0001752724-22-112889.txt : 20220519
0001752724-22-112889.hdr.sgml : 20220519
20220519170623
ACCESSION NUMBER: 0001752724-22-112889
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220519
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS IV
CENTRAL INDEX KEY: 0000778108
IRS NUMBER: 232369628
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04413
FILM NUMBER: 22944049
BUSINESS ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
BUSINESS PHONE: 18005231918
MAIL ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP EQUITY FUNDS IV INC
DATE OF NAME CHANGE: 19970128
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP DELCAP FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: DELCAP FUND INC
DATE OF NAME CHANGE: 19880929
0000778108
S000065922
Delaware Total Return Fund
C000212947
Institutional Class
FITUX
C000212948
Class R6
FITVX
C000212949
Class A
FITRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000778108
XXXXXXXX
S000065922
C000212948
C000212949
C000212947
Delaware Group Equity Funds IV
811-04413
0000778108
549300OT9UDUW3MXT836
100 Independence
610 Market Street
Philadelphia
19106-2354
800-523-1918
Delaware Total Return Fund
S000065922
5493003J6CMDP4Q01D27
2022-09-30
2022-03-31
N
467529941.20
4155892.23
463374048.97
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
483649.36000000
1116612.56000000
0.00000000
6620.97000000
USD
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
220000.00000000
PA
USD
227277.60000000
0.049048409272
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
2382.00000000
NS
USD
107047.08000000
0.023101656261
Long
EC
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1768000000.00000000
PA
121608.86000000
0.026244210324
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
9230.00000000
NS
1022943.83000000
0.220759844508
Long
EC
CORP
DE
N
2
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
35000.00000000
PA
USD
37462.20000000
0.008084656463
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
320000.00000000
PA
USD
324201.60000000
0.069965420100
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMJG1
1053597.72000000
PA
USD
1033809.36000000
0.223104716869
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413DSS7
15319.60000000
PA
USD
17016.95000000
0.003672400307
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AB7
1094000.00000000
PA
USD
1156905.00000000
0.249669786767
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
1.87500000
N
N
N
N
N
Chefs' Warehouse Inc/The
Chefs' Warehouse Inc/The
USD
XXXX
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
25900.00000000
NS
USD
2621339.00000000
0.565706906941
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
489000.00000000
PA
USD
643340.63000000
0.138838295202
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X83K1
65242.15000000
PA
USD
60767.97000000
0.013114236788
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
4959.00000000
NS
USD
144951.57000000
0.031281762611
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
33690.00000000
NS
1083656.21000000
0.233862084510
Long
EC
CORP
NL
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
30470.00000000
NS
USD
3357489.30000000
0.724574306106
Long
EC
CORP
US
N
1
N
N
N
CHEESECAKE FACTORY (THE)
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072AA9
772000.00000000
PA
USD
694800.00000000
0.149943658162
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
USD
XXXX
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAC4
722000.00000000
PA
USD
737162.00000000
0.159085732495
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
14195.00000000
NS
USD
2169279.90000000
0.468148767679
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGP86
82000.00000000
PA
USD
82864.80000000
0.017882917738
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GAY0
350000.00000000
PA
USD
339652.85000000
0.073299929237
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.65200000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
480000.00000000
PA
USD
437700.00000000
0.094459325241
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
280000.00000000
PA
USD
276770.26000000
0.059729339745
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQU5
359003.00000000
PA
USD
355634.58000000
0.076748920400
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
65000.00000000
PA
USD
68632.53000000
0.014811474693
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
4042.00000000
NS
USD
189691.06000000
0.040936919195
Long
EC
CORP
US
N
1
N
N
N
iShares Trust iShares ESG Aware MSCI EAFE ETF
549300IT2A3OM8F0BB22
iShares Trust iShares ESG Aware MSCI EAFE ETF
46435G516
3070.00000000
NS
USD
226351.10000000
0.048848462813
Long
EC
RF
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
240000.00000000
PA
USD
218581.63000000
0.047171746127
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
2165.00000000
NS
USD
74324.45000000
0.016039838692
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
31245.00000000
NS
USD
2801739.15000000
0.604638769958
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
193280.00000000
0.041711442500
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
200000.00000000
PA
USD
158923.00000000
0.034296914199
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
345000.00000000
PA
USD
320236.07000000
0.069109625519
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
RBC BEARINGS INC
N/A
RBC Bearings Inc
75524B203
7231.00000000
NS
USD
721075.32000000
0.155614092244
Long
EP
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
260000.00000000
PA
USD
267246.20000000
0.057673967843
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
USI INC/NY
N/A
USI Inc/NY
91739VAA6
585000.00000000
PA
USD
587919.15000000
0.126877875726
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
566.00000000
NS
USD
742875.00000000
0.160318645735
Long
EP
CORP
US
N
1
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G201
20550.00000000
NS
USD
1257454.50000000
0.271369210855
Long
EP
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
145000.00000000
PA
USD
138659.15000000
0.029923805683
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
28927.00000000
NS
USD
1109639.72000000
0.239469543550
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4575.00000000
NS
USD
602985.00000000
0.130129212315
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
215000.00000000
PA
USD
193207.60000000
0.041695817974
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
200000.00000000
PA
USD
187305.00000000
0.040421987467
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
440000.00000000
PA
USD
421738.72000000
0.091014747359
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAD8
360000.00000000
PA
USD
409090.39000000
0.088285131830
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Co SA
15118JAA3
250000.00000000
PA
USD
203547.50000000
0.043927254979
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
365000.00000000
PA
USD
370927.60000000
0.080049282178
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust Inc
720190206
5959.00000000
NS
USD
102613.98000000
0.022144956159
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
131000.00000000
PA
USD
142410.10000000
0.030733292103
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
120000.00000000
PA
USD
114770.40000000
0.024768413391
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
627.00000000
NS
USD
50686.68000000
0.010938609987
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKR5
351086.09000000
PA
USD
353630.83000000
0.076316494371
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HN6
137000.00000000
PA
USD
123416.79000000
0.026634376757
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
20717.00000000
NS
USD
1224996.21000000
0.264364440072
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
14404.00000000
NS
USD
824773.04000000
0.177992928571
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
30000.00000000
PA
USD
28987.50000000
0.006255745237
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
47400.00000000
NS
USD
2687580.00000000
0.580002269435
Long
EC
CORP
US
N
1
N
N
N
COLLEGIUM PHARMA INC
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459JAA2
678000.00000000
PA
USD
677661.00000000
0.146244918442
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.62500000
N
N
N
N
Y
Collegium Pharmaceutical Inc
Collegium Pharmaceutical Inc
USD
XXXX
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAT6
5000.00000000
PA
USD
4954.46000000
0.001069213955
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCAX6
805304.04000000
PA
USD
750253.94000000
0.161911082778
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
4885.00000000
NS
USD
196816.65000000
0.042474681186
Long
EC
CORP
US
N
1
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AB9
235000.00000000
PA
USD
242340.23000000
0.052299050958
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
35000.00000000
PA
USD
33571.13000000
0.007244930974
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
84000.00000000
PA
USD
77558.46000000
0.016737765132
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
215000.00000000
PA
USD
223975.18000000
0.048335719382
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
115000.00000000
PA
USD
115008.64000000
0.024819827578
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
37791.00000000
NS
USD
6697698.93000000
1.445419514728
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
285000.00000000
PA
USD
287282.54000000
0.061997977797
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
69974.00000000
NS
USD
12218160.14000000
2.636781271449
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-8775.39000000
-0.00189380264
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1036739.31000000
USD
-941834.42000000
EUR
2022-06-24
-8775.39000000
N
N
N
Four Corners Property Trust In
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
5447.00000000
NS
USD
147286.88000000
0.031785742064
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
80000.00000000
PA
USD
78800.00000000
0.017005699860
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
275000.00000000
PA
USD
259105.00000000
0.055917028710
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
Orion Office REIT Inc
N/A
Orion Office REIT Inc
68629Y103
414.00000000
NS
USD
5796.00000000
0.001250825334
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
14241.00000000
NS
USD
2203225.11000000
0.475474428250
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
8750.00000000
NS
531069.54000000
0.114609253837
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF5E7
155108.14000000
PA
USD
164859.76000000
0.035578116721
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
30000.00000000
PA
USD
27712.81000000
0.005980656461
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
16140.00000000
NS
891622.00000000
0.192419493923
Long
EC
CORP
FR
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
190000.00000000
PA
USD
181728.98000000
0.039218635658
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
6000.00000000
PA
USD
6286.85000000
0.001356754875
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082AA8
287000.00000000
PA
USD
301637.00000000
0.065095790467
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
18100.00000000
NS
USD
2898715.00000000
0.625566970451
