00000000 NS 1650035.11000000 0.185490105871 Long EC CORP BE N 2 N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 255000.00000000 PA USD 239649.61000000 0.026940415547 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKB5 77854.68000000 PA USD 75944.47000000 0.008537362444 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 18597.00000000 NS USD 3999842.76000000 0.449645739369 Long EC CORP US N 1 N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 293274.24000000 PA USD 296967.71000000 0.033383878703 Long ABS-MBS CORP US N 2 2043-11-25 Floating 7.17374000 N N N N N N DANIMER SCIENTIFIC INC 549300L6Q02MAX72BH35 236272AA8 428000.00000000 PA USD 67581.97000000 0.007597284866 Long DBT CORP US N 2 2026-12-15 Fixed 3.25000000 N N N N Y Danimer Scientific Inc USD XXXX N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GR8 165000.00000000 PA USD 143780.93000000 0.016163256021 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 86890.00000000 NS 2694724.19000000 0.302929720869 Long EC CORP NL N 2 N N N Diamond Infrastructure Funding N/A 25265LAA8 250000.00000000 PA USD 223916.13000000 0.025171722958 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 1020000.00000000 PA USD 728884.15000000 0.081938134123 Long DBT CORP US N 2 2051-05-25 Fixed 3.95000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 1010000.00000000 PA USD 644791.88000000 0.072484829784 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35000000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 000000000 28905.00000000 NS 1864080.91000000 0.209552247254 Long EC CORP FR N 2 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 200000.00000000 PA USD 200834.92000000 0.022577029026 Long DBT CORP US N 2 2032-01-31 Fixed 7.37500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBY0 911000.00000000 PA USD 920110.00000000 0.103434951340 Long DBT CORP US N 2 2026-04-15 Fixed 4.12500000 N N N N Y Duke Energy Corp USD XXXX N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 2518.00000000 NS USD 1247341.66000000 0.140220977825 Long EC CORP US N 1 N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 435000.00000000 PA USD 439097.27000000 0.049361494556 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 544000.00000000 PA USD 531781.16000000 0.059780633194 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 25000.00000000 PA USD 24461.70000000 0.002749882893 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 4065.00000000 NS USD 590807.10000000 0.066416084642 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 4172.00000000 NS USD 256160.80000000 0.028796535070 Long EC CORP US N 1 N N N Medical Properties Trust Inc 254900U6E39J1MQCCY14 58463J304 235.00000000 NS USD 1259.60000000 0.000141599009 Long EC CORP US N 1 N N N Banc of America Commercial Mor N/A 06427DAW3 340000.00000000 PA USD 313984.39000000 0.035296823316 Long ABS-MBS CORP US N 2 2050-02-15 Variable 3.87900000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 280000.00000000 PA USD 270204.42000000 0.030375260604 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 49970.00000000 NS USD 4099538.80000000 0.460853154837 Long EC CORP US N 1 N N N CASTLELAKE AVIATION FIN 2138006F7SMD1COVC345 14856HAA6 264000.00000000 PA USD 253886.95000000 0.028540918280 Long DBT CORP IE N 2 2027-04-15 Fixed 5.00000000 N N N N N N Kite Realty Group Trust N/A 49803T300 5226.00000000 NS USD 114553.92000000 0.012877676735 Long EC CORP US N 1 N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 155000.00000000 PA USD 160172.01000000 0.018005873276 Long DBT CORP US N 2 2030-01-31 Fixed 9.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 645000.00000000 PA USD 605602.95000000 0.068079372754 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 90000.00000000 PA USD 91989.81000000 0.010341113042 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 140000.00000000 PA USD 117588.48000000 0.013218809389 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 000000000 200000.00000000 PA USD 158928.00000000 0.017866026830 Long DBT CORP NL Y 2 2026-04-23 Fixed 8.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 435000.00000000 PA USD 381218.38000000 0.042854989713 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 200000.00000000 PA USD 189326.62000000 0.021283313655 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N APTIV PLC 254900HTTDFIJZ32GX53 03835VAJ5 817000.00000000 PA USD 504189.08000000 0.056678845960 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HV9 1300000.00000000 PA USD 1283428.25000000 0.144277682655 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.60000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 897000.00000000 PA 826931.39000000 0.092960198331 Long DBT NUSS RS Y 2 2028-09-23 Fixed 1.