0001752724-20-267376.txt : 20201222 0001752724-20-267376.hdr.sgml : 20201222 20201222114131 ACCESSION NUMBER: 0001752724-20-267376 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201030 FILED AS OF DATE: 20201222 PERIOD START: 20201031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE POOLED TRUST CENTRAL INDEX KEY: 0000875352 IRS NUMBER: 232651511 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06322 FILM NUMBER: 201406756 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 POOLED TRUST INC DATE OF NAME CHANGE: 19920717 0000875352 S000003939 Macquarie Core Plus Bond Portfolio C000011048 DPT CLASS DCPFX NPORT-P 1 primary_doc.xml NPORT-P false 0000875352 XXXXXXXX S000003939 C000011048 Delaware Pooled Trust 811-06322 0000875352 5493004WBKTB4K521Q72 100 Independence 610 Market Street Philadelphia 19106 800-523-1918 Macquarie Core Plus Bond Portfolio S000003939 WMCV28S3VY2D68JNC552 2020-10-31 2020-10-30 N 151591806.58 1574486.59 150017319.99 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 669165.68000000 216731.16000000 0.00000000 198753.35000000 USD N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 Black Knight InfoServ LLC 092174AA9 141000.00000000 PA USD 142938.75000000 0.095281498169 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 Sinclair Television Group Inc 829229AQ6 143623.29250000 PA USD 139913.07000000 0.093264611052 Long LON CORP US N 2 2024-01-03 Floating 2.48350000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBU3 200000.00000000 PA USD 230176.24000000 0.153433110267 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XLT9 78123.77000000 PA USD 78036.75000000 0.052018493601 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.99925000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC42 36257UAL1 1015000.00000000 PA USD 1111372.22000000 0.740829272296 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.00050000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 Epicor Software Corp 29426NAN4 135000.00000000 PA USD 134746.88000000 0.089820882021 Long LON CORP US N 2 2027-07-31 Floating 5.25000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 VF Corp 918204BA5 110000.00000000 PA USD 116938.49000000 0.077949992712 Long DBT CORP US N 2 2025-04-23 Fixed 2.40000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AJ9 200000.00000000 PA USD 234000.00000000 0.155981989290 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAK0 75000.00000000 PA USD 75140.63000000 0.050087969845 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DJ6 85000.00000000 PA USD 96414.59000000 0.064268972413 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N VVC HOLDING CORP 5493004JZ4RQIZBHP241 VVC Holding Corp 04685YAK5 83725.00000000 PA USD 82155.16000000 0.054763783278 Long LON CORP US N 2 2026-02-11 Floating 4.75350000 N N N N N N ULTIMATE SOFTWARE GROUP INC 529900FKHWSTQ1GXK240 Ultimate Software Group Inc/The 90385KAB7 217518.14180000 PA USD 213983.47000000 0.142639176605 Long LON CORP US N 2 2026-05-03 Floating 3.96440000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 MHP Lux SA 59318YAA6 200000.00000000 PA USD 201520.00000000 0.134331155904 Long DBT CORP LU N 2 2026-04-03 Fixed 6.95000000 N N N N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 Boise Cascade Co 09739DAD2 210000.00000000 PA USD 224868.00000000 0.149894692169 Long DBT CORP US N 2 2030-07-01 Fixed 4.87500000 N N N N N N WINDSTREAM SERVICES LLC 549300L3SXBFJVGRCF66 Windstream Services LLC 000000000 21945.00000000 PA USD 20792.89000000 0.013860326261 Long LON CORP US N 2 2027-09-21 Floating 7.25000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RAP3 5000.00000000 PA USD 6189.18000000 0.004125643625 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAT7 465000.00000000 PA USD 514178.49000000 0.342746084274 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 CubeSmart LP 22966RAF3 110000.00000000 PA USD 117718.06000000 0.078469646043 Long DBT CORP US N 2 2030-02-15 Fixed 3.00000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 AssuredPartners Inc 04624VAA7 127000.00000000 PA USD 129935.61000000 0.086613739006 Long DBT CORP US N 2 2025-08-15 Fixed 7.00000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2018-GS9 36255NAT2 130000.00000000 PA USD 149659.71000000 0.099761620864 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.99200000 N N N N N N BBVA USA C90VT034M03BN29IRA40 BBVA USA 20453KAA3 250000.00000000 PA USD 268531.08000000 0.179000051472 Long DBT CORP US N 2 2025-04-10 Fixed 3.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BR4 220000.00000000 PA USD 262335.28000000 0.174869995022 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738BC1 125000.00000000 PA USD 132821.51000000 0.088537450214 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 Transocean Proteus Ltd 893829AA9 162500.00000000 PA USD 143812.50000000 0.095863930917 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BK4 115000.00000000 PA USD 119887.50000000 0.079915772397 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DY0 115000.00000000 PA USD 114468.15000000 0.076303289518 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AL9 200000.00000000 PA USD 201125.00000000 0.134067852974 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BR6 65000.00000000 PA USD 65686.17000000 0.043785724211 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBT7 195000.00000000 PA USD 217056.41000000 0.144687566751 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225436AA2 800000.00000000 PA USD 854544.80000000 0.569630760006 Long DBT CORP CH N 2 N/A Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4PF7 498450.85000000 PA USD 553358.85000000 0.368863308607 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AG5 225000.00000000 PA USD 257571.27000000 0.171694355036 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 Akbank T.A.S. 00971YAG5 200000.00000000 PA USD 194279.60000000 0.129504779856 Long DBT CORP TR N 2 2026-02-06 Fixed 6.80000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 ULTRA 10 YEAR US TREASURY NOTE 000000000 9.00000000 NC USD -25334.73000000 -0.01688787001 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 2020-12-21 1440865.98000000 USD -25334.73000000 N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 92858RAA8 200000.00000000 PA USD 200500.00000000 0.133651234413 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBF5 305000.00000000 PA USD 347807.63000000 0.231844982981 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K16M3 599597.06000000 PA USD 632995.52000000 0.421948292398 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAK7 305000.00000000 PA USD 342072.23000000 0.228021824428 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 Centrais Eletricas Brasileiras SA 15236FAA8 200000.00000000 PA USD 200212.00000000 0.133459256580 Long DBT CORP BR N 2 2025-02-04 Fixed 3.62500000 N N N N N N Fidelity Government Portfolio N/A Fidelity Government Portfolio 316175108 387724.20000000 NS USD 387724.20000000 0.258452957315 Long STIV RF US N 1 N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 Bausch Health Americas Inc 000000000 79366.02000000 PA USD 77642.27000000 0.051755537297 Long LON CORP US N 2 2025-06-01 Floating 3.25110000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAB8 225000.00000000 PA USD 243497.81000000 0.162313131587 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5 YEAR TREASURY NOTE 000000000 89.00000000 NC USD -28719.41000000 -0.01914406283 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 2020-12-31 11207258.25000000 USD -28719.41000000 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 Equinor ASA 29446MAJ1 70000.00000000 PA USD 72693.27000000 0.048456584882 Long DBT CORP NO N 2 2026-01-22 Fixed 1.75000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAH8 290000.00000000 PA USD 292356.25000000 0.194881664343 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XC36 78716.89000000 PA USD 76396.84000000 0.050925346490 Long ABS-MBS CORP US N 2 2030-08-25 Floating 2.34925000 N N N N N N COMM Mortgage Trust N/A COMM 2015-3BP Mortgage Trust 12592TAA3 130000.00000000 PA USD 138488.14000000 0.092314767394 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.17800000 N N N N N N ULTIMATE SOFTWARE GROUP INC 529900FKHWSTQ1GXK240 Ultimate Software Group Inc/The 000000000 370000.00000000 PA USD 368329.82000000 0.245524863412 Long LON CORP US N 2 2026-05-03 Floating 4.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BE6 88000.00000000 PA USD 91850.44000000 0.061226557044 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 Essential Utilities Inc 29670GAE2 75000.00000000 PA USD 78697.33000000 0.052458829423 Long DBT CORP US N 2 2050-04-15 Fixed 3.35100000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ARD Finance SA 00191AAD8 200000.00000000 PA USD 203500.00000000 0.135651003506 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2018-RPL1 64829VAA4 66856.57000000 PA USD 70497.59000000 0.046992967215 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 New York and Presbyterian Hospital/The 649322AD6 130000.00000000 PA USD 159576.73000000 0.106372204229 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N BLUE RIBBON LLC N/A BLUE RIBBON LLC (PABST) TERM LOAN 1ST LIEN 09582EAB2 39331.97000000 PA USD 36775.39000000 0.024514096107 Long LON CORP US N 2 2021-11-13 Floating 5.00000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 21987BBB3 269000.00000000 PA USD 286166.24000000 0.190755467448 Long DBT CORP CL N 2 2030-01-14 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J83Y7 308777.95000000 PA USD 365262.70000000 0.243480352818 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AG9 200000.00000000 PA USD 205750.00000000 0.137150830326 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZW6 490000.00000000 PA USD 499187.50000000 0.332753244780 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAN1 65000.00000000 PA USD 64793.30000000 0.043190546267 Long DBT CORP US N 2 2031-02-15 Fixed 4.50000000 N N N N N N TENNESSEE GAS PIPELINE N/A Tennessee Gas Pipeline Co LLC 880451AZ2 435000.00000000 PA USD 443957.56000000 0.295937535765 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 Entergy Mississippi LLC 29366WAA4 330000.00000000 PA USD 388407.29000000 0.258908298072 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCR0 305000.00000000 PA USD 336121.62000000 0.224055209106 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABG9 85000.00000000 PA USD 85731.43000000 0.057147688017 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2017-GS5 36252HAD3 175000.00000000 PA USD 197389.73000000 0.131577960473 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 165000.00000000 PA USD 164617.04000000 0.109732022949 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAC7 70000.00000000 PA USD 69614.34000000 0.046404201864 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 Bank Leumi Le-Israel BM 06326BAA7 200000.00000000 PA USD 202180.00000000 0.134771105105 Long DBT CORP IL N 2 2031-01-29 Fixed 3.27500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617MN3S0 170632.82000000 PA USD 178213.66000000 0.118795389766 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAN0 135000.00000000 PA USD 133269.37000000 0.088835989077 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 000000000 49875.00000000 PA USD 50249.06000000 0.033495505721 Long LON CORP PA N 2 2025-06-30 Floating 8.50000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 JP Morgan Mortgage Trust 2014-2 46641YAP8 44736.36000000 PA USD 45473.53000000 0.030312186621 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.39856800 N N N N N N VERTICAL US NEWCO INC 549300C2AFWPAYWS5574 Vertical US Newco Inc 000000000 125000.00000000 PA USD 123489.63000000 0.082316915145 Long LON CORP US N 2 2027-07-31 Floating 4.39910000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 Marathon Oil Corp 565849AP1 875000.00000000 PA USD 879337.99000000 0.586157645036 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 Essential Utilities Inc 29670GAD4 75000.00000000 PA USD 79430.78000000 0.052947739637 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N MINERA MEXICO SA DE CV N/A Minera Mexico