0001752724-24-147166.txt : 20240627
0001752724-24-147166.hdr.sgml : 20240627
20240627090910
ACCESSION NUMBER: 0001752724-24-147166
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
CENTRAL INDEX KEY: 0001006415
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07589
FILM NUMBER: 241075765
BUSINESS ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
BUSINESS PHONE: 610-386-4068
MAIL ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: Hartford Multi-Asset Income & Growth Fund
DATE OF NAME CHANGE: 20190501
FORMER COMPANY:
FORMER CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
DATE OF NAME CHANGE: 19970613
FORMER COMPANY:
FORMER CONFORMED NAME: ITT HARTFORD MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19960226
0001006415
S000017747
THE HARTFORD STRATEGIC INCOME FUND
C000048999
Class C
HSNCX
C000049000
Class I
HSNIX
C000049001
Class A
HSNAX
C000052097
Class Y
HSNYX
C000105493
Class R3
HSNRX
C000105494
Class R4
HSNSX
C000105495
Class R5
HSNTX
C000148300
Class R6
HSNVX
C000185743
Class F
HSNFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001006415
XXXXXXXX
S000017747
C000052097
C000048999
C000049000
C000148300
C000049001
C000105494
C000105495
C000105493
C000185743
HARTFORD MUTUAL FUNDS INC/CT
811-07589
0001006415
549300FJ4Q3QXIS6ZN84
690 LEE ROAD
WAYNE
19087
610-386-4068
THE HARTFORD STRATEGIC INCOME FUND
S000017747
B1PXYDSF6QUFPXUM2581
2024-10-31
2024-04-30
N
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2353383469.40
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
150406410.58000000
0.00000000
0.00000000
101819179.70000000
EUR
GBP
USD
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd
81141RAG5
1940000.00000000
PA
USD
1660640.00000000
0.070563935779
Long
DBT
CORP
KY
N
2
2026-09-15
Fixed
0.25000000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
ADVISOR GROUP INC
549300XL60BDV6UW5C86
ADVISOR GROUP INC 2024 Term Loan
00775KAJ7
975000.00000000
PA
USD
980313.75000000
0.041655504202
Long
LON
CORP
US
N
2
2028-08-17
None
0.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B22 Mortgage Trust
08163BBF7
8629104.07000000
PA
USD
647913.69000000
0.027531156669
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Variable
1.62000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO, LTD
549300KYU0TCMXRAI217
GoldenTree Loan Management US CLO 16 Ltd
38138GAG4
2630000.00000000
PA
USD
2654240.71000000
0.112784029653
Long
ABS-CBDO
CORP
JE
N
2
2034-01-20
Floating
11.82000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
12930000.00000000
PA
USD
10955930.35000000
0.465539530316
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
17955000.00000000
PA
USD
15720444.23000000
0.667993314069
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2791857.78000000
0.118631655924
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
89326000.00000000
EUR
98323138.04000000
USD
2024-06-20
2791857.78000000
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners Inc 2024 Incremental Term Loan B5
04621HAW3
1895000.00000000
PA
USD
1902996.90000000
0.080862168224
Long
LON
CORP
US
N
2
2031-02-14
Floating
8.82000000
N
N
N
N
N
N
EOLO SPA
81560046D0F489B08569
Eolo SpA
000000000
7215000.00000000
PA
6669996.78000000
0.283421587120
Long
DBT
CORP
IT
N
2
2028-10-21
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SE9
66440000.00000000
PA
USD
51965942.35000000
2.208137476347
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
306000.00000000
PA
314317.24000000
0.013355972117
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAG0
1225000.00000000
PA
USD
1162010.38000000
0.049376159691
Long
DBT
CORP
NL
N
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment Inc 2022 Term Loan B
70757DAZ2
1016887.50000000
PA
USD
1017202.74000000
0.043222991629
Long
LON
CORP
US
N
2
2029-05-03
Floating
8.17000000
N
N
N
N
N
N
Endure Digital Inc
549300UTQC2651SB0W88
Endure Digital Inc Term Loan
29279UAB2
1728022.20000000
PA
USD
1667541.42000000
0.070857191005
Long
LON
CORP
US
N
2
2028-02-10
Floating
8.94000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
1350000.00000000
PA
1623539.78000000
0.068987472764
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
14464000.00000000
PA
USD
12313203.20000000
0.523212785340
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
Iron Mountain Inc
5493009M0X1LQXGBWV02
Iron Mountain Inc 2023 Term Loan B
46284NAV1
593512.50000000
PA
USD
591286.83000000
0.025124967421
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.57000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
1580000.00000000
PA
USD
1569572.00000000
0.066694273177
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
18530000000.00000000
PA
1162811.10000000
0.049410183895
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325CU7
8240000.00000000
PA
USD
5674686.12000000
0.241128834029
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS Topco LLC
50203TAA4
1754000.00000000
PA
USD
1628199.79000000
0.069185485968
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.88000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAH7
1320000.00000000
PA
USD
1290052.91000000
0.054816944487
Long
DBT
CORP
ES
N
2
2035-06-15
Fixed
6.04000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F 2.88000 99D0UTL09 CCPOIS
000000000
8095000.00000000
OU
Notional Amount
USD
1613371.88000000
0.068555418229
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-03-15
90828.04000000
USD
0.00000000
USD
8095000.00000000
USD
1522543.84000000
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
Credit Suisse First Boston Mortgage Securities Corp
225458RW0
931.87000000
PA
USD
920.84000000
0.000039128344
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754AAJ2
6800000.00000000
PA
USD
7100536.88000000
0.301716102468
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
10.83000000
N
N
N
N
N
N
PEACH PROPERTY FINANCE
5299006REENAMLK8A121
Peach Property Finance GmbH
000000000
6951000.00000000
PA
6354709.98000000
0.270024416446
Long
DBT
CORP
DE
N
2
2025-11-15
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810TE8
3625631.15000000
PA
USD
1964096.38000000
0.083458408097
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.13000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
549300P1YQ48837ZOI22
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
61762MBC4
1134000.00000000
PA
USD
646359.13000000
0.027465100286
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.12000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners LP 2024 Term Loan B3
11823LAM7
295814.04000000
PA
USD
296600.91000000
0.012603169600
Long
LON
CORP
US
N
2
2026-11-01
Floating
7.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396UCL2
10904.81000000
PA
USD
11064.51000000
0.000470153298
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
6.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAK2
1803408.39000000
PA
USD
1639298.23000000
0.069657081020
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
4.75000000
N
N
N
N
N
N
DC Commercial Mortgage Trust
N/A
DC Trust 2024-HLTN
24022FAN0
3460000.00000000
PA
USD
3420180.94000000
0.145330371546
Long
ABS-MBS
CORP
US
N
2
2028-04-13
Variable
10.31000000
N
N
N
N
N
N
SHUTTERFLY FINANCE LLC
N/A
Shutterfly Finance LLC
82568NAE1
78699.00000000
PA
USD
78699.00000000
0.003344078898
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
9.75000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
2070000.00000000
PA
USD
1877050.75000000
0.079759664092
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
Fugue Finance BV
254900Y4DWBRGAFENC88
Fugue Finance BV 2023 USD Term Loan B
000000000
470659.40000000
PA
USD
472189.04000000
0.020064262630
Long
LON
CORP
US
N
2
2028-01-31
Floating
9.34000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc 2022 Term Loan
84857HAY6
704275.00000000
PA
USD
707359.72000000
0.030057138124
Long
LON
CORP
US
N
2
2027-01-15
Floating
9.58000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AE0
2335000.00000000
PA
USD
2367673.94000000
0.100607230856
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.75000000
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
Ionis Pharmaceuticals, Inc.
USD
XXXX
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251MAA0
2500000.00000000
PA
USD
2321852.50000000
0.098660185651
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
11.19000000
N
N
N
N
N
N
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
644.65000000
0.000027392475
N/A
DFE
US
N
2
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
244000.00000000
SGD
179820.46000000
USD
2024-06-20
644.65000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
4530000000.00000000
PA
4383732.03000000
0.186273596589
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
1916000.00000000
PA
USD
1748298.08000000
0.074288704018
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
Motion Finco Sarl
2549002L1LBQZKA7UN30
Motion Finco Sarl 2024 USD Term Loan B
000000000
441357.10000000
PA
USD
440584.73000000
0.018721331892
Long
LON
CORP
LU
N
2
2029-11-12
Floating
9.07000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
1393000.00000000
PA
USD
1359310.02000000
0.057759818477
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.65000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5910.07000000
0.000251130768
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
547000.00000000
GBP
689596.88000000
USD
2024-06-20
5910.07000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
24666992.00000000
PA
USD
14419377.05000000
0.612708351082
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
Ballyrock Ltd
254900GXTF670X967J67
Ballyrock CLO 14 Ltd
05874YAA5
305000.00000000
PA
USD
304994.82000000
0.012959843729
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
12.59000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
310000.00000000
PA
USD
267375.00000000
0.011361301865
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL2
501895AC0
2000000.00000000
PA
USD
1885766.60000000
0.080130018100
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
5.61000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060659
106300000.00000000
PA
USD
105312030.79000000
4.474920137721
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
6.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAE8
980169.75000000
PA
USD
983845.39000000
0.041805570693
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
9.02000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAN7
585000.00000000
PA
USD
466360.42000000
0.019816592835
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
5.03000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
716000.00000000
PA
USD
668838.51000000
0.028420294384
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
4810000.00000000
PA
4999770.55000000
0.212450313134
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
200000.00000000
PA
USD
180765.62000000
0.007681095000
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
USI Inc
2549006D7UF7072T7I27
USI Inc 2023 Term Loan B
90351NAM7
3265614.96000000
PA
USD
3271950.25000000
0.139031751201
Long
LON
CORP
US
N
2
2029-11-22
Floating
8.30000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC 2024 TERM LOAN B5
000000000
2275000.00000000
PA
USD
2276615.25000000
0.096737963855
Long
LON
CORP
CA
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc 2023 USD Term Loan B
55314NAW4
1615975.08000000
PA
USD
1616993.14000000
0.068709292855
Long
LON
CORP
US
N
2
2029-08-17
Floating
7.82000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702CAC3
4910000.00000000
PA
USD
4862775.62000000
0.206629122844
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
13.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
10305000.00000000
PA
USD
8932744.36000000
0.379570285767
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A2
46630PAE5
19404.01000000
PA
USD
13977.23000000
0.000593920633
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.31000000
N
N
N
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding PLC
92943TAA1
11265000.00000000
PA
USD
11602138.92000000
0.492998233006
Long
DBT
CORP
GB
N
2
2028-10-06
Fixed
9.50000000
N
N
N
N
N
N
AVSC Holding Corp
549300CLJBQ9YSR4U689
AVSC Holding Corp 2020 TERM LOAN B2
00241YAU8
841539.92000000
PA
USD
836280.30000000
0.035535233032
Long
LON
CORP
US
N
2
2026-10-15
Floating
9.92000000
N
N
Y
N
N
N
NOVA LJUBLJANSKA BANK
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
000000000
1600000.00000000
PA
1763254.36000000
0.074924226456
Long
DBT
CORP
SI
N
2
2034-01-24
Fixed
6.88000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAH8
1340000.00000000
PA
USD
1362446.34000000
0.057893087026
Long
DBT
CORP
NL
N
2
2031-01-12
Fixed
8.50000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
555000.00000000
PA
585632.97000000
0.024884723531
Long
DBT
CORP
SE
N
2
2026-07-15
Fixed
3.88000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc 2024 TERM LOAN B1
26812CAK2
115475.59000000
PA
USD
116001.00000000
0.004929115951
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.82000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2021 Term Loan B
40416VAE5
1471987.02000000
PA
USD
1477506.97000000
0.062782244764
Long
LON
CORP
US
N
2
2028-07-27
Floating
7.92000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A8
466247YP2
91357.15000000
PA
USD
72679.04000000
0.003088278682
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.01000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
2080000.00000000
PA
2697568.88000000
0.114625130798
Long
DBT
CORP
GB
N
2
2028-10-11
Fixed
10.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
3395000.00000000
PA
USD
3505008.19000000
0.148934852121
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC 2021 Term Loan B1
00076VAZ3
4461768.31000000
PA
USD
4480730.83000000
0.190395270820
Long
LON
CORP
US
N
2
2028-12-21
Floating
8.92000000
N
N
N
N
N
N
Evertec Group, LLC
54930056CPTQSUNQYB82
EVERTEC Group LLC 2023 Term Loan B
000000000
1562500.00000000
PA
USD
1570312.50000000
0.066725738512
Long
LON
CORP
PR
N
2
2030-10-30
Floating
8.82000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-39174.86000000
-0.00166461864
N/A
DFE
IN
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4869735.01000000
USD
404020000.00000000
INR
2024-06-20
-39174.86000000
N
N
N
Aretec Group Inc
549300NV2T8A33L0PQ58
Aretec Group Inc 2023 Incremental Term Loan
04009DAF1
4005573.58000000
PA
USD
4023798.94000000
0.170979315199
Long
LON
CORP
US
N
2
2030-08-09
Floating
9.92000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
500000.00000000
PA
USD
506646.50000000
0.021528429454
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CD&R Hydra Buyer Inc.
549300HW5C2VGPZCHL57
CD&R Hydra Buyer Inc. 2024 Term Loan B
12508KAJ6
250000.00000000
PA
USD
252082.50000000
0.010711492762
Long
LON
CORP
US
N
2
2031-03-25
Floating
9.42000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563GAB5
4740000.00000000
PA
USD
4645832.32000000
0.197410765411
Long
ABS-MBS
USGSE
US
N
2
2051-11-25
Floating
9.33000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAE8
1444000.00000000
PA
USD
1204884.14000000
0.051197952040
Long
DBT
CORP
LU
N
2
2032-04-08
Fixed
5.88000000
N
N
N
N
N
N
Wilsonart LLC
549300SAZRUMYKDJBY14
Wilsonart LLC 2021 Term Loan E
97246FAH9
977355.57000000
PA
USD
979007.30000000
0.041599990512
Long
LON
CORP
US
N
2
2026-12-31
Floating
8.65000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAN9
1200000.00000000
PA
USD
1200760.80000000
0.051022743025
Long
DBT
CORP
ES
N
2
2024-05-24
Floating
6.59000000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC / Westfield UK & Europe Finance PLC
92890HAD4
1635000.00000000
PA
USD
1186889.93000000
0.050433341843
Long
DBT
US
N
2
2044-09-17
Fixed
4.75000000
N
N
N
N
N
N
GREENKO POWER II LTD
254900YYA4B6O2O4JM12
Greenko Power II Ltd
39530MAA6
324000.00000000
PA
USD
288413.43000000
0.012255267097
Long
DBT
CORP
MU
N
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
4470000.00000000
PA
USD
3715468.92000000
0.157877752109
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
PG Investment Company 59 Sa rl
N/A
PG Investment Company 59 Sa rl Term Loan B
91728NAB5
500000.00000000
PA
USD
501665.00000000
0.021316755493
Long
LON
CORP
LU
N
2
2031-03-26
Floating
8.81000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBT3
1108000.00000000
PA
USD
1144540.67000000
0.048633836554
Long
DBT
CORP
US
N
2
2029-10-25
Fixed
6.32000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2050000.00000000
PA
1973098.01000000
0.083840905473
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.88000000
N
N
N
N
N
N
BANK OF CYPRUS PCL
PQ0RAP85KK9Z75ONZW93
Bank of Cyprus Pcl
000000000
1365000.00000000
PA
1558044.24000000
0.066204435454
Long
DBT
CORP
CY
N
2
2028-07-25
Fixed
7.38000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC 2023 1st LIEN TERM LOAN
08078UAK9
1521062.50000000
PA
USD
1521534.03000000
0.064653043151
Long
LON
CORP
US
N
2
2029-04-18
Floating
7.68000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS
000000000
5555000.00000000
OU
Notional Amount
USD
844619.35000000
0.035889576050
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-06-21
0.00000000
USD
-58759.47000000
USD
5555000.00000000
USD
903378.82000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
1300000.00000000
PA
1449306.37000000
0.061583944514
Long
DBT
CORP
FR
N
2
2028-09-23
Fixed
7.25000000
N
N
N
N
N
N
Genesee & Wyoming Inc (New)
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc (New) 2024 Term Loan B
37156QAZ9
1250000.00000000
PA
USD
1250075.00000000
0.053118202632
Long
LON
CORP
US
N
2
2031-04-10
None
0.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
1243000.00000000
PA
USD
1289612.50000000
0.054798230580
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
1162000.00000000
PA
USD
703976.85000000
0.029913393170
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2024 Term Loan B
74839XAJ8
3428589.31000000
PA
USD
3429823.60000000
0.145740107576
Long
LON
CORP
US
N
2
2031-04-14
Floating
7.82000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAF3
5881000.00000000
PA
USD
3778441.93000000
0.160553602042
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
3.86000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
1712000.00000000
PA
USD
1386966.19000000
0.058934984800
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE JUN24
000000000
-505.00000000
NC
1865534.68000000
0.079270323101
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
Long Gilt Futures
G M4 Comdty
2024-06-26
-49861865.02000000
GBP
1865534.68000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-688.45000000
-0.00002925362
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
283000.00000000
EUR
301944.02000000
USD
2024-06-18
-688.45000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6DE1
1069.38000000
PA
USD
77.03000000
0.000003273159
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Variable
5.54000000
N
N
N
N
N
N
Chicago Transit Authority Sales Tax Receipts Fund
N/A
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE
16772PCX2
1150000.00000000
PA
USD
947025.46000000
0.040241017765
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.91000000
N
N
N
N
N
N
Frontier Communications Corp
N/A
Frontier Communications Corp 2021 1st Lien Term Loan
35906EAQ3
987703.96000000
PA
USD
983822.28000000
0.041804588703
Long
LON
CORP
US
N
2
2027-10-08
Floating
9.18000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
8216000.00000000
PA
USD
7870939.50000000
0.334452060292
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.38000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN24
000000000
-37.00000000
NC
22520.06000000
0.000956922672
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUM4 Comdty
2024-06-06
-3910171.99000000
EUR
22520.06000000
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2023-REV2
34535CAA4
10000000.00000000
PA
USD
9934272.00000000
0.422127210850
Long
ABS-O
CORP
US
N
2
2036-02-15
Fixed
5.28000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust 2024-1
107933AC7
7725000.00000000
PA
USD
7707556.18000000
0.327509574203
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.53000000
N
N
N
N
N
N
Fleetcor Technologies Operating Company LLC
549300FKKKZCXLK48427
Fleetcor Technologies Operating Company LLC 2021 Term Loan B4
33903RAY5
981812.77000000
PA
USD
981940.41000000
0.041724624259
Long
LON
CORP
US
N
2
2028-04-28
Floating
7.17000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754PAD2
8200000.00000000
PA
USD
9087804.16000000
0.386159088740
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
14.69000000
N
N
N
N
N
N
NOVA LJUBLJANSKA BANKA D
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
000000000
1000000.00000000
PA
1119375.99000000
0.047564538654
Long
DBT
CORP
SI
N
2
2027-06-27
Fixed
7.13000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-B
80290CCE2
1325000.00000000
PA
USD
1325068.77000000
0.056304838851
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
8.41000000
N
N
N
N
N
N
HELLENIC BANK PCL
CXUHEGU3MADZ2CEV7C11
Hellenic Bank PCL
000000000
1510000.00000000
PA
1833972.11000000
0.077929165979
Long
DBT
CORP
CY
N
2
2033-06-14
Fixed
10.25000000
N
N
N
N
N
N
Enact Mortgage Insurance Corporation
N/A
Triangle Re 2021-2 Ltd
89600GAD3
4675000.00000000
PA
USD
4924875.95000000
0.209267890848
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
10.93000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2198.68000000
0.000093426338
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
93000.00000000
EUR
101659.18000000
USD
2024-06-20
2198.68000000
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAG0
1690000.00000000
PA
USD
1641686.28000000
0.069758554071
Long
DBT
CORP
MA
N
2
2054-05-02
Fixed
7.50000000
N
N
N
N
N
N
ONT GAMING GTA/OTG CO-IS
894500EC9KLZLOC3V025
Ontario Gaming GTA LP/OTG Co-Issuer Inc
68306MAA7
740000.00000000
PA
USD
757367.80000000
0.032182082089
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEC6
510000.00000000
PA
USD
494273.32000000
0.021002668134
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.34000000
N
N
N
N
N
N
ALSTRIA OFFICE REIT-AG
529900QIJIGPI0DRL085
alstria office REIT-AG
000000000
4600000.00000000
PA
4296464.04000000
0.182565404060
Long
DBT
DE
N
2
2026-06-23
Fixed
1.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
50229000000.00000000
PA
3054024.37000000
0.129771641966
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AV7
335000.00000000
PA
USD
346864.03000000
0.014738950728
Long
DBT
CORP
CA
N
2
2029-03-01
Fixed
9.38000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-2
33843EAN1
4775000.00000000
PA
USD
4998372.11000000
0.212390890604
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
10.89000000
N
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation 2024 Term Loan B
45784QAD1
999720.23000000
PA
USD
1002219.53000000
0.042586324882
Long
LON
CORP
US
N
2
2028-05-04
Floating
8.32000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
200000.00000000
PA
USD
169648.00000000
0.007208684951
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S9D0WTVY2 CDS EUR R F 5.00000 1 CCPITRAXX / Short: S9D0WTVY2 CDS EUR P V 03MEVENT 2 CCPITRAXX
000000000
46160000.00000000
OU
Notional Amount
3624775.20000000
0.154023993417
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
sell protection
2028-12-20
3099685.06000000
EUR
0.00000000
EUR
46160000.00000000
EUR
265852.75000000
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95041AAB4
2255000.00000000
PA
USD
2528080.50000000
0.107423228422
Long
DBT
US
N
2
2028-05-15
Fixed
2.75000000
N
N
N
N
Y
Welltower, Inc.