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 20000.00000000 PA USD 17677.86000000 0.001987271727 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Lamar Advertising Co 529900Y8WW4MKVPTB543 512816109 1335.00000000 NS USD 157676.85000000 0.017725377734 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A 12592TAA3 500000.00000000 PA USD 453363.70000000 0.050965267467 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.17800000 N N N N N N Bank of New York Mellon Corp/T WFLLPEPC7FZXENRZV188 064058100 64426.00000000 NS USD 3840433.86000000 0.431725651755 Long EC CORP US N 1 N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 500000.00000000 PA USD 448926.80000000 0.050466489564 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4R39 685901.94000000 PA USD 584610.41000000 0.065719478444 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 113281.00000000 NS USD 21778272.25000000 2.448223071659 Long EC CORP US N 1 N N N Invitation Homes Inc N/A 46187W107 16677.00000000 NS USD 580192.83000000 0.065222872416 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLK9 338674.74000000 PA USD 278556.32000000 0.031314146574 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Tanger Inc UKEW8YSXE4Y581KYOL30 875465106 5694.00000000 NS USD 158008.50000000 0.017762660452 Long EC CORP US N 1 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 1182000.00000000 PA USD 1076802.00000000 0.121049616321 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAJ0 680000.00000000 PA USD 8925.48000000 0.001003365455 Long DBT CORP US N 2 N/A Fixed 4.00000000 Y N N N N N Robert Half Inc 529900VPCUY9H3HLIC08 770323103 41956.00000000 NS USD 2694833.88000000 0.302942051764 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZH4 276276.59000000 PA USD 274027.15000000 0.030804996061 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374JAB1 128975.76000000 PA USD 127894.74000000 0.014377396407 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQDG7 190092.10000000 PA USD 166809.30000000 0.018752009899 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N CHEFS' WAREHOUSE THE 549300JYEDC8C547E980 163086AB7 641000.00000000 PA USD 668691.20000000 0.075171492249 Long DBT CORP US N 2 2024-12-01 Fixed 1.87500000 N N N N N Chefs' Warehouse Inc/The USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 391029.88000000 PA USD 385237.79000000 0.043306835121 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNVR1 416527.38000000 PA USD 380569.99000000 0.042782100398 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAD9 305000.00000000 PA USD 311133.55000000 0.034976343703 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 78367.00000000 NS USD 9838193.18000000 1.105968887257 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMRK3 357381.50000000 PA USD 359947.21000000 0.040463772974 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Omniab Inc/old N/A 68218J301 363.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 180000.00000000 PA USD 174394.17000000 0.019604669537 Long DBT CORP US N 2 2029-09-01 Fixed 10.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 400000.00000000 PA USD 269111.92000000 0.030252446284 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRB4 306637.32000000 PA USD 251532.17000000 0.028276203676 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Kimco Realty Corp 254900ARY41P4V1JL861 49446R109 17736.00000000 NS USD 343368.96000000 0.038600114844 Long EC CORP US N 1 N N N PNC Financial Services Group I CFGNEKW0P8842LEUIA51 693475105 13250.00000000 NS USD 2085417.50000000 0.234433989020 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 445000.00000000 PA USD 280589.99000000 0.031542763324 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 000000000 400000.00000000 PA USD 355804.80000000 0.039998100417 Long DBT CORP GE Y 2 2028-06-17 Fixed 4.00000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 235000.00000000 PA USD 247517.67000000 0.027824910230 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAK4 717000.00000000 PA USD 739639.35000000 0.083147189115 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N Y PG&E Corp USD XXXX N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 232000.00000000 PA USD 230913.34000000 0.025958320295 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU64 104656.23000000 PA USD 87319.21000000 0.009816063554 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 5610.00000000 NS USD 4126884.30000000 0.463927222570 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 220000.00000000 PA USD 134976.47000000 0.015173495132 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BZ1 170000.00000000 PA USD 169944.92000000 0.019104503299 Long DBT CORP KY N 2 2031-05-15 Fixed 8.50000000 N N N N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AK3 679000.00000000 PA USD 694107.75000000 0.078028715421 Long DBT CORP US N 2 2025-11-15 Fixed 0.25000000 N N N N Y Dexcom Inc USD XXXX N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 190000.00000000 PA USD 189359.02000000 0.021286955928 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Sunstone Hotel Investors Inc 529900ZQ2V52V96ATF67 867892101 3210.00000000 NS USD 32998.80000000 0.003709588279 Long EC CORP US N 1 N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAF9 190000.00000000 PA USD 191663.17000000 0.021545978918 