SA de CV 60284MAB8 200000.00000000 PA USD 217020.00000000 0.144663296221 Long DBT CORP MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N PDC ENERGY INC 5493008W8H2T511J5Y59 PDC Energy Inc 69327RAJ0 145000.00000000 PA USD 136934.38000000 0.091279046985 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AT7 365000.00000000 PA USD 432666.88000000 0.288411284796 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ERJN1 1100599.19000000 PA USD 1179267.05000000 0.786087266509 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AY2 200000.00000000 PA USD 205515.24000000 0.136994341729 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BB9 200000.00000000 PA USD 180908.00000000 0.120591409053 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAP9 200000.00000000 PA USD 219219.00000000 0.146129126966 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123CH2 265000.00000000 PA USD 287210.66000000 0.191451667060 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 Olin Corp 680665AL0 90000.00000000 PA USD 93149.55000000 0.062092530386 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAD0 35000.00000000 PA USD 38573.09000000 0.025712424407 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29279FAA7 490000.00000000 PA USD 516806.28000000 0.344497742017 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJM2 40000.00000000 PA USD 39665.79000000 0.026440806969 Long DBT CORP US N 2 2051-10-24 Fixed 2.83100000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBU2 410000.00000000 PA USD 448056.45000000 0.298669813612 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N MARINER CLO LLC 635400SMPSPMTZRZQF40 Mariner CLO 5 Ltd 56844YAA5 400000.00000000 PA USD 395700.00000000 0.263769543427 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 1.32475000 N N N N N N LYB INT FINANCE III N/A LYB International Finance III LLC 50249AAB9 329000.00000000 PA USD 353381.37000000 0.235560380643 Long DBT CORP US N 2 2025-05-01 Fixed 2.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 200000.00000000 PA USD 205125.00000000 0.136734211765 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N ULKER BISKUVI SANAYI AS 7890009HEU9BS7J3DA93 Ulker Biskuvi Sanayi AS 903742AA2 200000.00000000 PA USD 198685.60000000 0.132441774065 Long DBT CORP TR N 2 2025-10-30 Fixed 6.95000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-1 89176EAA8 58385.76000000 PA USD 60920.26000000 0.040608817704 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABJ3 55000.00000000 PA USD 56043.35000000 0.037357919741 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CM8 360000.00000000 PA USD 388823.72000000 0.259185886020 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 Hudbay Minerals Inc 443628AG7 166000.00000000 PA USD 172536.25000000 0.115010886750 Long DBT CORP CA N 2 2025-01-15 Fixed 7.62500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BW2 240000.00000000 PA USD 253445.66000000 0.168944265913 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N LS GROUP OPCO ACQUISITIO N/A LS Group OpCo Acquistion LLC 000000000 90000.00000000 PA USD 89325.00000000 0.059543124757 Long LON CORP US N 2 2027-10-26 Floating 0.01000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475AX3 475000.00000000 PA USD 517206.32000000 0.344764404559 Long DBT CORP US N 2 2026-07-23 Fixed 2.60000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2018-B1 Mortgage Trust 08162PAX9 400000.00000000 PA USD 453039.80000000 0.301991663382 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXG4 105000.00000000 PA USD 110862.12000000 0.073899547070 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 Methanex Corp 59151KAL2 320000.00000000 PA USD 324832.38000000 0.216529918026 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X72U2 512647.75000000 PA USD 590867.13000000 0.393865941638 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAR1 60000.00000000 PA USD 65118.57000000 0.043407367898 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HS2 250260.00000000 PA USD 91845.42000000 0.061223210764 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N CITYCENTER HOLDINGS LLC 54930012KUDSU3GT0X08 CityCenter Holdings LLC 17875LAL3 98473.28710000 PA USD 92835.69000000 0.061883314544 Long LON CORP US N 2 2024-04-18 Floating 3.00000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 Geopark Ltd 37255BAA7 200000.00000000 PA USD 188500.00000000 0.125652158039 Long DBT CORP BM N 2 2024-09-21 Fixed 6.50000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 SS&C Technologies Inc 78466DBE3 39036.07990000 PA USD 38004.40000000 0.025333341511 Long LON CORP US N 2 2025-04-16 Floating 1.89910000 N N N N N N NUTRITION & BIOSCIENCES N/A Nutrition & Biosciences Inc 67079BAE0 365000.00000000 PA USD 375936.46000000 0.250595371271 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 Stryker Corp 863667AY7 135000.00000000 PA USD 136998.47000000 0.091321768719 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 Wells Fargo Commercial Mortgage Trust 2016-BNK1 95000GAY0 155000.00000000 PA USD 162456.21000000 0.108291635932 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 Lukoil Securities BV 54988LAB2 200000.00000000 PA USD 212520.00000000 0.141663642580 Long DBT CORP NL N 2 2030-05-06 Fixed 3.87500000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 11823LAH8 92582.76000000 PA USD 90817.95000000 0.060538309847 Long LON CORP US N 2 2026-11-01 Floating 2.89910000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X6TD3 115859.54000000 PA USD 129842.15000000 0.086551439532 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 Biogen Inc 09062XAG8 170000.00000000 PA USD 164337.66000000 0.109545791119 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-LTV3 46651HAC1 160585.55000000 PA USD 164713.08000000 0.109796042224 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XJ70 126413.29000000 PA USD 123393.83000000 0.082253055852 Long ABS-MBS CORP US N 2 2030-10-25 Floating 2.29925000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CQ7 185000.00000000 PA USD 189153.25000000 0.126087607759 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BE3 261000.00000000 PA USD 285963.35000000 0.190620223064 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N BY CROWN PARENT LLC 549300B1M4J69ECRY452 BY CROWN PARENT LLC 74966FAL7 109725.00000000 PA USD 107393.34000000 0.071587294058 Long LON CORP US N 2 2026-01-30 Floating 4.00000000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 JBS Investments II GmbH 46650CAA7 200000.00000000 PA USD 214006.00000000 0.142654194871 Long DBT CORP AT N 2 2026-01-15 Fixed 7.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 330000.00000000 PA USD 365161.50000000 0.243412893940 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2Q5 85000.00000000 PA USD 88254.55000000 0.058829573815 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAV9 291000.00000000 PA USD 343504.78000000 0.228976747500 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Trust 2015-6 46645GAZ1 85485.17000000 PA USD 87441.29000000 0.058287463078 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.56829600 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2016-P3 29429CAD7 308000.00000000 PA USD 335640.84000000 0.223734726111 Long ABS-MBS CORP US N 2 2049-04-15 Fixed 3.32900000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEF1 150000.00000000 PA USD 152625.00000000 0.101738252629 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 61690VAZ1 120000.00000000 PA USD 132546.47000000 0.088354111384 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89832QAE9 415000.00000000 PA USD 440937.50000000 0.293924394882 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2016-K722 Mortgage Trust 30295AAN8 370000.00000000 PA USD 389196.71000000 0.259434517311 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.84408400 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174467X1 650000.00000000 PA USD 767032.11000000 0.511295702423 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 Future Retail Ltd 36118EAA0 200000.00000000 PA USD 138000.00000000 0.091989378299 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AG1 325000.00000000 PA USD 355558.29000000 0.237011493088 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 Southwestern Electric Power Co 845437BR2 295000.00000000 PA USD 342986.88000000 0.228631520695 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAS8 200000.00000000 PA USD 214088.20000000 0.142708988544 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.90000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AX4 330000.00000000 PA USD 355394.69000000 0.236902439014 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416YJD1 34298.14000000 PA USD 37594.95000000 0.025060406360 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AK4 200000.00000000 PA USD 216881.00000000 0.144570640253 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 PQ Corp 69353FAX2 136358.98000000 PA USD 132779.56000000 0.088509486777 Long LON CORP US N 2 2027-02-07 Floating 2.39910000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 400000.00000000 PA USD 405615.60000000 0.270379180235 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GR8 455000.00000000 PA USD 536491.77000000 0.357619886847 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DZ7 165000.00000000 PA USD 169199.30000000 0.112786510258 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 Amphenol Corp 032095AK7 65000.00000000 PA USD 68091.37000000 0.045389005752 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2011-K15 Mortgage Trust 30263HAL5 150000.00000000 PA USD 153798.53000000 0.102520515637 Long ABS-MBS CORP US N 2 2044-08-25 Variable 4.96062200 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 Applied Systems Inc 03827FAX9 90533.46230000 PA USD 90218.22000000 0.060138536007 Long LON CORP US N 2 2024-09-19 Floating 4.25000000 N N N N N N ARABIAN CENTRES SUKUK 5493003T55GS691ILI42 Arabian Centres Sukuk Ltd 03847PAA3 200000.00000000 PA USD 187500.00000000 0.124985568341 Long DBT CORP KY N 2 2024-11-26 Fixed 5.37500000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AZ9 200000.00000000 PA USD 201726.84000000 0.134469033317 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXFQ0 190356.91000000 PA USD 206322.09000000 0.137532179626 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ESAD0 1650900.28000000 PA USD 1944838.29000000 1.296409168041 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 Evergy Kansas Central Inc 30036FAA9 130000.00000000 PA USD 147307.55000000 0.098193695241 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 Wells Fargo Commercial Mortgage Trust 2015-NXS3 94989VAD1 80000.00000000 PA USD 88398.34000000 0.058925422748 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.61700000 N N N N N N CAESARS ENTERTAIN INC 5299000BKFWWVND5L441 Caesars Entertainment Inc 28470RAH5 170000.00000000 PA USD 174760.00000000 0.116493215591 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE Capital Funding LLC 36166NAA1 200000.00000000 PA USD 213844.08000000 0.142546260667 Long DBT CORP US N 2 2025-05-15 Fixed 3.45000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CM0 200000.00000000 PA USD 155672.00000000 0.103769351439 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Trust 2015-5 46644XBD3 88888.12000000 PA USD 90752.12000000 0.060494428247 Long ABS-MBS CORP US N 2 2045-05-25 Variable 2.57998500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J87H0 635092.45000000 PA USD 748848.05000000 0.499174395363 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 000000000 34300.00000000 PA USD 33382.48000000 0.022252417255 Long LON CORP FR N 2 2026-08-14 Floating 4.27040000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 Bangkok Bank PCL/Hong Kong 059895AT9 200000.00000000 PA USD 196235.80000000 0.130808762623 Long DBT CORP TH N 2 2034-09-25 Fixed 3.73300000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CH2 150000.00000000 PA USD 146906.25000000 0.097926192795 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Cantor Commercial Real Estate N/A Cantor Commercial Real Estate Lending 2019-CF2 12528YAF0 200000.00000000 PA USD 216891.46000000 0.144577612781 