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
AbbVie Inc
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
Fannie Mae REMICS
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
T-Mobile USA Inc
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
Benchmark 2020-B17 Mortgage Trust
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
Chevron Corp
166764100
41942.00000000
NS
USD
6807186.60000000
0.765235694361
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
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
Fannie Mae Pool
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
American Tower Corp
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
Akamai Technologies Inc
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
Akamai Technologies Inc
USD
XXXX
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
13501.00000000
NS
1039752.94000000
0.116884714605
Long
EC
CORP
DE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
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
McKesson Corp
58155Q103
4811.00000000
NS
USD
2740297.49000000
0.308052882304
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
9334.00000000
NS
1837621.96000000
0.206577841796
Long
EC
CORP
FR
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
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
Semtech Corp
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
Semtech Corp
USD
XXXX
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
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
Novo Nordisk A/S
000000000
8350.00000000
NS
1131325.78000000
0.127178953608
Long
EC
CORP
DK
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Southwestern Electric Power Co
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
Carnival Corp
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
Fannie Mae Pool
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
American Electric Power Co Inc
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
Healthpeak Properties Inc
42250P103
3761.00000000
NS
USD
74843.90000000
0.008413640928
Long
EC
CORP
US
N
1
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
3543.00000000
NS
USD
35359.14000000
0.003974927916
Long
EC
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
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
Genesis Energy LP / Genesis Energy Finance Corp
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
Ally Financial Inc
02005N100
54034.00000000
NS
USD
2105704.98000000
0.236714623408
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAC3
200000.00000000
PA
USD
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
Hershey Co/The
427866108
18749.00000000
NS
USD
3709114.67000000
0.416963292876
Long
EC
CORP
US
N
1
N
N
N
TURKIYE GARANTI BANKASI
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
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
AthenaHealth Group Inc
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
Masco Corp
574599106
52684.00000000
NS
USD
3683665.28000000
0.414102377968
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
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
Barclays PLC
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
DuPont de Nemours Inc
26614N102
49777.00000000
NS
USD
4089678.32000000
0.459744680558
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
62237.00000000
NS
USD
2557318.33000000
0.287483123785
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Republic of Poland Government International Bond
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
BANK 2020-BNK25
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
Outfront Media Inc
69007J106
5643.00000000
NS
USD
81541.35000000
0.009166540489
Long
EC
CORP
US
N
1
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
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
United Rentals North America Inc
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
Amadeus IT Group SA
000000000
28625.00000000
NS
2043324.28000000
0.229702043750
Long
EC
CORP
ES
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS REPUBLIC OF INDONESIA
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
Charter Communications Operating LLC / Charter Communications Operating Capital
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
Albania Government International Bond
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
Bank of New York Mellon Corp/The
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
Ford Motor Credit Co LLC
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
DSV A/S
000000000
2716.00000000
NS
418180.73000000
0.047010143851
Long
EC
CORP
DK
N
2
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
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
Uber Technologies Inc
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
Uber Technologies Inc
USD
XXXX
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
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
GS Mortgage Securities Trust 2020-GC47
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
CONMED Corp
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
CONMED Corp
USD
XXXX
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
52400.00000000
NS
USD
3123040.00000000
0.351079208393
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
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
Rexford Industrial Realty Inc
76169C100
4618.00000000
NS
USD
209472.48000000
0.023548027709
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
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
VZ Secured Financing BV
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
AT&T Inc
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
Mid-America Apartment Communities Inc
59522J103
2147.00000000
NS
USD
287075.37000000
0.032271822854
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
34813.00000000
NS
USD
3617418.83000000
0.406655226723
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
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
Vector Group Ltd
92240M108
97835.00000000
NS
USD
1073249.95000000
0.120650309587
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
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
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
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
Ormat Technologies Inc
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
Ormat Technologies Inc
USD
XXXX
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
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
Citizens Financial Group Inc
174610105
114964.00000000
NS
USD
4057079.56000000
0.456080063116
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
27199.00000000
NS
USD
2585264.95000000
0.290624766936
Long
EC
CORP
US
N
1
N
N
N
Orion Office REIT Inc
254900ZBXYX11W8ZL437
Orion Office REIT Inc
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
Interpublic Group of Cos Inc/The
460690100
25688.00000000
NS
USD
805832.56000000
0.090588355340
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
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
Oracle Corp
68389X105
32000.00000000
NS
USD
3750080.00000000
0.421568445429
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
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
Morgan Stanley
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
Esab Corp
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
EQM Midstream Partners LP
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
Freddie Mac Pool
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
Pfizer Inc
717081103
85092.00000000
NS
USD
2438736.72000000
0.274152670839
Long
EC
CORP
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
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
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
51675.00000000
NS
USD
3921099.00000000
0.440793692349
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
17643.00000000
NS
USD
1949375.07000000
0.219140663084
Long
EC
CORP
US
N
1
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2022-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
Vanguard Russell 2000 ETF
92206C664
285615.00000000
NS
USD
23751743.40000000
2.670072516152
Long
EC
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
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
Athene Global Funding
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
Clarios Global LP / Clarios US Finance Co
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
Geopark Ltd
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
Targa Resources Partners LP / Targa Resources Partners Finance Corp
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
Comcast Corp
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
Hutama Karya Persero PT
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
Ionis Pharmaceuticals Inc
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
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
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
United States Treasury Note/Bond
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
CSG Systems International Inc
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
CSG Systems International Inc
USD
XXXX
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
15856.00000000
NS
USD
813729.92000000