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409XND7
35427.35000000
PA
USD
38033.59000000
0.008207967210
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
20000.00000000
PA
USD
18888.70000000
0.004076339631
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8BS9
337114.98000000
PA
USD
341581.99000000
0.073716253803
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
400000.00000000
PA
USD
408644.00000000
0.088188797130
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
205000.00000000
PA
USD
181458.83000000
0.039160335025
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
6623000.00000000
PA
161609.25000000
0.034876629444
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
360000.00000000
PA
USD
304831.08000000
0.065785099678
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
105000.00000000
PA
USD
86658.42000000
0.018701612702
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.12500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
195463.31000000
0.042182619081
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
US
N/A
SC HIXSON LLC PP
000000000
7200000.00000000
NS
USD
10113120.00000000
2.182495981913
Long
EC
CORP
US
Y
3
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
205702.00000000
0.044392214121
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
10396.00000000
NS
USD
798620.72000000
0.172349038919
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECA6
811671.26000000
PA
USD
794866.66000000
0.171538881335
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
10000.00000000
PA
USD
10359.31000000
0.002235625845
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
30000.00000000
PA
USD
30980.88000000
0.006685933333
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
148875.00000000
PA
USD
138024.54000000
0.029786851531
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
28132.00000000
NS
USD
2787037.24000000
0.601465974668
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
5000.00000000
PA
USD
4658.38000000
0.001005317412
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
407.00000000
NS
USD
22779.79000000
0.004916069436
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
24750.00000000
NS
1609198.06000000
0.347278416557
Long
EC
CORP
ES
N
2
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
40000.00000000
PA
USD
35961.89000000
0.007760877002
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CD1
10000.00000000
PA
USD
9970.61000000
0.002151741130
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
743000.00000000
PA
207361.96000000
0.044750447389
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
270000.00000000
PA
288061.69000000
0.062166124892
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.37500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
10000.00000000
PA
USD
9421.69000000
0.002033279597
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
235000.00000000
PA
USD
216420.90000000
0.046705442499
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
5424.00000000
NS
USD
1206080.64000000
0.260282301669
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAD4
500000.00000000
PA
USD
488546.60000000
0.105432447303
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.10200000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
12807.00000000
NS
USD
2851222.41000000
0.615317671832
Long
EC
CORP
US
N
1
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
579000.00000000
PA
USD
524342.40000000
0.113157480693
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
18309.00000000
NS
USD
2001906.06000000
0.432028091441
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
36600.00000000
NS
USD
2837964.00000000
0.612456395930
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
5000.00000000
PA
USD
4718.26000000
0.001018240018
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
895.00000000
NS
USD
663749.90000000
0.143242786572
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
113843.00000000
NS
USD
2152771.13000000
0.464586036871
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
533000.00000000
PA
USD
487867.48000000
0.105285887520
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
6900.00000000
NS
528933.49000000
0.114148276360
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411YUW1
11158.74000000
PA
USD
12452.07000000
0.002687260977
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
340000.00000000
PA
USD
342312.00000000
0.073873796074
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
402000.00000000
PA
USD
1216854.00000000
0.262607282972
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.62500000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
150000.00000000
PA
USD
152465.40000000
0.032903310044
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02300000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
130000.00000000
PA
USD
119760.55000000
0.025845329548
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBB3
657000.00000000
PA
USD
633077.45000000
0.136623415015
Long
DBT
CORP
CL
N
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
9059.00000000
NS
USD
1177851.18000000
0.254190147812
Long
EC
CORP
US
N
1
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
295000.00000000
PA
USD
297299.50000000
0.064159721646
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAH9
829000.00000000
PA
USD
1033348.50000000
0.223005259422
Long
DBT
CORP
MH
N
2
2025-12-15
Fixed
3.75000000
N
N
N
N
Y
Atlas Corp
Atlas Corp
USD
XXXX
N
N
N
FUBOTV INC
N/A
fuboTV Inc
35953DAA2
511000.00000000
PA
USD
346713.50000000
0.074823676632
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.25000000
N
N
N
N
Y
fuboTV Inc
fuboTV Inc
USD
XXXX
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
29081.00000000
NS
USD
2920314.02000000
0.630228219834
Long
EC
CORP
US
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
13350.00000000
NS
1086368.58000000
0.234447436669
Long
EC
CORP
FR
N
2
N
N
N
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT Inc
729640102
1919.00000000
NS
USD
52004.90000000
0.011223092902
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
435000.00000000
PA
USD
403776.40000000
0.087138328289
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
10000.00000000
PA
USD
9122.93000000
0.001968804688
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
80000.00000000
PA
USD
78699.20000000
0.016983946376
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
1514303.00000000
NS
USD
1514303.00000000
0.326799267970
Long
STIV
RF
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
217000.00000000
PA
USD
170075.92000000
0.036703807728
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
260000.00000000
PA
USD
249687.10000000
0.053884567026
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
2249.00000000
NS
USD
877739.72000000
0.189423581650
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
10000.00000000
PA
USD
8984.44000000
0.001938917386
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
2.49100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
185000.00000000
PA
USD
167453.92000000
0.036137958172
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
275000.00000000
PA
USD
323706.63000000
0.069858601429
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
10573.00000000
NS
USD
223513.22000000
0.048236024545
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
410000.00000000
PA
USD
423825.20000000
0.091465027215
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
125000.00000000
PA
USD
114396.50000000
0.024687722640
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
Bank of Georgia JSC
47973XAA9
255000.00000000
PA
USD
248625.00000000
0.053655356952
Long
DBT
CORP
GE
N
2
2023-07-26
Fixed
6.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
485000.00000000
PA
USD
438849.68000000
0.094707435812
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
55000.00000000
PA
USD
63354.36000000
0.013672401408
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
150000.00000000
PA
USD
155514.33000000
0.033561294670
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
8110.00000000
NS
1418795.25000000
0.306187895751
Long
EC
CORP
FR
N
2
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
55000.00000000
PA
USD
57934.84000000
0.012502823610
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
14298.00000000
NS
USD
2082074.76000000
0.449329168223
Long
EC
CORP
US
N
1
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
245000.00000000
PA
USD
252816.73000000
0.054559967387
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAB1
269000.00000000
PA
USD
271352.65000000
0.058560174140
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
440000.00000000
PA
USD
392653.93000000
0.084738006125
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1635100000.00000000
PA
358229.22000000
0.077308865439
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
205000.00000000
PA
USD
187791.07000000
0.040526885443
Long
DBT
CORP
AE
N
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
3397.00000000
NS
USD
1826261.17000000
0.394122453352
Long
EC
CORP
US
N
1
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
30036FAA9
35000.00000000
PA
USD
32847.23000000
0.007088707292
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
25000.00000000
PA
USD
22333.54000000
0.004819764950
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AF8
10000.00000000
PA
USD
10707.36000000
0.002310737949
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWQB3
106412.26000000
PA
USD
103462.30000000
0.022328030719
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
25500.00000000
NS
836059.39000000
0.180428617411
Long
EC
CORP
JP
N
2
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
300000.00000000
PA
USD
302310.00000000
0.065241029503
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
285000.00000000
PA
USD
262475.74000000
0.056644462628
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
28993.00000000
NS
USD
903421.88000000
0.194966006837
Long
EC
CORP
US
N
1
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AB6
771000.00000000
PA
USD
695056.50000000
0.149999013010
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
54195.00000000
NS
USD
5419500.00000000
1.169573482167
Long
EC
CORP
US
N
1
N
N
N
ALGONQUIN PWR &
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857873
7926.00000000
NS
USD
392812.56000000
0.084772239807
Long
EP
CORP
CA
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
5239.00000000
NS
USD
1429513.54000000
0.308500992487
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
73456.00000000
NS
USD
5162487.68000000
1.114108071324
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
120000.00000000
PA
USD
114300.00000000
0.024666897132
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
920.00000000
NS
USD
44187.60000000
0.009536054101
Long
EC
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
1035000.00000000
PA
USD
969099.58000000
0.209139804474
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
9246.00000000
NS
USD
2767605.18000000
0.597272373399
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
594.00000000
NS
USD
1659036.06000000
0.358033874293
Long
EC
CORP
US
N
1
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
150000.00000000
PA
USD
140915.22000000
0.030410684481
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
752.00000000
NS
USD