Welltower, Inc.
USD
XXXX
N
N
N
SBNA Auto Lease Trust
N/A
SBNA Auto Lease Trust 2024-A
78414SAG9
3720000.00000000
PA
USD
3692885.29000000
0.156918128219
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.24000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAF5
1390000.00000000
PA
USD
1213416.58000000
0.051560512588
Long
DBT
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH Sub I LLC 2023 Term Loan
45567YAN5
3511432.55000000
PA
USD
3497070.79000000
0.148597576020
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.57000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2023-1 Ltd
43731BAB7
3462000.00000000
PA
USD
3635788.94000000
0.154491989396
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
9.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TM0
27970000.00000000
PA
USD
24900948.12000000
1.058091400903
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2007-FM2
3622MHAC0
1053953.62000000
PA
USD
613142.79000000
0.026053671149
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
5.52000000
N
N
N
N
N
N
TK Elevator US Newco Inc
549300C2AFWPAYWS5574
TK Elevator US Newco Inc USD Term Loan B
000000000
1777772.80000000
PA
USD
1784475.00000000
0.075825934158
Long
LON
CORP
US
N
2
2030-04-30
Floating
8.79000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAX8
654000.00000000
PA
USD
673514.05000000
0.028618967489
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
8.00000000
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AJ5
1500000.00000000
PA
USD
1634383.50000000
0.069448244251
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
9.75000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-20
362351AA6
432776.97000000
PA
USD
129606.36000000
0.005507235080
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.57000000
N
N
N
N
N
N
BANCA TRANSILVANIA
549300RG3H390KEL8896
Banca Transilvania SA
000000000
12040000.00000000
PA
13571470.74000000
0.576679105486
Long
DBT
CORP
RO
N
2
2027-04-27
Fixed
8.88000000
N
N
N
N
N
N
Zelis Payments Buyer Inc
549300U8NGLZN5R1Y309
Zelis Payments Buyer Inc Term Loan B
98932TAG8
2047884.99000000
PA
USD
2049707.61000000
0.087096201560
Long
LON
CORP
US
N
2
2029-09-28
Floating
8.07000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-4
33845AAB3
1065000.00000000
PA
USD
1033636.18000000
0.043921281569
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
1.49000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT 2024-A LLC
40472QAE7
1743394.36000000
PA
USD
1611195.38000000
0.068462934364
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
8.00000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
10447000.00000000
PA
USD
10448567.05000000
0.443980642587
Long
DBT
CORP
CZ
N
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
515000.00000000
PA
USD
558152.34000000
0.023717016255
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
Soundview Home Equity Loan Trust
N/A
Soundview Home Loan Trust 2006-3
83612HAD0
83540.12000000
PA
USD
78053.37000000
0.003316644780
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.93000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAC5
2770000.00000000
PA
USD
2840730.29000000
0.120708347234
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
13.08000000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
584535.21000000
PA
USD
583541.50000000
0.024795852762
Long
LON
CORP
US
N
2
2028-11-03
Floating
8.67000000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
1351000.00000000
PA
USD
1300337.50000000
0.055253957415
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
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
18155000.00000000
PA
USD
12447521.88000000
0.528920256381
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278AB7
1825000.00000000
PA
USD
2138079.68000000
0.090851308671
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.00000000
N
N
N
N
Y
MIDDLEBY CORP
MIDDLEBY CORP
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAJ5
445000.00000000
PA
USD
467027.50000000
0.019844938407
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.13000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
IndyMac IMSC Mortgage Loan Trust
N/A
IndyMac IMSC Mortgage Loan Trust 2007-AR2
45670EAA1
324628.56000000
PA
USD
210431.34000000
0.008941651147
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.58000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I Sa rl
N/A
Endo Luxembourg Finance Company I Sa rl 2024 Term Loan B
000000000
1175000.00000000
PA
USD
1170593.75000000
0.049740884357
Long
LON
CORP
US
N
2
2031-04-09
None
0.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BG9
2150000.00000000
PA
USD
2157008.33000000
0.091655625105
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
6.65000000
N
N
N
N
N
N
JYSKE BANK A/S
3M5E1GQGKL17HI6CPN30
Jyske Bank A/S
000000000
1460000.00000000
PA
1580191.26000000
0.067145506907
Long
DBT
CORP
DK
N
2
2035-05-01
Fixed
5.13000000
N
N
N
N
N
N
Axalta Coating Systems US Holdings Inc
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings Inc 2024 Term Loan B6
90347BAL2
727079.38000000
PA
USD
728897.08000000
0.030972303896
Long
LON
CORP
US
N
2
2029-12-20
Floating
7.33000000
N
N
N
N
N
N
Groundworks LLC
254900K8GTHJMCG1DB32
Groundworks LLC 2024 TERM LOAN
39954EAB9
405388.60000000
PA
USD
406029.11000000
0.017252994052
Long
LON
CORP
US
N
2
2031-03-14
None
0.00000000
N
N
N
N
N
N
First Brands Group LLC
N/A
First Brands Group LLC 2021 Term Loan
31935HAD9
3083062.22000000
PA
USD
2939699.83000000
0.124913762173
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.59000000
N
N
N
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc 2024 Term Loan B
07368RAG6
995309.48000000
PA
USD
997718.13000000
0.042395051336
Long
LON
CORP
US
N
2
2028-05-19
Floating
7.32000000
N
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
1032590.30000000
PA
USD
1035688.07000000
0.044008470504
Long
LON
CORP
US
N
2
2027-10-19
Floating
9.07000000
N
N
N
N
N
N
BULGARIAN ENERGY HLD
635400E1RWKJXPSBCV07
Bulgarian Energy Holding EAD
000000000
1615000.00000000
PA
1534285.42000000
0.065194875376
Long
DBT
CORP
BG
N
2
2028-07-22
Fixed
2.45000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-4 LLC
693583AB2
1268662.18000000
PA
USD
1190256.32000000
0.050576386529
Long
ABS-O
CORP
US
N
2
2026-04-25
Variable
6.47000000
N
N
N
N
N
N
Getty Images Inc
N/A
Getty Images Inc 2019 USD Term Loan B
37427UAJ9
257408.89000000
PA
USD
257517.00000000
0.010942415604
Long
LON
CORP
US
N
2
2026-02-19
Floating
9.91000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BR9
568000.00000000
PA
USD
604964.30000000
0.025706150649
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
9.25000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAF9
1393000.00000000
PA
USD
1386400.80000000
0.058910960241
Long
DBT
NUSS
US
N
2
2029-07-01
Fixed
7.25000000
N
N
N
N
N
N
EMERIA SASU
969500SA2FHM81LPJ311
Emeria SASU
000000000
1260000.00000000
PA
1294583.64000000
0.055009464323
Long
DBT
CORP
FR
N
2
2028-03-31
Fixed
7.75000000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2024 Term Loan
88632NBB5
570000.00000000
PA
USD
568717.50000000
0.024165951167
Long
LON
CORP
US
N
2
2031-03-21
Floating
9.93000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AS4
850000.00000000
PA
USD
1212950.00000000
0.051540686665
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Inspired FinCo Holdings Limited
21380079CKTODVMD9183
Inspired FinCo Holdings Limited 2024 EUR Term Loan B
000000000
344835.50000000
PA
368365.60000000
0.015652595711
Long
LON
CORP
GB
N
2
2031-02-28
None
0.00000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UM6
37301.34000000
PA
USD
34672.87000000
0.001473320028
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
5.37000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp Term Loan B
71360HAB3
2746716.88000000
PA
USD
2746222.47000000
0.116692519757
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.17000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
670000.00000000
PA
USD
728582.12000000
0.030958920612
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAG2
884000.00000000
PA
USD
741509.10000000
0.031508214009
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.13000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AC7
1635000.00000000
PA
USD
1250786.77000000
0.053148447172
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
24640000.00000000
PA
USD
21506100.00000000
0.913837471862
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
20105000.00000000
PA
4729066.34000000
0.200947546436
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
31590000.00000000
PA
4512399.36000000
0.191740930395
Long
DBT
NUSS
CN
N
2
2030-04-17
Fixed
2.96000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2023-SFR1 Trust
74334FAL2
1470000.00000000
PA
USD
1412606.06000000
0.060024474479
Long
ABS-O
CORP
US
N
2
2040-03-17
Fixed
6.60000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
2750000.00000000
PA
1926616.04000000
0.081865793018
Long
DBT
CORP
VG
N
2
2025-11-07
Fixed
3.80000000
N
N
N
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985AM1
1824000.00000000
PA
USD
1701792.00000000
0.072312567081
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.50000000
N
N
N
N
Y
Integra LifeSciences Holdings Corp
Integra LifeSciences Holdings Corp
USD
XXXX
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
670000.00000000
PA
USD
538803.51000000
0.022894845527
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC20
36252WAE8
175000.00000000
PA
USD
136600.63000000
0.005804435689
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
5.11000000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
000000000
4560000.00000000
PA
USD
3575769.60000000
0.151941646845
Long
DBT
CORP
US
N
2
2029-11-16
Fixed
4.50000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
000000000
794000.00000000
PA
USD
614263.33000000
0.026101285149
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VAF5
12750125.80000000
PA
USD
625522.45000000
0.026579707817
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.39000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
1925000.00000000
PA
USD
1513786.76000000
0.064323846057
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5974.07000000
0.000253850257
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2098000.00000000
EUR
2249517.98000000
USD
2024-06-18
5974.07000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
2400000.00000000
PA
USD
2261690.42000000
0.096103777790
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
2200000.00000000
PA
USD
1409375.00000000
0.059887180237
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAC3
955000.00000000
PA
USD
927181.61000000
0.039397812641
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANMB0
17916.62000000
PA
USD
1044.09000000
0.000044365485
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Fixed
3.50000000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
N/A
NYMT Loan Trust 2021-SP1
62955RAB1
3970000.00000000
PA
USD
3256091.18000000
0.138357867399
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
3.56000000
N
N
N
N
N
N
Venga Finance Sarl
9845005B0E54C498F641
Venga Finance Sarl 2021 USD Term Loan B
000000000
1221400.00000000
PA
USD
1218566.35000000
0.051779336680
Long
LON
CORP
LU
N
2
2029-06-28
Floating
10.35000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
2081000.00000000
PA
USD
1525132.85000000
0.064805964256
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
3566.00000000
NC
USD
-10277260.02000000
-0.43670146211
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
393399385.02000000
USD
-10277260.02000000
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAB6
6130000.00000000
PA
USD
5676594.55000000
0.241209927060
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
3.84000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
1460000.00000000
PA
1517601.87000000
0.064485957759
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7 Inc
753422AF1
2405000.00000000
PA
USD
2072809.38000000
0.088077842262
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2023-1
05368QAE7
4990000.00000000
PA
USD
5084659.30000000
0.216057406968
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
11.14000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
300000.00000000
PA
USD
307996.37000000
0.013087385630
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAE4
530000.00000000
PA
USD
512869.59000000
0.021792861072
Long
DBT
CORP
IE
N
2
2035-03-28
Fixed
5.87000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan I
89364MBZ6
1981750.25000000
PA
USD
1991282.47000000
0.084613599776
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.57000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
478674.52000000
0.020339843728
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
12243000.00000000
GBP
15781010.30000000
USD
2024-06-20
478674.52000000
N
N
N
ELIOR GROUP SA
969500LYSYS0E800SQ95
Elior Group SA
000000000
11435000.00000000
PA
11399963.93000000
0.484407410786
Long
DBT
CORP
FR
N
2
2026-07-15
Fixed
3.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAN9
13707055.89000000
PA
USD
1168190.69000000
0.049638773501
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.88000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
3100000.00000000
PA
USD
2079077.00000000
0.088344166050
Long
DBT
CORP
LU
N
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
107056.54000000
0.004549047845
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
91329679.16000000
EUR
97694421.66000000
USD
2024-05-31
107056.54000000
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BS2
375000.00000000
PA
USD
374057.14000000
0.015894440700
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.70000000
N
N
N
N
N
N
William Morris Endeavor Entertainment LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC 2018 1st Lien Term Loan
96925HAF9
1203305.25000000
PA
USD
1205808.12000000
0.051237213810
Long
LON
CORP
US
N
2
2025-05-18
Floating
8.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANHJ9
48171.66000000
PA
USD
1736.99000000
0.000073808200
Long
ABS-MBS
USGSE
US
N
2
2055-04-25
Floating
0.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFXT6
7080.37000000
PA
USD
233.77000000
0.000009933357
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
2.50000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
1800000.00000000
PA
1779290.12000000
0.075605618172
Long
DBT
CORP
ES
N
2
2027-05-19
Fixed
5.00000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
2809000.00000000
PA
USD
2715832.49000000
0.115401188344
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREK3
3873761.35000000
PA
USD
192979.17000000
0.008200073320
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.24000000
N
N
N
N
N
N
HAMMERSON IRELAND
63540093EUHUMTGSHN61
Hammerson Ireland Finance DAC
000000000
1880000.00000000
PA
1842720.01000000
0.078300881856
Long
DBT
IE
N
2
2027-06-03
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31394GXJ7
3802.28000000
PA
USD
3802.17000000
0.000161561855
Long
ABS-MBS
USGSE
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PJ4
889000.00000000
PA
USD
896541.39000000
0.038095848027
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
7.20000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) 2024 Term Loan B
26483NAV2
2862766.34000000
PA
USD
2867146.37000000
0.121830819638
Long
LON
CORP
US
N
2
2029-01-18
Floating
8.07000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
420000.00000000
PA
USD
373006.41000000
0.015849793068
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
JOHN BEAN TECHNOLOGIES C
5493007CT6ATBZ2L6826
John Bean Technologies Corp
477839AB0
2024000.00000000
PA
USD
1825445.60000000
0.077566857409
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.25000000
N
N
N
N
Y
John Bean Technologies Corp
John Bean Technologies Corp
USD
XXXX
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
1200000.00000000
PA
1176565.70000000
0.049994644531
Long
DBT
CORP
IT
N
2
2027-04-24
Fixed
1.75000000
N
N
N
N
N
Nexi SpA
Nexi SpA
EUR
XXXX
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
906435.30000000
PA
USD
879242.24000000
0.037360772327
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.42000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
10253.54000000
0.000435693550
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
636000.00000000
EUR
690374.57000000
USD
2024-06-18
10253.54000000
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BR5
5615000.00000000
PA
USD
4214512.37000000
0.179083112667
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.63000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-3
294751CU4
17923.83000000
PA
USD
13687.88000000
0.000581625569
Long
ABS-O
CORP
US
N
2
2033-12-25
Variable
5.46000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
8440000.00000000
PA
7502974.82000000
0.318816500479
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Transferee
92873HAB9
1715000.00000000
PA
USD
1376444.42000000
0.058487893617
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
4.21000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN24
000000000
-856.00000000
NC
1474873.68000000
0.062670350972
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXM4 Comdty
2024-06-06
-112730482.36000000
EUR
1474873.68000000
N
N
N
INEOS Finance PLC
2138002D68XDR4LZCG32
INEOS Finance PLC 2024 EUR Term Loan B
000000000
1405000.00000000
PA
1499956.56000000
0.063736173025
Long
LON
CORP
GB
N
2
2031-02-07
None
0.00000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health Incorporated Term Loan B
28414BAF3
1024134.21000000
PA
USD
1021747.98000000
0.043416128025
Long
LON
CORP
US
N
2
2027-08-01
Floating
7.18000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
681000.00000000
PA
USD
567329.01000000
0.024106951432
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
685000.00000000
PA
USD
676452.23000000
0.028743816670
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.88000000
N
N
N
N
N
N
Arsenal AIC Parent LLC
N/A
Arsenal AIC Parent LLC 2024 Term Loan B
04287KAE1
462677.91000000
PA
USD
465569.65000000
0.019782991427
Long
LON
CORP
US
N
2
2030-08-18
Floating
9.07000000
N
N
N
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
539000.00000000
PA
USD
452527.80000000
0.019228816972
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.63000000
N
N
N
N
N
N
ALARM.COM HLDGS INC
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642AB1
2518000.00000000
PA
USD
2291316.95000000
0.097362668676
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Alarm.com Holdings Inc
Alarm.com Holdings Inc
USD
XXXX
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
1300000.00000000
PA
1433351.72000000
0.060905999325
Long
DBT
CORP
FR
N
2
2033-01-13
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2024-1 LLC
29375PAC4
3195000.00000000
PA
USD
3144064.67000000
0.133597635526
Long
ABS-O
CORP
US
N
2
2030-09-20
Fixed
5.16000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
1800000.00000000
PA
1632394.23000000
0.069363716165
Long
DBT
CORP
DE
N
2
2026-11-30
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6MP6
104108.02000000
PA
USD
21876.70000000
0.000929585011
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
5.50000000
N
N
N
N
N
N
RIVIAN AUTO INC
25490004LNKJ84MFYY24
Rivian Automotive Inc
76954AAC7
550000.00000000
PA
USD
320006.57000000
0.013597723199
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.63000000
N
N
N
N
Y
Rivian Automotive, Inc.