0.091476143808
Long
EP
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
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
Aon Corp / Aon Global Holdings PLC
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
Aviation Capital Group LLC
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
Community Healthcare Trust Inc
20369C106
225.00000000
NS
USD
5278.50000000
0.000593387084
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
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
CCO Holdings LLC / CCO Holdings Capital Corp
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
Fannie Mae Pool
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
Fannie Mae Pool
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
CDS FEDERATIVE REPUBLIC OF BRAZIL
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
Iron Mountain Inc
46284V101
7456.00000000
NS
USD
601624.64000000
0.067632147638
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
AT&T Inc
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
Allstate Corp/The
020002101
23201.00000000
NS
USD
3886631.52000000
0.436919001152
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R08
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
Pluxee NV
000000000
16099.00000000
NS
502211.32000000
0.056456514380
Long
EC
CORP
FR
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Scientific Games Holdings LP/Scientific Games US FinCo Inc
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
NCR Voyix Corp
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
Fannie Mae Pool
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
Amgen Inc
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
Colombia Government International Bond
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
Southern California Edison Co
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
Sun Communities Inc
866674104
1829.00000000
NS
USD
215803.71000000
0.024259758336
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
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
Civitas Resources Inc
17888H103
42984.00000000
NS
USD
3161903.04000000
0.355448030220
Long
EC
CORP
US
N
1
N
N
N
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
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
Lantheus Holdings Inc
USD
XXXX
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
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
Fannie Mae Pool
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
Goldman Sachs Financial Square Government Fund
38141W273
8052048.00000000
NS
USD
8052048.00000000
0.905177851641
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Sodexo SA
000000000
16861.00000000
NS
1570402.71000000
0.176538161626
Long
EC
CORP
FR
N
2
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
24901.00000000
NS
USD
3589230.14000000
0.403486371066
Long
EC
CORP
US
N
1
N
N
N
SC HIXSON LLC PP
N/A
SC HIXSON LLC PP
000000000
7200000.00000000
NS
USD
10092240.00000000
1.134527777460
Long
EC
CORP
US
Y
3
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
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
JPMorgan Chase & Co
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
Ameriprise Financial Inc
03076C106
9715.00000000
NS
USD
4241666.15000000
0.476830522251
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
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
State Street Corp
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
HP Inc
40434L105
132341.00000000
NS
USD
4830446.50000000
0.543018768062
Long
EC
CORP
US
N
1
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
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
SVB Financial Group
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
Allison Transmission Inc
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
CDW LLC / CDW Finance Corp
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
Fannie Mae Pool
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
Benin Government International Bond
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
Ginnie Mae I Pool
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
Hilcorp Energy I LP / Hilcorp Finance Co
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
Fannie Mae Pool
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
Rumo Luxembourg Sarl
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
Apple Hospitality REIT Inc
03784Y200
13691.00000000
NS
USD
197698.04000000
0.022224393982
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
Cal-Maine Foods Inc
128030202
57923.00000000
NS
USD
3572111.41000000
0.401561954415
Long
EC
CORP
US
N
1
N
N
N
Venture CDO Ltd
5493005OM8P21GK6YE73
Venture 42 CLO Ltd
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
Duke Energy Corp
26441C204
40100.00000000
NS
USD
4153157.00000000
0.466880690575
Long
EC
CORP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
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
PacifiCorp
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
CommScope Technologies LLC
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
Sociedad Quimica y Minera de Chile SA
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
Ivory Coast Government International Bond
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
Gabon Government International Bond
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
Fannie Mae Pool
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
Kinder Morgan Inc
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
Morgan Stanley
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
Freddie Mac Pool
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
Publicis Groupe SA
000000000
8773.00000000
NS
985426.26000000
0.110777534482
Long
EC
CORP
FR
N
2
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
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
Genesis Energy LP / Genesis Energy Finance Corp
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
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
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
Seagate HDD Cayman
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
Bank of America Corp
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
Teledyne Technologies Inc
879360105
9622.00000000
NS
USD
3819452.90000000
0.429367059221
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
PulteGroup Inc
745867101
35687.00000000
NS
USD
4186798.84000000
0.470662566746
Long
EC
CORP
US
N
1
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG US CLO 2014-1 Ltd
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
Algonquin Power & Utilities Corp
015857873
17549.00000000
NS
USD
373442.72000000
0.041980882255
Long
EP
CORP
CA
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Iron Mountain Inc
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
United States Treasury Note/Bond
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
Energy Transfer LP
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
JP Morgan Mortgage Trust 2014-2
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
Fannie Mae Pool
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
Ivanhoe Mines Ltd
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
Ivanhoe Mines Ltd
CAD
XXXX
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
5688.00000000
NS
1440602.77000000
0.161946590534
Long
EC
CORP
DE
N
2
N
N
N
Toyota Auto Loan Extended Note
549300VJ12IVOF78MZ11
Toyota Auto Loan Extended Note Trust 2022-1
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
Bank Gospodarstwa Krajowego
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
SVB Financial Group
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
Caesars Entertainment Inc
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
CareTrust REIT Inc
14174T107
5272.00000000
NS
USD
134805.04000000
0.015154223682
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
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
US Bancorp
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
Fannie Mae Pool
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
NOVA Chemicals Corp
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
Signal Peak CLO 5 Ltd
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
Liberty Latin America Ltd
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
Liberty Latin America Ltd
USD
XXXX
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
29554.00000000
NS
USD
6030493.70000000
0.677923098781
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
45573.00000000
NS
2495717.75000000
0.280558241983
Long
EC
CORP
GB
N
2
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
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
United States Treasury Note/Bond
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
Block Inc
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
Frontier Communications Holdings LLC
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
QazaqGaz NC JSC
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
Ford Motor Credit Co LLC
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
SITE Centers Corp
82981J109
9283.00000000
NS
USD
133860.86000000
0.015048082881
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
61001.00000000
NS
USD
4414642.37000000
0.496275791729
Long
EC
CORP
US
N
1
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