215350.24000000
0.046474385106
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
5000.00000000
PA
USD
4529.95000000
0.000977601143
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBH7
776000.00000000
PA
USD
725527.02000000
0.156574806382
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.47000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
200000.00000000
PA
USD
167910.00000000
0.036236384055
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle Inc/The
118440106
42047.00000000
NS
USD
1389232.88000000
0.299808088754
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
160000.00000000
PA
USD
159869.42000000
0.034501159561
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
0.52117000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
75000.00000000
PA
USD
70320.00000000
0.015175644850
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
5000.00000000
PA
USD
4508.44000000
0.000972959105
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
3931000.00000000
PA
192122.93000000
0.041461737105
Long
DBT
NUSS
N/A
N
2
2023-01-23
Fixed
5.50000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
340000.00000000
PA
USD
311726.18000000
0.067273119997
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
192383.43000000
PA
USD
183113.43000000
0.039517411561
Long
DBT
CORP
PA
N
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
280000.00000000
PA
USD
284277.00000000
0.061349357097
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
7582.00000000
NS
USD
104555.78000000
0.022564012860
Long
EC
CORP
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
30000.00000000
PA
USD
27889.15000000
0.006018712110
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLRB4
240167.39000000
PA
USD
229926.92000000
0.049620154713
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
468000.00000000
PA
USD
569753.03000000
0.122957474909
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
21313.00000000
NS
USD
2923291.08000000
0.630870694312
Long
EC
CORP
US
N
1
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
30000000.00000000
PA
34102.89000000
0.007359689235
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8BP1
173236.53000000
PA
USD
166214.16000000
0.035870407583
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
110000.00000000
PA
USD
113736.15000000
0.024545213581
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
465000.00000000
PA
USD
427634.13000000
0.092287026204
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
180000.00000000
PA
USD
177354.04000000
0.038274486970
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
195000.00000000
PA
USD
193053.90000000
0.041662648227
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
15000.00000000
PA
USD
15526.70000000
0.003350791878
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Diamond Hill Investment Group
549300AQ6779A0B7VZ57
Diamond Hill Investment Group Inc
25264R207
3043.00000000
NS
USD
569953.90000000
0.123000824337
Long
EC
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
200000.00000000
PA
USD
199906.00000000
0.043141388786
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
46630.00000000
NS
552159.82000000
0.119160712868
Long
EC
CORP
FR
N
1
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Co Inc
864159108
6656.00000000
NS
USD
463390.72000000
0.100003597747
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
34300.00000000
NS
USD
2837639.00000000
0.612386258209
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
25706.00000000
NS
USD
2414821.64000000
0.521138731305
Long
EC
CORP
US
N
1
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
200000.00000000
PA
USD
187911.00000000
0.040552767341
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
85000.00000000
PA
USD
80329.25000000
0.017335724816
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FZ6
5000.00000000
PA
USD
4906.70000000
0.001058906948
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
241695.90000000
0.052159999149
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
269325.00000000
PA
USD
243576.18000000
0.052565779318
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
380000.00000000
PA
USD
312209.90000000
0.067377510823
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
6591.00000000
NS
USD
150077.07000000
0.032387888431
Long
EC
CORP
US
N
1
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74733LAE2
267000.00000000
PA
USD
284858.56000000
0.061474862615
Long
DBT
CORP
BM
N
2
2025-10-19
Fixed
5.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
270000.00000000
PA
USD
221562.43000000
0.047815027728
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAA85
160451.35000000
PA
USD
156021.22000000
0.033670685776
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
103369.00000000
NS
USD
2442609.47000000
0.527135577710
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAZ1
285000.00000000
PA
USD
292975.41000000
0.063226546814
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-2927.83000000
-0.00063185023
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-286952.75000000
USD
226778750.00000000
CLP
2022-06-24
-2927.83000000
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
13000.00000000
PA
USD
13214.70000000
0.002851842918
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
36979.00000000
NS
USD
3325151.68000000
0.717595576919
Long
EC
CORP
US
N
1
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAF0
350000.00000000
PA
USD
337158.08000000
0.072761536980
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.87440000
N
N
N
N
N
N
Fresenius Medical Care AG & Co
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
16790.00000000
NS
1125111.82000000
0.242808552291
Long
EC
CORP
DE
N
2
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
2801.00000000
NS
USD
677337.82000000
0.146175173492
Long
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
2161.00000000
NS
USD
160022.05000000
0.034534098393
Long
EC
CORP
US
N
1
N
N
N
DANIMER SCIENTIFIC INC
549300L6Q02MAX72BH35
Danimer Scientific Inc
236272AA8
184000.00000000
PA
USD
151340.00000000
0.032660439300
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.25000000
N
N
N
N
Y
Danimer Scientific Inc
Danimer Scientific Inc
USD
XXXX
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
948.00000000
NS
USD
191287.44000000
0.041281431367
Long
EC
CORP
US
N
1
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
220000.00000000
PA
USD
228507.40000000
0.049313810410
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAB8
230000.00000000
PA
USD
191419.94000000
0.041310025976
Long
DBT
CORP
US
N
2
2051-08-23
Fixed
2.90000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAB9
5000.00000000
PA
USD
4745.28000000
0.001024071160
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
121706.67000000
PA
USD
119801.98000000
0.025854270489
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
495000.00000000
PA
USD
417673.58000000
0.090137456106
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
234000.00000000
PA
USD
248008.41000000
0.053522291667
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
82080.00000000
NS
925970.94000000
0.199832282808
Long
EC
CORP
SE
N
2
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
440000.00000000
PA
USD
433427.90000000
0.093537370287
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AZ68
66220.50000000
PA
USD
65822.48000000
0.014205042372
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
240000.00000000
PA
USD
242100.00000000
0.052247207313
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AH8
475000.00000000
PA
USD
453299.96000000
0.097825927241
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
200000.00000000
PA
USD
188563.00000000
0.040693474401
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
130000.00000000
PA
USD
120526.90000000
0.026010714296
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
11190.00000000
NS
USD
2262506.10000000
0.488267762303
Long
EC
CORP
US
N
1
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBK7
185000.00000000
PA
USD
185178.53000000
0.039963077434
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
430000.00000000
PA
USD
370375.73000000
0.079930184010
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
14000.00000000
PA
USD
14695.03000000
0.003171310528
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
17815.00000000
NS
USD
1619383.50000000
0.349476519800
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
32417.00000000
NS
USD
1128435.77000000
0.243525888536
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
36870.00000000
NS
870096.32000000
0.187774071926
Long
EC
CORP
SE
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
90000.00000000
PA
USD
96066.23000000
0.020731896879
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412LQ94
14314.36000000
PA
USD
15975.39000000
0.003447622937
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
2770.00000000
NS
1095983.36000000
0.236522386705
Long
EC
CORP
CH
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1661.00000000
NS
USD
847060.17000000
0.182802677854
Long
EC
CORP
US
N
1
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JGT9
240000.00000000
PA
USD
216789.41000000
0.046784970043
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
5162.00000000
NS
USD
1550458.32000000
0.334601888786
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAS1
175000.00000000
PA
USD
156895.66000000
0.033859397251
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.87500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
5000.00000000
PA
USD
4722.00000000
0.001019047141
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
300000.00000000
PA
USD
291657.00000000
0.062942022896
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
90200.00000000
NS
USD
3028014.00000000
0.653470777384
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
9050.00000000
NS
617370.84000000
0.133233797052
Long
EC
CORP
GB
N
2
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
235000.00000000
PA
USD
242166.33000000
0.052261521882
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
50000.00000000
PA
USD
53440.59000000
0.011532926826
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
10000.00000000
PA
USD
9815.72000000
0.002118314571
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
1484.00000000
NS
USD
113407.28000000
0.024474240681
Long
EC
CORP
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
115000.00000000
PA
USD
110475.11000000
0.023841453841
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
FTI CONSULTING INC
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941AP4
567000.00000000
PA
USD
903181.67000000
0.194914167508
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
2.00000000
N
N
N
N
Y
FTI Consulting Inc
FTI Consulting Inc
USD
XXXX
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
2851.00000000
NS
USD
1135325.22000000
0.245012689537
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
3007.00000000
NS
USD
395600.92000000
0.085373991245
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
13433.00000000
NS
USD
241391.01000000
0.052094201334
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
25000.00000000
PA
USD
26880.59000000
0.005801056416
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Healthcare Trust of America In
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