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2020-GC47 36258RBA0 1095000.00000000 PA USD 1150211.10000000 0.766718869578 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416XTB6 123760.73000000 PA USD 139109.81000000 0.092729166211 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2016-K53 Mortgage Trust 30288LAN3 15000.00000000 PA USD 16489.02000000 0.010991410859 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.02065800 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 Tengizchevroil Finance Co International Ltd 88034QAB3 200000.00000000 PA USD 201025.00000000 0.134001194004 Long DBT CORP BM N 2 2025-08-15 Fixed 2.62500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBG0 296000.00000000 PA USD 337560.68000000 0.225014471677 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAN0 110000.00000000 PA USD 110572.01000000 0.073706162733 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BK7 100000.00000000 PA USD 120906.50000000 0.080595027299 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VCA9 645000.00000000 PA USD 598089.54000000 0.398680325738 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Freddie Mac - STACR 5493005LAQ76UDHPEE03 Freddie Mac Stacr Remic Trust 2019-Hqa4 35565CAH9 470414.49000000 PA USD 466960.94000000 0.311271351888 Long ABS-MBS CORP US N 2 2049-11-25 Floating 2.19925000 N N N N N N JEFFERIES GRP LLC / CAP N/A Jefferies Group LLC / Jefferies Group Capital Finance Inc 47233JBH0 175000.00000000 PA USD 199516.40000000 0.132995576786 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKD3 85000.00000000 PA USD 80989.23000000 0.053986586352 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 07330MAC1 334000.00000000 PA USD 346554.86000000 0.231009899405 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd 36321PAA8 200000.00000000 PA USD 199599.72000000 0.133051117039 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAD3 150000.00000000 PA USD 153900.75000000 0.102588654436 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N BANK OF CHINA 54930053HGCFWVHYZX42 Bank of China Ltd 061202AA5 200000.00000000 PA USD 222193.00000000 0.148111564727 Long DBT CORP CN N 2 2024-11-13 Fixed 5.00000000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80875AAP6 187231.84830000 PA USD 174637.51000000 0.116411565019 Long LON CORP US N 2 2024-08-14 Floating 2.89580000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331CAJ7 285000.00000000 PA USD 285356.25000000 0.190215536458 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAQ6 145000.00000000 PA USD 152828.55000000 0.101873936962 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BU4 180000.00000000 PA USD 175422.60000000 0.116934897924 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N JBS USA LUX SA P77IMDGVZE8EFBTF2M92 JBS USA LUX SA 46611VAU9 24625.00000000 PA USD 24114.55000000 0.016074510597 Long LON CORP LU N 2 2026-05-01 Floating 2.14520000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-6 89172RAR6 24066.00000000 PA USD 24466.97000000 0.016309430138 Long ABS-MBS CORP US N 2 2055-04-25 Variable 2.75000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-CCRE20 Mortgage Trust 12592LBL5 350000.00000000 PA USD 378189.49000000 0.252097217858 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.93800000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBR0 75000.00000000 PA USD 74674.49000000 0.049777245724 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2020-3 Trust 95002TAA2 463554.53000000 PA USD 476501.14000000 0.317630750923 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.00000000 N N N N N N MidOcean Credit CLO 549300XXQYQPW7OQNX23 Midocean Credit CLO IX 59802MAA5 250000.00000000 PA USD 245387.50000000 0.163572779473 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.36838000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAG5 165000.00000000 PA USD 185084.61000000 0.123375494251 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N ICL GROUP LIMITED 529900FQVQD88SHIGM04 ICL Group Ltd 000000000 145000.00000000 PA USD 186411.79000000 0.124260178766 Long DBT CORP IL N 2 2038-05-31 Fixed 6.37500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BV4 85000.00000000 PA USD 90186.11000000 0.060117131812 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638DE9 200000.00000000 PA USD 210500.00000000 0.140317131391 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBE8 110000.00000000 PA USD 115018.75000000 0.076670313806 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N CD Commercial Mortgage Trust N/A CD 2019-CD8 Mortgage Trust 12515BAE8 100000.00000000 PA USD 108728.05000000 0.072476997994 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91200000 N N N N N N Hyundai Auto Lease Securitizat N/A Hyundai Auto Lease Securitization Trust 2020-A 44935SAB2 254394.69000000 PA USD 256017.78000000 0.170658814606 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.90000000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 Grupo Energia Bogota SA ESP 40053XAA7 200000.00000000 PA USD 228350.00000000 0.152215757497 Long DBT CORP CO N 2 2030-05-15 Fixed 4.87500000 N N N N N N UPJOHN INC N/A Upjohn Inc 91533BAC4 30000.00000000 PA USD 31047.59000000 0.020696003636 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 Banco de Credito del Peru 05971U2A4 200000.00000000 PA USD 207510.00000000 0.138324028194 Long DBT CORP PE N 2 2025-01-11 Fixed 2.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAY2 305000.00000000 PA USD 335828.97000000 0.223860131631 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAG6 135000.00000000 PA USD 133278.75000000 0.088842241688 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2017-K71 Mortgage Trust 35708WAS9 80000.00000000 PA USD 88219.74000000 0.058806369828 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.75309400 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAA0 229000.00000000 PA USD 237301.25000000 0.158182568529 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A COMM 2014-CCRE19 Mortgage Trust 12592GBD4 80000.00000000 PA USD 87384.17000000 0.058249387474 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.79600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJL4 125000.00000000 PA USD 123636.25000000 0.082414650527 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2014-GC25 17322YAD2 120000.00000000 PA USD 130129.52000000 0.086742997414 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.63500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJZ6 362000.00000000 PA USD 366356.02000000 0.244209148666 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902VAL1 128000.00000000 PA USD 136043.81000000 0.090685402198 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4W69 312260.47000000 PA USD 350746.54000000 0.233804030110 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N GRACE MORTGAGE TRUST N/A GRACE 2014-GRCE Mortgage Trust 38406HAA0 250000.00000000 PA USD 251089.58000000 0.167373727258 Long ABS-MBS CORP US N 2 2028-06-10 Fixed 3.36870000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A Mileage Plus Holdings LLC 000000000 50000.00000000 PA USD 50964.85000000 0.033972643960 Long LON CORP US N 2 2027-06-20 Floating 6.25000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AS3 100000.00000000 PA USD 103704.52000000 0.069128364649 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAA0 342000.00000000 PA USD 362060.56000000 0.241345839283 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAK6 370000.00000000 PA USD 404575.50000000 0.269685860290 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JF5 55000.00000000 PA USD 53129.69000000 0.035415704002 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Bank N/A BANK 2017-BNK7 06541XAF7 190000.00000000 PA USD 212901.67000000 0.141918059870 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.43500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5FW8 164162.52000000 PA USD 172157.40000000 0.114758349243 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFD1 35000.00000000 PA USD 42129.31000000 0.028082964022 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06739GCR8 200000.00000000 PA USD 203775.58000000 0.135834702295 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAN8 360000.00000000 PA USD 502608.56000000 0.335033688132 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BT2 155000.00000000 PA USD 153436.41000000 0.102279130176 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DCE3 85000.00000000 PA USD 86912.50000000 0.057934977111 Long DBT CORP US N 2 2028-03-01 Fixed 4.12500000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AM4 210000.00000000 PA USD 165904.20000000 0.110590030545 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-2 89173HAA4 40083.16000000 PA USD 41149.52000000 0.027429846102 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N LB-UBS Commercial Mortgage Tru N/A LB-UBS Commercial Mortgage Trust 2006-C6 50179MAH4 38979.21000000 PA USD 22565.20000000 0.015041729849 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45200000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 Nexstar Broadcasting Inc 65336YAN3 245000.00000000 PA USD 247296.88000000 0.164845552511 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 ServiceNow Inc 81762PAE2 110000.00000000 PA USD 106387.69000000 0.070916938128 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 Royalty Pharma PLC 78081BAB9 110000.00000000 PA USD 109562.73000000 0.073033387083 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXJ8 60000.00000000 PA USD 66120.26000000 0.044075084133 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AJ5 359000.00000000 PA USD 404446.99000000 0.269600196848 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-2 46591TAC8 88427.13000000 PA USD 90783.35000000 0.060515245843 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N EFS COGEN HOLDINGS I LLC 549300KDKPYR8NXXKI52 EFS Cogen Holdings I LLC 000000000 70000.00000000 PA USD 69562.50000000 0.046369645854 Long LON CORP US N 2 2027-09-24 Floating 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335BW77 292051.00000000 PA USD 339867.25000000 0.226552007476 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAG0 200000.00000000 PA USD 200098.00000000 0.133383265354 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2019-CH1 81747MAA7 62284.70000000 PA USD 63878.95000000 0.042581049977 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.50000000 N N N N N N CFIP CLO LTD 635400N9HTJKJSK1AS88 CFIP CLO 2017-1 Ltd 12528JAA4 500000.00000000 PA USD 497583.00000000 0.331683701610 Long ABS-CBDO CORP KY N 2 2030-01-18 Floating 1.43775000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAS9 116000.00000000 PA USD 131558.13000000 0.087695294122 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAV2 75000.00000000 PA USD 87986.76000000 0.058651067760 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 Covanta Holding Corp 22282EAJ1 70000.00000000 PA USD 71662.50000000 0.047769484220 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N GTCR AP FINANCE INC N/A GTCR AP Finance Inc 40060QAA3 51000.00000000 PA USD 54442.50000000 0.036290809623 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-5 46653JAC5 447713.25000000 PA USD 459570.49000000 0.306344954056 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.00000000 N N N N N N XILINX INC 6EY4K7ZMF9UX1CU6KC79 Xilinx Inc 983919AK7 90000.00000000 PA USD 92149.70000000 0.061426040677 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 60000.00000000 PA USD 46673.70000000 0.031112207579 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 Infraestructura Energetica Nova SAB de CV 456829AB6 200000.00000000 PA USD 191459.00000000 0.127624596955 Long DBT CORP MX N 2 2048-01-14 Fixed 4.87500000 N N N N N N FREMF Mortgage Trust N/A FREMF 2014-K717 Mortgage Trust 30292KAN9 90000.00000000 PA USD 91558.87000000 0.061032199486 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62996800 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAJ0 215000.00000000 PA USD 220912.50000000 0.147257996619 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Mercedes-Benz Master Owner Tru N/A Mercedes-Benz Master Owner Trust 