Rivian Automotive, Inc.
USD
XXXX
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBC9
11805098.95000000
PA
USD
449906.49000000
0.019117432235
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.99000000
N
N
N
N
N
N
UGI Energy Services LLC
5493001O7RUKEUP5XR11
UGI Energy Services LLC 2023 Term Loan B
90276DAC3
977908.60000000
PA
USD
982494.99000000
0.041748189480
Long
LON
CORP
US
N
2
2030-02-22
Floating
8.67000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
870000.00000000
PA
USD
941479.20000000
0.040005346015
Long
DBT
CORP
CZ
N
2
2028-11-02
Fixed
11.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
14845000.00000000
PA
USD
12441965.63000000
0.528684160136
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63000000
N
N
N
N
N
N
Nascar Holdings LLC
254900HRWKQR5V0WN013
NASCAR Holdings, LLC Term Loan B
63108EAB4
266911.65000000
PA
USD
268190.16000000
0.011395939653
Long
LON
CORP
US
N
2
2026-10-19
Floating
7.93000000
N
N
N
N
N
N
Nouryon Finance BV
549300K7VB5G6LULFT41
Nouryon Finance BV 2023 USD Term Loan B
000000000
1017348.73000000
PA
USD
1019261.35000000
0.043310466112
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.42000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JBA1
2055000.00000000
PA
USD
1814529.24000000
0.077102999302
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.28000000
N
N
N
N
N
N
Windsor Holdings III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC 2024 USD Term Loan B
97360BAD7
1940280.91000000
PA
USD
1954833.02000000
0.083064789288
Long
LON
CORP
US
N
2
2030-08-01
Floating
9.32000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc Term Loan C
33718FAB6
302667.77000000
PA
USD
302810.02000000
0.012867007180
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.56000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
7485000.00000000
PA
USD
417213.90000000
0.017728258289
Long
DBT
CORP
KY
N
2
2031-01-12
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
14902609.65000000
PA
USD
14132061.43000000
0.600499732141
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Zacapa SARL
213800VIVQIJLORBU468
Zacapa SARL 2022 Term Loan
000000000
1853812.74000000
PA
USD
1850716.87000000
0.078640684532
Long
LON
CORP
LU
N
2
2029-03-22
Floating
9.31000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc 2022 Incremental Term Loan B
33718FAE0
923189.24000000
PA
USD
924343.23000000
0.039277204162
Long
LON
CORP
US
N
2
2028-07-21
Floating
9.40000000
N
N
N
N
N
N
NWD FINANCE (BVI) LTD
25490076V8K09HMNCT88
NWD Finance BVI Ltd
000000000
3585000.00000000
PA
USD
1794292.50000000
0.076243099491
Long
DBT
CORP
VG
N
2
2028-03-10
Fixed
4.13000000
N
N
N
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB Inc
60937PAD8
675000.00000000
PA
USD
1197593.06000000
0.050888139377
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.25000000
N
N
N
N
Y
MongoDB Inc
MongoDB Inc
USD
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
830000.00000000
PA
USD
745124.37000000
0.031661834107
Long
DBT
CORP
CH
N
2
2027-02-12
Fixed
4.88000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
298000.00000000
PA
316123.97000000
0.013432743711
Long
DBT
CORP
NL
N
2
2025-03-01
Fixed
4.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KK2
4271000.00000000
PA
USD
4390958.64000000
0.186580669792
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
6.70000000
N
N
N
N
N
N
JYSKE BANK A/S
3M5E1GQGKL17HI6CPN30
Jyske Bank A/S
000000000
1480000.00000000
PA
1585048.09000000
0.067351883388
Long
DBT
CORP
DK
N
2
2030-08-13
Fixed
7.00000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2024 Incremental Term Loan B
40416VAF2
568575.00000000
PA
USD
569996.44000000
0.024220295902
Long
LON
CORP
US
N
2
2031-02-09
Floating
7.57000000
N
N
N
N
N
N
PES Holdings LLC
N/A
PES Holdings LLC 2018 Term Loan C
71571EAD1
91237.99000000
PA
USD
912.38000000
0.000038768862
Long
LON
CORP
US
N
2
2024-12-31
Floating
3.00000000
N
N
Y
N
N
N
VILLA DUTCH BIDCO BV
724500AWBTX8I880X774
House of HR Group BV
000000000
2535000.00000000
PA
2776612.41000000
0.117983849470
Long
DBT
CORP
NL
N
2
2029-11-03
Fixed
9.00000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
1600000.00000000
PA
1662732.61000000
0.070652854990
Long
DBT
CORP
ES
N
2
2026-03-15
Fixed
5.75000000
N
N
N
N
N
N
RAKUTEN GROUP INC
529900IMXUCQKUL1H943
Rakuten Group Inc
75102WAK4
691000.00000000
PA
USD
684366.55000000
0.029080112055
Long
DBT
CORP
JP
N
2
2029-04-15
Fixed
9.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F 2.97000 99D0UXBE1 CCPOIS
000000000
10685000.00000000
OU
Notional Amount
USD
1968138.06000000
0.083630147215
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-03-15
33174.55000000
USD
0.00000000
USD
10685000.00000000
USD
1934963.51000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
21183000.00000000
PA
1093668.25000000
0.046472165043
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-72
12668A3N3
77586.76000000
PA
USD
67123.33000000
0.002852205383
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.97000000
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAK3
2145000.00000000
PA
USD
1777054.25000000
0.075510611555
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B4
04649VBA7
1500000.00000000
PA
USD
1346670.00000000
0.057222718588
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.68000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust 2006-12
41162DAD1
783407.14000000
PA
USD
730695.75000000
0.031048733005
Long
ABS-MBS
CORP
US
N
2
2036-12-19
Floating
5.91000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2024-1
26208WAC8
4290000.00000000
PA
USD
4271100.83000000
0.181487670221
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.35000000
N
N
N
N
N
N
BANCO DE CREDITO SOCIAL
95980020140005881190
Banco de Credito Social Cooperativo SA
000000000
2800000.00000000
PA
2747232.06000000
0.116735419268
Long
DBT
CORP
ES
N
2
2028-03-09
Fixed
1.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
1256.00000000
NC
USD
-3593947.53000000
-0.15271406367
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
142028697.53000000
USD
-3593947.53000000
N
N
N
GREENKO POWER II LTD
254900YYA4B6O2O4JM12
Greenko Power II Ltd
000000000
1552500.00000000
PA
USD
1381981.01000000
0.058723154469
Long
DBT
CORP
MU
N
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
LA MONDIALE
969500L0T16HX3R78P61
La Mondiale SAM
000000000
3005000.00000000
PA
USD
2774216.00000000
0.117882021186
Long
DBT
CORP
FR
N
2
2048-01-18
Fixed
4.80000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
500000.00000000
PA
USD
491487.65000000
0.020884299409
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBC8
28338610.97000000
PA
USD
856931.26000000
0.036412733884
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
0.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
2791.00000000
NC
USD
-5476070.73000000
-0.23268926637
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
297811517.44000000
USD
-5476070.73000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAL4
1429000.00000000
PA
USD
1601909.00000000
0.068068337388
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.88000000
N
N
N
N
N
Uber Technologies, Inc.
Uber Technologies, Inc.
USD
XXXX
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-C
34535AAF7
1700000.00000000
PA
USD
1681939.37000000
0.071468988877
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.03000000
N
N
N
N
N
N
First Brands Group LLC
N/A
First Brands Group LLC 2021 2nd Lien Term Loan
31935HAF4
1000000.00000000
PA
USD
945000.00000000
0.040154951893
Long
LON
CORP
US
N
2
2028-03-30
Floating
14.14000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
146168.27000000
0.006210983968
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
83403245.59000000
EUR
89264000.00000000
USD
2024-05-31
146168.27000000
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-NPL3 LLC
74143EAB8
3705000.00000000
PA
USD
3318431.42000000
0.141006829662
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.72000000
N
N
N
N
N
N
McAfee LLC
2549009UKR8UEZYVCR93
McAfee LLC 2022 USD Term Loan B
57906HAD9
3465000.06000000
PA
USD
3465485.16000000
0.147255439033
Long
LON
CORP
US
N
2
2029-03-01
Floating
9.18000000
N
N
N
N
N
N
IRB INFRASTRUCTURE DEVELOPERS
335800XGO3AITGW6AK27
IRB INFRASTRUCTURE DEVELOPERS
000000000
2060000.00000000
PA
USD
2032190.00000000
0.086351843055
Long
DBT
CORP
IN
N
2
2032-03-11
Fixed
7.11000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-56
12668AHE8
143667.75000000
PA
USD
113923.08000000
0.004840820949
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
6.07000000
N
N
N
N
N
N
HSB Group Inc
549300YBYP3KZS5URX14
HSB Group Inc
40428NAC3
1360000.00000000
PA
USD
1278765.84000000
0.054337334167
Long
DBT
CORP
US
N
2
2027-07-15
Floating
6.50000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAW2
1350000.00000000
PA
USD
1197190.80000000
0.050871046540
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.80000000
N
N
N
N
N
N
HOWDEN UK REFINANCE / US
N/A
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
44287DAA1
3675000.00000000
PA
USD
3616339.65000000
0.153665549920
Long
DBT
CORP
GB
N
2
2032-02-15
Fixed
8.13000000
N
N
N
N
N
N
INTL AIRPORT FINANCE SA
959800M9M5LP0KXUP789
International Airport Finance SA
000000000
6052308.00000000
PA
USD
6424827.56000000
0.273003853538
Long
DBT
CORP
ES
N
2
2033-03-15
Fixed
12.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
350000.00000000
PA
USD
178500.00000000
0.007584824246
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AD8
1688000.00000000
PA
USD
1714342.08000000
0.072845845239
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
9.93000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC USD Term Loan N
000000000
1125000.00000000
PA
USD
1103343.75000000
0.046883296511
Long
LON
CORP
US
N
2
2028-01-31
Floating
7.94000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 72 B Ltd
381942AA9
5300000.00000000
PA
USD
5256889.80000000
0.223375827541
Long
ABS-CBDO
CORP
JE
N
2
2037-04-25
Floating
12.05000000
N
N
N
N
N
N
Gainwell Acquisition Corp
N/A
Gainwell Acquisition Corp Term Loan B
59909TAC8
1330332.74000000
PA
USD
1266729.53000000
0.053825887131
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.41000000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAB1
1987000.00000000
PA
USD
1796844.10000000
0.076351522111
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.38000000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AR4
1570000.00000000
PA
USD
1597558.21000000
0.067883463565
Long
DBT
US
N
2
2028-03-15
Fixed
8.05000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBK6
1700000.00000000
PA
USD
2033200.00000000
0.086394759988
Long
DBT
CORP
KY
N
2
2028-06-01
Fixed
3.50000000
N
N
N
N
N
Seagate Technology Holdings PLC
Seagate Technology Holdings PLC
USD
XXXX
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05602XDJ4
678000.00000000
PA
USD
673370.89000000
0.028612884332
Long
DBT
CORP
FR
N
2
2031-08-22
Fixed
8.00000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AJ6
3030000.00000000
PA
USD
3042616.92000000
0.129286916457
Long
DBT
CORP
CA
N
2
2029-07-01
Fixed
7.63000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
39982.88000000
0.001698953040
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
134200000.00000000
JPY
897270.55000000
USD
2024-06-18
39982.88000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBJ6
7442653.25000000
PA
USD
205222.23000000
0.008720305579
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.77000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810RL4
13261342.05000000
PA
USD
9599324.16000000
0.407894603017
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAG3
3365000.00000000
PA
USD
3532427.93000000
0.150099972058
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
9.75000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
1299000.00000000
PA
USD
1192738.42000000
0.050681855953
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
91100000.00000000
PA
4291144.58000000
0.182339369499
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
500000.00000000
PA
USD
461279.10000000
0.019600677322
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
3695000.00000000
PA
3115075.37000000
0.132365821826
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
2.13000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAT1
600000.00000000
PA
USD
586272.72000000
0.024911907796
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.08000000
N
N
N
N
N
N
AI Aqua Merger Sub Inc
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc 2023 Incremental Term Loan
00132UAN4
610000.00000000
PA
USD
612745.00000000
0.026036768251
Long
LON
CORP
US
N
2
2028-07-31
Floating
9.57000000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
000000000
2875000.00000000
PA
2893406.14000000
0.122946650115
Long
DBT
CORP
FR
N
2
2027-06-15
Fixed
2.38000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAJ5
6125000.00000000
PA
USD
6534946.25000000
0.277683018299
Long
DBT
CORP
KY
N
2
2029-03-07
Fixed
4.50000000
N
N
N
N
N
Wynn Macau Ltd.
Wynn Macau Ltd.
USD
XXXX
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B3
04649VAZ3
1440000.00000000
PA
USD
1307707.20000000
0.055567110800
Long
LON
CORP
US
N
2
2028-01-31
Floating
10.68000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK22
06540XBH3
6471959.08000000
PA
USD
175588.13000000
0.007461093029
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
0.71000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AC7
950000.00000000
PA
USD
1026871.06000000
0.043633818005
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
10.08000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
718000.00000000
PA
USD
672771.00000000
0.028587393799
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2023-4
802927AD5
7175000.00000000
PA
USD
7196822.76000000
0.305807483292
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.73000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2023-BRK2
05610WAE0
3470000.00000000
PA
USD
3505853.08000000
0.148970753197
Long
ABS-MBS
CORP
US
N
2
2028-11-05
Variable
8.63000000
N
N
N
N
N
N
Boels Topholding BV
724500V913SEHSEW2O75
Boels Topholding BV 2021 EUR Term Loan B
000000000
862068.97000000
PA
919614.08000000
0.039076253061
Long
LON
CORP
NL
N
2
2027-02-06
Floating
7.14000000
N
N
N
N
N
N
Rocket Software Inc
549300PVG26ISP5X1556
Rocket Software Inc 2023 USD Term Loan B
77313DAW1
3825000.00000000
PA
USD
3799908.00000000
0.161465738559
Long
LON
CORP
US
N
2
2028-11-28
None
0.00000000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc 2024 Term Loan B
02474RAJ2
1976933.81000000
PA
USD
1981203.99000000
0.084185344877
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.32000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-IV Ltd
12562PAA7
2270000.00000000
PA
USD
2272431.17000000
0.096560173875
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
12.44000000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAB5
2220000.00000000
PA
USD
2285268.00000000
0.097105636616
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
BANCA MONTE DEI PASCHI S
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
000000000
2700000.00000000
PA
3003902.75000000
0.127641873458
Long
DBT
CORP
IT
N
2
2028-01-18
Fixed
7.71000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
91823N2A0
220000.00000000
PA
USD
179801.60000000
0.007640131850
Long
DBT
CORP
NL
N
2
2027-11-25
Fixed
3.38000000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC USD Term Loan B
73108RAB4
2036101.52000000
PA
USD
2022276.39000000
0.085930593815
Long
LON
CORP
US
N
2
2028-06-02
Floating
9.59000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN24
000000000
-864.00000000
NC
1260942.12000000
0.053579968432
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEM4 Comdty
2024-06-06
-101777061.86000000
EUR
1260942.12000000
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc 2024 Incremental Term Loan B
15963CAD8
440000.00000000
PA
USD
440629.20000000
0.018723221511
Long
LON
CORP
US
N
2
2028-11-03
Floating
9.07000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
613000.00000000
PA
USD
646851.09000000
0.027486004657
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BD0
9183407.70000000
PA
USD
323856.55000000
0.013761316598
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
1.03000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
250.16000000
0.000010629801
N/A
DFE
US
N
2
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
19000.00000000
EUR
20570.05000000
USD
2024-06-20
250.16000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
000000000
800000.00000000
PA
USD
518400.00000000
0.022027859324
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.38000000
N
N
N
N
N
N
Soundview Home Equity Loan Trust
N/A
Soundview Home Loan Trust 2006-OPT5
83612CAE9
2251000.00000000
PA
USD
1945989.05000000
0.082688991203
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.91000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBM1
15000.00000000
PA
USD
12980.30000000
0.000551559070
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.25000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAJ3
1000000.00000000
PA
USD
988937.40000000
0.042021940446
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B05Q3
15759.50000000
PA
USD
1255.38000000
0.000053343622
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83371GAA9
2950000.00000000
PA
USD
3090573.40000000
0.131324683808
Long
DBT
CORP
FR
N
2
2028-11-14
Fixed
10.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAK9
1300000.00000000
PA
USD
1293944.68000000
0.054982313627
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
8.25000000
N
N
N
N
N
N
SOLAR EDGE TECHNOLOGIES
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417MAD6
2105000.00000000
PA
USD
1912334.61000000
0.081258946315
Long
DBT
CORP
US
N
2
2025-09-15
None
0.00000000
N
N
N
N
Y
SOLAR EDGE TECHNOLOGIES
SOLAR EDGE TECHNOLOGIES
USD
XXXX
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2024-2
30166DAG3
1826000.00000000
PA
USD
1795444.26000000
0.076292040092
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
7.98000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAK3
541000.00000000
PA
USD
433356.85000000
0.018414204724
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
4.97000000
N
N
N
N
N
N
IMMUNOCORE HOLDINGS
213800IUE3DFS84BVN18
Immunocore Holdings PLC
45258DAA3
1485000.00000000
PA
USD
1464955.07000000
0.062248889271
Long
DBT
CORP
GB
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
Immunocore Holdings PLC
Immunocore Holdings PLC
USD
XXXX
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1179000.00000000
PA
USD
981447.94000000
0.041703698218
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Froneri International Ltd
N/A
Froneri International Ltd 2020 USD Term Loan
000000000
1014464.69000000
PA
USD
1015053.08000000
0.043131648250
Long
LON
CORP
US
N
2
2027-01-29
Floating
7.67000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO19, LTD
9845000ND1D1M408P483
GoldenTree Loan Management US CLO 19 Ltd
38138XAA0
1645000.00000000
PA
USD
1645592.20000000
0.069924524472
Long
ABS-CBDO
CORP
JE
N
2
2037-04-20
Floating
11.32000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
4152220.00000000
PA
USD
4152220.00000000
0.176436184497
Long
RA
CORP
US
N
2
Repurchase
N
5.31000000
2024-05-01
4905200.00000000
USD
4235264.40000000
USD
UST
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1200000.00000000
PA
1221475.06000000
0.051902933622
Long
DBT
CORP
ES
N
2
2026-03-23
Fixed
5.25000000
N
N
N
N
N
N
EP Purchaser LLC
549300GGODRVQG1GH476
EP Purchaser LLC 2021 Term Loan B
26881KAC8
980000.00000000
PA
USD
974120.00000000
0.041392319299
Long
LON
CORP
US
N
2
2028-11-06
Floating
9.07000000
N
N
N
N
N
N
PEARLS (Netherlands) Bidco BV
2549005MTFX0VLL0UQ17
PEARLS (Netherlands) Bidco BV 2022 USD Term Loan B
000000000
980000.00000000
PA
USD
974688.40000000
0.041416471759
Long
LON
CORP
NL
N
2
2029-02-26
Floating
9.33000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
2516000.00000000
PA
USD
2383816.00000000
0.101293139473
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
000000000
1590000.00000000
PA
USD
1576922.25000000
0.067006600093
Long
DBT
CORP
MU
N
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B
000000000
2000000.00000000
PA
2130174.99000000
0.090515422484
Long
LON
CORP
DE
N
2
2029-07-15
None
0.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
1500000.00000000
PA
1460742.59000000
0.062069892518
Long
DBT
CORP
FR
N
2
2032-01-15
Fixed
1.13000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
000000000
3600000.00000000
PA
3823734.33000000
0.162478167273
Long
DBT
CORP
FR
N
2
2032-09-14
Fixed
3.63000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1400000.00000000
PA
1548528.06000000
0.065800073814
Long
DBT
CORP
ES
N
2
2030-01-16
Fixed
7.50000000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887109
707.00000000
NS
USD
165862.20000000
0.007047818689
Long
EC
CORP
US
N
1
N
N
N
Simon & Schuster Inc
254900PQRPPYRTQIDX74
Simon & Schuster Inc Term Loan B
15651FAB2
870000.00000000
PA
USD
873045.00000000
0.037097439127
Long
LON
CORP
US
N
2
2030-10-30
Floating
9.33000000
N
N
N
N
N
N
X-Caliber Funding LLC
549300GGW5CBE4FDT866
X-Caliber Funding LLC
98373XBK5
3050000.00000000
PA
USD
3043680.40000000
0.129332105862
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Floating
8.83000000
N
N
N
N
N
N
Goldman Sachs Financial Square Funds - Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Funds - Government Fund
38141W273
2572687.42999999
NS
USD
2572687.42999999
0.109318666653
Long
STIV
RF
US
N
1
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAD6
900000.00000000
PA
USD
874859.47000000
0.037174539609
Long
DBT
US
N
2
2027-03-15
Fixed
4.38000000
N
N
N
N
Y
Rexford Industrial Realty, Inc.