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
Victra Holdings LLC / Victra Finance Corp
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
Oracle Corp
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
Kodiak Gas Services LLC
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
Fannie Mae Pool
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
Aon Corp / Aon Global Holdings PLC
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
Equity Residential
29476L107
67209.00000000
NS
USD
4370601.27000000
0.491324873865
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
18351.00000000
NS
1947888.09000000
0.218973502957
Long
EC
CORP
CH
N
2
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
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
American International Group Inc
026874784
51200.00000000
NS
USD
4035584.00000000
0.453663621383
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
36509.00000000
NS
USD
5886711.16000000
0.661759661770
Long
EC
CORP
US
N
1
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
47053.00000000
NS
832001.47000000
0.093530155704
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Paraguay Government International Bond
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
Cheniere Energy Partners LP
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
Nabors Industries Inc
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
Nabors Industries Ltd
USD
XXXX
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
8052048.00000000
NS
USD
8052048.00000000
0.905177851641
Long
STIV
RF
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
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
LYB International Finance III LLC
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
Freddie Mac Pool
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
Cemex SAB de CV
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
Pacific Gas and Electric Co
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
Fannie Mae Pool
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
Bath & Body Works Inc
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
Entergy Louisiana LLC
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
Johnson & Johnson
478160104
23800.00000000
NS
USD
3490746.00000000
0.392415192371
Long
EC
CORP
US
N
1
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
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
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
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
Ross Stores Inc
778296103
28149.00000000
NS
USD
3934104.24000000
0.442255687508
Long
EC
CORP
US
N
1
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
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
Bermuda Government International Bond
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
Bunge Ltd Finance Corp
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
Cheesecake Factory Inc/The
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
Cheesecake Factory Inc/The
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Air Lease Corp
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
Roller Bearing Co of America Inc
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
KeyCorp
493267108
282499.00000000
NS
USD
4059510.63000000
0.456353353926
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
3150.00000000
NS
USD
456025.50000000
0.051264495987
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
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
Staples Inc
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
South Carolina Public Service Authority
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
Cedar Funding IX CLO Ltd
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
Allison Transmission Inc
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
BP Capital Markets America Inc
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
Chegg Inc
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
Chegg Inc
USD
XXXX
N
N
N
FIPT 07-B JPM CLASS B
N/A
Fixed Income Pass-Through Trust 2007-C
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
Jefferies Financial Group Inc
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
United States Treasury Note/Bond
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
Fannie Mae Pool
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
Essential Properties Realty Trust Inc
29670E107
6404.00000000
NS
USD
171499.12000000
0.019279220019
Long
EC
CORP
US
N
1
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
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
AMC Networks Inc
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
Nevada Power Co
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
Fannie Mae Pool
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
Travelers Cos Inc/The
89417E109
18412.00000000
NS
USD
3971468.40000000
0.446456011461
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
13769.00000000
NS
USD
2395255.24000000
0.269264663136
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
38035.00000000
NS
USD
3773072.00000000
0.424153110742
Long
EC
CORP
US
N
1
N
N
N
TAV HAVALIMANLARI HOLDIN
789000PBM9TT5D88M597
TAV Havalimanlari Holding AS
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
Pacific Gas and Electric Co
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
GreatAmerica Leasing Receivables Funding LLC Series 2024-1
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
KLA Corp
482480100
6547.00000000
NS
USD
4972642.91000000
0.559003898915
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
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
US Bancorp
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
Dominican Republic International Bond
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
VICI Properties Inc
925652109
26105.00000000
NS
USD
749474.55000000
0.084252821521
Long
EC
CORP
US
N
1
N
N
N
SPIRIT MTA REIT
N/A
SPIRIT MTA REIT
000000000
677.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
US TREASURY LONG BOND
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
Banco Industrial SA/Guatemala
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
Oglethorpe Power Corp
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
Charter Communications Operating LLC / Charter Communications Operating Capital
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
GS Mortgage Securities Trust 2019-GC42
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
Piedmont Office Realty Trust Inc
720190206
15527.00000000
NS
USD
113191.83000000
0.012724556225
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS REPUBLIC OF SOUTH AFRICA
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
White Cap Parent LLC
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
InterDigital Inc
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
InterDigital Inc
USD
XXXX
N
N
N
ENN ENERGY HOLDINGS LTD
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
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
Bath & Body Works Inc
070830104
77977.00000000
NS
USD
4050125.38000000
0.455298303033
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
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
Bank of America Corp
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
Coherus Biosciences Inc
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
Coherus Biosciences Inc
USD
XXXX
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
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
United States Treasury Note/Bond
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
Freddie Mac Pool
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
Welltower Inc
95040Q104
11365.00000000
NS
USD
1178209.55000000
0.132449432647
Long
EC
CORP
US
N
1
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
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
Trafigura Securitisation Finance PLC 2021-1
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
Brixmor Property Group Inc
11120U105
19700.00000000
NS
USD
443447.00000000
0.049850473168
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
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
USI Inc/NY
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
Park Hotels & Resorts Inc
700517105
7860.00000000
NS
USD
124659.60000000
0.014013715382
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
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
Cantor Commercial Real Estate Lending 2019-CF2
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
iShares MSCI China ETF
46429B671
156065.00000000
NS
USD
6838768.30000000
0.768785978134
Long
EC
RF
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
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
Deutsche Bank AG/New York NY
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
Post Holdings Inc
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
Post Holdings Inc
USD
XXXX
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
27000.00000000
NS
USD
3184650.00000000
0.358005149153
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
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
SRS Distribution Inc
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
Enterprise Products Operating LLC
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