7713.00000000
NS
USD
241725.42000000
0.052166369812
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
115000.00000000
PA
USD
101312.53000000
0.021864092351
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
15900.00000000
NS
508745.87000000
0.109791618915
Long
EC
CORP
JP
N
2
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
10000.00000000
PA
USD
9401.92000000
0.002029013066
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
92659.00000000
NS
USD
1736429.66000000
0.374736061257
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-4.00000000
NC
USD
17677.64000000
0.003814982742
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
2022-06-21
-559552.64000000
USD
17677.64000000
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
12860.00000000
NS
1672040.01000000
0.360840235597
Long
EC
CORP
CH
N
2
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
32200.00000000
NS
USD
2906372.00000000
0.627219415170
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
9571.00000000
NS
USD
6026667.28000000
1.300605265529
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390SJL6
81621.97000000
PA
USD
83363.22000000
0.017990480948
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
298000.00000000
PA
USD
304347.40000000
0.065680717484
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
25000.00000000
PA
USD
25875.00000000
0.005584041673
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AF1
440000.00000000
PA
USD
945725.00000000
0.204095374374
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
21716.00000000
NS
USD
1383743.52000000
0.298623438899
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
4028.00000000
NS
USD
1956319.04000000
0.422190030785
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
365000.00000000
PA
USD
316580.49000000
0.068320720744
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
133118.00000000
NS
USD
1448323.84000000
0.312560412742
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
290000.00000000
PA
USD
284521.99000000
0.061402227991
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BS1
10000.00000000
PA
USD
9593.84000000
0.002070431009
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
2.20300000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
171000.00000000
PA
USD
170714.43000000
0.036841603533
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
310000.00000000
PA
USD
296050.00000000
0.063890069083
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
1028000.00000000
PA
USD
924172.00000000
0.199444056492
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
634.00000000
NS
USD
18024.62000000
0.003889863931
Long
EC
CORP
US
N
1
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
135000.00000000
PA
USD
132985.13000000
0.028699304653
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
110000.00000000
PA
USD
94879.40000000
0.020475769027
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
15000.00000000
PA
USD
16474.48000000
0.003555330739
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAE4
200000.00000000
PA
USD
184355.00000000
0.039785352764
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
105000.00000000
PA
USD
99370.95000000
0.021445083129
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAF5
90000.00000000
PA
USD
79609.12000000
0.017180314732
Long
DBT
CORP
N/A
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV33
54199.09000000
PA
USD
52397.73000000
0.011307868905
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
200000.00000000
PA
USD
182000.00000000
0.039277124043
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
20000.00000000
PA
USD
20152.85000000
0.004349153787
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X72U2
100330.60000000
PA
USD
108495.42000000
0.023414220162
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
205000.00000000
PA
USD
201012.75000000
0.043380234703
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
2200.00000000
NS
USD
168256.00000000
0.036311053753
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYT66
126185.30000000
PA
USD
125250.28000000
0.027030059253
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2E6
200000.00000000
PA
USD
177210.00000000
0.038243401932
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAK3
995000.00000000
PA
USD
1144946.50000000
0.247089042328
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
Y
Helix Energy Solutions Group I
Helix Energy Solutions Group Inc
USD
XXXX
N
N
N
TRAVERE THERAPEUTICS INC
N/A
Travere Therapeutics Inc
761299AB2
735000.00000000
PA
USD
768075.00000000
0.165757016757
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.50000000
N
N
N
N
Y
Travere Therapeutics Inc
Travere Therapeutics Inc
USD
XXXX
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
130000.00000000
PA
USD
128203.53000000
0.027667395333
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
1227.00000000
NS
USD
41006.34000000
0.008849511553
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
190000.00000000
PA
USD
181414.36000000
0.039150738027
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
500000.00000000
PA
USD
503458.90000000
0.108650646517
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50670000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
5000.00000000
PA
USD
4559.27000000
0.000983928644
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
265000.00000000
PA
USD
221647.38000000
0.047833360649
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLWP7
228427.98000000
PA
USD
218238.86000000
0.047097773491
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
200000.00000000
PA
USD
190809.00000000
0.041178180009
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
3013.00000000
NS
USD
1235872.34000000
0.266711600001
Long
EC
CORP
US
N
1
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
Ivanhoe Mines Ltd
46579RAA2
450000.00000000
PA
USD
647100.00000000
0.139649598728
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
Y
Ivanhoe Mines Ltd
Ivanhoe Mines Ltd
USD
XXXX
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
95000.00000000
PA
USD
97583.05000000
0.021059239337
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
3220.00000000
NS
USD
134918.00000000
0.029116434185
Long
EC
CORP
US
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
84523.58000000
0.018240896353
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
MAF SUKUK LTD
549300IS9H0W5N2N4K34
MAF Sukuk Ltd
000000000
200000.00000000
PA
USD
200160.60000000
0.043196333598
Long
DBT
CORP
KY
N
2
2030-02-28
Fixed
3.93250000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
138000.00000000
PA
USD
132051.51000000
0.028497821639
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
110000.00000000
PA
USD
104287.39000000
0.022506092050
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
100000.00000000
PA
110661.51000000
0.023881680522
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
500000.00000000
PA
USD
486026.20000000
0.104888523878
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00050000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
5000.00000000
PA
USD
4613.48000000
0.000995627616
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
295000.00000000
PA
USD
252280.46000000
0.054444235830
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
15000.00000000
PA
USD
13036.35000000
0.002813353494
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
335000.00000000
PA
USD
335587.93000000
0.072422685462
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-13.16000000
-0.00000284003
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-552825.00000000
JPY
4527.94000000
USD
2022-04-01
-13.16000000
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
305.00000000
NS
USD
16686.55000000
0.003601097220
Long
EC
CORP
US
N
1
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
200000.00000000
PA
USD
177115.00000000
0.038222900137
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AZ9
20000.00000000
PA
USD
18425.27000000
0.003976327556
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVG1
401861.86000000
PA
USD
388482.79000000
0.083837839184
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
190000.00000000
PA
USD
172759.48000000
0.037282942448
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
24798.00000000
NS
USD
1185344.40000000
0.255807247435
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
28535.00000000
NS
USD
663438.75000000
0.143175637797
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLHH2
248565.58000000
PA
USD
237478.21000000
0.051249786328
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
12779.00000000
NS
USD
1719542.24000000
0.371091614608
Long
EC
CORP
US
N
1
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
293000.00000000
PA
USD
304160.37000000
0.065640354844
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
15000.00000000
PA
USD
14156.63000000
0.003055119299
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
30000.00000000
PA
USD
28202.86000000
0.006086413354
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
13310.00000000
NS
1476293.86000000
0.318596577275
Long
EC
CORP
DK
N
2
N
N
N
B2W DIGITAL LUX SARL
222100KMO43GQ28M6N31
B2W Digital Lux Sarl
05609AAA9
200000.00000000
PA
USD
172546.00000000
0.037236871677
Long
DBT
CORP
LU
N
2
2030-12-20
Fixed
4.37500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
59511.00000000
NS
USD
3080884.47000000
0.664880667540
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1563.00000000
NS
USD
572151.78000000
0.123475145246
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
130000.00000000
PA
USD
139338.20000000
0.030070350359
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
REPAY HOLDINGS
N/A
Repay Holdings Corp
76029LAA8
1117000.00000000
PA
USD
934929.00000000
0.201765507170
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Repay Holdings Corp
Repay Holdings Corp
USD
XXXX
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
150000.00000000
PA
USD
150180.00000000
0.032410101587
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBG8
400000.00000000
PA
USD
360782.60000000
0.077859906225
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
2.03410000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTZ1
124012.63000000
PA
USD
122767.10000000
0.026494168215
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
480000.00000000
PA
USD
453019.01000000
0.097765295878
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAD3
350000.00000000
PA
USD
352796.29000000
0.076136393650
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
3.67400000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
4540.00000000
NS
1057938.29000000
0.228311942015
Long
EC
CORP
DE
N
2
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAC7
200000.00000000
PA
USD
184494.80000000
0.039815522774
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
65000.00000000
PA
USD
59546.50000000
0.012850633334
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
350000.00000000
PA
USD
317063.25000000
0.068424904395
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
1210000.00000000
PA
USD
1071455.00000000
0.231228961220
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
Paratek Pharmaceuticals Inc
Paratek Pharmaceuticals Inc
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
75000.00000000
PA
USD
76354.33000000
0.016477903794