Rexford Industrial Realty, Inc.
USD
XXXX
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2024-C24
07336VAY7
405000.00000000
PA
USD
382661.50000000
0.016260057273
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Fixed
6.00000000
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
009066AB7
1400000.00000000
PA
USD
1286600.00000000
0.054670223392
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BV3
110000.00000000
PA
USD
154550.00000000
0.006567140545
Long
DBT
CORP
PA
N
2
2027-12-01
Fixed
5.75000000
N
N
N
N
Y
Carnival Corp.
Carnival Corp.
USD
XXXX
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563GAC3
3295000.00000000
PA
USD
2928639.16000000
0.124443772044
Long
ABS-MBS
USGSE
US
N
2
2051-11-25
Floating
12.18000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BV9
515000.00000000
PA
USD
486955.02000000
0.020691698838
Long
DBT
CORP
US
N
2
2054-04-04
Fixed
5.89000000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC 2023 USD Term Loan
000000000
366309.25000000
PA
USD
369056.57000000
0.015681956417
Long
LON
CORP
US
N
2
2029-11-22
Floating
9.30000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBC6
5290117.14000000
PA
USD
163859.26000000
0.006962709738
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
0.80000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
167725AF7
625846.22000000
PA
USD
682288.60000000
0.028991815778
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
61315000.00000000
PA
USD
57540295.31000000
2.445002952479
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio
825252885
2572687.42999999
NS
USD
2572687.42999999
0.109318666653
Long
STIV
RF
US
N
1
N
N
Go Daddy Operating Company LLC
5493005GJOH8HLL11157
Go Daddy Operating Company LLC 2024 Term Loan B6
38017BAV8
496048.18000000
PA
USD
496028.34000000
0.021077242465
Long
LON
CORP
US
N
2
2029-11-09
Floating
7.32000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
1235000.00000000
PA
USD
67925.00000000
0.002886269954
Long
DBT
CORP
KY
N
2
2025-10-22
None
0.00000000
Y
N
N
N
N
N
AlixPartners LLP
5493005G2MHUFTGARL57
AlixPartners LLP 2021 USD Term Loan B
01642PBB1
2798.20000000
PA
USD
2804.80000000
0.000119181596
Long
LON
CORP
US
N
2
2028-02-04
Floating
7.93000000
N
N
N
N
N
N
DIAMOND FRGN/DIAMOND FIN
N/A
Diamond Foreign Asset Co / Diamond Finance LLC
25260WAD3
725000.00000000
PA
USD
758320.28000000
0.032222554881
Long
DBT
CORP
KY
N
2
2030-10-01
Fixed
8.50000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
1775000.00000000
PA
1621750.77000000
0.068911454129
Long
DBT
CORP
HK
N
2
2033-09-09
Fixed
0.88000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAA8
300000.00000000
PA
USD
245996.43000000
0.010452883399
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
Boluda Towage SL
N/A
Boluda Towage SL 2024 EUR TERM LOAN B
000000000
1000000.00000000
PA
1066197.38000000
0.045304872489
Long
LON
CORP
ES
N
2
2030-01-31
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C3
61760RAS1
465000.00000000
PA
USD
402318.84000000
0.017095337212
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
5.11000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EA9
270000.00000000
PA
USD
171708.19000000
0.007296226570
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.13000000
N
N
N
N
N
N
Octagon Investment Partners 27, LTD.
6354001JUH8Y4IJVGL43
Octagon Investment Partners 27 Ltd
67591CAE7
2825000.00000000
PA
USD
2657604.63000000
0.112926969384
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
11.54000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
46638UAX4
531927.27000000
PA
USD
465959.25000000
0.019799546315
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
2.73000000
N
N
N
N
N
N
NEP Group Inc
N/A
NEP Group Inc 2023 Incremental Term Loan B
62908HAP0
1456607.12000000
PA
USD
1361927.66000000
0.057871047269
Long
LON
CORP
US
N
2
2026-08-19
Floating
9.43000000
N
N
Y
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding 2015-III Ltd
12550HAG6
2660000.00000000
PA
USD
2627484.16000000
0.111647089994
Long
ABS-CBDO
CORP
KY
N
2
2029-04-19
Floating
10.54000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
664000.00000000
PA
USD
633043.77000000
0.026899303841
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
553700.00000000
PA
USD
506462.47000000
0.021520609649
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAK4
1370000.00000000
PA
USD
1372055.00000000
0.058301378327
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
Y
PG&E Corp.
PG&E Corp.
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394DEV8
38200.74000000
PA
USD
38112.22000000
0.001619464931
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
5.50000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AM0
675000.00000000
PA
USD
769500.00000000
0.032697603684
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.25000000
N
N
N
N
Y
Bread Financial Holdings, Inc.
Bread Financial Holdings, Inc.
USD
XXXX
N
N
N
TERMOCANDELARIA POWER
549300YDORW43JL6G659
Termocandelaria Power Ltd
880879AA9
139999.94000000
PA
USD
139873.94000000
0.005943525218
Long
DBT
CORP
KY
N
2
2029-01-30
Fixed
7.88000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2023 Term Loan B
88023HAG5
987552.81000000
PA
USD
990021.69000000
0.042068014111
Long
LON
CORP
US
N
2
2028-08-31
Floating
8.07000000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC 2024 Term Loan B7
89334GBE3
1654709.69000000
PA
USD
1655950.72000000
0.070364678835
Long
LON
CORP
US
N
2
2028-12-01
Floating
7.32000000
N
N
N
N
N
N
AL GCX Holdings LLC
2549009G4C2J89LNWS21
AL GCX Holdings LLC Term Loan B
00162DAB1
473624.45000000
PA
USD
474723.26000000
0.020171946738
Long
LON
CORP
US
N
2
2029-05-17
Floating
8.57000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
754000.00000000
PA
USD
668241.55000000
0.028394928352
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.45000000
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc 2024 Term Loan B
93369PAK0
1005000.00000000
PA
USD
1010306.40000000
0.042929952263
Long
LON
CORP
US
N
2
2031-01-30
Floating
9.07000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
33623.02000000
0.001428709788
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
1762000.00000000
EUR
1917857.71000000
USD
2024-06-18
33623.02000000
N
N
N
Maverick Gaming LLC
N/A
Maverick Gaming LLC 2024 2nd Out Term Loan
000000000
888899.02000000
PA
USD
694671.91000000
0.029518007542
Long
LON
CORP
US
N
3
2028-06-03
Floating
12.80000000
N
N
N
N
N
N
PERENTI FINANCE PTY LTD
894500ZDIIAOXSQHE612
Perenti Finance Pty Ltd
71367VAB5
765000.00000000
PA
USD
772511.54000000
0.032825570080
Long
DBT
CORP
AU
N
2
2029-04-26
Fixed
7.50000000
N
N
N
N
N
N
RODAN + FIELDS LLC
N/A
RODAN + FIELDS LLC
000000000
0.21000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Cano Health LLC
254900OGI2T8V1NXN639
Cano Health LLC 2022 Term Loan
13781HAE0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-11-23
None
0.00000000
Y
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: 99D0XPEL6 CDS USD R F 3.00000 1 CMBX / Short: 99D0XPEL6 CDS USD P V 01MEVENT 2 CMBX
000000000
5635000.00000000
OU
Notional Amount
USD
-946901.79000000
-0.04023576277
N/A
DCR
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.16
137BERAP2
Y
sell protection
2065-04-17
0.00000000
USD
-846807.61000000
USD
5635000.00000000
USD
-100094.18000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
-310.00000000
NC
USD
1836347.03000000
0.078030081109
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
-38900722.03000000
USD
1836347.03000000
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust
92922FTJ7
11801.31000000
PA
USD
10722.57000000
0.000455623579
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
6.27000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
12705000.00000000
PA
USD
11863508.08000000
0.504104334642
Long
DBT
CORP
VG
N
2
2025-10-19
Fixed
5.95000000
N
N
N
N
N
N
ALSTRIA OFFICE REIT-AG
529900QIJIGPI0DRL085
alstria office REIT-AG
000000000
1400000.00000000
PA
1217804.32000000
0.051746956491
Long
DBT
DE
N
2
2027-11-15
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: 99D0XMII6 CDS USD R F 3.00000 1 CMBX / Short: 99D0XMII6 CDS USD P V 01MEVENT 2 CMBX
000000000
5910000.00000000
OU
Notional Amount
USD
-993112.62000000
-0.04219935394
N/A
DCR
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.16
137BERAP2
Y
sell protection
2065-04-17
0.00000000
USD
-887896.94000000
USD
5910000.00000000
USD
-105215.68000000
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
00870WAA4
3910000.00000000
PA
USD
3024898.77000000
0.128534036604
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
ADANI GREEN ENERGY LTD
335800ZBBU81OH211H17
Adani Green Energy Ltd
00653XAA5
11325000.00000000
PA
USD
11196102.25000000
0.475744917714
Long
DBT
CORP
IN
N
2
2024-09-08
Fixed
4.38000000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC 2022 Incremental Term Loan B2
11565HAD8
1651947.23000000
PA
USD
1652987.96000000
0.070238785199
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.34000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLYY4
2605748.00000000
PA
USD
246656.46000000
0.010480929402
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.33000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
250000.00000000
PA
USD
239468.45000000
0.010175496391
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAY3
341000.00000000
PA
USD
339124.50000000
0.014410082522
Long
DBT
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
Y
Ventas, Inc.
Ventas, Inc.
USD
XXXX
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
2172833.38000000
PA
USD
1919698.29000000
0.081571843898
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.05000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-SSP
05602HAN3
5675000.00000000
PA
USD
5557578.58000000
0.236152698965
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
12.95000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948210AE9
6150000.00000000
PA
USD
5994626.40000000
0.254723740433
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
11.09000000
N
N
N
N
N
N
Groundworks LLC
254900K8GTHJMCG1DB32
Groundworks LLC 2024 DELAYED DRAW TERM LOAN
39954EAC7
74611.40000000
PA
USD
74729.29000000
0.003175397931
Long
LON
CORP
US
N
2
2031-03-14
None
0.00000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2024-NPL3 LLC
69391UAB1
2075000.00000000
PA
USD
2073437.53000000
0.088104533619
Long
ABS-MBS
CORP
US
N
2
2054-04-27
Fixed
10.04000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2024 Term Loan B
000000000
827925.00000000
PA
USD
829994.81000000
0.035268149912
Long
LON
CORP
CA
N
2
2030-05-06
Floating
8.32000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AN8
2991000.00000000
PA
USD
3180164.30000000
0.135131581459
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
11.44000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
1009000.00000000
PA
USD
640174.88000000
0.027202319057
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC 2020 USD Term Loan Q
000000000
1010000.00000000
PA
USD
993840.00000000
0.042230261787
Long
LON
CORP
US
N
2
2029-01-31
Floating
8.69000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1287.58000000
-0.00005471186
N/A
DFE
US
N
2
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
301000.00000000
EUR
320593.60000000
USD
2024-06-18
-1287.58000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
12166950.52000000
PA
USD
658212.56000000
0.027968776383
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.21000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3R0
1000000.00000000
PA
USD
989379.33000000
0.042040718942
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.34000000
N
N
N
N
N
BPER BANCA
N747OI7JINV7RUUH6190
BPER Banca SPA
000000000
1835000.00000000
PA
2024406.08000000
0.086021088629
Long
DBT
CORP
IT
N
2
2029-01-16
Fixed
8.38000000
N
N
N
N
N
N
NEXTERA ENERGY INC
254900RHL9MEUS5NKX63
NextEra Energy Inc
65339F713
30734.00000000
NS
USD
1252410.50000000
0.053217442728
Long
EP
CORP
US
N
1
N
N
Home Re Ltd
N/A
Home RE 2022-1 Ltd
43730GAC5
6685000.00000000
PA
USD
7106422.40000000
0.301966190057
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
10.83000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc Term Loan B
12768EAG1
2935550.00000000
PA
USD
2938485.55000000
0.124862164972
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.67000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-9T1
12668BVA8
535699.46000000
PA
USD
197921.02000000
0.008410062472
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.75000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
1285000.00000000
PA
1322672.28000000
0.056203007168
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-2
55361AAZ7
1160000.00000000
PA
USD
1132137.96000000
0.048106820444
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
7.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIX LLC
92872VAB9
4229670.30000000
PA
USD
3708460.72000000
0.157579959586
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
4.95000000
N
Y
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAN6
10165000.00000000
PA
USD
9987112.50000000
0.424372510041
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
9.46000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
8005000.00000000
PA
USD
8785769.20000000
0.373325015418
Long
DBT
CORP
CH
N
2
2033-11-13
Fixed
9.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B40 Mortgage Trust
08163WAK1
675000.00000000
PA
USD
451614.08000000
0.019189991171
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
4.00000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2023 USD Term Loan
31732FAT3
1871200.00000000
PA
USD
1877056.86000000
0.079759923718
Long
LON
CORP
US
N
2
2028-10-21
Floating
9.68000000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2021 Term Loan
02376CBJ3
800000.00000000
PA
USD
831248.00000000
0.035321400477
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.34000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
118462887.21000000
PA
3257302.47000000
0.138409337549
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAH9
1901000.00000000
PA
USD
1483730.50000000
0.063046695079
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.13000000
N
N
N
N
Y
Snap, Inc.
Snap, Inc.