Tenet Healthcare Corp
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
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
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
Clydesdale Acquisition Holdings Inc
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
Freddie Mac Pool
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
Smith & Nephew PLC
000000000
151946.00000000
NS
1922653.17000000
0.216136697877
Long
EC
CORP
GB
N
2
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
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
Fannie Mae Pool
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
Block Inc
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
Block Inc
USD
XXXX
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
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
US 5 YEAR TREASURY NOTE
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
Freddie Mac Pool
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
North Macedonia Government International Bond
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
Towd Point Mortgage Trust 2018-1
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
Freddie Mac Pool
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
HCA Inc
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
Republic of South Africa Government International Bond
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
Bombardier Inc
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
Kao Corp
000000000
33300.00000000
NS
1458562.24000000
0.163965519689
Long
EC
CORP
JP
N
2
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
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
MHP Lux SA
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
Meta Platforms Inc
30303M102
12384.00000000
NS
USD
5781222.72000000
0.649901088710
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
3111.00000000
NS
USD
319344.15000000
0.035899345313
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
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
MAF Global Securities Ltd
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
Simon Property Group Inc
828806109
5640.00000000
NS
USD
853388.40000000
0.095934385702
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
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
CP Atlas Buyer Inc
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
Ginnie Mae II Pool
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
iShares MSCI Emerging Markets Asia ETF
464286426
109450.00000000
NS
USD
7707469.00000000
0.866441709116
Long
EC
RF
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
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
iShares Core MSCI Europe ETF
46434V738
149420.00000000
NS
USD
8965200.00000000
1.007830613470
Long
EC
RF
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
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
Integra LifeSciences Holdings Corp
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
Integra LifeSciences Holdings Corp
USD
XXXX
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
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
COMM 2014-CCRE20 Mortgage Trust
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
Jones Deslauriers Insurance Management Inc
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
Olin Corp
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
Genesee & Wyoming Inc
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
Cencora Inc
03073E105
17216.00000000
NS
USD
3900629.12000000
0.438492553309
Long
EC
CORP
US
N
1
N
N
N
CMG MEDIA CORPORATION
N/A
CMG Media Corp
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
Alexandria Real Estate Equities Inc
015271109
3665.00000000
NS
USD
436135.00000000
0.049028488444
Long
EC
CORP
US
N
1
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
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
Morgan Stanley
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
Vistra Operations Co LLC
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
Pacific Gas and Electric Co
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
Enterprise Products Operating LLC
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
EQM Midstream Partners LP
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
FMG Resources August 2006 Pty Ltd
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
USA Compression Partners LP / USA Compression Finance Corp
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
Jazz Investments I Ltd
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
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Wand NewCo 3 Inc
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
NVIDIA Corp
67066G104
22145.00000000
NS
USD
24278227.85000000
2.729257715169
Long
EC
CORP
US
N
1
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
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
Fannie Mae Pool
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
Marvell Technology Inc
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
Cleveland-Cliffs Inc
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
Swatch Group AG/The
000000000
2785.00000000
NS
596570.49000000
0.067063981050
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Broadcom Inc
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
RBC Bearings Inc
75524B203
8019.00000000
NS
USD
1064361.87000000
0.119651148484
Long
EP
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
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
JPMBB Commercial Mortgage Securities Trust 2015-C33
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
Fidelity Government Portfolio
316175108
8052048.00000000
NS
USD
8052048.00000000
0.905177851641
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Air Lease Corp
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
Essity AB
000000000
58010.00000000
NS
1490414.59000000
0.167546228814
Long
EC
CORP
SE
N
2
N
N
N
SIGA Technologies Inc
N/A
SIGA Technologies Inc
826917106
149771.00000000
NS
USD
1120287.08000000
0.125938028722
Long
EC
CORP
US
N
1
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
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
Citibank NA
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
Morgan Stanley
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
Home Depot Inc/The
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
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
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
Tennessee Gas Pipeline Co LLC
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
Frontier Communications Holdings LLC
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
Fannie Mae Pool
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
KeyBank NA/Cleveland OH
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
Lam Research Corp
512807108
5356.00000000
NS
USD
4994148.64000000
0.561421483917
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
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
Fannie Mae Pool
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
Asahi Group Holdings Ltd
000000000
11400.00000000
NS
418225.39000000
0.047015164343
Long
EC
CORP
JP
N
2
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
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
Cable One Inc
USD
XXXX
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
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
BlackRock Inc
09247X101
5967.00000000
NS
USD
4606703.01000000
0.517866452577
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
28422.00000000
NS
USD
3436219.80000000
0.386285583038
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
1540.00000000
NS
USD
400076.60000000
0.044974952618
Long
EC
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
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
Entergy Arkansas LLC
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
Royal Caribbean Cruises Ltd
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
Domino's Pizza Master Issuer LLC
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
United States Treasury Note/Bond
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
SAP SE
000000000
9468.00000000
NS
1726570.61000000
0.194093909458
Long
EC
CORP
DE
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
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
Development Bank of Kazakhstan JSC
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
Toyota Auto Receivables 2024-A Owner Trust
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
Sable International Finance Ltd
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
Zebra Technologies Corp
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
Sirius XM Radio Inc
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
Global Payments Inc
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
Global Payments Inc
USD
XXXX
N
N
N
Ryman Hospitality Properties I
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
3273.00000000
NS
USD
343894.11000000
0.038659150030
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBE4
350000.00000000
PA
USD
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
Freddie Mac Multifamily Structured Pass Through Certificates
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