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
200000.00000000
PA
USD
203744.00000000
0.043969661324
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
71000.00000000
PA
USD
71448.01000000
0.015419078854
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
35000.00000000
PA
USD
33765.19000000
0.007286810747
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
200000.00000000
PA
USD
188382.00000000
0.040654413085
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
17728.00000000
NS
USD
1603674.88000000
0.346086468062
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
234000.00000000
PA
USD
227312.75000000
0.049055994936
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
457.00000000
NS
USD
26218.09000000
0.005658083368
Long
EC
CORP
US
N
1
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
803000.00000000
PA
USD
724306.00000000
0.156311300041
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
Y
Spirit Airlines Inc
Spirit Airlines Inc
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
405000.00000000
PA
USD
411204.60000000
0.088741396052
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
421733.46000000
PA
USD
425386.09000000
0.091801880348
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
1006.00000000
NS
USD
210706.70000000
0.045472270289
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
284000.00000000
PA
USD
243961.71000000
0.052648979920
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
5000.00000000
PA
USD
4847.25000000
0.001046077140
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
10000.00000000
PA
USD
9625.00000000
0.002077155598
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
305000.00000000
PA
USD
304953.61000000
0.065811542678
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
20000.00000000
PA
USD
20150.40000000
0.004348625056
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
30000.00000000
PA
USD
30795.00000000
0.006645818873
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
115000.00000000
PA
USD
107761.33000000
0.023255797392
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
24292.00000000
NS
USD
633292.44000000
0.136669811658
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
35000.00000000
PA
USD
43982.74000000
0.009491843597
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
30000.00000000
PA
USD
28725.00000000
0.006199095539
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-244.57000000
-0.00005278025
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-27206.51000000
USD
24371.71000000
EUR
2022-04-01
-244.57000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
95000.00000000
PA
USD
92834.00000000
0.020034354579
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
195000.00000000
PA
USD
182364.00000000
0.039355678291
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
LYONDELLBASELL ADVANCED
5493004OGK9A7CGV3B42
Lyondellbasell Advanced Polymers Inc
67054E202
744.00000000
NS
USD
694152.00000000
0.149803814335
Long
EP
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
235000.00000000
PA
USD
203618.52000000
0.043942581690
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
335000.00000000
PA
USD
327841.45000000
0.070750930210
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
43912.00000000
NS
USD
1249735.52000000
0.269703390333
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
241.00000000
NS
USD
17976.19000000
0.003879412332
Long
EC
CORP
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
165000.00000000
PA
USD
166865.33000000
0.036010935521
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CENTRAL AMERICAN BANK
549300OLDAMXBPSHIC05
Central American Bank for Economic Integration
15238PAF3
400000.00000000
PA
USD
388476.28000000
0.083836434272
Long
DBT
CORP
N/A
N
2
2025-05-06
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
356.00000000
NS
USD
471700.00000000
0.101796809952
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
340000.00000000
PA
USD
331522.44000000
0.071545318676
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
110000.00000000
PA
USD
101629.00000000
0.021932389227
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
15000.00000000
PA
USD
15382.06000000
0.003319577355
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
20525.00000000
NS
USD
1022145.00000000
0.220587450305
Long
EP
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
105000.00000000
PA
USD
120618.75000000
0.026030536295
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
6200.00000000
NS
USD
2772764.00000000
0.598385689954
Long
EC
CORP
US
N
1
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
280000.00000000
PA
USD
278140.72000000
0.060025096489
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
110000.00000000
PA
USD
116057.77000000
0.025046238618
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8EZ4
268115.30000000
PA
USD
270890.35000000
0.058460405929
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
250000.00000000
PA
270078.49000000
0.058285199743
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
470000.00000000
PA
USD
450277.44000000
0.097173642115
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403JSN7
73964.76000000
PA
USD
79401.36000000
0.017135478384
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
230000.00000000
PA
USD
213215.75000000
0.046013744290
Long
DBT
CORP
N/A
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAJ0
5000.00000000
PA
USD
4996.66000000
0.001078321069
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
1243.00000000
NS
USD
76767.68000000
0.016567108186
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
3141.00000000
NS
USD
224078.94000000
0.048358111659
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
275000.00000000
PA
USD
270578.88000000
0.058393188095
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral SA
83364AAA1
200000.00000000
PA
USD
194306.00000000
0.041932861892
Long
DBT
CORP
CL
N
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
2408.00000000
NS
USD
495084.80000000
0.106843445613
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
195000.00000000
PA
USD
165353.19000000
0.035684603047
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
65000.00000000
PA
USD
76479.00000000
0.016504808624
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
100000.00000000
PA
USD
90003.82000000
0.019423578035
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
302000.00000000
PA
USD
219588.73000000
0.047389086740
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
3470.00000000
NS
USD
492046.00000000
0.106187647127
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
6278.00000000
NS
USD
748525.94000000
0.161538165908
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FX1
440000.00000000
PA
USD
422996.86000000
0.091286264507
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
125000.00000000
PA
USD
116262.50000000
0.025090421066
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
165000.00000000
PA
USD
172979.48000000
0.037330420291
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
58795.00000000
NS
USD
1355812.70000000
0.292595734054
Long
EC
CORP
US
N
1
N
N
N
Essential Properties Realty Tr
N/A
Essential Properties Realty Trust Inc
29670E107
4757.00000000
NS
USD
120352.10000000
0.025972990992
Long
EC
CORP
US
N
1
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
1024.00000000
NS
USD
18083.84000000
0.003902644103
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
742000.00000000
PA
USD
778179.92000000
0.167937743110
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
5000.00000000
PA
USD
4643.73000000
0.001002155819
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
200000.00000000
PA
USD
183023.80000000
0.039498068656
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
3825.00000000
NS
USD
174955.50000000
0.037756861953
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
60367.00000000
NS
USD
2826382.94000000
0.609957106204
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
5000.00000000
PA
USD
5301.95000000
0.001144205207
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
2071.00000000
NS
USD
363025.59000000
0.078343962249
Long
EC
CORP
US
N
1
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAM9
10000.00000000
PA
USD
8475.37000000
0.001829055817
Long
DBT
CORP
US
N
2
2051-11-23
Fixed
4.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
35695.00000000
NS
USD
2606805.85000000
0.562570531473
Long
EC
CORP
US
N
1
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AA8
275000.00000000
PA
USD
272166.13000000
0.058735729936
Long
DBT
CORP
MX
N
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
295000.00000000
PA
USD
316771.00000000
0.068361834397
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
418000.00000000
PA
USD
402839.14000000
0.086936059733
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622ABDD1
302931.27000000
PA
USD
301387.17000000
0.065041875061
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
28310.00000000
NS
380136.54000000
0.082036648544
Long
EC
CORP
SE
N
2
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
295000.00000000
PA
USD
300119.73000000
0.064768350896
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
15000.00000000
PA
USD
12946.96000000
0.002794062384
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
315000.00000000
PA
USD
313823.57000000
0.067725754322
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
45000.00000000
PA
USD
41505.01000000
0.008957128715
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
HUTAMA KARYA PERSERO PT
2549009QN3GU8QCI7Q61
Hutama Karya Persero PT
69375MAA1
400000.00000000
PA
USD
402791.52000000
0.086925782938
Long
DBT
CORP
ID
N
2
2030-05-11
Fixed
3.75000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CT4
16000.00000000
PA
USD
13730.80000000
0.002963221619
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13200000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAT5
90000.00000000
PA
USD
86696.89000000
0.018709914850
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.85000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
136000.00000000
PA
USD
117756.92000000
0.025412929416
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBR0
430000.00000000
PA
USD
386849.72000000
0.083485409003
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
66000.00000000
PA
USD
65532.72000000
0.014142509738
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
5000.00000000
PA
USD
4993.96000000
0.001077738386
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
310000.00000000
PA
USD
287781.59000000
0.062105676966
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
7847.00000000
NS
USD
1277727.01000000
0.275744188272
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
100899.96000000
0.021775056290
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
620000.00000000
PA
USD
513633.42000000
0.110846393133
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
19601.00000000
NS
USD
1675885.50000000
0.361670124540
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
17953.00000000
NS
USD
2816825.70000000
0.607894573781
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
400000.00000000
PA
USD
368661.12000000
0.079560156814
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
1470.00000000
NS
USD
365103.90000000
0.078792478951