2018-BA 58768UAK9 100000.00000000 PA USD 100133.72000000 0.066748106156 Long ABS-O CORP US N 2 2023-05-15 Floating 0.48838000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 064058AH3 280000.00000000 PA USD 300300.00000000 0.200176886255 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CW6 30000.00000000 PA USD 32709.47000000 0.021803795723 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2016-4 46647JBA7 90549.09000000 PA USD 93705.68000000 0.062463240915 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.86821700 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CD9 335000.00000000 PA USD 338552.11000000 0.225675348701 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 Entergy Texas Inc 29365TAJ3 130000.00000000 PA USD 143864.37000000 0.095898506925 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAE1 5870000.00000000 PA USD 5733797.80000000 3.822090542866 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N FREMF Mortgage Trust N/A FREMF 2014-K717 Mortgage Trust 30292KAQ2 40000.00000000 PA USD 40501.95000000 0.026998182611 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62996800 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BT0 155000.00000000 PA USD 176414.46000000 0.117596061582 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N ENSEMBLE RCM LLC N/A Ensemble RCM LLC 29359BAB7 74250.00000000 PA USD 72857.81000000 0.048566265551 Long LON CORP US N 2 2026-08-01 Floating 3.96440000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 61766EBE4 95000.00000000 PA USD 104239.43000000 0.069484930144 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.32500000 N N N N N N JPMDB Commercial Mortgage Secu N/A JPMDB Commercial Mortgage Securities Trust 2017-C7 46648KAU0 290000.00000000 PA USD 323250.41000000 0.215475393122 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CN4 55000.00000000 PA USD 56788.60000000 0.037854695713 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133A0E34 93560.50000000 PA USD 98735.09000000 0.065815793807 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N UPJOHN INC N/A Upjohn Inc 91533BAD2 120000.00000000 PA USD 123988.58000000 0.082649510075 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284NAQ2 120019.03890000 PA USD 115818.37000000 0.077203332260 Long LON CORP US N 2 2026-01-02 Floating 1.96790000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556HAB3 390000.00000000 PA USD 473824.30000000 0.315846396957 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R01 20754FAK8 78185.58000000 PA USD 77498.33000000 0.051659588376 Long ABS-MBS CORP US N 2 2031-07-25 Floating 2.59925000 N N N N N N Ford Credit Auto Owner Trust/F N/A Ford Credit Auto Owner Trust 2018-REV1 34532RAA4 160000.00000000 PA USD 174599.15000000 0.116385994638 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.19000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 HTA Group Ltd/Mauritius 40435WAB6 200000.00000000 PA USD 209964.00000000 0.139959839313 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CJA3 137643.55000000 PA USD 144513.05000000 0.096330910330 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 BlackRock Liquidity FedFund 09248U700 387724.28000000 NS USD 387724.28000000 0.258453010642 Long STIV RF US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193FLJ4 10811.90000000 PA USD 12464.72000000 0.008308853938 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828ZZ6 1900800.00000000 PA USD 2086367.50000000 1.390751081367 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 Honduras Government International Bond 438180AJ0 200000.00000000 PA USD 221500.00000000 0.147649618067 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.62500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHU7 495000.00000000 PA USD 569194.76000000 0.379419363069 Long DBT CORP US N 2 2025-11-17 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J6EW3 392514.03000000 PA USD 475445.41000000 0.316927012182 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Man GLG US CLO 2018-1 Ltd N/A Man GLG US CLO 26829CAY3 700000.00000000 PA USD 689521.00000000 0.459627595031 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 1.35838000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CD2 75000.00000000 PA USD 85025.12000000 0.056676869047 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHZ6 165000.00000000 PA USD 170223.32000000 0.113469111440 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 02376CBA2 70394.32000000 PA USD 58581.31000000 0.039049697730 Long LON CORP US N 2 2023-12-14 Floating 2.27040000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CM6 55000.00000000 PA USD 56045.00000000 0.037359019614 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N GOODMAN HK FINANCE 213800SL4LTTO1S5AU13 Goodman HK Finance 000000000 200000.00000000 PA USD 216290.20000000 0.144176819059 Long DBT CORP KY N 2 2024-06-19 Fixed 4.37500000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BK3 210000.00000000 PA USD 233797.39000000 0.155846931551 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902VAM9 22000.00000000 PA USD 23856.08000000 0.015902217158 Long DBT CORP US N 2 2050-02-15 Fixed 3.36200000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 228227BD5 275000.00000000 PA USD 301604.52000000 0.201046465848 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 140000.00000000 PA USD 160010.20000000 0.106661150866 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 Noble Energy Inc 655044AH8 200000.00000000 PA USD 221205.02000000 0.147452987438 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N CFCRE Commercial Mortgage Trus N/A CFCRE Commercial Mortgage Trust 2016-C7 12532BAD9 185000.00000000 PA USD 205778.76000000 0.137170001446 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83850000 N N N N N N MILANO ACQUISITION CORP N/A Milano Acquisition Corp 000000000 125000.00000000 PA USD 123046.88000000 0.082021782556 Long LON CORP US N 2 2027-10-01 Floating 4.75000000 N N N N N N CONNECT FINCO SARL/CONNE N/A Connect Finco SARL / Connect US Finco LLC 20752TAA2 200000.00000000 PA USD 201750.00000000 0.134484471535 Long DBT CORP N/A N 2 2026-10-01 Fixed 6.75000000 N N N N N N MEITUAN 21380033K525E5JLIA77 Meituan 58533EAC7 200000.00000000 PA USD 200505.46000000 0.133654873992 Long DBT CORP KY N 2 2030-10-28 Fixed 3.05000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 Alphabet Inc 02079KAD9 45000.00000000 PA USD 43926.06000000 0.029280659061 Long DBT CORP US N 2 2030-08-15 Fixed 1.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404122BA0 225959.00650000 PA USD 225272.99000000 0.150164654331 Long LON CORP US N 2 2025-03-13 Floating 1.89910000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 Israel Electric Corp Ltd 465077AK1 200000.00000000 PA USD 226729.00000000 0.151135215597 Long DBT CORP IL N 2 2024-11-12 Fixed 5.00000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RCA4 185000.00000000 PA USD 185991.60000000 0.123980084441 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CX4 45000.00000000 PA USD 49166.44000000 0.032773842382 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N Bank N/A BANK 2017-BNK5 06541WBB7 95000.00000000 PA USD 102460.28000000 0.068298967083 Long ABS-MBS CORP US N 2 2060-06-15 Variable 3.89600000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAC2 167000.00000000 PA USD 179984.25000000 0.119975646819 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N UPJOHN INC N/A Upjohn Inc 91533BAB6 35000.00000000 PA USD 35773.68000000 0.023846366541 Long DBT CORP US N 2 2025-06-22 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X6AQ4 154763.59000000 PA USD 161975.06000000 0.107970906299 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N CENTRAL AMERICAN BANK 549300OLDAMXBPSHIC05 Central American Bank for Economic Integration 15238PAF3 200000.00000000 PA USD 208614.00000000 0.139059943221 Long DBT CORP N/A N 2 2025-05-06 Fixed 2.00000000 N N N N N N Citicorp Residential Mortgage N/A Citicorp Residential Mortgage Trust Series 2006-3 17310NAE8 226934.02000000 PA USD 234048.40000000 0.156014252231 Long ABS-MBS CORP US N 2 2036-11-25 Variable 5.12767000 N N N N N N HOA Funding LLC N/A HOA Funding LLC 40433JAA9 44000.00000000 PA USD 39066.28000000 0.026041179780 Long ABS-O CORP US N 2 2044-08-20 Fixed 4.84600000 N N N N N N FREMF Mortgage Trust N/A FREMF 2012-K22 Mortgage Trust 30290UAJ8 60000.00000000 PA USD 62917.93000000 0.041940443946 Long ABS-MBS CORP US N 2 2045-08-25 Variable 3.68540800 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AC1 116000.00000000 PA USD 119842.50000000 0.079885775861 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7D97 190249.15000000 PA USD 198999.05000000 0.132650716606 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB Finance Ltd 000000000 200000.00000000 PA USD 208364.08000000 0.138893349123 Long DBT CORP KY N 2 2025-05-12 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9SN2 25045.74000000 PA USD 26138.23000000 0.017423474837 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5PY3 313499.41000000 PA USD 332196.48000000 0.221438751220 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 Prestige Brands Inc 74112CAT0 68923.08000000 PA USD 68621.54000000 0.045742411612 Long LON CORP US N 2 2024-01-26 Floating 2.22330000 N N N N N N AMERICAN TOWER TRUST I 5493004YGM0MQZJOEJ36 American Tower Trust #1 03027WAJ1 120000.00000000 PA USD 122842.10000000 0.081885278318 Long DBT CORP US N 2 2023-03-15 Fixed 3.07000000 N N N N N N ADVANTAGE SALES & MARKETING 549300T4O24KQDED1182 Advantage Sales & Marketing Inc 000000000 150000.00000000 PA USD 146374.95000000 0.097572033689 Long LON CORP US N 2 2027-10-31 Floating 6.00000000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 Sequoia Mortgage Trust 2015-1 81745QCB6 31758.77000000 PA USD 32310.85000000 0.021538079737 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.86380500 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDH1 45000.00000000 PA USD 52646.74000000 0.035093774507 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N AEROPUERTOS ARGENT 2000 549300349K24AVAQ7B24 Aeropuertos Argentina 2000 SA 00786PAD6 180186.00000000 PA USD 114418.11000000 0.076269933370 Long DBT CORP AR N 2 2027-02-01 Fixed 9.37500000 N N Y N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AQ1 140000.00000000 PA USD 141415.40000000 0.094266048753 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Volvo Financial Equipment Mast N/A Volvo Financial Equipment Master Owner Trust 92887MAA4 255000.00000000 PA USD 255041.28000000 0.170007889766 Long ABS-O CORP US N 2 2022-11-15 Floating 0.64838000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2014-IVR6 46643QAX6 81152.07000000 PA USD 81973.60000000 0.054642757253 Long ABS-MBS CORP US N 2 2044-07-25 Variable 2.29472900 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828Z37 7420212.80000000 PA USD 8100986.16000000 5.400033916443 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0MD8 241914.42000000 PA USD 248839.61000000 0.165873920435 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.39925000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JLLH5 771195.51000000 PA USD 859679.24000000 0.573053324814 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 GS Mortgage Securities Trust 2015-GC32 36250PAD7 75000.00000000 PA USD 82797.21000000 0.055191767194 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76400000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911363AM1 199000.00000000 PA USD 201363.13000000 0.134226587978 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N COMM Mortgage Trust 549300CJNWCNIHR7IT87 COMM 2013-WWP Mortgage Trust 12625CAC7 100000.00000000 PA USD 105338.52000000 0.070217572215 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.42440000 N N N N N N COMM Mortgage Trust N/A COMM 2013-CCRE6 Mortgage Trust 12624XAM0 105000.00000000 PA USD 108704.12000000 0.072461046502 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.14700000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 WEC Energy Group Inc 92939UAE6 100000.00000000 PA USD 99049.65000000 0.066025476262 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 Republic of Uzbekistan Bond 91822Q2A4 200000.00000000 PA USD 222092.00000000 0.148044239168 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 8695.32000000 PA USD 3591.17000000 0.002393836925 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 Roper Technologies Inc 776743AH9 135000.00000000 PA USD 142721.70000000 0.095136814875 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69338CAH4 149625.00000000 PA USD 148783.36000000 0.099177454983 Long LON CORP US N 2 2025-06-23 Floating 5.50000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A Mercedes-Benz Auto Lease Trust 2019-B 58769QAB7 48963.52000000 PA USD 49115.81000000 0.032740092946 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.01000000 N N N N N N MidOcean Credit CLO 549300T32RO3I7BJ4V26 Midocean Credit Clo VIII 59801MAA6 250000.00000000 PA USD 245862.50000000 0.163889409580 Long ABS-CBDO CORP KY N 2 2031-02-20 Floating 1.40300000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 Hudbay Minerals Inc 443628AH5 25000.00000000 PA USD 25625.00000000 0.017081361006 Long DBT CORP CA N 2 2029-04-01 Fixed 6.12500000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAH3 260000.00000000 PA USD 269953.84000000 0.179948448631 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2019-GC39 36260JAD9 70000.00000000 PA USD 79059.27000000 0.052700094899 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N GRUPO AEROMEXICO SAB N/A Grupo Aeromexico SAB de CV 000000000 130000.00000000 PA USD 130000.00000000 0.086656660716 Long LON CORP MX N 3 2022-08-19 Floating 12.64340000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAB1 340000.00000000 PA USD 320262.90000000 0.213483949734 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 13134MBQ5 49375.00000000 PA USD 48196.17000000 0.032127070396 Long LON CORP US N 2 2026-04-01 Floating 2.39580000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFE9 50000.00000000 PA USD 55716.15000000 0.037139811592 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 46639YAV9 150000.00000000 PA USD 146222.88000000 0.097470665393 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.49860000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 Turkcell Iletisim Hizmetleri AS 900111AB1 200000.00000000 PA USD 193884.00000000 0.129241076972 Long DBT CORP TR N 2 2028-04-11 Fixed 5.80000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A Trans-Allegheny Interstate Line Co 893045AE4 85000.00000000 PA USD 93640.19000000 0.062419585955 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 Gartner Inc 366651AE7 145000.00000000 PA USD 148458.25000000 0.098960740006 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 Louisville Gas and Electric Co 546676AY3 280000.00000000 PA USD 344563.18000000 0.229682266036 Long DBT CORP US N 2 2049-04-01 Fixed 4.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680AR4 505000.00000000 PA USD 575379.07000000 0.383541760403 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 Core & Main LP 40416VAB1 141365.93000000 PA USD 137831.78000000 0.091877244580 Long LON CORP US N 2 2024-08-01 Floating 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAW0 75000.00000000 PA USD 83005.00000000 0.055330277867 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBM7 70000.00000000 PA USD 75375.83000000 0.050244751742 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N Freddie Mac N/A Freddie Mac Pool 31346YFR9 206586.31000000 PA USD 215846.62000000 0.143881133201 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AK3 389000.00000000 PA USD 401448.00000000 0.267601101010 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAG7 315000.00000000 PA USD 293336.69000000 0.195535215546 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 Comision Federal de Electricidad 200447AF7 200000.00000000 PA USD 218712.00000000 0.145791165989 Long DBT CORP MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N TRINIDAD & TOBAGO N/A Trinidad & Tobago Government International Bond 896292AK5 200000.00000000 PA USD 203250.00000000 0.135484356082 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 Jefferies Group LLC 472319AM4 160000.00000000 PA USD 206017.65000000 0.137329243059 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AN9 120000.00000000 PA USD 144630.00000000 0.096408867995 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 350000.00000000 PA USD 365093.75000000 0.243367732488 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N USB CAPITAL IX N/A USB Capital IX 91731KAA8 105000.00000000 PA USD 95628.23000000 0.063744792938 Long DBT CORP US N 2 N/A Floating 3.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BY8 250000.00000000 PA USD 264694.60000000 0.176442693428 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 373298CF3 310000.00000000 PA USD 379792.35000000 0.253165667821 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 Morgan Stanley Institutional Liquidity Funds - Government Portfolio 61747C707 387724.19000000 NS USD 387724.19000000 0.258452950649 Long STIV RF US N 1 N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 Banco del Estado de Chile 05965MAG8 200000.00000000 PA USD 210627.00000000 0.140401788282 Long DBT CORP CL N 2 2025-01-09 Fixed 2.70400000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corp 68218EAH7 74160.33640000 PA USD 72630.78000000 0.048414929692 Long LON CORP US N 2 2026-09-19 Floating 2.14340000 N N N N N N TERRIER MEDIA BUYER INC N/A Terrier Media Buyer Inc 88145LAB0 51610.00000000 PA USD 50440.72000000 0.033623264302 Long LON CORP US N 2 2026-12-17 Floating 4.40140000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 Brighthouse Financial Inc 10922NAG8 90000.00000000 PA USD 106319.84000000 0.070871710017 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AH4 210000.00000000 PA USD 230640.52000000 0.153742594532 Long DBT CORP US N 2 2029-05-01 Fixed 4.30000000 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 ESH Hospitality Inc 26908BAK9 95406.37480000 PA USD 92568.04000000 0.061704901811 Long LON CORP US N 2 2026-09-18 Floating 2.15140000 N N N N N N Mercedes-Benz Auto Lease Trust N/A Mercedes-Benz Auto Lease Trust 2020-A 58770FAB8 72178.85000000 PA USD 72474.16000000 0.048310528414 Long ABS-O CORP US N 2 2022-03-15 Fixed 1.82000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 16384YAF4 139812.42660000 PA USD 134219.93000000 0.089469622580 Long LON CORP US N 2 2025-04-03 Floating 1.98350000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2018-B3 Mortgage Trust 08161BAY9 130000.00000000 PA USD 150459.14000000 0.100294512666 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 4.02500000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2017-C4 17326FAD9 120000.00000000 PA USD 133922.30000000 0.089271225488 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2017-1 89173FAA8 38370.31000000 PA USD 39324.98000000 0.026213626535 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2014-2 81745HAD4 11431.10000000 PA USD 11762.34000000 0.007840654666 Long ABS-MBS CORP US N 2 2044-07-25 Variable 3.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBS8 480000.00000000 PA USD 594724.66000000 0.396437331395 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABE4 380000.00000000 PA USD 427351.80000000 0.284868307225 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0UD9 146778.46000000 PA USD 143522.96000000 0.095670926536 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.44925000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137BWY73 54567.15000000 PA USD 56928.27000000 0.037947798296 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 2.50000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 Frontier Communications Corp 35906EAJ9 1136079.48000000 PA USD 1117902.21000000 0.745182096356 Long LON CORP US N 2 2024-06-15 Floating 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BV5 275000.00000000 PA USD 266155.81000000 0.177416720961 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 Corporate Office Properties LP 22003BAH9 23000.00000000 PA USD 25250.39000000 0.016831649839 Long DBT CORP US N 2 2024-02-15 Fixed 5.25000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 NiSource Inc 65473PAK1 80000.00000000 PA USD 79861.48000000 0.053234839820 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2019-C7 17328CAD4 280000.00000000 PA USD 309838.26000000 0.206534992106 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAH5 70000.00000000 PA USD 71756.47000000 0.047832123653 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BD6 265000.00000000 PA USD 290837.50000000 0.193869281239 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DTR3 195347.90000000 PA USD 203664.70000000 0.135760790829 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K0SW9 346623.60000000 PA USD 371502.27000000 0.247639585898 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N UBS-Barclays Commercial Mortga N/A UBS-Barclays Commercial Mortgage Trust 2013-C5 90270YAG4 150000.00000000 PA USD 151737.45000000 0.101146620943 Long ABS-MBS CORP US N 2 2046-03-10 Variable 3.64870000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BB9 385000.00000000 PA USD 408126.83000000 0.272053140282 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N Morgan Stanley Capital I Trust 549300T7A7LUR8384661 Morgan Stanley Capital I Trust 2006-HQ10 61750HAH9 62003.22000000 PA USD 61080.81000000 0.040715838680 Long ABS-MBS CORP US N 2 2041-11-12 Variable 5.44800000 N N N N N N Steele Creek CLO Ltd N/A Steele Creek Clo 2017-1 Ltd 85816VAA4 250000.00000000 PA USD 247940.75000000 0.165274749619 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.48688000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 Informatica LLC 45673YAE6 111000.00000000 PA USD 112803.75000000 0.075193817625 Long LON CORP US N 2 2025-02-25 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QAJA9 290193.92000000 PA USD 316829.51000000 0.211195287331 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JX47 225000.00000000 PA USD 230943.15000000 0.153944324572 Long DBT NUSS EG N 2 2024-05-29 Fixed 5.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 El Salvador Government International Bond 283875BZ4 175000.00000000 PA USD 131250.00000000 0.087489897838 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N TERRIER MEDIA BUYER INC N/A Terrier Media Buyer Inc 88146LAA1 279000.00000000 PA USD 285729.48000000 0.190464327731 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N AES ANDRS/DMCN PWR/ITABO N/A AES Andres BV / Dominican Power Partners / Empresa Generadora de Electricidad It 00809YAB4 200000.00000000 PA USD 203252.00000000 0.135485689261 Long DBT CORP NL N 2 2026-05-11 Fixed 7.95000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BS4 105000.00000000 PA USD 105864.68000000 0.070568305051 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT) 000000000 -79.00000000 NC USD 105578.70000000 0.070377673729 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 2020-12-21 -11024859.95000000 USD 105578.70000000 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AH0 129000.00000000 PA USD 125721.31000000 0.083804530042 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBR9 346000.00000000 PA USD 395701.52000000 0.263770556643 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 US Bank NA/Cincinnati OH 90331HNV1 250000.00000000 PA USD 269923.78000000 0.179928410944 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 Vedanta Resources Finance II PLC 92243XAA9 200000.00000000 PA USD 125600.00000000 0.083723666046 Long DBT CORP GB N 2 2026-04-23 Fixed 9.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AJ8 80000.00000000 PA USD 86433.39000000 0.057615607321 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABK0 150000.00000000 PA USD 146385.00000000 0.097578732915 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N GMRF Mortgage Acquisition Co., N/A Galton Funding Mortgage Trust 2017-1 36417JAY5 22200.43000000 PA USD 22391.45000000 0.014925909889 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AQ0 200000.00000000 PA USD 210700.00000000 0.140450449330 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2010-C1 36249KAJ9 100000.00000000 PA USD 89313.15000000 0.059535225669 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.63500000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAJ0 100000.00000000 PA USD 103984.68000000 0.069315116419 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2015-5 89171VAK3 15259.58000000 PA USD 15386.77000000 0.010256662364 Long ABS-MBS CORP US N 2 2055-05-25 Variable 2.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABC8 155000.00000000 PA USD 172882.35000000 0.115241593445 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 13134MBE2 39294.11160000 PA USD 38409.99000000 0.025603703627 Long LON CORP US N 2 2024-01-15 Floating 2.39580000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J7RS6 241463.21000000 PA USD 284469.88000000 0.189624691348 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDV7 305000.00000000 PA USD 321012.50000000 0.213983625371 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA Inc 44969CBJ8 141737.50000000 PA USD 139646.87000000 0.093087164874 Long LON CORP US N 2 2025-06-11 Floating 1.89520000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAL5 80000.00000000 PA USD 83333.42000000 0.055549199256 Long DBT CORP US N 2 2027-04-30 Fixed 2.10000000 N N N N N N PRETIUM PKG HOLDINGS INC N/A Pretium PKG Holdings Inc 000000000 65000.00000000 PA USD 64106.25000000 0.042732565815 Long LON CORP US N 2 2027-10-29 Floating 4.75000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BK8 275000.00000000 PA USD 321122.48000000 0.214056936906 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCW4 140000.00000000 PA USD 151993.44000000 0.101317261240 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2015-4 46644VBR6 83711.36000000 PA USD 85527.69000000 0.057011877032 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.61211900 N N N N N N Deutsche Bank Commercial Mortg N/A DBJPM 16-C1 Mortgage Trust 23312LAU2 25000.00000000 PA USD 26028.47000000 0.017350309952 Long ABS-MBS CORP US N 2 2049-05-10 Variable 4.19500000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAU1 180000.00000000 PA USD 197452.62000000 0.131619882299 Long DBT CORP US N 2 2024-02-01 Fixed 3.85000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAD0 77800.00000000 PA USD 80068.65000000 0.053372937208 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57300000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GG2 105000.00000000 PA USD 112793.79000000 0.075187178392 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 Gardner Denver Inc 365556AT6 71995.26000000 PA USD 69745.41000000 0.046491571776 Long LON CORP US N 2 2027-02-28 Floating 1.89780000 N N N N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 ENN Energy Holdings Ltd 26876FAC6 200000.00000000 PA USD 201415.92000000 0.134261777249 Long DBT CORP KY N 2 2030-09-17 Fixed 2.62500000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B19 Mortgage Trust 08162WBC9 750000.00000000 PA USD 754151.78000000 0.502709807141 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2017-4 81745XAA5 37956.51000000 PA USD 38805.38000000 0.025867266528 Long ABS-MBS CORP US N 2 2047-07-25 Variable 3.50000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756CB4 200000.00000000 PA USD 196325.00000000 0.130868222424 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DCH6 95000.00000000 PA USD 101581.13000000 0.067712934750 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 64072UAK8 63706.10000000 PA USD 61808.17000000 0.041200689363 Long LON CORP US N 2 2027-04-15 Floating 2.64910000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDJ6 145000.00000000 PA USD 141103.13000000 0.094057892788 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 Kallpa Generacion SA 156830AA9 200000.00000000 PA USD 210800.00000000 0.140517108300 Long DBT CORP PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N BDO UNIBANK INC 3FGIIBS1PEI1FYQBGN97 BDO Unibank Inc 000000000 200000.00000000 PA USD 200636.19000000 0.133742017263 Long DBT CORP PH N 2 2026-01-13 Fixed 2.12500000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2017-2 46648HAC7 25771.74000000 PA USD 26498.58000000 0.017663680434 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N LEVEL 3 FINANCING INC N/A Level 3 Financing Inc 527298BS1 140000.00000000 PA USD 135712.50000000 0.090464554365 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N AUTORIDAD CANAL DE PANAM 549300W1ISP1PW2J2P64 Autoridad del Canal de Panama 05330GAA2 200000.00000000 PA USD 251111.00000000 0.167388005609 Long DBT CORP PA N 2 2035-07-29 Fixed 4.95000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BW2 200000.00000000 PA USD 220552.00000000 0.147017691033 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N Wells Fargo Commercial Mortgag N/A Wells Fargo Commercial Mortgage Trust 2017-C38 95001MAF7 140000.00000000 PA USD 156574.63000000 0.104371035298 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45300000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 TJX Cos Inc/The 872540AU3 55000.00000000 PA USD 73019.97000000 0.048674359737 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage N/A Citigroup Commercial Mortgage Trust 2020-555 17328EAA6 100000.00000000 PA USD 104939.38000000 0.069951509603 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.64700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HHXN0 45507.75000000 PA USD 49830.97000000 0.033216811234 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCU2 236000.00000000 PA USD 233864.20000000 0.155891466409 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4W77 924770.15000000 PA USD 1038734.01000000 0.692409389841 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380GGW8 40000.00000000 PA USD 43224.96000000 0.028813313024 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 2.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAB3 225000.00000000 PA USD 256115.93000000 0.170724240385 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 Allison Transmission Inc 019736AF4 240000.00000000 PA USD 262378.80000000 0.174899005006 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 ASG Finance Designated Activity Co 00217AAA4 200000.00000000 PA USD 146000.00000000 0.097322095881 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 Banque Ouest Africaine de Developpement 06675QAC7 200000.00000000 PA USD 210414.00000000 0.140259804677 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2013-K25 Mortgage Trust 30261NAG5 280000.00000000 PA USD 289791.94000000 0.193172321715 Long ABS-MBS CORP US N 2 2045-11-25 Variable 3.61939500 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 JP Morgan Mortgage Trust 2014-2 46641YAQ6 44736.36000000 PA USD 45295.75000000 0.030193680305 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.39856800 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 Fresnillo PLC 358070AB6 200000.00000000 PA USD 204000.00000000 0.135984298355 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAA8 95000.00000000 PA USD 97451.95000000 0.064960465902 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 IHS Netherlands Holdco BV 44963LAB2 200000.00000000 PA USD 203000.00000000 0.135317708657 Long DBT CORP NL N 2 2025-03-18 Fixed 7.12500000 N N N N N N NV ENERGY INC 549300WSWTEW6DURBO45 NV Energy Inc 67073YAA4 75000.00000000 PA USD 75148.09000000 0.050092942604 Long DBT CORP US N 2 2020-11-15 Fixed 6.25000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBA8 200000.00000000 PA USD 234742.00000000 0.156476598845 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBE1 190000.00000000 PA USD 191389.85000000 0.127578502277 Long DBT CORP US N 2 2027-02-01 Fixed 5.37500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 200000.00000000 PA USD 202450.60000000 0.134951484277 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 Hilton Worldwide Finance LLC 43289DAH6 35550.32000000 PA USD 33791.86000000 0.022525305746 Long LON CORP US N 2 2026-06-21 Floating 1.97330000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5Z22 37827.07000000 PA USD 42458.57000000 0.028302445346 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-WIKI 46646JAA9 105000.00000000 PA USD 104372.97000000 0.069573946532 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 2.79780000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAN5 150000.00000000 PA USD 165240.72000000 0.110147761612 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2018-GS9 36255NAY1 125000.00000000 PA USD 137771.75000000 0.091837229200 Long ABS-MBS CORP US N 2 2051-03-10 Variable 4.32100000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BD8 200000.00000000 PA USD 200223.00000000 0.133466589066 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortage-Backed Securities Trust 2020-PJ1 36258FAA7 140373.35000000 PA USD 142970.68000000 0.095302782378 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 Mong Duong Finance Holdings BV 60935DAA3 250000.00000000 PA USD 254980.73000000 0.169967527760 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N SPRINT SPECTRUM / SPEC I N/A Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 85208NAD2 220000.00000000 PA USD 239985.90000000 0.159972128562 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FK9 90000.00000000 PA USD 96794.78000000 0.064522403150 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JH1 128000.00000000 PA USD 118054.26000000 0.078693753499 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 Energizer Holdings Inc 29272WAD1 145000.00000000 PA USD 146595.00000000 0.097718716752 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 03523TBX5 170000.00000000 PA USD 192923.48000000 0.128600804235 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380VND9 45000.00000000 PA USD 48530.43000000 0.032349884668 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N PFS Financing Corp. N/A PFS Financing Corp 69335PDX0 500000.00000000 PA USD 501123.75000000 0.334043929083 Long ABS-O CORP US N 2 2026-02-15 Fixed 0.97000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431AF6 140000.00000000 PA USD 152907.58000000 0.101926617546 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 Antofagasta PLC 03718NAA4 200000.00000000 PA USD 197500.00000000 0.131651465319 Long DBT CORP GB N 2 2030-10-14 Fixed 2.37500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367WB85 115000.00000000 PA USD 120010.92000000 0.079998042897 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 Alphabet Inc 02079KAF4 55000.00000000 PA USD 49790.47000000 0.033189814351 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 89364MBR4 127354.65740000 PA USD 120084.87000000 0.080047337206 Long LON CORP US N 2 2025-12-09 Floating 2.39910000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CY4 120000.00000000 PA USD 144664.45000000 0.096431832010 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 46590KAE4 170000.00000000 PA USD 191479.93000000 0.127638548677 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91400000 N N N N N N OLIN CORP 549300GKK294V7W57P06 Olin Corp 680665AK2 230000.00000000 PA USD 232257.45000000 0.154820423412 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 Turk Telekomunikasyon AS 90011QAC4 200000.00000000 PA USD 204400.00000000 0.136250934234 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AM8 315000.00000000 PA USD 360829.13000000 0.240524980731 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 Alphabet Inc 02079KAE7 55000.00000000 PA USD 51826.81000000 0.034547217616 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 744320AV4 265000.00000000 PA USD 286652.51000000 0.191079610020 Long DBT CORP US N 2 2045-05-15 Fixed 5.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 46590MAV2 180000.00000000 PA USD 190383.82000000 0.126907893043 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.05560000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20338HAB9 285000.00000000 PA USD 267365.63000000 0.178223174509 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N FannieMae Whole Loan N/A Fannie Mae REMIC Trust 2004-W11 31394AB47 12748.85000000 PA USD 15096.19000000 0.010062964730 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N USI INC/NY N/A USI Inc/NY 91739VAA6 190000.00000000 PA USD 193916.85000000 0.129262974443 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 Jefferies Group LLC 472319AE2 30000.00000000 PA USD 37274.07000000 0.024846511057 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBL9 130000.00000000 PA USD 137169.23000000 0.091435595575 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N Bank N/A BANK 2019-BNK21 06540BBD0 200000.00000000 PA USD 218685.34000000 0.145773394708 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 Jordan Government International Bond 418097AK7 200000.00000000 PA USD 203982.88000000 0.135972886339 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N Saranac CLO LTD 5493000RC2FP2JRHW627 Saranac Clo VII Ltd 80317EAA7 245987.42000000 PA USD 244013.62000000 0.162656965219 Long ABS-CBDO CORP JE N 2 2029-11-20 Floating 1.48300000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAC3 140000.00000000 PA USD 153010.82000000 0.101995436267 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 Ryan Specialty Group LLC 000000000 60000.00000000 PA USD 59599.98000000 0.039728732658 Long LON CORP US N 2 2027-07-23 Floating 4.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAR6 150000.00000000 PA USD 148742.81000000 0.099150424770 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N PTTEP TREASURY CENTER CO 2549006WFOUPZX6TZG08 PTTEP Treasury Center Co Ltd 69371MAF4 200000.00000000 PA USD 206805.00000000 0.137854082457 Long DBT CORP TH N 2 2027-06-10 Fixed 2.58700000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 88233FAK6 213692.19420000 PA USD 209151.24000000 0.139418061870 Long LON CORP US N 2 2025-12-31 Floating 1.89720000 N N N N N N Apex Credit CLO LLC 549300RQCC84IFW6Y440 Apex Credit CLO 2017 Ltd 46619UAA7 290880.98000000 PA USD 289520.53000000 0.192991402605 Long ABS-CBDO CORP KY N 2 2029-04-24 Floating 1.68475000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2E4 220000.00000000 PA USD 250912.68000000 0.167255807540 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2015-4 46644VBQ8 83711.36000000 PA USD 86031.12000000 0.057347458283 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.61211900 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAA3 200000.00000000 PA USD 193950.00000000 0.129285071892 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 Citizens Financial Group Inc 174610AU9 115000.00000000 PA USD 122618.75000000 0.081736395509 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UAR7 280000.00000000 PA USD 305378.05000000 0.203561862070 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAT6 455000.00000000 PA USD 540746.80000000 0.360456246009 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AQ0 555000.00000000 PA USD 519940.37000000 0.346586894123 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJE0 570000.00000000 PA USD 577309.68000000 0.384828685140 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902VAK3 495000.00000000 PA USD 527141.69000000 0.351387219845 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X6Q38 432094.03000000 PA USD 468753.36000000 0.312466160594 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Deutsche Bank Commercial Mortg N/A DBJPM 16-C1 Mortgage Trust 23312LAS7 165000.00000000 PA USD 180067.82000000 0.120031353721 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAW8 120000.00000000 PA USD 129942.19000000 0.086618125166 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JG3 80000.00000000 PA USD 76002.06000000 0.050662190209 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp 72147KAE8 157000.00000000 PA USD 166047.91000000 0.110685826150 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AQ7 97000.00000000 PA USD 99667.50000000 0.066437328707 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N Ford Credit Auto Lease Trust 5493006E18I81G847N31 Ford Credit Auto Lease Trust 2019-B 34528DAB9 251818.58000000 PA USD 252723.16000000 0.168462654856 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.28000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHK9 40000.00000000 PA USD 44309.19000000 0.029536049572 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAB6 68000.00000000 PA USD 70945.08000000 0.047291259439 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDB9 165000.00000000 PA USD 171187.50000000 0.114111823895 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N N Bank N/A BANK 2017-BNK5 06541WAX0 225000.00000000 PA USD 250891.92000000 0.167241969138 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.39000000 N N N N N N PENN NATIONAL GAMING INC N/A Penn National Gaming Inc 70757DAV1 122255.67690000 PA USD 118263.30000000 0.078833097410 Long LON CORP US N 2 2025-10-15 Floating 2.46770000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123CJ8 130000.00000000 PA USD 144738.28000000 0.096481046328 Long DBT CORP US N 2 2050-04-09 Fixed 3.25000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 Charter Communications Operating LLC 16117LBX6 102020.62220000 PA USD 99570.39000000 0.066372596181 Long LON CORP US N 2 2027-02-01 Floating 1.90630000 N N N N N N RUTAS 2 AND 7 FINANCE N/A Rutas 2 and 7 Finance Ltd 78319MAA1 200000.00000000 PA USD 141000.00000000 0.093989147392 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2011-K11 Mortgage Trust 30262BAL9 730000.00000000 PA USD 730258.13000000 0.486782546207 Long ABS-MBS USGSE US N 2 2048-12-25 Variable 4.42128000 N N N N N N Bank N/A BANK 2019-BNK20 06540AAD3 205000.00000000 PA USD 225775.50000000 0.150499622320 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N SOUTH CAROLINA ST PUBLIC SVC A EMBXY64GWKA9MZGFUD26 South Carolina Public Service Authority 837151NP0 30000.00000000 PA USD 37736.40000000 0.025154695472 Long DBT MUN US N 2 2045-12-01 Fixed 4.77000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAF0 200000.00000000 PA USD 194263.00000000 0.129493714467 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N KAZTRANSGAS JSC 635400YGLXBBSVHONW39 KazTransGas JSC 48668NAA9 400000.00000000 PA USD 437752.00000000 0.291800973400 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAJ1 170000.00000000 PA USD 168596.43000000 0.112384643327 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 Caesars Resort Collection LLC 12769LAD1 65000.00000000 PA USD 63036.48000000 0.042019468154 Long LON CORP US N 2 2025-07-20 Floating 4.64580000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAL5 505000.00000000 PA USD 585668.65000000 0.390400688426 Long DBT CORP US N 2 2029-02-15 Fixed 4.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAM3 755000.00000000 PA USD 750428.70000000 0.500228040368 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJF7 315000.00000000 PA USD 311204.22000000 0.207445526970 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 685000.00000000 PA USD 748229.88000000 0.498762329609 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31292LHA6 31306.75000000 PA USD 35080.92000000 0.023384579862 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 Newmont Corp 651639AY2 290000.00000000 PA USD 299054.76000000 0.199346822100 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A OCP SA 67091TAC9 200000.00000000 PA USD 212183.80000000 0.141439535124 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CX6 745000.00000000 PA USD 863909.75000000 0.575873339196 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BJ6 265000.00000000 PA USD 294939.01000000 0.196603305551 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CC1 150000.00000000 PA USD 151761.38000000 0.101162572435 Long DBT CORP DE N 2 2024-09-18 Fixed 2.22200000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 Murphy Oil USA Inc 626738AD0 250000.00000000 PA USD 263390.00000000 0.175573060508 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LFB3 42310.98000000 PA USD 48545.36000000 0.032359836852 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A13P8 146644.26000000 PA USD 157416.16000000 0.104931990526 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BL0 145000.00000000 PA USD 141643.25000000 0.094417931215 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAP0 200000.00000000 PA USD 225583.00000000 0.150371303803 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Mercedes-Benz Master Owner Tru N/A Mercedes-Benz Master Owner Trust 2019-BA 58768UAL7 530000.00000000 PA USD 530665.63000000 0.353736241945 Long ABS-O CORP US N 2 2023-05-15 Floating 0.49838000 N N N N N N ARUBA INVESTMENT HOLDING N/A Aruba Investments Holdings LLC 04317JAF5 40000.00000000 PA USD 39800.00000000 0.026530269973 Long LON CORP US N 2 2028-10-28 Floating 7.75000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAB1 20000.00000000 PA USD 20209.40000000 0.013471377839 Long DBT CORP US N 2 2028-03-01 Fixed 6.12500000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132DVKS3 385805.90000000 PA USD 430639.59000000 0.287059914167 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 Hutama Karya Persero PT 69375MAA1 400000.00000000 PA USD 432953.32000000 0.288602222749 Long DBT CORP ID N 2 2030-05-11 Fixed 3.75000000 N N N N N N Goldman Sachs Financial Square Government Fund N/A Goldman Sachs Financial Square Government Fund 38141W273 387724.18000000 NS USD 387724.18000000 0.258452943983 Long STIV RF US N 1 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DR5 155000.00000000 PA USD 172825.37000000 0.115203611164 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 100000.00000000 PA USD 114798.57000000 0.076523544086 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBG9 345000.00000000 PA USD 365616.34000000 0.243716085598 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QED41 144586.03000000 PA USD 151235.82000000 0.100812239553 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N BERRY PLASTICS GROUP INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08579JBF8 98750.00000000 PA USD 95593.56000000 0.063721682274 Long LON CORP US N 2 2026-07-01 Floating 2.14910000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 Southwestern Energy Co 845467AN9 255000.00000000 PA USD 263765.63000000 0.175823451597 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBN5 110000.00000000 PA USD 116075.72000000 0.077374879119 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BB6 500000.00000000 PA USD 517165.00000000 0.344736861073 Long DBT CORP GB N 2 N/A Fixed 8.62500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DaVita Inc 23918VAY0 123752.35120000 PA USD 121306.26000000 0.080861503197 Long LON CORP US N 2 2026-08-12 Floating 1.89840000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J9JV4 252575.74000000 PA USD 297979.94000000 0.198630358161 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-WIKI 46646JAD3 85000.00000000 PA USD 82928.50000000 0.055279283755 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 3.20120000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 Woori Bank 98105FAC8 200000.00000000 PA USD 220300.00000000 0.146849710429 Long DBT CORP KR N 2 2024-04-30 Fixed 4.75000000 N N N N N N NXP BV/NXP FUNDING LLC N/A NXP BV / NXP Funding LLC 62947QAZ1 300000.00000000 PA USD 336221.91000000 0.224122061387 Long DBT CORP NL N 2 2024-03-01 Fixed 4.87500000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A Clear Channel Worldwide Holdings Inc 18451QAP3 65000.00000000 PA USD 56418.38000000 0.037607910875 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VEA8 1180000.00000000 PA USD 1467345.69000000 0.978117520095 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N JSM GLOBAL SARL 222100JFIJNVE1XMFY68 JSM Global Sarl 46592BAA0 200000.00000000 PA USD 202300.00000000 0.134851095869 Long DBT CORP LU N 2 2030-10-20 Fixed 4.75000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 61763UAZ5 100000.00000000 PA USD 108400.38000000 0.072258576547 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.74100000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2015-C33 46645JAD4 255000.00000000 PA USD 285068.58000000 0.190023778600 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.76970000 N N N N N N Chase Mortgage Finance Corpora N/A Chase Home Lending Mortgage Trust 2019-ATR2 16159GAC3 123661.22000000 PA USD 126974.85000000 0.084640126892 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAQ4 200000.00000000 PA USD 224454.10000000 0.149618790693 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N ARUBA INVESTMENT HOLDING N/A Aruba Investments Holdings LLC 000000000 40000.00000000 PA USD 39800.00000000 0.026530269973 Long LON CORP US N 2 2027-10-28 Floating 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Trust 2015-6 46645GAY4 85485.17000000 PA USD 87893.61000000 0.058588974930 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.56829600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5TL7 212727.11000000 PA USD 231821.54000000 0.154529850296 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CJ7 70000.00000000 PA USD 73488.80000000 0.048986876985 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N INFORMATICA CORP 5493007SV33RZV7RPS40 INFORMATICA LLC 45673YAB2 141449.20000000 PA USD 136993.55000000 0.091318489097 Long LON CORP US N 2 2027-02-14 Floating 3.40630000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHM5 140000.00000000 PA USD 156047.99000000 0.104019982499 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABA2 100000.00000000 PA USD 109661.00000000 0.073098892852 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CL2 75000.00000000 PA USD 77764.22000000 0.051836827911 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 Avient Corp 73179PAM8 200000.00000000 PA USD 210750.00000000 0.140483778815 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2017-5 81746DCB4 235204.25000000 PA USD 246605.63000000 0.164384772382 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.82266900 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBC4 200000.00000000 PA USD 219751.80000000 0.146484285957 Long DBT NUSS QA N 2 2025-04-16 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X44J2 327169.55000000 PA USD 342133.24000000 0.228062493066 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N ARRAY TECHNOLOGIES INC N/A Array Technologies Inc 000000000 20434.78000000 PA USD 20179.35000000 0.013451346818 Long LON CORP US N 2 2027-10-14 Floating 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABD8 65000.00000000 PA USD 69604.00000000 0.046397309327 Long DBT CORP US N 2 2026-11-02 Fixed 3.50000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAE7 90000.00000000 PA USD 86834.15000000 0.057882749809 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2016-4 46647JAZ3 88330.55000000 PA USD 92033.08000000 0.061348302986 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.86821700 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 C&W Senior Financing DAC 12674TAB2 200000.00000000 PA USD 211179.00000000 0.140769745796 Long DBT CORP IE N 2 2026-10-15 Fixed 7.50000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 Frontier Communications Corp 35906ABE7 150000.00000000 PA USD 153187.50000000 0.102113209334 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAF8 230000.00000000 PA USD 230194.35000000 0.153445182206 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 320000.00000000 PA USD 335510.40000000 0.223647776151 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N COMM Mortgage Trust N/A COMM 2015-CCRE23 Mortgage Trust 12593ABA2 115000.00000000 PA USD 125706.67000000 0.083794771169 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.49700000 N N N N N N GRUPO AEROMEXICO SAB N/A Grupo Aeromexico SAB de CV 000000000 130000.00000000 PA USD 130000.00000000 0.086656660716 Long LON CORP MX N 3 2022-08-19 Floating 8.14340000 N N N N N N Fannie Mae - CAS N/A Fannie Mae Connecticut Avenue Securities 30711XY24 98913.28000000 PA USD 96556.27000000 0.064363414841 Long ABS-MBS CORP US N 2 2031-01-25 Floating 2.49925000 N N N N N N UBS Commercial Mortgage Trust N/A UBS Commercial Mortgage Trust 2018-C9 90291JAW7 225000.00000000 PA USD 257881.66000000 0.171901257812 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.11700000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 03852JAL5 69949.69000000 PA USD 67020.55000000 0.044675208172 Long LON CORP US N 2 2025-03-11 Floating 1.89520000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAB0 200000.00000000 PA USD 220875.00000000 0.147232999506 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 67053NAK0 66198.85000000 PA USD 63219.90000000 0.042141734037 Long LON CORP FR N 2 2025-07-31 Floating 2.96840000 N N N N N N Freddie Mac - STACR N/A Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0QQ5 500000.00000000 PA USD 505313.00000000 0.336836439974 Long ABS-MBS CORP US N 2 2030-03-25 Floating 2.64925000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286CJ4 200000.00000000 PA USD 214190.52000000 0.142777194002 Long DBT NUSS PH N 2 2030-05-05 Fixed 2.45700000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW89 200000.00000000 PA USD 202089.20000000 0.134710578760 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBQ2 70000.00000000 PA USD 67455.58000000 0.044965194688 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NBF6 260000.00000000 PA USD 295788.87000000 0.197169813472 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92553PAP7 305000.00000000 PA USD 329223.77000000 0.219457173359 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAD4 63000.00000000 PA USD 66952.76000000 0.044630020056 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 Gray Television Inc 389376AX2 107720.88000000 PA USD 105485.67000000 0.070315660889 Long LON CORP US N 2 2024-02-07 Floating 2.48350000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CT5 60000.00000000 PA USD 63129.53000000 0.042081494326 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 SS&C Technologies Inc 78466DBD5 55561.86810000 PA USD 54093.42000000 0.036058116491 Long LON CORP US N 2 2025-04-16 Floating 1.89910000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200KJ9 115000.00000000 PA USD 116790.08000000 0.077851064135 Long DBT CORP US N 2 2030-05-15 Fixed 1.95000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DCF0 47000.00000000 PA USD 49423.32000000 0.032945075944 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 Santander UK PLC 80283LAA1 180000.00000000 PA USD 197136.86000000 0.131409399936 Long DBT CORP GB N 2 2023-11-07 Fixed 5.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHV5 235000.00000000 PA USD 255117.20000000 0.170058497256 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 Kaisa Group Holdings Ltd 000000000 200000.00000000 PA USD 181712.98000000 0.121128000428 Long DBT CORP KY N 2 2024-06-30 Fixed 9.37500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XBG4 380000.00000000 PA USD 374753.72000000 0.249806968971 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAB4 27000.00000000 PA USD 31336.27000000 0.020888434750 Long DBT CORP N/A N 2 2029-06-18 Fixed 4.30000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29366MAA6 155000.00000000 PA USD 192424.46000000 0.128268162644 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132AD2M9 174189.90000000 PA USD 193739.16000000 0.129144528120 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems Inc 000000000 80000.00000000 PA USD 80100.00000000 0.053393834795 Long LON CORP US N 2 2025-01-30 Floating 6.00000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Government International Bond 81720TAD7 200000.00000000 PA USD 196113.20000000 0.130727038726 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N UPJOHN INC N/A Upjohn Inc 91533BAF7 50000.00000000 PA USD 52617.65000000 0.035074383413 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAE8 20000.00000000 PA USD 21306.94000000 0.014202986696 Long DBT CORP N/A N 2 2025-05-01 Fixed 2.70000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2017-GS6 36253PAC6 115000.00000000 PA USD 128234.49000000 0.085479789939 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HHW3 225000.00000000 PA USD 248432.11000000 0.165602285133 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCKS4 1495660.07000000 PA USD 1628543.48000000 1.085570306221 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 Biogen Inc 09062XAH6 125000.00000000 PA USD 126213.20000000 0.084132418848 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GT4 165000.00000000 PA USD 172102.24000000 0.114721580155 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Deutsche Bank Commercial Mortg N/A DBJPM 16-C3 Mortgage Trust 23312VAF3 140000.00000000 PA USD 151175.00000000 0.100771697568 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd 36321PAB6 200000.00000000 PA USD 199805.80000000 0.133188487844 Long DBT CORP JE N 2 2036-03-31 Fixed 2.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKA9 85000.00000000 PA USD 83581.97000000 0.055714880125 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N HAMILTON PROJECTS ACQUIR 5493005K6XILIQ2EZY52 Hamilton Projects Acquiror LLC 000000000 144637.50000000 PA USD 144456.70000000 0.096293348001 Long LON CORP US N 2 2027-06-26 Floating 5.75000000 N N N N N N Holmes Master Issuer Plc 5493007HX9EKP3XR9846 Holmes Master Issuer PLC 43641NCA0 67405.08000000 PA USD 67341.05000000 0.044888850170 Long ABS-MBS CORP GB N 2 2054-10-15 Floating 0.69500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AD0 132000.00000000 PA USD 133122.00000000 0.088737753753 Long DBT CORP US N 2 2025-05-15 Fixed 7.00000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 Applied Systems Inc 03827FAZ4 150000.00000000 PA USD 151218.75000000 0.100800860867 Long LON CORP US N 2 2025-09-19 Floating 8.00000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2015-2 81733YEE5 292921.57000000 PA USD 299688.53000000 0.199769286653 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.73611900 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co 12429TAD6 315000.00000000 PA USD 315579.60000000 0.210362110202 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBB6 90000.00000000 PA USD 97132.59000000 0.064747583816 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AP3 250000.00000000 PA USD 287170.50000000 0.191424896818 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N BBVA USA C90VT034M03BN29IRA40 BBVA USA 20453KAB1 250000.00000000 PA USD 258762.53000000 0.172488436680 Long DBT CORP US N 2 2022-06-29 Fixed 2.87500000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAJ4 200000.00000000 PA USD 205368.00000000 0.136896193062 Long DBT CORP KY N 2 2026-01-08 Fixed 3.80000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 2020-C 44891RAB6 150000.00000000 PA USD 149997.80000000 0.099986988175 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.26000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133A0K78 155476.55000000 PA USD 165295.42000000 0.110184224068 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29278NAG8 220000.00000000 PA USD 238265.48000000 0.158825314314 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBA7 237000.00000000 PA USD 240366.59000000 0.160225892594 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N BERRY PLASTICS GROUP INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08579JBD3 100000.00000000 PA USD 99131.90000000 0.066080303265 Long LON CORP US N 2 2022-10-01 Floating 2.15140000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 37331NAK7 175000.00000000 PA USD 183194.48000000 0.122115553065 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBD2 120000.00000000 PA USD 141756.32000000 0.094493302512 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 Ashtead Capital Inc 045054AH6 230000.00000000 PA USD 244087.50000000 0.162706212866 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N TIME WARNER ENT N/A Time Warner Entertainment Co LP 88731EAF7 185000.00000000 PA USD 216688.04000000 0.144442015104 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMC3 95000.00000000 PA USD 90378.54000000 0.060245403668 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust 2018-5 33849NAG0 7287.17000000 PA USD 7303.30000000 0.004868304540 Long ABS-MBS CORP US N 2 2048-09-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416YGC6 30105.04000000 PA USD 33278.84000000 0.022183331899 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 59501NAJ8 133688.58000000 PA USD 132797.28000000 0.088521298746 Long LON CORP US N 2 2025-05-29 Floating 2.24090000 N N N N N N 2020-12-21 Delaware Pooled Trust Dan Geatans Dan Geatans Head of US and EMEA Fund Administration