Mauser Packaging Solutions Holding Co
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
Verizon Communications Inc
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
Lowe's Cos Inc
548661107
16400.00000000
NS
USD
3629156.00000000
0.407974670711
Long
EC
CORP
US
N
1
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
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
Vistra Operations Co LLC
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
Berkshire Hathaway Energy Co
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
Entegris Inc
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
Fannie Mae Pool
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
VICI Properties LP
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
New Jersey Turnpike Authority
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
Equinix Inc
29444U700
1915.00000000
NS
USD
1461106.70000000
0.164251557333
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
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
Freddie Mac Pool
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
BANK 2017-BNK5
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
Hilcorp Energy I LP / Hilcorp Finance Co
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
Dow Inc
260557103
63561.00000000
NS
USD
3663020.43000000
0.411781569526
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
3139.00000000
NS
USD
197035.03000000
0.022149861147
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
NetApp Inc
64110D104
39107.00000000
NS
USD
4709656.01000000
0.529440001984
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Integer Holdings Corp
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
Integer Holdings Corp
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Wolfspeed Inc
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
Wolfspeed Inc
USD
XXXX
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
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
3M Co
88579Y101
17315.00000000
NS
USD
1733924.10000000
0.194920558315
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
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
Bermuda Government International Bond
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
Accenture PLC
000000000
7767.00000000
NS
USD
2192546.43000000
0.246476979164
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Charter Communications Operating LLC / Charter Communications Operating Capital
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
Fannie Mae Pool
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
BP Capital Markets America Inc
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
Murphy Oil USA Inc
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
Mexico Government International Bond
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
Asbury Automotive Group Inc
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
Comcast Corp
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
Dominican Republic International Bond
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
Motorola Solutions Inc
620076307
10933.00000000
NS
USD
3989561.03000000
0.448489909911
Long
EC
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
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
EOG Resources Inc
26875P101
17923.00000000
NS
USD
2232309.65000000
0.250946995495
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
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
Argentine Republic Government International Bond
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
Baxter International Inc
071813109
92600.00000000
NS
USD
3156734.00000000
0.354866948175
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2015-4
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
NGL Energy Operating LLC / NGL Energy Finance Corp
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
KeyBank NA/Cleveland OH
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
Benchmark 2021-B25 Mortgage Trust
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
Paychex Inc
704326107
33696.00000000
NS
USD
4048911.36000000
0.455161827938
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
586.00000000
NS
USD
14368.72000000
0.001615271928
Long
EC
CORP
US
N
1
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
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
Truist Bank
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
Fiesta Purchaser Inc
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
Fannie Mae Pool
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
WisdomTree Inc
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
WisdomTree Inc
USD
XXXX
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
10982.00000000
NS
USD
3784616.84000000
0.425450933789
Long
EC
CORP
US
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
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
Panther Escrow Issuer LLC
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
Olympus Water US Holding Corp
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
Occidental Petroleum Corp
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
KeyCorp
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
Innovative Industrial Properties Inc
45781V101
463.00000000
NS
USD
49902.14000000
0.005609791680
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
2619.00000000
NS
USD
159130.44000000
0.017888784295
Long
EC
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
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
Wells Fargo & Co
949746804
615.00000000
NS
USD
716598.00000000
0.080556976079
Long
EP
CORP
US
N
1
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
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
Makita Corp
000000000
47200.00000000
NS
1391764.84000000
0.156456432929
Long
EC
CORP
JP
N
2
N
N
N
Park Avenue Institutional Advi
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-1
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
Infraestructura Energetica Nova SAPI de CV
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
Nabors Industries Ltd
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
Fannie Mae Pool
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
UKG Inc
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
Angolan Government International Bond
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
Gray Television Inc
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
Bank of America Corp
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
Public Storage
74460D109
3063.00000000
NS
USD
838741.29000000
0.094287818324
Long
EC
CORP
US
N
1
N
N
N
VERINT SYSTEMS INC
549300KEQJS5FRVUCO94
Verint Systems Inc
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
Verint Systems Inc
USD
XXXX
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
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
Northrop Grumman Corp
666807102
8250.00000000
NS
USD
3718852.50000000
0.418057979351
Long
EC
CORP
US
N
1
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
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
AvalonBay Communities Inc
053484101
2712.00000000
NS
USD
522548.16000000
0.058742697615
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
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
Fannie Mae Pool
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
Cheplapharm Arzneimittel GmbH
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
Jefferies Financial Group Inc
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
Amgen Inc
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
Philip Morris International Inc
718172109
50879.00000000
NS
USD
5158113.02000000
0.579853679705
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
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
Ginnie Mae II Pool
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
Coterra Energy Inc
127097103
101430.00000000
NS
USD
2892783.60000000
0.325194738569
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Microsoft Corp
594918104
59501.00000000
NS
USD
24700650.13000000
2.776744676486
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Banque Ouest Africaine de Developpement
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
CCO Holdings LLC / CCO Holdings Capital Corp
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
Fannie Mae Pool
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
Light & Wonder International Inc
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
GFL Environmental Inc
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
US Bancorp
902973304
92500.00000000
NS
USD
3750875.00000000
0.421657816033
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
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
Dover Corp
260003108
22127.00000000
NS
USD
4067385.14000000
0.457238573692
Long
EC
CORP
US
N
1
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
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
Boston Properties Inc
101121101
1632.00000000
NS
USD
99013.44000000
0.011130680406
Long
EC
CORP
US
N
1
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
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
Charter Communications Operating LLC / Charter Communications Operating Capital
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
Frontier Communications Holdings LLC