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
4713.00000000
NS
USD
78754.23000000
0.016995822311
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDRM0
514958.93000000
PA
USD
492043.93000000
0.106187200404
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
N/A
Castlelake Aviation Finance DAC
14856HAA6
200000.00000000
PA
USD
178914.00000000
0.038611139401
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
207000.00000000
PA
USD
215538.75000000
0.046515067142
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
87007.00000000
NS
USD
4851510.32000000
1.046996552954
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
908.00000000
NS
USD
105491.44000000
0.022765936123
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
32935.00000000
NS
USD
10154189.85000000
2.191359199456
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAV8
255000.00000000
PA
USD
260099.18000000
0.056131581079
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
185000.00000000
PA
USD
174876.50000000
0.037739813092
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
2709.00000000
NS
USD
140949.27000000
0.030418032756
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
913000.00000000
PA
USD
839969.13000000
0.181272372043
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
650000.00000000
PA
USD
771550.00000000
0.166506950856
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
15137.00000000
NS
USD
237650.90000000
0.051287054276
Long
EC
CORP
US
N
1
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298AP3
381000.00000000
PA
USD
380542.80000000
0.082124322854
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
4969.00000000
NS
USD
2263975.78000000
0.488584931554
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
195000.00000000
PA
USD
171112.50000000
0.036927510373
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AD7
466000.00000000
PA
USD
1091838.00000000
0.235627783305
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.75000000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681113
7720.00000000
NS
USD
694800.00000000
0.149943658162
Long
EP
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
560.00000000
NS
USD
1557556.00000000
0.336133627565
Long
EC
CORP
US
N
1
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AF6
1012000.00000000
PA
USD
831864.00000000
0.179523217117
Long
DBT
CORP
US
N
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
5000.00000000
PA
USD
4282.62000000
0.000924225258
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
20000.00000000
PA
USD
18199.27000000
0.003927554864
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
2414.00000000
NS
USD
485817.50000000
0.104843484670
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCA6
415000.00000000
PA
USD
355330.35000000
0.076683265018
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
200000.00000000
PA
USD
186460.00000000
0.040239629391
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CLP/USD FORWARD
000000000
1.00000000
NC
USD
162.34000000
0.000035034331
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16115.21000000
USD
-12553749.00000000
CLP
2022-04-01
162.34000000
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
120000.00000000
PA
USD
127162.20000000
0.027442667599
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
1423.00000000
NS
USD
1533424.80000000
0.330925912534
Long
EC
CORP
US
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
370000.00000000
PA
USD
367979.80000000
0.079413122253
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
100000000.00000000
PA
178304.18000000
0.038479535139
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
195000.00000000
PA
USD
188460.40000000
0.040671332462
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
260000.00000000
PA
USD
252909.80000000
0.054580052672
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
213000.00000000
PA
USD
195508.44000000
0.042192358513
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
110000.00000000
PA
USD
105751.80000000
0.022822123991
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1216.00000000
NS
USD
421198.08000000
0.090898072720
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
10000.00000000
PA
USD
9075.00000000
0.001958460992
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
325000.00000000
PA
USD
309190.38000000
0.066725873122
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
323000.00000000
PA
USD
257507.91000000
0.055572363314
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
962000.00000000
PA
USD
1014140.40000000
0.218859990595
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.50000000
N
N
N
N
Y
Integra LifeSciences Holdings
Integra LifeSciences Holdings Corp
USD
XXXX
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
145000.00000000
PA
USD
135793.95000000
0.029305471530
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
130000.00000000
PA
USD
130052.00000000
0.028066310638
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
7400.00000000
NS
269511.59000000
0.058162857975
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBE4
350000.00000000
PA
USD
347519.45000000
0.074997607391
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.32500000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
650000.00000000
PA
USD
607425.00000000
0.131087401495
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L3GC9
74092.55000000
PA
USD
68941.57000000
0.014878168113
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
New Residential Investment Cor
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
60869.00000000
NS
USD
668341.62000000
0.144233718199
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
1514303.00000000
NS
USD
1514303.00000000
0.326799267970
Long
STIV
RF
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
345000.00000000
PA
USD
330884.05000000
0.071407548768
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XD7G5
123131.80000000
PA
USD
117639.46000000
0.025387580565
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU64
77300.21000000
PA
USD
72540.94000000
0.015654942300
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
235000.00000000
PA
USD
232704.05000000
0.050219482622
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
270000.00000000
PA
USD
264203.10000000
0.057017241381
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
8.00000000
NC
USD
-34706.48000000
-0.00748994901
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
2022-06-30
952206.48000000
USD
-34706.48000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
300000.00000000
PA
USD
274494.00000000
0.059238103776
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
200000.00000000
PA
USD
171204.00000000
0.036947256839
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
306000.00000000
PA
USD
303138.90000000
0.065419913064
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAB9
620000.00000000
PA
USD
616776.00000000
0.133105425599
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
Coherus Biosciences Inc
Coherus Biosciences Inc
USD
XXXX
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
38300.00000000
NS
USD
2818114.00000000
0.608172599709
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032641
486000.00000000
PA
USD
486835.34000000
0.105063143065
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
3515.00000000
NS
USD
140705.45000000
0.030365414358
Long
EC
CORP
US
N
1
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
506.00000000
NS
USD
494615.00000000
0.106742058839
Long
EP
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
11800.00000000
NS
USD
2827398.00000000
0.610176164652
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
10000.00000000
PA
USD
8433.95000000
0.001820117034
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
4000.00000000
PA
USD
3532.34000000
0.000762308551
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAC6
350000.00000000
PA
USD
349318.27000000
0.075385807810
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
200000.00000000
PA
USD
179635.00000000
0.038766737239
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDZ1
1900000.00000000
PA
USD
1847007.86000000
0.398599762784
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
10000.00000000
PA
USD
9306.28000000
0.002008373153
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
11425.00000000
NS
USD
459056.50000000
0.099068236777
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
310000.00000000
PA
USD
275851.45000000
0.059531052853
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
405000.00000000
PA
USD
375131.25000000
0.080956465048
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
iShares Global Infrastructure ETF
549300ZC2N3HUK3DTK30
iShares Global Infrastructure ETF
464288372
236402.00000000
NS
USD
12023405.72000000
2.594751636766
Long
EC
RF
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
4348.00000000
NS
USD
1450449.32000000
0.313019109124
Long
EC
CORP
US
N
1
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
120000.00000000
PA
USD
123753.00000000
0.026706933691
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
280000.00000000
PA
USD
235116.00000000
0.050740001629
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
245000.00000000
PA
USD
207276.27000000
0.044731954769
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
285000.00000000
PA
USD
285057.00000000
0.061517687629
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
15000.00000000
PA
USD
15282.76000000
0.003298147583
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
11.87000000
0.000002561645
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1003.33000000
USD
20507.67000000
MXN
2022-06-24
11.87000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
375000.00000000
PA
USD
370612.50000000
0.079981280959
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
15000.00000000
PA
USD
14801.04000000
0.003194188373
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
200000.00000000
PA
USD
202376.00000000
0.043674435469
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
300000.00000000
PA
USD
285861.00000000
0.061691197561
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
200000.00000000
PA
USD
208345.00000000
0.044962595653
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
300000.00000000
PA
USD
287021.34000000
0.061941608650
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
21900.00000000
NS
894191.44000000
0.192974000591
Long
EC
CORP
JP
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDF0
135000.00000000
PA
USD
134112.69000000
0.028942641543
Long
DBT
CORP
US
N
2
2024-03-08
Floating
0.92770100
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
375000.00000000
PA
USD
387434.06000000
0.083611514468
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1097000.00000000
PA
USD
989494.00000000
0.213541091090
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
245000.00000000
PA
USD
263516.27000000
0.056869017715
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
DAE SUKUK DIFC LTD
635400AMGMPG1J5EQD94
DAE Sukuk Difc Ltd
23302JAA3
200000.00000000
PA
USD
195365.00000000
0.042161402960
Long
DBT
CORP
AE
N
2
2026-02-15
Fixed
3.75000000
N
N
N
N
N
N
Phillips Edison & Co Inc
549300JPN4YHYPXTJQ85
Phillips Edison & Co Inc
71844V201
5702.00000000
NS
USD
196091.78000000
0.042318248170
Long
EC
CORP
US
N
1