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N Kering SA 549300VGEJKB7SVUZR78 000000000 2004.00000000 NS 692813.53000000 0.077883224575 Long EC CORP FR N 2 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBZ7 420000.00000000 PA USD 460424.96000000 0.051759065039 Long DBT CORP CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 454738.39000000 PA USD 413046.47000000 0.046432971629 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 570000.00000000 PA USD 563345.71000000 0.063328989035 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N REPAY HOLDINGS N/A 76029LAA8 992000.00000000 PA USD 908314.58000000 0.102108959129 Long DBT CORP US N 2 2026-02-01 None 0.00000000 N N N N Y Repay Holdings Corp USD XXXX N N N General Motors N/A 361886CR3 150000.00000000 PA USD 149743.89000000 0.016833587262 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.34000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 815000.00000000 PA USD 826295.09000000 0.092888668123 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGF1 460352.28000000 PA USD 424941.29000000 0.047770137976 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 290000.00000000 PA USD 301889.33000000 0.033937146818 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 411000.00000000 PA USD 343510.92000000 0.038616073399 Long DBT NUSS NG Y 2 2033-09-28 Fixed 7.37500000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 6566.00000000 NS 1676410.85000000 0.188455157206 Long EC CORP CH N 2 N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 902681113 11880.00000000 NS USD 686426.40000000 0.077165209902 Long EP CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 455000.00000000 PA USD 463956.31000000 0.052156044765 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 200000.00000000 PA USD 174191.62000000 0.019581899706 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 29819.00000000 NS USD 2254018.21000000 0.253387381804 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYT9 418820.92000000 PA USD 380817.40000000 0.042809913204 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 155000.00000000 PA USD 146501.37000000 0.016469076607 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 200000.00000000 PA USD 203200.72000000 0.022842982453 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 485000.00000000 PA USD 490541.61000000 0.055144653966 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Terreno Realty Corp N/A 88146M101 1211.00000000 NS USD 68518.38000000 0.007702552196 Long EC CORP US N 1 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 220000.00000000 PA USD 204347.81000000 0.022971933555 Long DBT CORP US N 2 2029-12-01 Fixed 5.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46654AAC3 40954.32000000 PA USD 32200.33000000 0.003619827593 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 645000.00000000 PA USD 537407.10000000 0.060413078043 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 20235.00000000 NS USD 4091314.65000000 0.459928629992 Long EC CORP US N 1 N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 32020.00000000 NS USD 4468711.20000000 0.502353985423 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWX3 268885.32000000 PA USD 235126.85000000 0.026431985619 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 4000.00000000 PA USD 3181.18000000 0.000357615066 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGM61 245491.69000000 PA USD 203329.82000000 0.022857495340 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Cousins Properties Inc 5493007XPYD5EJABN062 222795502 8791.00000000 NS USD 203335.83000000 0.022858170959 Long EC CORP US N 1 N N N Bank N/A 06540BBD0 725000.00000000 PA USD 631128.60000000 0.070948860495 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXE3 298698.34000000 PA USD 296268.22000000 0.033305244937 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 103200.00000000 NS USD 3895800.00000000 0.437949683661 Long EC CORP US N 1 N N N Westpac Securitisation Trust N/A 000000000 608228.67000000 PA 406261.04000000 0.045670181721 Long ABS-MBS CORP AU N 2 2050-08-18 Floating 5.37250000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 575000.00000000 PA USD 577348.99000000 0.064903179714 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 107467.00000000 NS USD 4970348.75000000 0.558745998959 Long EC CORP US N 1 N N N Gaming and Leisure Properties 5493006GWRDBCZYWTM57 36467J108 10253.00000000 NS USD 460359.70000000 0.051751728781 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 48419.60000000 0.005443130679 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-06-20 67517.67000000 USD 0.00000000 USD 1438000.00000000 USD -19098.07000000 N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389286AA3 285000.00000000 PA USD 158560.58000000 0.017824722997 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 642888.04000000 PA USD 496541.84000000 0.055819174945 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLV5 98770.93000000 PA USD 81217.75000000 0.009130162718 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Chatham Lodging Trust N/A 16208T102 17379.00000000 NS USD 147026.34000000 0.016528091558 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BR1 275000.00000000 PA USD 248849.81000000 0.027974663886 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAE5 140000.00000000 PA USD 134384.70000000 0.015106970802 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.70000000 N N N N N N JP Morgan Mortgage Trust N/A 46644XBD3 55506.02000000 PA USD 55755.80000000 0.006267835867 Long ABS-MBS CORP US N 2 2045-05-25 Variable 6.77719000 N N N N N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 000000000 1073.00000000 NS 858125.42000000 0.096466901850 Long EC CORP FR N 2 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 465000.00000000 PA USD 462005.68000000 0.051936763028 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332CAA7 538928.84000000 PA USD 539250.58000000 0.060620314421 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.82017000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 515000.00000000 PA USD 479351.85000000 0.053886747540 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAG8 175000.00000000 PA USD 175093.33000000 0.019683266205 Long DBT CORP US N 2 2026-11-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKJA9 1835430.05000000 PA USD 1639222.03000000 0.184274544249 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHW3 150000.00000000 PA USD 133283.81000000 0.014983213313 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 445000.00000000 PA USD 437009.27000000 0.049126770253 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 10000.00000000 PA USD 10214.15000000 0.001148232394 Long DBT CORP US N 2 2033-10-28 Fixed 6.12300000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 290000.00000000 PA USD 275269.07000000 0.030944607558 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 91450.00000000 NS USD 10723427.00000000 1.205483203042 Long EC CORP US N 1 N N N American Financial Group Inc/O 549300AFOM7IVKIU1G39 025932104 30532.00000000 NS USD 3966412.12000000 0.445887605427 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505682 627.00000000 NS USD 745503.00000000 0.083806356337 Long EP CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 140000.00000000 PA USD 143072.73000000 0.016083643114 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 250000.00000000 PA USD 216400.00000000 0.024326790786 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91200000 N N N N N N Intertek Group PLC 2138003GAT25WW1RN369 000000000 22535.00000000 NS 1383069.58000000 0.155478947852 Long EC CORP GB N 2 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 000000000 52870.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6MU2 79101.72000000 PA USD 73290.47000000 0.008239010768 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKE1 561177.30000000 PA USD 463404.11000000 0.052093968730 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 215486.00000000 NS USD 8867248.90000000 0.996819356922 Long EC CORP US N 1 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 420000.00000000 PA USD 388342.58000000 0.043655862740 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -14732.38000000 -0.00165615307 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 REPUBLIC OF INDONESIA Indonesia Government International Bond Y Default Event 2028-12-20 0.00000000 USD -5044.08000000 USD 941000.00000000 USD -9688.30000000 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 200000.00000000 PA USD 203457.80000000 0.022871882321 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 21987DAE4 400000.00000000 PA USD 358556.00000000 0.040307378914 Long DBT NUSS PE N 2 2027-09-28 Fixed 2.40000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 40000.00000000 PA USD 38499.72000000 0.004327978899 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N SEI Investments Co 5LJTIFADGZ6XH1RVOC11 784117103 24382.00000000 NS USD 1650905.22000000 0.185587920030 Long EC CORP US N 1 N N N PETSMART INC/PETSMART FI N/A 71677KAB4 505000.00000000 PA USD 483903.02000000 0.054398371202 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 180000.00000000 PA USD 184356.99000000 0.020724648455 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Omniab Inc/old N/A 68218J202 363.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 830000.00000000 PA USD 778857.97000000 0.087555983771 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 21747.00000000 NS USD 390141.18000000 0.043858053895 Long EC CORP US N 1 N N N Western Union Co/The 28ID94QU1140NC23S047 959802109 260392.00000000 NS USD 3333017.60000000 0.374684019599 Long EC CORP US N 1 N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327V2A1 500000.00000000 PA USD 473533.05000000 0.053232622170 Long DBT CORP US N 2 2026-05-20 Fixed 3.40000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 32986.00000000 NS USD 3274520.22000000 0.368107986675 Long EC CORP US N 1 N N N 2024-07-25 Delaware Group Equity Funds V Dan Geatens Dan Geatens Division Director - Head of US Fund Administration