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
Freddie Mac Pool
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
AT&T Inc
00206R102
109716.00000000
NS
USD
1999025.52000000
0.224722160817
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
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
Calpine Corp
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
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
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
Republic of South Africa Government International Bond
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
APA Corp
03743Q108
69440.00000000
NS
USD
2120003.20000000
0.238321970019
Long
EC
CORP
US
N
1
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
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
JP Morgan Trust 2015-6
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
Fannie Mae Pool
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
JP Morgan Mortgage Trust 2014-2
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
PFS Financing Corp
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
PacifiCorp
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
NextEra Energy Capital Holdings Inc
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
USD/INR FORWARD
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
eBay Inc
278642103
33537.00000000
NS
USD
1818376.14000000
0.204414306506
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
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
NuStar Logistics LP
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
Fannie Mae Pool
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
EPR Properties
26884U109
2607.00000000
NS
USD
106991.28000000
0.012027516102
Long
EC
CORP
US
N
1
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
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
Fifth Third Bancorp
316773100
61612.00000000
NS
USD
2305521.04000000
0.259177116418
Long
EC
CORP
US
N
1
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd
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
Freddie Mac Pool
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
Gilead Sciences Inc
375558103
49449.00000000
NS
USD
3178087.23000000
0.357267389759
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
7099.00000000
NS
USD
255847.96000000
0.028761366894
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Ivory Coast Government International Bond
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
Prime Security Services Borrower LLC / Prime Finance Inc
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
Freddie Mac Pool
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
United States Treasury Note/Bond
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
Babcock International Group PLC
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
Duke Energy Carolinas LLC
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
Synchrony Financial
87165B103
90524.00000000
NS
USD
3964951.20000000
0.445723374857
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
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
Fannie Mae Pool
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
JPMorgan Chase & Co
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
Carnival Corp
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
Fannie Mae Pool
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
JPMorgan Chase & Co
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
Grace Trust 2020-GRCE
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
Deutsche Bank AG/New York NY
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
Broadcom Inc
11135F101
6103.00000000
NS
USD
8108140.65000000
0.911483554788
Long
EC
CORP
US
N
1
N
N
N
PACIRA PHARMACEUTICALS
N/A
Pacira BioSciences Inc
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
Pacira BioSciences Inc
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Diamondback Energy Inc
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
CSC Holdings LLC
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
Consolidated Communications Inc
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
Garrett Motion Holdings Inc / Garrett LX I Sarl
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
Bunge Ltd Finance Corp
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
Murphy Oil Corp
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
Government National Mortgage Association
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
Plymouth Industrial REIT Inc
729640102
1587.00000000
NS
USD
33104.82000000
0.003721506608
Long
EC
CORP
US
N
1
N
N
N
Retail Opportunity Investments
N/A
Retail Opportunity Investments Corp
76131N101
5040.00000000
NS
USD
63100.80000000
0.007093530314
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Marathon Petroleum Corp
56585A102
22426.00000000
NS
USD
3960655.86000000
0.445240510543
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
2926.00000000
NS
USD
1376214.84000000
0.154708366401
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Fannie Mae Pool
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
Best Buy Co Inc
086516101
47927.00000000
NS
USD
4065168.14000000
0.456989347744
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
8129.00000000
NS
USD
343937.99000000
0.038664082837
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
52031.00000000
NS
USD
3838847.18000000
0.431547283768
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
21056.00000000
NS
USD
1689112.32000000
0.189883003802
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
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
Apollo Global Management Inc
03769M304
17749.00000000
NS
USD
1152265.08000000
0.129532862898
Long
EP
CORP
US
N
1
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
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
Fidelity National Financial Inc
31620R303
49461.00000000
NS
USD
2490855.96000000
0.280011699709
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
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
Ford Motor Co
USD
XXXX
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
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
Bombardier Inc
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
United States Treasury Note/Bond
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
Liberty Broadband Corp
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
Charter Communications Inc
USD
XXXX
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
18300.00000000
NS
504252.37000000
0.056685960759
Long
EC
CORP
JP
N
2
N
N
N
Nissan Master Owner Trust Rece
N/A
Nissan Master Owner Trust Receivables
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
Freddie Mac Gold Pool
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
Acushnet Co
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
Seven & i Holdings Co Ltd
000000000
35400.00000000
NS
456899.03000000
0.051362694607
Long
EC
CORP
JP
N
2
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
14586.00000000
NS
USD
773933.16000000
0.087002357050
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
52250.00000000
NS
USD
3456337.50000000
0.388547131462
Long
EC
CORP
US
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
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
Paraguay Government International Bond
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
CDW LLC / CDW Finance Corp
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
BANK 2022-BNK40
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
JP Morgan Trust 2015-6
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
Entergy Mississippi LLC
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
Morgan Stanley
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
Calpine Corp
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
Freddie Mac Pool
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
CCO Holdings LLC / CCO Holdings Capital Corp
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
BANK 2019-BNK20
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
Tenet Healthcare Corp
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
Freddie Mac Pool
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
Appalachian Power Co
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
Connect Finco SARL / Connect US Finco LLC
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
EUR/USD FORWARD
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
Campbell Soup Co
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
US Bancorp
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
Ventas Inc
92276F100
4461.00000000
NS
USD
224209.86000000
0.025204742866
Long
EC
CORP
US
N
1
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
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
Fannie Mae Pool
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
White Cap Buyer LLC
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
JP Morgan Mortgage Trust 2015-4
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
BBVA Bancomer SA/Texas
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
Civitas Resources Inc
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
Broadcom Inc
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
United States Treasury Note/Bond