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBH4
55000.00000000
PA
USD
54983.50000000
0.011865899724
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM6W9
808378.80000000
PA
USD
814091.05000000
0.175687665679
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
2695.00000000
NS
USD
169138.20000000
0.036501439900
Long
EC
CORP
US
N
1
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
5000.00000000
PA
USD
4650.21000000
0.001003554258
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
30000.00000000
PA
USD
28849.95000000
0.006226060795
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
287000.00000000
PA
USD
304587.36000000
0.065732502861
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
50600.00000000
NS
USD
2689390.00000000
0.580392882591
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6G8
228906.93000000
PA
USD
237077.79000000
0.051163372339
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
7299.00000000
NS
USD
180285.30000000
0.038907077424
Long
EC
CORP
US
N
1
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
130000.00000000
PA
USD
126256.00000000
0.027247102050
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBS4
470000.00000000
PA
USD
421415.21000000
0.090944931192
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
91102.00000000
NS
USD
4640735.88000000
1.001509663805
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
280000.00000000
PA
USD
314104.00000000
0.067786273464
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFU74
430954.24000000
PA
USD
411818.02000000
0.088873777224
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
285000.00000000
PA
USD
251160.38000000
0.054202513187
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAX6
500000.00000000
PA
USD
461954.45000000
0.099693638654
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.28900000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
10000.00000000
PA
USD
10304.39000000
0.002223773649
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
4375.00000000
NS
USD
201337.50000000
0.043450318473
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
4236.00000000
NS
USD
1869770.40000000
0.403512109527
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
1514303.00000000
NS
USD
1514303.00000000
0.326799267970
Long
STIV
RF
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
29696.00000000
NS
USD
2179983.36000000
0.470458663976
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
197220.00000000
0.042561727493
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Octagon Investment Partners 34
N/A
Octagon Investment Partners 34 Ltd
675922AA6
1000000.00000000
PA
USD
999070.00000000
0.215607672078
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
1.39400000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
670000.00000000
PA
USD
737661.96000000
0.159193628050
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
105000.00000000
PA
USD
106181.25000000
0.022914802897
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
5422.00000000
NS
USD
521271.08000000
0.112494664118
Long
EC
CORP
US
N
1
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
144000.00000000
PA
USD
148075.20000000
0.031955868121
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
973.00000000
NS
USD
64568.28000000
0.013934375510
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
345000.00000000
PA
USD
348913.68000000
0.075298493900
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
170000.00000000
PA
USD
165801.85000000
0.035781427632
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
20000.00000000
PA
USD
20530.00000000
0.004430545915
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
88190.00000000
NS
1402651.09000000
0.302703850834
Long
EC
CORP
GB
N
2
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
385000.00000000
PA
USD
401060.28000000
0.086552166849
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
95000.00000000
PA
USD
90461.38000000
0.019522323315
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KAU0
350000.00000000
PA
USD
350675.01000000
0.075678603663
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.40920000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
225000.00000000
PA
USD
205781.63000000
0.044409398941
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
40000.00000000
PA
USD
42318.00000000
0.009132578765
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
2155000.00000000
PA
USD
2059708.70000000
0.444502385185
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
7527.00000000
NS
USD
437017.62000000
0.094312061923
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
147000.00000000
PA
USD
143980.25000000
0.031072143621
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PBG4
500000.00000000
PA
USD
504758.65000000
0.108931143451
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
3.45820000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
43000.00000000
PA
USD
40670.30000000
0.008776991307
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
216541.00000000
NS
USD
12028852.55000000
2.595927108291
Long
EC
RF
US
N
1
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
5000.00000000
PA
USD
5015.67000000
0.001082423586
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
60413.00000000
NS
USD
2192991.90000000
0.473266015840
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
13105.00000000
NS
USD
726148.05000000
0.156708829856
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DA5
295000.00000000
PA
USD
254091.82000000
0.054835142486
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
20045.00000000
NS
USD
2368717.65000000
0.511189104194
Long
EC
CORP
US
N
1
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
798000.00000000
PA
USD
822977.40000000
0.177605414422
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25000000
N
N
N
N
Y
Kaman Corp
Kaman Corp
USD
XXXX
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
105000.00000000
PA
USD
94182.38000000
0.020325346274
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
Venture CDO Ltd
549300MYRV6PEDBLPL32
Venture 34 CLO Ltd
92332CAA7
300000.00000000
PA
USD
298886.10000000
0.064502123212
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
1.47129000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
1363.00000000
NS
USD
470889.24000000
0.101621841155
Long
EC
CORP
US
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
4570.00000000
NS
1295704.56000000
0.279623894104
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLU0
99479.05000000
PA
USD
95237.43000000
0.020553034899
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
30000.00000000
PA
USD
31245.53000000
0.006743047019
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
5000.00000000
PA
USD
4690.33000000
0.001012212490
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
345000.00000000
PA
USD
360093.75000000
0.077711246626
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
70000.00000000
PA
USD
69989.20000000
0.015104255440
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
125000.00000000
PA
USD
118453.73000000
0.025563306849
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
200000.00000000
PA
USD
183039.00000000
0.039501348944
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
56574.00000000
NS
USD
1315345.50000000
0.283862573427
Long
EC
CORP
US
N
1
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
215000.00000000
PA
USD
193015.43000000
0.041654346079
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
10275.00000000
NS
USD
1659207.00000000
0.358070764577
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
9717.00000000
NS
USD
2267656.29000000
0.489379216432
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
9766.00000000
NS
USD
580588.70000000
0.125295903232
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
11000.00000000
PA
USD
10286.74000000
0.002219964631
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AA0
364000.00000000
PA
USD
413367.50000000
0.089208167984
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.25000000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-16.00000000
NC
USD
56460.48000000
0.012184644376
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
2022-06-21
-2022460.48000000
USD
56460.48000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDW0
393000.00000000
PA
USD
401654.72000000
0.086680451978
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
40710.00000000
NS
USD
1360121.10000000
0.293525522852
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
780000.00000000
PA
USD
987400.75000000
0.213089350211
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/SEK FORWARD
000000000
1.00000000
NC
USD
280.51000000
0.000060536406
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-180663.00000000
SEK
19495.39000000
USD
2022-04-01
280.51000000
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
271000.00000000
PA
USD
357720.00000000
0.077198971499
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
2211.00000000
NS
USD
310490.73000000
0.067006499541
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409XMK2
30725.70000000
PA
USD
32816.38000000
0.007082049603
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943EQ2
291254.54000000
PA
USD
310179.27000000
0.066939283865
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
15000.00000000
PA
USD
16116.91000000
0.003478164138
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
65330.00000000
NS
USD
5360326.50000000
1.156803345356
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
15000.00000000
PA
USD
14376.07000000
0.003102476289
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
Diamond Infrastructure Funding
N/A
Diamond Infrastructure Funding LLC
25265LAA8
150000.00000000
PA
USD
135815.99000000
0.029310227946
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQA3
32786.36000000
PA
USD
32169.13000000
0.006942367633
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBB1
500000.00000000
PA
USD
475184.95000000
0.102548891345
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.64900000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
45750.00000000
NS
USD
2390437.50000000
0.515876429703
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
290000.00000000
PA
USD
253479.26000000
0.054702946909
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
1768.00000000
NS
USD
33768.80000000
0.007287589815
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CC3
220000.00000000
PA
USD
218571.74000000
0.047169611782
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
2834.00000000
NS
USD
2165657.78000000
0.467367083852
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
135000.00000000
PA
USD
122161.46000000
0.026363466031
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
365000.00000000
PA
USD
299929.04000000
0.064727198397
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
20000.00000000
PA
USD
20150.00000000
0.004348538733
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
10000.00000000
PA
USD
9353.97000000
0.002018665054
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
110000.00000000
PA
USD
133842.64000000
0.028884362492
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418A7B8
66636.05000000
PA
USD
70376.17000000
0.015187766806
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
10000.00000000
PA
USD
10078.54000000
0.002175033328