USD
XXXX
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc Term Loan B
33718FAD2
995191.04000000
PA
USD
995658.78000000
0.042307545410
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.56000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc 2021 Term Loan B
00213NAM4
2004434.80000000
PA
USD
2004434.80000000
0.085172468748
Long
LON
CORP
US
N
2
2028-07-10
Floating
10.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAV7
2710000.00000000
PA
USD
2678244.25000000
0.113803988377
Long
DBT
CORP
FR
N
2
2030-01-18
Fixed
5.72000000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
1100000.00000000
PA
1186129.38000000
0.050401024542
Long
DBT
CORP
IT
N
2
2029-04-15
Floating
7.65000000
N
N
N
N
N
N
TMNL HOLD IV BV
7245000O9YOLPPM9YB33
TMNL Holding BV
000000000
2685000.00000000
PA
2679180.30000000
0.113843763026
Long
DBT
CORP
NL
N
2
2029-01-15
Fixed
3.75000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2021-1R
042853AD3
2655000.00000000
PA
USD
1636735.02000000
0.069548165068
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.67000000
N
N
N
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
49229QAB0
1685000.00000000
PA
USD
1493112.20000000
0.063445342393
Long
DBT
CORP
LU
N
2
2024-10-17
Fixed
6.50000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-5
3622ECAC0
505601.82000000
PA
USD
225188.83000000
0.009568726598
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
5.89000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
15002000.00000000
PA
2879947.89000000
0.122374781987
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
OTP BANK NYRT
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
620000.00000000
PA
USD
637050.00000000
0.027069536617
Long
DBT
CORP
HU
N
2
2033-05-15
Fixed
8.75000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-B
00792FAE8
3925000.00000000
PA
USD
4040544.15000000
0.171690852873
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
11.32000000
N
N
N
N
N
N
Delta 2 (LUX) Sarl
549300BBG8Z3D6QSYP53
Delta 2 (LUX) Sarl 2022 Term Loan B
000000000
1420000.00000000
PA
USD
1421065.00000000
0.060383911864
Long
LON
CORP
LU
N
2
2030-01-15
Floating
7.56000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAB7
180000.00000000
PA
USD
176401.03000000
0.007495634786
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
9.08000000
N
N
N
N
N
N
ExGen Renewables IV LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV LLC 2020 Term Loan
30204KAD8
891782.76000000
PA
USD
890917.73000000
0.037856887395
Long
LON
CORP
US
N
2
2027-12-15
Floating
8.10000000
N
N
N
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
933940AA6
175000.00000000
PA
USD
178275.45000000
0.007575282665
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
7.63000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREL1
2355000.00000000
PA
USD
206422.11000000
0.008771290896
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
1.96000000
N
N
N
N
N
N
Dcert Buyer Inc
549300EF826JEEUCHZ67
Dcert Buyer Inc 2019 Term Loan B
24022KAB5
507573.63000000
PA
USD
505995.08000000
0.021500749307
Long
LON
CORP
US
N
2
2026-10-16
Floating
9.32000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
2052000.00000000
PA
USD
1892239.08000000
0.080405046801
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
2400000.00000000
PA
USD
2103219.60000000
0.089370033713
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX21
3345000.00000000
PA
USD
126655.08000000
0.005381829253
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
2.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810RA8
506058.75000000
PA
USD
368029.21000000
0.015638301823
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.63000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
1852012.50000000
PA
USD
1858957.55000000
0.078990847610
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.09000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
815000.00000000
PA
USD
704619.82000000
0.029940714259
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
659000.00000000
PA
USD
600877.95000000
0.025532513413
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2024 Term Loan B1
000000000
1520217.39000000
PA
USD
1524975.67000000
0.064799285362
Long
LON
CORP
PA
N
2
2028-10-18
Floating
8.07000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754BAJ0
6825000.00000000
PA
USD
7368480.21000000
0.313101553818
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
12.98000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
1630000.00000000
PA
USD
1659150.92000000
0.070500661773
Long
DBT
CORP
FR
N
2
2027-11-22
Fixed
9.38000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C9
92930RAK8
2125000.00000000
PA
USD
1931554.45000000
0.082075635998
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
4.88000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
475000.00000000
PA
USD
509915.83000000
0.021667349865
Long
DBT
CORP
FR
N
2
2036-12-14
Fixed
6.38000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2020-6 LLC
693587AB3
1032410.90000000
PA
USD
975151.22000000
0.041436137912
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
7.70000000
N
Y
N
N
N
N
Amer Sports Company
549300NRKH9WF70VFC95
Amer Sports Company USD Term Loan
02351YAB2
270000.00000000
PA
USD
270591.30000000
0.011497968925
Long
LON
CORP
US
N
2
2031-02-17
Floating
8.58000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan J
89364MCA0
1982537.50000000
PA
USD
1993302.68000000
0.084699442565
Long
LON
CORP
US
N
2
2031-02-28
Floating
8.56000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: 99D0V4KQ7 CDS USD R F 3.00000 1 CMBX / Short: 99D0V4KQ7 CDS USD P V 01MEVENT 2 CMBX
000000000
10000000.00000000
OU
Notional Amount
USD
-1680393.60000000
-0.07140330599
N/A
DCR
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.16
137BERAP2
Y
sell protection
2065-04-17
0.00000000
USD
-1729432.43000000
USD
10000000.00000000
USD
49038.83000000
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAL2
11252707.60000000
PA
USD
11126114.64000000
0.472771003309
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.06000000
N
N
N
N
N
N
Pathway Vet Alliance LLC
2549001HRKTHAW7MOH74
Pathway Vet Alliance LLC 2021 Term Loan
70323KAE8
585880.66000000
PA
USD
489421.27000000
0.020796494764
Long
LON
CORP
US
N
2
2027-03-31
Floating
9.18000000
N
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc 2024 Term Loan B
96208UAU5
1548237.30000000
PA
USD
1551829.21000000
0.065940346321
Long
LON
CORP
US
N
2
2028-03-31
Floating
7.32000000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
2405000.00000000
PA
2666073.75000000
0.113286839338
Long
DBT
CORP
LU
N
2
2030-06-15
Fixed
7.38000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
9510000.00000000
PA
10586662.12000000
0.449848580040
Long
DBT
NUSS
MK
N
2
2027-03-13
Fixed
6.96000000
N
N
N
N
N
N
TEAMSYSTEM SPA
81560062081DF3AB7A90
TeamSystem SpA
000000000
750000.00000000
PA
800400.41000000
0.034010624295
Long
DBT
CORP
IT
N
2
2028-02-15
Floating
7.66000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042657
31768000.00000000
PA
USD
29300983.21000000
1.245057747323
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
4.50000000
N
N
N
N
N
N
Standard Industries Inc
54930064UHXCIUWVI755
Standard Industries Inc 2021 Term Loan B
85350EAB2
765139.21000000
PA
USD
766975.54000000
0.032590334298
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.68000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
2059000.00000000
PA
USD
2006075.05000000
0.085242166271
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
Y
N
N
N
ICON Luxembourg Sarl
635400PUWMHSPI2DDA35
ICON Luxembourg Sarl 2024 LUX Term Loan B
000000000
313820.56000000
PA
USD
314937.76000000
0.013382339261
Long
LON
CORP
LU
N
2
2028-07-03
Floating
7.57000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
2410000.00000000
PA
USD
1934136.58000000
0.082185355899
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.63000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2024 Term Loan B
000000000
225000.00000000
PA
USD
226077.75000000
0.009606498598
Long
LON
CORP
CA
N
2
2029-02-01
Floating
10.32000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AM6
500000.00000000
PA
USD
520733.00000000
0.022126993189
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
9.38000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
4280000.00000000
PA
USD
3865442.20000000
0.164250418610
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
2000000.00000000
PA
1954778.44000000
0.083062470074
Long
DBT
CORP
NL
N
2
2026-12-29
Fixed
3.25000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAJ0
165000.00000000
PA
USD
163480.11000000
0.006946598891
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
7.38000000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc 2022 Term Loan B
04686RAB9
2063828.13000000
PA
USD
2058668.56000000
0.087476970360
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.57000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-2
55361AAE4
1635000.00000000
PA
USD
1119118.26000000
0.047553587188
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
9545000.00000000
PA
USD
7792970.48000000
0.331138999713
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
Wood Mackenzie Limited
254900ZE51SEX2EFFH74
Wood Mackenzie Limited 2024 Term Loan B
72706RAB2
1285000.00000000
PA
USD
1289754.50000000
0.054804264446
Long
LON
CORP
US
N
2
2031-02-07
Floating
8.81000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBG2
445000.00000000
PA
USD
443875.54000000
0.018861165032
Long
DBT
CORP
US
N
2
2034-04-30
Fixed
5.57000000
N
N
N
N
N
N
Recess Holdings Inc
N/A
Recess Holdings Inc 2024 Term Loan B
72811HAH3
500000.00000000
PA
USD
501250.00000000
0.021299121308
Long
LON
CORP
US
N
2
2030-02-20
Floating
9.84000000
N
N
N
N
N
N
Pegasus Bidco BV
254900U303DPAFR7MA71
Pegasus Bidco BV 2024 USD Term Loan
000000000
1670095.06000000
PA
USD
1673234.84000000
0.071099115879
Long
LON
CORP
NL
N
2
2029-07-12
Floating
9.06000000
N
N
N
N
N
N
Petco Health and Wellness Company Inc
2549007TYGV6RVSE9M61
Petco Health and Wellness Company Inc 2021 Term Loan B
71601HAB2
947529.81000000
PA
USD
816609.62000000
0.034699386250
Long
LON
CORP
US
N
2
2028-03-03
Floating
8.82000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BY9
540000.00000000
PA
USD
534566.94000000
0.022714825142
Long
DBT
CORP
US
N
2
2027-01-12
Fixed
5.35000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-4
26253WAJ7
1785000.00000000
PA
USD
1667429.73000000
0.070852445072
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.34000000
N
N
N
N
N
N
Lorca Holdco Limited
549300PONZMYNJTH6970
Lorca Holdco Limited EUR Term Loan B1
000000000
1836914.89000000
PA
1960062.53000000
0.083287001692
Long
LON
CORP
GB
N
2
2027-09-17
Floating
8.10000000
N
N
N
N
N
N
Michaels Companies Inc
549300H9LWMBP7HYLR98
Michaels Companies Inc 2021 Term Loan B
59408UAB3
2581974.07000000
PA
USD
2402397.77000000
0.102082716277
Long
LON
CORP
US
N
2
2028-04-15
Floating
9.82000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAL1
5380000.00000000
PA
USD
5837076.30000000
0.248029119601
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
12.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
987000.00000000
PA
USD
731952.68000000
0.031102142490
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B400
26881.00000000
NS
USD
675519.53000000
0.028704184370
Long
EP
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd
N/A
NEUBERGER BERMAN LOAN ADVISERS
64135QAE6
4000000.00000000
PA
USD
3524400.00000000
0.149758849155
Long
ABS-CBDO
CORP
KY
N
2
2038-04-20
Variable
1.00000000
N
N
N
N
N
N
ZORLU YENILENEBILIR
7890003XL281DFSLEQ74
Zorlu Yenilenebilir Enerji AS
98980HAA8
14645000.00000000
PA
USD
14319881.00000000
0.608480563673
Long
DBT
CORP
TR
N
2
2026-06-01
Fixed
9.00000000
N
N
N
N
N
N
CRELAN SA
549300DYPOFMXOR7XM56
Crelan SA
000000000
3600000.00000000
PA
3990527.53000000
0.169565546027
Long
DBT
CORP
BE
N
2
2032-01-23
Fixed
5.25000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
665000.00000000
PA
689145.17000000
0.029283165236
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
SILKNET JSC
635400QGWS2BG73SGG55
Silknet JSC
000000000
200000.00000000
PA
USD
201320.00000000
0.008554491973
Long
DBT
CORP
GE
N
2
2027-01-31
Fixed
8.38000000
N
N
N
N
N
N
SupplyOne Inc
N/A
SupplyOne Inc 2024 TERM LOAN B
000000000
330000.00000000
PA
USD
330825.00000000
0.014057420063
Long
LON
CORP
US
N
2
2031-03-27
None
0.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
5833000.00000000
PA
USD
5366360.00000000
0.228027436657
Long
DBT
CORP
DK
N
2
2026-05-18
Fixed
4.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-62607.69000000
-0.00266032675
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9353000.00000000
GBP
11626333.63000000
USD
2024-05-31
-62607.69000000
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC Term Loan B
11565HAB2
1542440.01000000
PA
USD
1542208.64000000
0.065531548940
Long
LON
CORP
US
N
2
2028-06-07
Floating
8.17000000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
Open Text Corporation 2023 Term Loan B
68371YAP8
2261926.88000000
PA
USD
2266993.60000000
0.096329120582
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.17000000
N
N
N
N
N
N
TEAMSYSTEM SPA
81560062081DF3AB7A90
TeamSystem SpA
000000000
2420000.00000000
PA
2582625.33000000
0.109740948025
Long
DBT
CORP
IT
N
2
2028-02-15
Floating
7.66000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
1291000.00000000
PA
USD
1285190.50000000
0.054610330900
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
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAG1
2270452.04000000
PA
USD
2226305.14000000
0.094600186027
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4204.35000000
0.000178651293
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
293000.00000000
EUR
317530.55000000
USD
2024-06-18
4204.35000000
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
000000000
275000.00000000
PA
USD
271357.39000000
0.011530521631
Long
DBT
CORP
CL
N
2
2079-03-26
Fixed
7.13000000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
Ryan LLC Delayed Draw Term Loan
000000000
167619.04000000
PA
USD
168737.06000000
0.007169977277
Long
LON
CORP
US
N
2
2030-11-14
Fixed
4.50000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2005-9
07387AEG6
73521.25000000
PA
USD
67847.05000000
0.002882957702
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
7.67000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAV0
39065.82000000
PA
USD
1584.90000000
0.000067345590
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.02000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc 2024 Term Loan B
89841EAB1
4046665.59000000
PA
USD
4064187.65000000
0.172695512773
Long
LON
CORP
US
N
2
2031-02-10
Floating
8.81000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
1123000.00000000
PA
USD
1070579.15000000
0.045491062715
Long
DBT
CORP
US
N
2
2025-09-30
Fixed
4.50000000
N
N
N
N
N
N
OWS Structured Asset Trust
N/A
OSAT 2021-RPL1 Trust
67114HAB0
4645000.00000000
PA
USD
4171909.54000000
0.177272832678
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.97000000
N
N
N
N
N
N
ITELYUM REGENERATION SPA
815600051FBC23AA8A45
Itelyum Regeneration Spa
000000000
2275000.00000000
PA
2354908.86000000
0.100064816916
Long
DBT
CORP
IT
N
2
2026-10-01
Fixed
4.63000000
N
N
N
N
N
N
Ren10 Holding AB
984500C11N86C74JB462
Ren10 Holding AB 2024 EUR TERM LOAN B
000000000
935000.00000000
PA
997213.86000000
0.042373623889
Long
LON
CORP
SE
N
2
2030-07-05
None
0.00000000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs Inc 2024 Term Loan
22704NAF9
899099.99000000
PA
USD
902246.84000000
0.038338284080
Long
LON
CORP
US
N
2
2029-02-20
Floating
7.57000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Long: 99D0XP460 CDS USD R F 3.00000 1 CMBX / Short: 99D0XP460 CDS USD P V 01MEVENT 2 CMBX
000000000
5910000.00000000
OU
Notional Amount
USD
-993112.62000000
-0.04219935394
N/A
DCR
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CMBX.NA.BBB-.16
137BERAP2
Y
sell protection
2065-04-17
0.00000000
USD
-877025.67000000
USD
5910000.00000000
USD
-116086.95000000
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92840JAB5
2390000.00000000
PA
USD
1849985.00000000
0.078609585902
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.38000000
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EC9
2200000.00000000
PA
USD
2338998.75000000
0.099388764322
Long
DBT
CORP
GB
N
2
2034-11-13
Fixed
7.40000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
674000.00000000
PA
USD
608801.96000000
0.025869220546
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
SPDR Blackstone Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
85000.00000000
NS
USD
3568300.00000000
0.151624248508
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A9DZ6
88309.95000000
PA
USD
84341.36000000
0.003583834130
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
7245000.00000000
PA
7683930.41000000
0.326505667687
Long
DBT
NUSS
RO
N
2
2031-03-22
Fixed
5.38000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
46514.30000000
0.001976486221
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
3071000.00000000
EUR
3330557.85000000
USD
2024-06-18
46514.30000000
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
4313400.00000000
PA
USD
4022245.50000000
0.170913306407
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group Inc 2024 Term Loan
067809AM5
1797250.00000000
PA
USD
1800053.71000000
0.076487904899
Long
LON
CORP
US
N
2
2030-09-03
Floating
7.82000000
N
N
N
N
N
N
HighTower Holdings LLC
254900MKOSB7RTMA9K12
HighTower Holdings LLC 2021 Term Loan B
43117LAG8
2638622.38000000
PA
USD
2646881.27000000
0.112471312236
Long
LON
CORP
US
N
2
2028-04-21
Floating
9.59000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KNE5
7600000.00000000
PA
USD
8251088.96000000
0.350605375931
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
13.13000000
N
N
N
N
N
N
CERVED INFORMATION SOLUT
8156005E0EF91772E207
Cerved Group SpA
000000000
1030000.00000000
PA
1055962.40000000
0.044869967590
Long
DBT
CORP
IT
N
2
2029-02-15
Floating
9.19000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC
43118DAA8
4435000.00000000
PA
USD
4167388.55000000
0.177080726714
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-12315.67000000
-0.00052331760
N/A
DFE
US
N
2
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
2278000.00000000
GBP
2834891.27000000
USD
2024-06-18
-12315.67000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754RAJ5
7705000.00000000
PA
USD
8083499.65000000
0.343484168861
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
11.33000000
N
N
N
N
N
N
Westlake Flooring Master Trust
N/A
Westlake Flooring Master Trust
96043GAA9
3100000.00000000
PA
USD
3081884.22000000
0.130955463062
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.43000000
N
N
N
N
N
N
PIRAEUS FINANCIAL HLDGS
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
1720000.00000000
PA
1894066.69000000
0.080482705629
Long
DBT
CORP
GR
N
2
2034-04-17
Fixed
7.25000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
000000000
3091000.00000000
PA
USD
2861255.24000000
0.121580493668
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
ITELYUM REGENERATION SPA
815600051FBC23AA8A45
Itelyum Regeneration Spa
000000000
1265000.00000000
PA
1309432.84000000
0.055640436717
Long
DBT
CORP
IT
N
2
2026-10-01
Fixed
4.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V861
34705.00000000
NS
USD
644471.85000000
0.027384905961
Long
EP
CORP
US
N
1
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
500000.00000000
PA
USD
436319.95000000
0.018540112806
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
6070000.00000000
PA
USD
5432171.08000000
0.230823881897
Long
DBT
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAC9
1201174.70000000
PA
USD
342450.10000000
0.014551393959
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
6.41000000
N
Y
N
N
N
N
DC Commercial Mortgage Trust
N/A
DC Trust 2024-HLTN
24022FAL4
2740000.00000000
PA
USD
2715878.68000000
0.115403151050
Long
ABS-MBS
CORP
US
N
2
2028-04-13
Variable
8.48000000
N
N
N
N
N
N
HSBC U.S. Government Money Market Fund
213800MK2OTSN7TSAV83
HSBC U.S. Government Money Market Fund
40428X107
8575624.75000000
NS
USD
8575624.75000000
0.364395554804
Long
STIV
RF
US
N
1
N
N
IVC Acquisition Ltd
5493000Y4FS5LU4IPV32
IVC Acquisition Ltd 2023 EUR Term Loan B
000000000
1000000.00000000
PA
1056752.66000000
0.044903547328
Long
LON
CORP
GB
N
2
2028-12-12
Floating
9.07000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
513000.00000000
PA
USD
507459.60000000
0.021562979709
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.13000000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
3100000.00000000
PA
USD
2540747.20000000
0.107961461998
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.20000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc 2021 Term Loan B
71677HAL9
1540532.91000000
PA
USD
1516654.65000000
0.064445708475
Long
LON
CORP
US
N
2
2028-02-11
Floating
9.17000000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
Bausch & Lomb Corporation 2023 Incremental Term Loan
000000000
2016650.00000000
PA
USD
2020441.30000000
0.085852617147
Long
LON
CORP
CA
N
2
2028-09-29
Floating
9.32000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT CI LLC
92873EAB6
2213868.33000000
PA
USD
1831478.14000000
0.077823192174
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
4.83000000
N
Y
N
N
N
N
Motion Finco Sarl
2549002L1LBQZKA7UN30
Motion Finco Sarl EUR Term Loan B
000000000
335000.00000000
PA
355613.80000000
0.015110746065
Long
LON
CORP
LU
N
2
2026-11-12
Floating
7.65000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BX9
1238000.00000000
PA
USD
1129122.27000000
0.047978677707
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
1490000.00000000
PA
1580890.17000000
0.067175204999
Long
DBT
CORP
DK
N
2
2034-05-14
Fixed
4.63000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CBA6
215000.00000000
PA
USD
131171.50000000
0.005573741028
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.00000000
N
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043QAB3
1800000.00000000
PA
USD
1652040.00000000
0.070198504471
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.00000000
N
N
N
N
N
Alnylam Pharmaceuticals, Inc.
Alnylam Pharmaceuticals, Inc.
USD
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
1775000.00000000
PA
USD
2098228.42000000
0.089157948429
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
Medallion Midland Acquisition LLC
549300QCYU94ZA2ELG48
Medallion Midland Acquisition LLC 2023 Term Loan
58404BAF2
3563636.91000000
PA
USD
3575895.82000000
0.151947010187
Long
LON
CORP
US
N
2
2028-10-18
Floating
8.83000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02589BAC4
14100000.00000000
PA
USD
14074133.55000000
0.598038259935
Long
ABS-O
CORP
US
N
2
2030-09-15
Fixed
5.15000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRM1
3765000.00000000
PA
USD
3394569.18000000
0.144242076318
Long
DBT
NUSS
IL
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 2024 Term Loan B
58503UAE3
2080068.28000000
PA
USD
2084665.23000000
0.088581621189
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.07000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
5130000.00000000
PA
USD
4556799.96000000
0.193627601249
Long
DBT
CORP
FR
N
2
2026-05-26
Fixed
4.75000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2005-H Trust
05949CFW1
86751.84000000
PA
USD
75453.49000000
0.003206170646
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.14000000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC 2020 Term Loan B
00488PAL9
2578632.38000000
PA
USD
2573320.40000000
0.109345562823
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.93000000
N
N
N
N
N
N
INTL AIRPORT FINANCE SA
959800M9M5LP0KXUP789
International Airport Finance SA
45900TAA0
7436100.86000000
PA
USD
7893792.87000000
0.335423145978
Long
DBT
CORP
ES
N
2
2033-03-15
Fixed
12.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAV0
3761000.00000000
PA
USD
2839058.17000000
0.120637295490
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
3.99000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2006-AR1
36185MDN9
29601.90000000
PA
USD
22911.20000000
0.000973542998
Long
ABS-MBS
CORP
US
N
2
2036-04-19
Variable
3.64000000
N
N
N
N
N
N
8th Avenue Food & Provisions Inc
549300PBCACU45IZ2V05
8th Avenue Food & Provisions Inc 2018 2nd Lien Term Loan
28253PAD1
135000.00000000
PA
USD
121099.05000000
0.005145742356
Long
LON
CORP
US
N
2
2026-10-01
Floating
13.18000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-17
362257AB3
789546.66000000
PA
USD
182768.92000000
0.007766219248
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.79000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAL2
1450000.00000000
PA
USD
1383374.97000000
0.058782386635
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
9.99000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2024 Term Loan B
44332EAX4
5191806.36000000
PA
USD
5217557.72000000
0.221704528303
Long
LON
CORP
US
N
2
2030-06-20
Floating
8.57000000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc 2021 Term Loan B4
12685LAG5
1048505.19000000
PA
USD
1039330.77000000
0.044163256159
Long
LON
CORP
US
N
2
2028-05-03
Floating
7.43000000
N
N
N
N
N
N
PIRAEUS FINANCIAL HLDGS
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
2090000.00000000
PA
2199758.17000000
0.093472151844
Long
DBT
CORP
GR
N
2
2030-02-19
Fixed
5.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
7021000.00000000
PA
1323302.87000000
0.056229802206
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-B
80290CCF9
750000.00000000
PA
USD
767208.23000000
0.032600221764
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
12.24000000
N
N
N
N
N
N
Northriver Midstream Finance LP
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP 2023 USD TERM LOAN B
66679PAB1
2520511.07000000
PA
USD
2523661.71000000
0.107235465142
Long
LON
CORP
CA
N
2
2030-08-16
Floating
7.80000000
N
N
N
N
N
N
Specialty Building Products Holdings LLC
549300ICFD46O3KMJC06
Specialty Building Products Holdings LLC 2021 Term Loan B
84748EAF7
587017.57000000
PA
USD
586876.69000000
0.024937571697
Long
LON
CORP
US
N
2
2028-10-15
Floating
9.17000000
N
N
N
N
N
N
DLG ACQUISITIONS LIMITED
N/A
DLG ACQUISITIONS LIMITED 2024 EUR Term Loan B
000000000
1075000.00000000
PA
1145806.54000000
0.048687625918
Long
LON
CORP
GB
N
2
2031-04-11
None
0.00000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037XAD2
280000.00000000
PA
USD
272896.74000000
0.011595931710
Long
DBT
CORP
CA
N
2
2034-02-16
Fixed
5.46000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
1895000.00000000
PA
USD
1693135.13000000
0.071944719252
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.46000000
N
N
N
N
N
N
Aveanna Healthcare LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC 2021 2nd Lien Term Loan
05355JAD0
1000000.00000000
PA
USD
860830.00000000
0.036578399193
Long
LON
CORP
US
N
2
2029-12-10
Floating
12.49000000
N
N
N
N
N
N
Emrld Borrower LP
5493000GJYE7GAQCUC61
Emrld Borrower LP Term Loan B
26872NAC3
400429.45000000
PA
USD
401610.72000000
0.017065247768
Long
LON
CORP
US
N
2
2030-05-31
Floating
7.82000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
659000.00000000
PA
USD
631981.66000000
0.026854172650
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.88000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment Inc
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc 2024 Term Loan B
78488CAJ9
3501332.99000000
PA
USD
3496221.04000000
0.148561468432
Long
LON
CORP
US
N
2
2028-08-25
Floating
7.82000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
2489000.00000000
PA
USD
2286419.05000000
0.097154547048
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Nomura Asset Acceptance Corporation
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1
65536PAM2
150608.88000000
PA
USD
108507.36000000
0.004610696106
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
4.94000000
N
N
N
N
N
N
E2open LLC
549300WF2BZODU55DR56
E2open LLC 2020 Term Loan B
26826YAB8
1256278.54000000
PA
USD
1259808.68000000
0.053531806285
Long
LON
CORP
US
N
2
2028-02-04
Floating
8.93000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2022-3
22534QAA9
4049000.00000000
PA
USD
4069693.63000000
0.172929472944
Long
ABS-O
CORP
US
N
2
2032-10-15
Fixed
6.57000000
N
N
N
N
N
N
TIC Home Improvement Trust
N/A
TIC Home Improvement Trust 2024-A
87252DAC7
515000.00000000
PA
USD
509160.26000000
0.021635244175
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
11.73000000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods Inc 2021 Term Loan B
90351HAE8
801666.67000000
PA
USD
804672.92000000
0.034192171843
Long
LON
CORP
US
N
2
2028-11-22
Floating
7.32000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206R508
45397.00000000
NS
USD
941987.75000000
0.040026955328
Long
EP
CORP
US
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
4360000.00000000
PA
USD
3522040.70000000
0.149658597750
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
LC Ahab US Bidco LLC
N/A
LC Ahab US Bidco LLC TERM LOAN B
000000000
625000.00000000
PA
USD
623437.50000000
0.026491114096
Long
LON
CORP
US
N
2
2031-04-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
-102959.15000000
-0.00437494149
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
11820000.00000000
GBP
13728481.30000000
EUR
2024-05-31
-102959.15000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGP0
26085000.00000000
PA
USD
25343207.81000000
1.076883905216
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
Truist Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC TERM LOAN B
000000000
2040000.00000000
PA
USD
2043835.20000000
0.086846671040
Long
LON
CORP
US
N
2
2031-03-24
None
0.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAT9
1725000.00000000
PA
USD
1714650.00000000
0.072858929379
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
1.50000000
N
N
N
N
Y
Global Payments, Inc.
Global Payments, Inc.
USD
XXXX
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust
93934NAA3
277163.78000000
PA
USD
182082.47000000
0.007737050606
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
6.00000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AU9
665000.00000000
PA
USD
641725.00000000
0.027268186776
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.50000000
N
N
N
N
Y
ON Semiconductor Corp.
ON Semiconductor Corp.
USD
XXXX
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1259000.00000000
PA
USD
1179116.45000000
0.050103031033
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L4Y31
20336.16000000
PA
USD
19873.17000000
0.000844450989
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
3.87000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
857562.46000000
NS
USD
857562.46000000
0.036439554843
Long
STIV
RF
US
N
1
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc 2018 Term Loan B5
78466DBF0
1434039.34000000
PA
USD
1433738.19000000
0.060922421213
Long
LON
CORP
US
N
2
2025-04-16
Floating
7.18000000
N
N
N
N
N
N
Fugue Finance BV
254900Y4DWBRGAFENC88
Fugue Finance BV 2024 USD Term Loan B
000000000
935000.00000000
PA
USD
938216.40000000
0.039866703076
Long
LON
CORP
US
N
2
2031-02-26
Floating
9.07000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAG5
2040000.00000000
PA
USD
2252450.90000000
0.095711171990
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
12.07000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2023 Term Loan B11
04649VBC3
451578.95000000
PA
USD
439797.26000000
0.018687870706
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.67000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
48706.42000000
0.002069633811
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2421000.00000000
SGD
1826512.27000000
USD
2024-06-20
48706.42000000
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAH4
8870000.00000000
PA
USD
9207561.16000000
0.391247804691
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
11.08000000
N
N
N
N
N
N
Tecta America Corp
54930083ULRH07WCC129
Tecta America Corp 2021 Term Loan
87876GAF9
3070082.97000000
PA
USD
3077758.18000000
0.130780139319
Long
LON
CORP
US
N
2
2028-04-10
Floating
9.43000000
N
N
N
N
N
N
ARDONAGH GROUP FINANCE
254900SRT1BTAJ76NW62
Ardonagh Group Finance Ltd
039956AA5
1100000.00000000
PA
USD
1071295.43000000
0.045521498894
Long
DBT
CORP
JE
N
2
2032-02-15
Fixed
8.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAS4
1742000.00000000
PA
USD
1715870.00000000
0.072910769634
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
8.29000000
N
N
N
N
N
N
CeramTec AcquiCo GmbH
9845001D9F4A861EIB39
CeramTec AcquiCo GmbH 2022 EUR Term Loan B
000000000
2001016.75000000
PA
2125919.20000000
0.090334585401
Long
LON
CORP
DE
N
2
2029-03-16
Floating
7.45000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
1735000.00000000
PA
USD
1498221.25000000
0.063662436210
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
895000.00000000
PA
USD
755191.96000000
0.032089626268
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAH1
8830000.00000000
PA
USD
8463732.48000000
0.359641027059
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
3.66000000
N
N
N
N
N
N
Berlin Packaging LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2021 Term Loan B5
08511LAX6
3546397.64000000
PA
USD
3546858.67000000
0.150713163244
Long
LON
CORP
US
N
2
2028-03-11
Floating
9.32000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
2057910000.00000000
PA
4446013.02000000
0.188920041200
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc 2021 Term Loan B
92941PAC7
771850.00000000
PA
USD
345889.14000000
0.014697525690
Long
LON
CORP
US
N
2
2028-04-13
Floating
8.93000000
N
N
N
N
N
N
Parexel International Corporation
254900PHGVI5379Z9791
Parexel International Corporation 2021 1st Lien Term Loan
71911KAC8
980000.00000000
PA
USD
982557.80000000
0.041750858403
Long
LON
CORP
US
N
2
2028-11-15
Floating
8.68000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA 2023 USD Term Loan B14
000000000
989999.84000000
PA
USD
739717.98000000
0.031432105715
Long
LON
CORP
FR
N
2
2028-08-15
Floating
10.83000000
N
N
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
4100000.00000000
PA
4441417.63000000
0.188724773830
Long
DBT
CORP
FR
N
2
2029-04-13
Fixed
9.75000000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
000000000
2805000.00000000
PA
2855796.66000000
0.121348547618
Long
DBT
CORP
FR
N
2
2027-02-15
Fixed
2.75000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KBP7
12014000.00000000
PA
USD
11768055.40000000
0.500048358162
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
4.73000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
6215000.00000000
PA
USD
332253.90000000
0.014118136900
Long
DBT
CORP
KY
N
2
2030-10-22
None
0.00000000
Y
N
N
N
N
N
AASET 2018-1 Trust
N/A
AASET 2018-1 US Ltd
000367AA0
3230495.73000000
PA
USD
2316247.35000000
0.098422011547
Long
ABS-O
CORP
US
N
2
2038-01-16
Fixed
3.84000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
361221.41000000
0.015349024699
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
12792392.50000000
EUR
14042273.21000000
USD
2024-06-20
361221.41000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-13925.97000000
-0.00059174249
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
725058.81000000
USD
665000.00000000
EUR
2024-06-18
-13925.97000000
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
2910000.00000000
PA
3577648.30000000
0.152021476589
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
7.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBM3
4169953.64000000
PA
USD
213729.31000000
0.009081788530
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.32000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND JUN24
000000000
-47.00000000
NC
203010.47000000
0.008626323446
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBM4 Comdty
2024-06-06
-6249467.10000000
EUR
203010.47000000
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAN8
2060000.00000000
PA
USD
434377.99000000
0.018457595017
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84000000
N
N
N
N
N
N
CERVED INFORMATION SOLUT
8156005E0EF91772E207
Cerved Group SpA
000000000
4979000.00000000
PA
4929843.96000000
0.209478991592
Long
DBT
CORP
IT
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-STAR
055980AC0
8245000.00000000
PA
USD
8239092.46000000
0.350095620502
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
9.50000000
N
N
N
N
N
N
OTP BANK NYRT
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
2706000.00000000
PA
2844353.75000000
0.120862315342
Long
DBT
CORP
HU
N
2
2029-07-15
Fixed
2.88000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1400000.00000000
PA
USD
1299024.16000000
0.055198150955
Long
DBT
CORP
DE
N
2
2025-10-30
Fixed
6.00000000
N
N
N
N
N
NOVO BANCO LUX
5493009W2E2YDCXY6S81
Novo Banco SA/Luxembourg
000000000
545000.00000000
PA
480939.32000000
0.020436079638
Long
DBT
CORP
PT
N
2
2043-02-19
Fixed
3.50000000
N
N
N
N
N
N
CERVED INFORMATION SOLUT
8156005E0EF91772E207
Cerved Group SpA
000000000
2620000.00000000
PA
2594133.60000000
0.110229957579
Long
DBT
CORP
IT
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
-157.00000000
NC
USD
826672.33000000
0.035126971050
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
-18695234.83000000
USD
826672.33000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
91401.38000000
0.003883828589
N/A
DFE
KZ
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4925812.12000000
USD
2244200000.00000000
KZT
2024-06-20
91401.38000000
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 2024 Term Loan B1
12768EAH9
800000.00000000
PA
USD
800400.00000000
0.034010606873
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.07000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
198260000.00000000
PA
4718129.69000000
0.200482826166
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
Kodiak Building Partners Inc
549300Y1Q6ZUH0EXO182
Kodiak Building Partners Inc 2024 Term Loan B2
50011JAD2
115000.00000000
PA
USD
115359.95000000
0.004901876447
Long
LON
CORP
US
N
2
2028-03-17
Floating
9.06000000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd
67590TAG6
3000000.00000000
PA
USD
2826321.00000000
0.120096067502
Long
ABS-CBDO
CORP
KY
N
2
2031-11-18
Floating
11.58000000
N
N
N
N
N
N
PEACH PROPERTY FINANCE
5299006REENAMLK8A121
Peach Property Finance GmbH
000000000
2450000.00000000
PA
2239827.28000000
0.095174768970
Long
DBT
CORP
DE
N
2
2025-11-15
Fixed
4.38000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XBB4
90000.00000000
PA
USD
85944.98000000
0.003651975171
Long
DBT
CORP
US
N
2
2064-04-18
Fixed
5.90000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
590000.00000000
PA
USD
532947.00000000
0.022645990631
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
TricorBraun Holdings Inc
2549009AB5YVVW5J1U62
TricorBraun Holdings Inc 2021 Term Loan
00184NAB3
1491896.96000000
PA
USD
1473651.06000000
0.062618399387
Long
LON
CORP
US
N
2
2028-03-03
Floating
8.68000000
N
N
N
N
N
N
Xplornet Communications Inc
N/A
Xplornet Communications Inc 2021 Term Loan
000000000
579983.20000000
PA
USD
96665.80000000
0.004107524390
Long
LON
CORP
CA
N
2
2028-10-02
Floating
9.57000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-AR1
3623414D8
223504.38000000
PA
USD
200364.19000000
0.008513877683
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
4.71000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AP3
2800000.00000000
PA
USD
2912739.20000000
0.123768150744
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
9.75000000
N
N
N
N
N
N
PRESS GANEY HOLDINGS INC
549300HC42NZULO53062
PRESS GANEY HOLDINGS INC 2024 Term Loan B
05477JAB7
1200000.00000000
PA
USD
1194996.00000000
0.050777785071
Long
LON
CORP
US
N
2
2031-04-24
None
0.00000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
984220.83000000
PA
USD
987734.50000000
0.041970826805
Long
LON
CORP
US
N
2
2027-07-30
Floating
8.68000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AW6
4077537.24000000
PA
USD
213765.30000000
0.009083317817
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.82000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
8731000.00000000
PA
USD
8051806.78000000
0.342137475030
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. 2024 Term Loan
05350NAP9
589736.05000000
PA
USD
591116.03000000
0.025117709786
Long
LON
CORP
US
N
2
2027-11-08
Floating
7.42000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
1795000.00000000
PA
USD
1726504.60000000
0.073362655191
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
2305000.00000000
PA
2306015.94000000
0.097987258344
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC 2021 Term Loan B
90266UAJ2
1434097.77000000
PA
USD
1436334.96000000
0.061032763197
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.34000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
000000000
1900000.00000000
PA
1990404.16000000
0.084576278616
Long
DBT
CORP
FR
N
2
2032-06-16
Fixed
3.88000000
N
N
N
N
N
N
MI Windows and Doors LLC
254900X3SPV5RVFJEY72
MI Windows and Doors LLC 2024 Term Loan B2
55336CAK8
485000.00000000
PA
USD
487022.45000000
0.020694564074
Long
LON
CORP
US
N
2
2031-03-28
None
0.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3S8
655000.00000000
PA
USD
653347.74000000
0.027762060390
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
5.68000000
N
N
N
N
N
N
MBANK SA
259400DZXF7UJKK2AY35
mBank SA
000000000
13300000.00000000
PA
12748841.82000000
0.541723947064
Long
DBT
CORP
PL
N
2
2027-09-21
Fixed
0.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8EJ9
21387.30000000
PA
USD
20375.47000000
0.000865794727
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.24000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
80317.61000000
0.003412856894
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
3109000.00000000
EUR
3404997.32000000
USD
2024-06-18
80317.61000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
68846000.00000000
PA
12260643.15000000
0.520979403034
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
WEC US Holdings Ltd.
5493002M6GRSU1IWMG57
Wec US Holdings Ltd 2024 Term Loan
92943LAC4
1776374.02000000
PA
USD
1777120.10000000
0.075513409654
Long
LON
CORP
US
N
2
2031-01-27
Floating
8.07000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY4
17025RAA3
232429.83000000
PA
USD
199263.67000000
0.008467114373
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.43000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2023-A
80290CBY9
715000.00000000
PA
USD
760032.20000000
0.032295297807
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
13.75000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2024-A
448988AF2
6630000.00000000
PA
USD
6568145.42000000
0.279093717849
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.35000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-VIEW
05606GAS0
1120000.00000000
PA
USD
1019924.64000000
0.043338650639
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
10.37000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
722000.00000000
PA
USD
661078.15000000
0.028090541069
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.35000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-12CB
12668BXD0
534576.77000000
PA
USD
266748.73000000
0.011334690392
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2024 Term Loan B
44988LAK3
3498628.48000000
PA
USD
3502651.90000000
0.148834728617
Long
LON
CORP
US
N
2
2027-12-15
Floating
8.17000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
157100.00000000
0.006675495177
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.63000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
832948.92000000
0.035393675991
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2036500000.00000000
JPY
13842385.09000000
USD
2024-06-18
832948.92000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2024-C24
07336VAE1
1270000.00000000
PA
USD
877161.82000000
0.037272371094
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Fixed
4.25000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAE4
7075000.00000000
PA
USD
7390792.63000000
0.314049653449
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
13.45000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
1800000.00000000
PA
1803302.13000000
0.076625936803
Long
DBT
CORP
BE
N
2
2025-04-16
Fixed
3.63000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
12645.39000000
0.000537328071
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
607000.00000000
EUR
661754.62000000
USD
2024-06-18
12645.39000000
N
N
N
NEP/NCP Holdco Inc
N/A
NEP/NCP Holdco Inc 2018 2nd Lien Term Loan
62908HAB1
210000.00000000
PA
USD
168787.50000000
0.007172120574
Long
LON
CORP
US
N
2
2026-10-19
Floating
12.43000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZS9
2226722.44000000
PA
USD
168973.27000000
0.007180014315
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8HG2
26563.07000000
PA
USD
25252.64000000
0.001073035496
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.16000000
N
N
N
N
N
N
Great Outdoors Group LLC
549300IYLDI2E8I2AU46
Great Outdoors Group LLC 2021 Term Loan B1
07014QAN1
1802072.19000000
PA
USD
1801099.07000000
0.076532324349
Long
LON
CORP
US
N
2
2028-03-06
Floating
9.18000000
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760CAA8
4425000.00000000
PA
USD
4393945.35000000
0.186707581111
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
11.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6U85
1010.49000000
PA
USD
9.85000000
0.000000418546
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
4.50000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
05466AAA1
6180000.00000000
PA
USD
5974195.80000000
0.253855603121
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon 2019-1 Aerospace Ltd
30610GAA1
1242488.06000000
PA
USD
1130670.47000000
0.048044463841
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.60000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
882787.50000000
PA
USD
887016.05000000
0.037691097160
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.56000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WF5YRKNHB1FX69
GS Mortgage Securities Trust 2013-GC13
36198EAG0
239297.07000000
PA
USD
2.39000000
0.000000101555
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
0.37000000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc 2023 Term Loan B
81527CAP2
4945906.01000000
PA
USD
4962623.17000000
0.210871846196
Long
LON
CORP
US
N
2
2028-02-24
Floating
9.07000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
308000.00000000
PA
315138.99000000
0.013390889929
Long
DBT
CORP
SE
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
Howden Group Holdings Ltd
213800R6D9EVRN5D3117
Howden Group Holdings Ltd 2024 USD Term Loan B
000000000
1890000.00000000
PA
USD
1894725.00000000
0.080510678545
Long
LON
CORP
LU
N
2
2031-02-15
Floating
8.82000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
000000000
864000.00000000
PA
USD
766853.22000000
0.032585136675
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAB9
1230000.00000000
PA
USD
1753365.00000000
0.074504007646
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.13000000
N
N
N
N
Y
Datadog Inc
Datadog Inc
USD
XXXX
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings Inc 2023 Term Loan
86880NAZ6
1820676.33000000
PA
USD
1830162.05000000
0.077767268861
Long
LON
CORP
US
N
2
2030-12-19
Floating
8.82000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-1
3622EQAA3
752727.03000000
PA
USD
207420.26000000
0.008813704298
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.59000000
N
N
N
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
000000000
2175000.00000000
PA
USD
603562.50000000
0.025646585346
Long
DBT
NUSS
UA
N
2
2030-06-24
Fixed
6.25000000
N
Y
N
N
N
N
AZZ Inc
549300HD1X2NFLWPYC83
AZZ Inc Term Loan B
00247NAG7
1825986.53000000
PA
USD
1834130.43000000
0.077935893314
Long
LON
CORP
US
N
2
2029-05-13
Floating
8.57000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AK2
1020000.00000000
PA
USD
1034882.82000000
0.043974253811
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.88000000
N
N
N
N
N
N
Eyecare Partners LLC
254900ZAACWK09RJ8W93
Eyecare Partners LLC 2021 Incremental Term Loan
30233PAH3
1308300.00000000
PA
USD
680316.00000000
0.028907996034
Long
LON
CORP
US
N
2
2028-11-15
Floating
9.07000000
N
N
N
N
N
N
Lernen Bidco Limited
894500YKKF2CXAP6DR25
Lernen Bidco Limited 2024 EUR Incremental Term Loan B2B
000000000
795000.00000000
PA
847559.05000000
0.036014489819
Long
LON
CORP
GB
N
2
2029-04-25
None
0.00000000
N
N
N
N
N
N
WestJet Loyalty LP
N/A
WestJet Loyalty LP Term Loan B
000000000
1320000.00000000
PA
USD
1321782.00000000
0.056165177379
Long
LON
CORP
CA
N
2
2031-02-14
Floating
9.05000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc 2023 Term Loan B
172442AT2
990000.00000000
PA
USD
993177.90000000
0.042202127826
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.07000000
N
N
N
N
N
N
HTL Commercial Mortgage Trust
N/A
HTL Commercial Mortgage Trust 2024-T53
404300AL9
3085000.00000000
PA
USD
3065512.06000000
0.130259777034
Long
ABS-MBS
CORP
US
N
2
2039-05-10
Variable
11.93000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
1148000.00000000
PA
USD
1044523.76000000
0.044383916755
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
3.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2024-1
80288AAC6
2335000.00000000
PA
USD
2321786.47000000
0.098657379903
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.25000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
4993000.00000000
PA
USD
4691944.57000000
0.199370167718
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAN6
1828000.00000000
PA
USD
1436808.00000000
0.061052863618
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.25000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052656
65825000.00000000
PA
USD
63876961.79000000
2.714260664297
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
5.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-60T1
12668AUS2
24907.76000000
PA
USD
10652.00000000
0.000452624918
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.50000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2006-16AX
617487AC7
1917735.95000000
PA
USD
538009.89000000
0.022861123016
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
5.77000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-FHA1 Trust
12651RAA5
57619.20000000
PA
USD
51111.02000000
0.002171810105
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Variable
3.25000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-10 LLC
69360HAB7
5688000.00000000
PA
USD
5579962.13000000
0.237103821053
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
4.83000000
N
N
N
N
N
N
FS LUXEMBOURG SARL
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
30315XAC8
8880000.00000000
PA
USD
8453128.45000000
0.359190440483
Long
DBT
CORP
LU
N
2
2031-02-12
Fixed
8.88000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
1090000.00000000
PA
USD
1379940.00000000
0.058636427847
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.13000000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
Cobham Ultra SeniorCo Sarl
254900L6IKLPZKIC4F32
Cobham Ultra SeniorCo Sarl USD Term Loan B
000000000
1061428.92000000
PA
USD
1040200.34000000
0.044200205938
Long
LON
CORP
LU
N
2
2029-08-03
Floating
9.01000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTJ8
7940000.00000000
PA
USD
8590127.20000000
0.365011793092
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
10.58000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX88
1150193.00000000
PA
USD
101719.96000000
0.004322285820
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
2.09000000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Incorporated 2024 Term Loan B
45173JAR5
2878564.73000000
PA
USD
2886653.50000000
0.122659716851
Long
LON
CORP
US
N
2
2029-07-02
Floating
7.83000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
3500000.00000000
PA
3792470.05000000
0.161149685094
Long
DBT
CORP
BE
N
2
2029-09-12
Fixed
4.13000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
000000000
4331038.34000000
PA
USD
3653187.53000000
0.155231290501
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
Abu Dhabi Government International Bonds
213800FER4348CINTA77
Abu Dhabi Government International Bonds
000000000
646000.00000000
PA
USD
514151.40000000
0.021847327759
Long
DBT
NUSS
AE
N
2
2047-10-11
Fixed
4.13000000
N
N
N
N
N
N
Blackhawk Network Holdings, Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc 2024 Term Loan
09238FAL5
1499070.25000000
PA
USD
1503087.76000000
0.063869224014
Long
LON
CORP
US
N
2
2029-03-12
Floating
10.32000000
N
N
N
N
N
N
Dcert Buyer Inc
549300EF826JEEUCHZ67
Dcert Buyer Inc 2021 2nd Lien Term Loan
24022KAJ8
1250000.00000000
PA
USD
1121100.00000000
0.047637795309
Long
LON
CORP
US
N
2
2029-02-19
Floating
12.32000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
22810400000.00000000
PA
4728327.93000000
0.200916169909
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
3430000.00000000
PA
USD
3605787.50000000
0.153217167830
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
11.53000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-10
07386HYW5
35645.56000000
PA
USD
32144.70000000
0.001365892996
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.93000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
5600000.00000000
PA
5461845.34000000
0.232084800926
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
1.50000000
N
N
N
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC 2021 Term Loan B
89705DAG7
1003107.50000000
PA
USD
1001853.62000000
0.042570776629
Long
LON
CORP
US
N
2
2028-03-10
Floating
8.06000000
N
N
N
N
N
N
Corporation Service Company
N/A
Corporation Service Company Term Loan B
22006VAL3
397028.76000000
PA
USD
397854.58000000
0.016905641820
Long
LON
CORP
US
N
2
2029-11-02
Floating
8.07000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810RF7
1537605.30000000
PA
USD
1279216.74000000
0.054356493815
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.38000000
N
N
N
N
N
N
CERVED INFORMATION SOLUT
8156005E0EF91772E207
Cerved Group SpA
000000000
3195000.00000000
PA
3275533.84000000
0.139184025153
Long
DBT
CORP
IT
N
2
2029-02-15
Floating
9.19000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
800000.00000000
PA
814316.71000000
0.034601955889
Long
DBT
CORP
ES
N
2
2026-03-23
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
547.83000000
0.000023278399
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
570000.00000000
EUR
610090.27000000
USD
2024-06-18
547.83000000
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AQ4
505000.00000000
PA
USD
535433.32000000
0.022751639372
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.25000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAH9
3535296.00000000
PA
USD
3179039.63000000
0.135083791967
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.13000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAL8
1200000.00000000
PA
USD
1183060.68000000
0.050270629303
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YAL6
5950000.00000000
PA
USD
6748528.08000000
0.286758540108
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
14.83000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
1914000.00000000
PA
USD
1864666.65000000
0.079233438759
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
Hayward Industries Inc
549300NV8ZMMEDUHQ091
Hayward Industries Inc 2021 Term Loan
421300AL8
1475609.94000000
PA
USD
1475609.94000000
0.062701636141
Long
LON
CORP
US
N
2
2028-05-30
Floating
8.18000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAA6
39551.22000000
PA
USD
0.40000000
0.000000016996
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.09000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 2023 Term Loan E
389376BB9
2250000.00000000
PA
USD
2214855.00000000
0.094113646534
Long
LON
CORP
US
N
2
2026-01-02
None
0.00000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2023-1 LLC
784024AG6
1750000.00000000
PA
USD
1648172.93000000
0.070034184884
Long
ABS-O
CORP
US
N
2
2036-07-21
Fixed
7.00000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EM3
2305000.00000000
PA
USD
2376623.24000000
0.100987504624
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
450000.00000000
PA
USD
343590.12000000
0.014599835703
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
STL HOLDING CO LLC
984500BC2I63E7F48656
STL Holding Co LLC
861036AB7
1225000.00000000
PA
USD
1258139.93000000
0.053460897739
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
8.75000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
8120000.00000000
PA
USD
7796824.00000000
0.331302743534
Long
DBT
CORP
IL
N
2
2033-09-30
Fixed
8.50000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc 2023 Term Loan
18449EAG5
1955000.00000000
PA
USD
1959887.50000000
0.083279564315
Long
LON
CORP
US
N
2
2028-10-08
Floating
7.18000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
25608.58000000
0.001088160103
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
1071000.00000000
EUR
1170906.74000000
USD
2024-06-18
25608.58000000
N
N
N
MERLIN ENTERTAINMENTS GR
549300HBQPPKS1187K54
Merlin Entertainments Group US Holdings Inc
59010UAA5
920000.00000000
PA
USD
924097.15000000
0.039266747727
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.38000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
1875000.00000000
PA
USD
1593228.75000000
0.067699496096
Long
DBT
CORP
FR
N
2
2029-03-23
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
1925000.00000000
PA
USD
1886500.00000000
0.080161181742
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
NEP Group Inc
N/A
NEP Group Inc 2023 Term Loan B
62908HAM7
341531.22000000
PA
USD
321210.11000000
0.013648864036
Long
LON
CORP
US
N
2
2026-08-19
Floating
8.57000000
N
N
Y
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397CNW5
1983.97000000
PA
USD
1576.60000000
0.000066992907
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
MAXEON SOLAR TECH
5493007JPB074ITT6Y72
Maxeon Solar Technologies Ltd
57779BAB0
411000.00000000
PA
USD
159797.55000000
0.006790119505
Long
DBT
CORP
SG
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
Y
Maxeon Solar Technologies Ltd
Maxeon Solar Technologies Ltd
USD
XXXX
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2023-1
03067BAE9
1115000.00000000
PA
USD
1115003.79000000
0.047378755077
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
5.57000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
2010000.00000000
PA
USD
1595894.57000000
0.067812772153
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
N
AXON ENTERPRISE INC
549300QP2IEEGFE16681
Axon Enterprise Inc
05464CAB7
245000.00000000
PA
USD
356597.50000000
0.015152545457
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.50000000
N
N
N
N
Y
Axon Enterprise, Inc.
Axon Enterprise, Inc.
USD
XXXX
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT C LLC
91835DAB7
2394592.27000000
PA
USD
2005232.76000000
0.085206375674
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
4.83000000
N
Y
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
250000.00000000
PA
USD
232194.83000000
0.009866425638
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC
01627AAB4
2235000.00000000
PA
USD
2001193.52000000
0.085034740237
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
2.48000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
000000000
3770000.00000000
PA
4198739.70000000
0.178412900175
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
ARES FINANCE CO
N/A
Ares Finance Co III LLC
04018VAA1
753000.00000000
PA
USD
691974.62000000
0.029403394261
Long
DBT
CORP
US
N
2
2051-06-30
Fixed
4.13000000
N
N
N
N
N
N
PINGAN REAL ESTATE CAP
655600MZ4W5VY0OEG119
Pingan Real Estate Capital Ltd
000000000
11150000.00000000
PA
USD
9093103.53000000
0.386384269637
Long
DBT
CORP
HK
N
2
2026-07-29
Fixed
3.45000000
N
N
N
N
N
N
BUFFALO ENERGY MX HLDGS
N/A
Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy
11952AAA0
1725000.00000000
PA
USD
1806285.45000000
0.076752704074
Long
DBT
CORP
MX
N
2
2039-02-15
Fixed
7.88000000
N
N
N
N
N
N
RAIFFEISEN BANK SA ROMAN
549300RFKNCOX56F8591
Raiffeisen Bank SA
000000000
1300000.00000000
PA
1445765.83000000
0.061433499843
Long
DBT
CORP
RO
N
2
2027-10-12
Fixed
7.00000000
N
N
N
N
N
N
Vestis Corporation
254900QDW0TA2TMFAP59
Vestis Corporation Term Loan
92550HAE3
330000.00000000
PA
USD
330207.90000000
0.014031198242
Long
LON
CORP
US
N
2
2031-02-22
Floating
7.58000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
335000.00000000
PA
USD
362521.93000000
0.015404286412
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.38000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
39530VAA6
11735000.00000000
PA
USD
11573643.75000000
0.491787415883
Long
DBT
CORP
MU
N
2
2025-01-29
Fixed
5.55000000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB 2021 EUR Term Loan
000000000
1445000.00000000
PA
1536321.90000000
0.065281409510
Long
LON
CORP
SE
N
2
2028-03-27
Floating
6.90000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2024 Term Loan B
85769EBB6
500000.00000000
PA
USD
499775.00000000
0.021236445589
Long
LON
CORP
US
N
2
2031-03-14
None
0.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B9D0Y01W0 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D0Y01W0 CDS EUR P F 1.00000 1 CCPCORPORATE
000000000
7790000.00000000
OU
Notional Amount
-37180.94000000
-0.00157989297
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Mediobanca Banca di Credito Finanziario SpA
Mediobanca Banca di Credito Finanziario SpA
Y
buy protection
2029-06-20
0.00000000
EUR
-25509.48000000
EUR
7790000.00000000
EUR
-9657.75000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
60046000.00000000
PA
3212548.19000000
0.136507638120
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH Sub I LLC 2021 2nd Lien Term Loan
55303BAD5
545000.00000000
PA
USD
537642.50000000
0.022845511876
Long
LON
CORP
US
N
2
2029-02-23
Floating
11.57000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-8
45254NRX7
15652.46000000
PA
USD
14809.32000000
0.000629277811
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
7.68000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1610000.00000000
PA
USD
1053398.61000000
0.044761026993
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
555000.00000000
PA
USD
543146.53000000
0.023079389188
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.84000000
N
N
N
N
N
N
RODAN +FIELDS
549300LRGJJL21BE3E78
RODAN +FIELDS
000000000
0.07000000
NS
USD
7075.49000000
0.000300651810
Long
EC
CORP
US
N
3
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C7
05492VAG0
4275300.14000000
PA
USD
249718.14000000
0.010611026347
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.73000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AF2
5750000.00000000
PA
USD
5540507.95000000
0.235427333540
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.64000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCV LLC
92873BAB2
5208915.51000000
PA
USD
4547161.86000000
0.193218058982
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
4.95000000
N
Y
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
900000.00000000
PA
USD
632695.38000000
0.026884500049
Long
DBT
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAD9
135000.00000000
PA
USD
137810.84000000
0.005855859947
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.88000000
N
N
N
N
N
N
CASTELLUM AB
549300GU5OHTR1T5IY68
Castellum AB
000000000
4410000.00000000
PA
4082762.47000000
0.173484794258
Long
DBT
CORP
SE
N
2
2026-12-02
Fixed
3.13000000
N
N
N
N
N
N
720 East CLO Ltd.
N/A
720 East CLO 2023-II Ltd
817941AJ6
3775000.00000000
PA
USD
3877336.48000000
0.164755830505
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
10.48000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC TERM LOAN B
50179JAB4
2561374.08000000
PA
USD
2562449.86000000
0.108883651700
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.17000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
158641.21000000
0.006740984291
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10460000.00000000
AUD
6944943.15000000
USD
2024-06-20
158641.21000000
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAK3
4515000.00000000
PA
USD
4844956.20000000
0.205871939826
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
12.00000000
N
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043AB6
525000.00000000
PA
USD
484050.00000000
0.020568258691
Long
DBT
CORP
US
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.com Holdings Inc
Bill.com Holdings Inc
USD
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BH0
1540000.00000000
PA
USD
1492716.01000000
0.063428507483
Long
DBT
CORP
CH
N
2
2035-02-08
Fixed
5.70000000
N
N
N
N
N
N
SISECAM UK PLC
789000T82YRLMLUOC889
Sisecam UK PLC
829688AB6
2360000.00000000
PA
USD
2391152.00000000
0.101604860877
Long
DBT
CORP
GB
N
2
2032-05-02
Fixed
8.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B40 Mortgage Trust
08163WAG0
1545000.00000000
PA
USD
1601731.63000000
0.068060800580
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
7.64000000
N
N
N
N
N
N
SAN MIGUEL INDUSTRIAS
N/A
SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA
000000000
4315000.00000000
PA
USD
3671838.89000000
0.156023824325
Long
DBT
CORP
PE
N
2
2028-08-02
Fixed
3.50000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
5565000.00000000
PA
USD
4592614.75000000
0.195149443756
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.95000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2023-5
22535PAA0
7500000.00000000
PA
USD
7538040.75000000
0.320306522418
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
6.13000000
N
N
N
N
N
N
Ingersoll-Rand Services Company
549300YHGS5RRRQQ4T26
Ingersoll-Rand Services Company 2020 USD Spinco Term Loan
365556AU3
184607.32000000
PA
USD
184882.38000000
0.007856024417
Long
LON
CORP
US
N
2
2027-03-01
Floating
7.17000000
N
N
N
N
N
N
Brazos Delaware II LLC
549300V1BTYXZRGYUU04
Brazos Delaware II LLC 2023 TERM LOAN B
10620UAF9
398437.50000000
PA
USD
398823.98000000
0.016946833577
Long
LON
CORP
US
N
2
2030-02-11
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L6RS9
30750.27000000
PA
USD
28844.10000000
0.001225643860
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
3.89000000
N
N
N
N
N
N
ADMIRAL GROUP PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
1340000.00000000
PA
1823971.12000000
0.077504203786
Long
DBT
CORP
GB
N
2
2034-01-06
Fixed
8.50000000
N
N
N
N
N
N
Radnet Management Inc
549300T3TJ6A0P5TXM13
Radnet Management Inc 2024 TERM LOAN B
75049EAP9
250000.00000000
PA
USD
249297.50000000
0.010593152507
Long
LON
CORP
US
N
2
2031-04-18
None
0.00000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
64650.00000000
NS
376169.93000000
0.015984217399
Long
EC
CORP
JE
N
2
N
N
N
SUPER MICRO COMPUTER INC
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800UAA2
676000.00000000
PA
USD
689858.00000000
0.029313454818
Long
DBT
CORP
US
N
2
2029-03-01
None
0.00000000
N
N
N
N
Y
Super Micro Computer, Inc.