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
Standard Industries Inc/NJ
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
Morgan Stanley Residential Mortgage Loan Trust 2021-4
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
Six Flags Entertainment Corp / Six Flags Theme Parks Inc
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
Broadstone Net Lease Inc
11135E203
3379.00000000
NS
USD
51867.65000000
0.005830746165
Long
EC
CORP
US
N
1
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone Oyj
000000000
21006.00000000
NS
1071707.17000000
0.120476876656
Long
EC
CORP
FI
N
2
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
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
NBK SPC Ltd
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
FirstEnergy Corp
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
FirstEnergy Corp
USD
XXXX
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
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
Cisco Systems Inc
17275R102
163485.00000000
NS
USD
7602052.50000000
0.854591223253
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
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
CSC Holdings LLC
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
Vital Energy Inc
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
Weatherford International Ltd
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
Sequoia Mortgage Trust 2015-1
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
Elevance Health Inc
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
Freddie Mac Pool
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
Fannie Mae Pool
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
TJX Cos Inc/The
872540109
89148.00000000
NS
USD
9191158.80000000
1.033231964920
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
18855.00000000
NS
1706952.01000000
0.191888467786
Long
EP
CORP
DE
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
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
USA Compression Partners LP / USA Compression Finance Corp
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
CFCRE Commercial Mortgage Trust 2016-C7
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
Vmed O2 UK Financing I PLC
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
Energy Transfer LP
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
NuStar Logistics LP
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
Air Lease Corp
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
Perusahaan Penerbit SBSN Indonesia III
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
Diageo PLC
000000000
68113.00000000
NS
2293186.58000000
0.257790527564
Long
EC
CORP
GB
N
2
N
N
N
iShares Latin America 40 ETF
549300LU9LZBB8WGN795
iShares Latin America 40 ETF
464287390
166102.00000000
NS
USD
4494720.12000000
0.505277800374
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
El Paso Energy Capital Trust I
283678209
21253.00000000
NS
USD
1009517.50000000
0.113485771799
Long
EP
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
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
Phillips Edison & Co Inc
71844V201
1288.00000000
NS
USD
41138.72000000
0.004624644337
Long
EC
CORP
US
N
1
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
8052048.00000000
NS
USD
8052048.00000000
0.905177851641
Long
STIV
RF
US
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
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
Xenia Hotels & Resorts Inc
984017103
789.00000000
NS
USD
11432.61000000
0.001285206615
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
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
Fannie Mae Pool
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
Blackstone Inc
09260D107
24187.00000000
NS
USD
2914533.50000000
0.327639772150
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
122498.00000000
NS
USD
3660240.24000000
0.411469032093
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
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
DaVita Inc
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
10 YEAR US TREASURY NOTE
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
Securitas AB
000000000
199255.00000000
NS
2050588.96000000
0.230518708956
Long
EC
CORP
SE
N
2
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
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
Hilcorp Energy I LP / Hilcorp Finance Co
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
CK Hutchison International 23 Ltd
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
Corebridge Financial Inc
21871X109
143806.00000000
NS
USD
4194821.02000000
0.471564386961
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
26153.00000000
NS
1650035.11000000
0.185490105871
Long
EC
CORP
BE
N
2
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
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
Fannie Mae Pool
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
Applied Materials Inc
038222105
18597.00000000
NS
USD
3999842.76000000
0.449645739369
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
529900ZTXRUUVE8G8W08
Freddie Mac STACR REMIC Trust 2023-HQA3
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
Danimer Scientific Inc
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
Danimer Scientific Inc
USD
XXXX
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
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
Koninklijke Ahold Delhaize NV
000000000
86890.00000000
NS
2694724.19000000
0.302929720869
Long
EC
CORP
NL
N
2
N
N
N
Diamond Infrastructure Funding
N/A
Diamond Infrastructure Funding LLC
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
Athene Holding Ltd
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
Royalty Pharma PLC
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
Danone SA
000000000
28905.00000000
NS
1864080.91000000
0.209552247254
Long
EC
CORP
FR
N
2
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
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
Duke Energy Corp
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
Duke Energy Corp
USD
XXXX
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2518.00000000
NS
USD
1247341.66000000
0.140220977825
Long
EC
CORP
US
N
1
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
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
Royal Caribbean Cruises Ltd
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
Duke Energy Carolinas LLC
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
Digital Realty Trust Inc
253868103
4065.00000000
NS
USD
590807.10000000
0.066416084642
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
4172.00000000
NS
USD
256160.80000000
0.028796535070
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
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
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
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
AT&T Inc
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
Principal Financial Group Inc
74251V102
49970.00000000
NS
USD
4099538.80000000
0.460853154837
Long
EC
CORP
US
N
1
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
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
Kite Realty Group Trust
49803T300
5226.00000000
NS
USD
114553.92000000
0.012877676735
Long
EC
CORP
US
N
1
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
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
Boeing Co/The
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
Bombardier Inc
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
DaVita Inc
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
Metinvest BV
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
Diamondback Energy Inc
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
BP Capital Markets PLC
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
Aptiv PLC
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
Chase Issuance Trust
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
Serbia International Bond
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
Bank of America Corp
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
Lamar Advertising Co
512816109
1335.00000000
NS
USD
157676.85000000
0.017725377734
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-3BP Mortgage Trust
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
Bank of New York Mellon Corp/The
064058100
64426.00000000
NS
USD
3840433.86000000
0.431725651755
Long
EC
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
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
Freddie Mac Pool
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
Apple Inc
037833100
113281.00000000
NS
USD
21778272.25000000
2.448223071659
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
16677.00000000
NS
USD
580192.83000000
0.065222872416
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Tanger Inc
875465106
5694.00000000
NS
USD
158008.50000000
0.017762660452
Long
EC
CORP
US
N
1
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
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
Airbnb Inc
USD
XXXX
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
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
Robert Half Inc
770323103
41956.00000000
NS
USD
2694833.88000000
0.302942051764
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Enterprise Fleet Financing 2022-2 LLC
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
Fannie Mae Pool
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
Chefs' Warehouse Inc/The
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
Chefs' Warehouse Inc/The
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Freddie Mac Pool
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
Mauser Packaging Solutions Holding Co
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
Merck & Co Inc
58933Y105
78367.00000000
NS
USD
9838193.18000000
1.105968887257
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Omniab Inc/old
68218J301
363.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
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
Altice France SA
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
Fannie Mae Pool
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
Kimco Realty Corp
49446R109
17736.00000000
NS
USD
343368.96000000
0.038600114844
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
13250.00000000
NS
USD
2085417.50000000
0.234433989020
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
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
Georgian Railway JSC
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
Jones Deslauriers Insurance Management Inc
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
PG&E Corp
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
PG&E Corp
USD
XXXX
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
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
Freddie Mac Pool
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
Monolithic Power Systems Inc
609839105
5610.00000000
NS
USD
4126884.30000000
0.463927222570
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
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
Transocean Inc
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
Dexcom Inc
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
Dexcom Inc
USD
XXXX
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
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
Sunstone Hotel Investors Inc
867892101
3210.00000000
NS
USD
32998.80000000
0.003709588279
Long
EC
CORP
US
N
1
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
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
Kering SA
000000000
2004.00000000
NS
692813.53000000
0.077883224575
Long
EC
CORP
FR
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
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
Fannie Mae Pool
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
Duke Energy Corp
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
Repay Holdings Corp
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
Repay Holdings Corp
USD
XXXX
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
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
Bank of Montreal
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
Fannie Mae Pool
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
Goldman Sachs Group Inc/The
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
Nigeria Government International Bond
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
Roche Holding AG
000000000
6566.00000000
NS
1676410.85000000
0.188455157206
Long
EC
CORP
CH
N
2
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681113
11880.00000000
NS
USD
686426.40000000
0.077165209902
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
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
Grifols SA
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
State Street Corp
857477103
29819.00000000
NS
USD
2254018.21000000
0.253387381804
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Legacy LifePoint Health LLC
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
Raizen Fuels Finance SA
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
Caesars Entertainment Inc
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
Terreno Realty Corp
88146M101
1211.00000000
NS
USD
68518.38000000
0.007702552196
Long
EC
CORP
US
N
1
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
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
JP Morgan Mortgage Trust 2021-10
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
Chile Government International Bond
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
Honeywell International Inc
438516106
20235.00000000
NS
USD
4091314.65000000
0.459928629992
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
32020.00000000
NS
USD
4468711.20000000
0.502353985423
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
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
Broadcom Inc
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
Fannie Mae Pool
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
Cousins Properties Inc
222795502
8791.00000000
NS
USD
203335.83000000
0.022858170959
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK21
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
Freddie Mac Pool
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
Truist Financial Corp
89832Q109
103200.00000000
NS
USD
3895800.00000000
0.437949683661
Long
EC
CORP
US
N
1
N
N
N
Westpac Securitisation Trust
N/A
Series 2019-1 WST Trust
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
New York Life Global Funding
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
Altria Group Inc
02209S103
107467.00000000
NS
USD
4970348.75000000
0.558745998959
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
10253.00000000
NS
USD
460359.70000000
0.051751728781
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CDS REPUBLIC OF SOUTH AFRICA
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
Gray Television Inc
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
Freddie Mac Pool
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
Freddie Mac Pool
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
Chatham Lodging Trust
16208T102
17379.00000000
NS
USD
147026.34000000
0.016528091558
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
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
Ford Credit Auto Owner Trust 2021-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
JP Morgan Trust 2015-5
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
LVMH Moet Hennessy Louis Vuitton SE
000000000
1073.00000000
NS
858125.42000000
0.096466901850
Long
EC
CORP
FR
N
2
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
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
Venture 34 CLO Ltd
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
GS Mortgage Securities Trust 2017-GS6
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
Ascent Resources Utica Holdings LLC / ARU Finance Corp
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
Fannie Mae Pool
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
US Bancorp
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
Energy Transfer LP
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
Truist Financial Corp
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
Cloud Software Group Inc
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
Exxon Mobil Corp
30231G102
91450.00000000
NS
USD
10723427.00000000
1.205483203042
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
30532.00000000
NS
USD
3966412.12000000
0.445887605427
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
627.00000000
NS
USD
745503.00000000
0.083806356337
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
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
CD 2019-CD8 Mortgage Trust
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
Intertek Group PLC
000000000
22535.00000000
NS
1383069.58000000
0.155478947852
Long
EC
CORP
GB
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
52870.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
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
Fannie Mae Pool
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
Verizon Communications Inc
92343V104
215486.00000000
NS
USD
8867248.90000000
0.996819356922
Long
EC
CORP
US
N
1
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
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
CDS REPUBLIC OF INDONESIA
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
Vistra Corp
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
Corp Financiera de Desarrollo SA
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
Southwestern Energy Co
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
SEI Investments Co
784117103
24382.00000000
NS
USD
1650905.22000000
0.185587920030
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
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
T-Mobile USA Inc
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
Omniab Inc/old
68218J202
363.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
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
Host Hotels & Resorts Inc
44107P104
21747.00000000
NS
USD
390141.18000000
0.043858053895
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
260392.00000000
NS
USD
3333017.60000000
0.374684019599
Long
EC
CORP
US
N
1
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
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
Cardinal Health Inc
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