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.87500000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
14684.00000000
NS
USD
2857212.72000000
0.616610430892
Long
EC
CORP
US
N
1
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAB7
1008000.00000000
PA
USD
1038240.00000000
0.224060886082
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.00000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
55000.00000000
PA
USD
50537.60000000
0.010906437275
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
285000.00000000
PA
USD
275090.21000000
0.059366770886
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
Retail Opportunity Investments
N/A
Retail Opportunity Investments Corp
76131N101
11170.00000000
NS
USD
216586.30000000
0.046741137204
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1353.00000000
NS
USD
4410712.35000000
0.951868659844
Long
EC
CORP
US
N
1
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
1514303.00000000
NS
USD
1514303.00000000
0.326799267970
Long
STIV
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
1340000.00000000
PA
USD
1293832.85000000
0.279219963413
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
100000.00000000
PA
USD
95781.16000000
0.020670376386
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
181976.00000000
0.039271944642
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
15000.00000000
PA
USD
14075.36000000
0.003037580553
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
120000.00000000
PA
USD
96852.43000000
0.020901565423
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
230000.00000000
PA
USD
230218.50000000
0.049683080118
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
280000.00000000
PA
USD
242055.80000000
0.052237668582
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAK4
10000.00000000
PA
USD
8628.23000000
0.001862044285
Long
DBT
CORP
N/A
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
275000.00000000
PA
USD
287955.47000000
0.062143201726
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAK3
10000.00000000
PA
USD
9116.52000000
0.001967421356
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.12500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHZ6
30000.00000000
PA
USD
28707.45000000
0.006195308102
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
10000.00000000
PA
USD
8525.00000000
0.001839766387
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBT6
15000.00000000
PA
USD
14134.58000000
0.003050360725
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
34330.00000000
NS
1741374.77000000
0.375803257405
Long
EC
CORP
GB
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
250000.00000000
PA
USD
273705.00000000
0.059067830969
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
95000.00000000
PA
USD
90914.00000000
0.019620002501
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
12306.00000000
NS
USD
2980513.20000000
0.643219706978
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
290000.00000000
PA
USD
297021.77000000
0.064099785186
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.12500000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
332000.00000000
PA
USD
332664.00000000
0.071791676883
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
35000.00000000
PA
USD
37121.88000000
0.008011212557
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
200000.00000000
PA
USD
195890.00000000
0.042274702356
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
305000.00000000
PA
USD
277056.30000000
0.059791069572
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
863312.50000000
PA
USD
803735.30000000
0.173452808111
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
75000.00000000
PA
USD
74814.69000000
0.016145636590
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
65000000.00000000
PA
60046.43000000
0.012958522414
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
23981.00000000
NS
USD
1990423.00000000
0.429549950935
Long
EC
CORP
US
N
1
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
169000.00000000
PA
USD
174887.79000000
0.037742249568
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
39210.00000000
NS
USD
3238353.90000000
0.698863889162
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
100000.00000000
PA
USD
96556.17000000
0.020837630034
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVV7
180450.69000000
PA
USD
178635.54000000
0.038551045402
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
200000.00000000
PA
USD
177500.00000000
0.038305986361
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
17212.00000000
NS
USD
2348921.64000000
0.506916959467
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1444.00000000
NS
USD
239992.80000000
0.051792455907
Long
EC
CORP
US
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
16320.00000000
NS
USD
2071660.80000000
0.447081748450
Long
EC
CORP
US
N
1
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
120000.00000000
PA
USD
118128.60000000
0.025493141073
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
340000.00000000
PA
USD
332746.17000000
0.071809409857
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
394000.00000000
PA
USD
1161315.00000000
0.250621501696
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
13800.00000000
NS
657945.43000000
0.141990133340
Long
EC
CORP
JP
N
2
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
11606.00000000
NS
USD
472828.44000000
0.102040336754
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/COP FORWARD
000000000
1.00000000
NC
USD
-1332.49000000
-0.00028756250
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-1034440000.00000000
COP
269431.07000000
USD
2022-06-24
-1332.49000000
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
10868.00000000
NS
USD
700877.32000000
0.151255194708
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWT2
321000.00000000
PA
USD
318618.21000000
0.068760477784
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.00000000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
180.00000000
NS
USD
13248.00000000
0.002859029336
Long
EC
RF
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EH2
335000.00000000
PA
USD
187045.54000000
0.040365993826
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXR8
67142.16000000
PA
USD
63014.67000000
0.013599093462
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
10000.00000000
PA
USD
9068.65000000
0.001957090609
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
Hightower Holding LLC
43118DAA8
135000.00000000
PA
USD
132286.50000000
0.028548534449
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
19314.00000000
NS
USD
3130992.54000000
0.675694408644
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
10912.00000000
NS
USD
281638.72000000
0.060779994180
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7A0
118408.05000000
PA
USD
132168.65000000
0.028523101432
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390A3G3
99606.74000000
PA
USD
103988.11000000
0.022441504920
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
200000.00000000
PA
USD
191837.00000000
0.041400031017
Long
DBT
CORP
TH
N
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
200000.00000000
PA
USD
199286.00000000
0.043007587594
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWKJ2
158896.75000000
PA
USD
160540.23000000
0.034645925976
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
436.00000000
NS
USD
56156.80000000
0.012119107689
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBC32
13443.72000000
PA
USD
13242.21000000
0.002857779806
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
30000.00000000
PA
USD
29820.17000000
0.006435442396
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
AMG CAPITAL TRUST II
N/A
AMG Capital Trust II
00170F209
9591.00000000
NS
USD
512830.77000000
0.110673174542
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
200000.00000000
PA
USD
189290.00000000
0.040850367089
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
180000.00000000
PA
USD
161799.30000000
0.034917643825
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
200000.00000000
PA
USD
187389.00000000
0.040440115370
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
42100.00000000
NS
USD
2951210.00000000
0.636895831037
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJC5
5000.00000000
PA
USD
4781.64000000
0.001031917952
Long
DBT
CORP
US
N
2
2028-01-27
Fixed
2.21500000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
235000.00000000
PA
USD
242007.70000000
0.052227288200
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
330000.00000000
PA
USD
297073.26000000
0.064110897159
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
400000.00000000
PA
USD
350258.00000000
0.075588609413
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
394000.00000000
PA
USD
376138.01000000
0.081173732287
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
374000.00000000
PA
USD
375179.97000000
0.080966979232
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
220000.00000000
PA
USD
200575.10000000
0.043285786169
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
7659.00000000
NS
USD
147818.70000000
0.031900513274
Long
EC
CORP
US
N
1
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AZ5
69000.00000000
PA
USD
71156.94000000
0.015356263510
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
5000.00000000
PA
USD
5028.44000000
0.001085179459
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
QUOTIENT TECHNOLOGY INC
5493005ZZT58VQ9RKP56
Quotient Technology Inc
749119AB9
642000.00000000
PA
USD
633204.60000000
0.136650855050
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
1.75000000
N
N
N
N
Y
Quotient Technology Inc
Quotient Technology Inc
USD
XXXX
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
70000.00000000
PA
USD
65273.60000000
0.014086589472
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AC1
1132000.00000000
PA
USD
1089550.00000000
0.235134013745
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
186516.00000000
0.040251714660
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
76900.00000000
NS
USD
4658602.00000000
1.005365322109
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJD3
320000.00000000
PA
USD
304577.44000000
0.065730362042
Long
DBT
CORP
US
N
2
2033-01-27
Fixed
2.67700000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
45000.00000000
NS
USD
2824650.00000000
0.609583123241
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAJ2
5000.00000000
PA
USD
5030.58000000
0.001085641289
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
-2.00000000
NC
USD
12197.98000000
0.002632426228
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
2022-06-21
-366447.98000000
USD
12197.98000000
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
135000.00000000
PA
USD
134869.05000000
0.029105870365
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
130000.00000000
PA
USD
141915.45000000
0.030626542490
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
5093.00000000
NS
USD
352944.90000000
0.076168464933
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABZ7
15000.00000000
PA
USD
14010.79000000
0.003023645806
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
2022-04-01
Delaware Group Equity Funds IV
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration