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