Super Micro Computer, Inc.
USD
XXXX
N
N
N
Waystar Technologies Inc
549300BIRBTAWWHCSZ09
Waystar Technologies Inc 2024 Term Loan B
63939WAK9
2297087.94000000
PA
USD
2308573.38000000
0.098095929117
Long
LON
CORP
US
N
2
2029-10-22
Floating
9.32000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AS2
5150000.00000000
PA
USD
5277129.71000000
0.224235862052
Long
DBT
US
N
2
2029-04-12
Fixed
8.88000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
2760000.00000000
PA
3075074.36000000
0.130666098406
Long
DBT
CORP
GB
N
2
2028-10-11
Fixed
8.25000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
254900QJNS3TYDIDQH27
Bain Capital Credit CLO 2023-3 Ltd
05682CAG2
2030000.00000000
PA
USD
2057804.91000000
0.087440272134
Long
ABS-CBDO
CORP
JE
N
2
2036-07-24
Floating
10.57000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AG43
1150000.00000000
PA
USD
1187342.92000000
0.050452590299
Long
DBT
MUN
US
N
2
2050-11-15
Fixed
5.00000000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
5975000.00000000
PA
USD
5741377.50000000
0.243962684987
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
LORCA HOLDCO LIMITED
549300PONZMYNJTH6970
LORCA HOLDCO LIMITED 2024 EUR Term Loan B
000000000
1725000.00000000
PA
1840166.17000000
0.078192364054
Long
LON
CORP
GB
N
2
2031-04-17
None
0.00000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2024 Term Loan B2
000000000
1076304.19000000
PA
USD
1081685.71000000
0.045963002802
Long
LON
CORP
PA
N
2
2027-08-08
Floating
8.07000000
N
N
N
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2728000.00000000
PA
USD
2696928.08000000
0.114597901917
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
1441000.00000000
PA
USD
1375984.86000000
0.058468365988
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
First Brands Group LLC
N/A
First Brands Group LLC 2022 Incremental Term Loan
31935HAG2
1997661.47000000
PA
USD
1911921.84000000
0.081241406887
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.59000000
N
N
N
N
N
N
Truist Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC 2nd LIEN TERM LOAN
000000000
475000.00000000
PA
USD
478861.75000000
0.020347799507
Long
LON
CORP
US
N
2
2032-03-08
None
0.00000000
N
N
N
N
N
N
Octagon Investment Partners XVI LTD
N/A
Octagon Investment Partners XVI Ltd
67590DAG1
5000000.00000000
PA
USD
4672725.00000000
0.198553489508
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
11.33000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
974000.00000000
PA
USD
890477.74000000
0.037838191335
Long
DBT
CORP
GB
N
2
2032-10-18
Fixed
4.13000000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc 2021 Term Loan B
78466YAN8
612454.37000000
PA
USD
616772.17000000
0.026207890809
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.93000000
N
N
N
N
N
N
PRA Health Sciences Inc
635400PUWMHSPI2DDA35
PRA Health Sciences Inc 2024 US Term Loan B
000000000
78188.59000000
PA
USD
78466.94000000
0.003334218202
Long
LON
CORP
LU
N
2
2028-07-03
Floating
7.31000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
664000.00000000
PA
USD
549229.07000000
0.023337848554
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2024-A
00834BAE7
2660000.00000000
PA
USD
2625890.29000000
0.111579363250
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
9.17000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBS0
1105000.00000000
PA
USD
1129235.31000000
0.047983481004
Long
DBT
CORP
FR
N
2
2034-01-10
Fixed
6.69000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
1542000.00000000
PA
USD
1456926.70000000
0.061907747672
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9BW7
10699.64000000
PA
USD
1249.41000000
0.000053089945
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
4.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAF6
17065000.00000000
PA
USD
16250229.87000000
0.690504972151
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
118140000.00000000
PA
4670121.94000000
0.198442880249
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753XAJ3
1400000.00000000
PA
USD
1601967.08000000
0.068070805324
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
15.18000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
445250.00000000
PA
USD
456612.78000000
0.019402395994
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.73000000
N
N
N
N
N
N
FREEDOM MORTGAGE HOLD
N/A
Freedom Mortgage Holdings LLC
35641AAA6
3003000.00000000
PA
USD
3024777.76000000
0.128528894645
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.25000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
2500000.00000000
PA
2898496.98000000
0.123162970152
Long
DBT
CORP
GB
N
2
2025-04-23
Fixed
2.63000000
N
N
N
N
N
N
GTLK EUROPE CAPITAL DAC
635400I6H6CSZ39WIN49
GTLK Europe Capital DAC
000000000
620000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IE
N
3
2028-02-26
Fixed
4.80000000
N
Y
N
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412AH5
1745000.00000000
PA
USD
1897687.50000000
0.080636561133
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
1.13000000
N
N
N
N
N
Fluor Corp
Fluor Corp.
USD
XXXX
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc 2024 Term Loan B8
03852JAV3
607126.55000000
PA
USD
606367.64000000
0.025765781390
Long
LON
CORP
US
N
2
2030-06-22
Floating
7.32000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
1919000.00000000
PA
USD
1928944.26000000
0.081964723772
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
900000.00000000
PA
USD
828340.29000000
0.035197846027
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.63000000
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2024 Term Loan B2
35039KAD8
260000.00000000
PA
USD
261705.60000000
0.011120397648
Long
LON
CORP
US
N
2
2031-01-29
Floating
9.33000000
N
N
N
N
N
N
Jane Street Group LLC
5493002N1IVX6KHGYO08
Jane Street Group LLC 2024 Term Loan B
47077DAH3
1097164.95000000
PA
USD
1097790.33000000
0.046647320518
Long
LON
CORP
US
N
2
2028-01-26
Floating
7.93000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754LAJ8
5965000.00000000
PA
USD
6269516.83000000
0.266404388044
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
11.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VGT9
10049.09000000
PA
USD
10024.09000000
0.000425943758
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36269JAJ7
7960000.00000000
PA
USD
7721298.70000000
0.328093521535
Long
ABS-MBS
CORP
US
N
2
2041-03-10
Variable
7.53000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F 3.59000 99D0WFLF4 CCPOIS
000000000
12095000.00000000
OU
Notional Amount
USD
1059847.17000000
0.045035039286
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-09-20
53553.29000000
USD
0.00000000
USD
12095000.00000000
USD
1006293.88000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
2635000.00000000
PA
USD
2561715.04000000
0.108852427719
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
Horizon Aircraft Finance III Limited
N/A
Horizon Aircraft Finance III Ltd
44040JAB4
1078690.50000000
PA
USD
539334.46000000
0.022917406662
Long
ABS-O
CORP
KY
N
2
2039-11-15
Fixed
4.46000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
4880000.00000000
PA
USD
4059781.31000000
0.172508278518
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAD7
899452.00000000
PA
USD
735737.70000000
0.031262975607
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
965000.00000000
PA
857863.83000000
0.036452360660
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNAH3
1890000.00000000
PA
USD
172237.02000000
0.007318697621
Long
ABS-MBS
USGSE
US
N
2
2047-08-25
Variable
2.17000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
15632446.77000000
PA
USD
14820503.58000000
0.629753024643
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCF2
2965000.00000000
PA
USD
3183071.21000000
0.135255101915
Long
DBT
CORP
IT
N
2
2053-11-28
Fixed
7.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GLU3
10585.88000000
PA
USD
1051.50000000
0.000044680351
Long
ABS-MBS
USGA
US
N
2
2042-05-16
Fixed
4.00000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
1010000.00000000
PA
919915.38000000
0.039089055904
Long
DBT
CORP
GB
N
2
2026-04-07
Fixed
1.75000000
N
N
N
N
N
N
Intrado Corporation
254900OSYC6XQ21DY128
Intrado Corporation 2023 Term Loan B
40147EAB5
312641.44000000
PA
USD
313501.20000000
0.013321296935
Long
LON
CORP
US
N
2
2030-01-31
Floating
8.81000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
1515000.00000000
PA
USD
1639472.40000000
0.069664481854
Long
DBT
CORP
CZ
N
2
2028-11-02
Fixed
11.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A3
46628KAH3
119467.81000000
PA
USD
94923.88000000
0.004033506703
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.44000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAB0
2081643.57000000
PA
USD
1831351.74000000
0.077817821184
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.83000000
N
Y
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AT5
4970000.00000000
PA
USD
5469834.49000000
0.232424275989
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
7.96000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
1750000.00000000
PA
USD
2010750.00000000
0.085440814306
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.38000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
Eyecare Partners LLC
254900ZAACWK09RJ8W93
Eyecare Partners LLC 2021 2nd Lien Term Loan
30233PAK6
790000.00000000
PA
USD
204080.70000000
0.008671799672
Long
LON
CORP
US
N
2
2029-11-15
Floating
12.07000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBZ1
4500000.00000000
PA
USD
4477624.65000000
0.190263282980
Long
ABS-O
CORP
US
N
2
2029-09-25
Fixed
9.40000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
3390000.00000000
PA
3174628.16000000
0.134896339728
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
3.88000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
3137000.00000000
PA
USD
2743689.53000000
0.116584890039
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
ENDO FINANCE HOLDINGS
N/A
Endo Finance Holdings Inc
29281RAA7
1035000.00000000
PA
USD
1051590.02000000
0.044684176364
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
8.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKG5
1804600.00000000
PA
USD
1756806.29000000
0.074650234984
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.13000000
N
N
N
N
N
N
MAVERICK GAMING LLC
N/A
MAVERICK GAMING LLC 2024 PIK TERM LOAN
57770JAD8
251224.81000000
PA
USD
251224.81000000
0.010675047788
Long
LON
CORP
US
N
3
2028-06-03
Floating
13.06000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
1650000.00000000
PA
1838359.67000000
0.078115602234
Long
DBT
CORP
GB
N
2
2028-10-11
Fixed
8.25000000
N
N
N
N
N
N
Shutterfly Inc
549300I1C8WJQ5FZE154
Shutterfly Inc 2023 2nd Lien PIK Term Loan
000000000
664055.77000000
PA
USD
527260.28000000
0.022404350453
Long
LON
CORP
US
N
2
2027-10-01
Floating
6.30000000
N
N
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFZ9
79540000.00000000
PA
USD
77032625.58000000
3.273271295631
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.88000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
1400000.00000000
PA
1421244.33000000
0.060391531957
Long
DBT
CORP
BE
N
2
2025-10-24
Fixed
4.25000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
8110000.00000000
PA
USD
7228037.50000000
0.307133860417
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAD7
470000.00000000
PA
USD
482925.00000000
0.020520455177
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.00000000
N
N
N
N
Y
Exact Sciences Corp.
Exact Sciences Corp.
USD
XXXX
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAU8
2000000.00000000
PA
USD
2071798.80000000
0.088034900684
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
9.97000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
000000000
600000.00000000
PA
USD
565444.26000000
0.024026864612
Long
DBT
CORP
MU
N
2
2026-03-03
Fixed
3.98000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
1200000.00000000
PA
USD
1040143.55000000
0.044197792817
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.74000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-RN2 LLC
74143FAB5
6350000.00000000
PA
USD
6010814.75000000
0.255411616005
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.84000000
N
N
N
N
N
N
SILKNET JSC
635400QGWS2BG73SGG55
Silknet JSC
47972FAA9
1600000.00000000
PA
USD
1610560.00000000
0.068435935789
Long
DBT
CORP
GE
N
2
2027-01-31
Fixed
8.38000000
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DP9
1675000.00000000
PA
USD
1673325.00000000
0.071102946959
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.88000000
N
N
N
N
Y
Southern Co.
Southern Co.
USD
XXXX
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
42833.48000000
0.001820080771
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1678000.00000000
EUR
1837400.44000000
USD
2024-06-20
42833.48000000
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
2810000.00000000
PA
3892423.84000000
0.165396922796
Long
DBT
CORP
GB
N
2
2028-12-08
Fixed
11.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAT6
727000.00000000
PA
USD
558509.20000000
0.023732179955
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAE3
865000.00000000
PA
USD
824945.15000000
0.035053579696
Long
DBT
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
2572687.42999999
NS
USD
2572687.42999999
0.109318666653
Long
STIV
RF
US
N
1
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
200000.00000000
PA
USD
189715.98000000
0.008061413809
Long
DBT
CORP
NL
N
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAF2
2345000.00000000
PA
USD
2308652.50000000
0.098099291085
Long
DBT
CORP
MA
N
2
2034-05-02
Fixed
6.75000000
N
N
N
N
N
N
Setanta Aircraft Leasing Designated Activity Company
N/A
Setanta Aircraft Leasing Designated Activity Company Term Loan B
000000000
1000000.00000000
PA
USD
1002250.00000000
0.042587619613
Long
LON
CORP
IE
N
2
2028-11-05
Floating
7.56000000
N
N
N
N
N
N
COTIVITI CORPORATION
N/A
COTIVITI CORPORATION 2024 Term Loan
000000000
1430000.00000000
PA
USD
1431186.90000000
0.060814011766
Long
LON
CORP
US
N
2
2031-02-21
None
0.00000000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
Star Parent Inc Term Loan B
87169DAB1
575000.00000000
PA
USD
574643.50000000
0.024417758834
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.31000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAA0
6870000.00000000
PA
USD
5147535.74000000
0.218729153447
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.95000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
4900000.00000000
PA
USD
306250.00000000
0.013013178854
Long
DBT
CORP
KY
N
2
2030-08-06
None
0.00000000
Y
N
N
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC USD Term Loan B
92943EAB2
635000.00000000
PA
USD
636193.80000000
0.027033154956
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.31000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
14921181.86000000
PA
USD
14146182.84000000
0.601099779272
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC 2022 Term Loan
57776DAE3
1429537.50000000
PA
USD
1431324.42000000
0.060819855268
Long
LON
CORP
US
N
2
2029-02-15
Floating
9.32000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJK2
4759080.00000000
PA
USD
401792.47000000
0.017072970691
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Variable
2.02000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZT7
1955000.00000000
PA
USD
310753.51000000
0.013204542057
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
3.52000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
2480000.00000000
PA
2547407.72000000
0.108244480898
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
168000.00000000
NS
USD
3536400.00000000
0.150268753306
Long
EC
RF
US
N
1
N
N
N
Nexus Buyer LLC
254900PILSANV8WOOF24
Nexus Buyer LLC 2023 Term Loan B2
65343UAF9
1000000.00000000
PA
USD
993330.00000000
0.042208590861
Long
LON
CORP
US
N
2
2028-12-13
Floating
9.82000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
6825000.00000000
PA
USD
6165022.50000000
0.261964213659
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
BAWAG GROUP AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
900000.00000000
PA
905060.77000000
0.038457853629
Long
DBT
CORP
AT
N
2
2030-09-23
Fixed
1.88000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAC8
1450000.00000000
PA
USD
1498132.88000000
0.063658681191
Long
DBT
CORP
ES
N
2
2034-09-13
Fixed
6.84000000
N
N
N
N
N
N
SCIH Salt Holdings Inc
N/A
SCIH Salt Holdings Inc 2021 Incremental Term Loan B
78397GAF8
996872.68000000
PA
USD
998537.46000000
0.042429866317
Long
LON
CORP
US
N
2
2027-03-16
Floating
8.83000000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
Ryan LLC Term Loan
78350LAZ8
1592380.96000000
PA
USD
1603002.14000000
0.068114787107
Long
LON
CORP
US
N
2
2030-11-14
Floating
9.82000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AU9
686000.00000000
PA
USD
670397.41000000
0.028486535182
Long
DBT
CORP
US
N
2
2025-10-06
Fixed
5.65000000
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YGF0
1235000.00000000
PA
USD
1316069.60000000
0.055922446006
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81000000
N
N
N
N
N
N
Matterhorn Telecom SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA 2024 EUR FUNGIBLE TERM LOAN B
000000000
530000.00000000
PA
565067.64000000
0.024010861270
Long
LON
CORP
LU
N
2
2026-09-15
None
0.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
1848000.00000000
PA
USD
1677345.52000000
0.071273786945
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.13000000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2024-1
38179VAE6
3340000.00000000
PA
USD
3295838.52000000
0.140046811871
Long
ABS-O
CORP
US
N
2
2034-01-25
Fixed
8.11000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
000000000
3885000.00000000
PA
USD
3350812.50000000
0.142382766921
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
3125000.00000000
PA
3885320.03000000
0.165095067613
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.50000000
N
N
N
N
N
N
ADMI Corp
5493008U1LYGMQWO7N12
ADMI Corp 2021 Term Loan B2
00709LAH0
493150.63000000
PA
USD
474746.25000000
0.020172923629
Long
LON
CORP
US
N
2
2027-12-23
Floating
8.81000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
250000.00000000
PA
USD
230201.38000000
0.009781719936
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
1844.00000000
NC
USD
-930428.06000000
-0.03953576083
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
374628553.06000000
USD
-930428.06000000
N
N
N
Telenet Financing USD LLC
213800BMPOX34U6DWN81
Telenet Financing USD LLC 2020 USD Term Loan AR
000000000
1000000.00000000
PA
USD
959250.00000000
0.040760463072
Long
LON
CORP
US
N
2
2028-04-30
Floating
7.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABFW8
33191.35000000
PA
USD
966.48000000
0.000041067680
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.00000000
N
N
N
N
N
N
Momentive Performance Materials Inc
H2OFQI2FJX0T8IHKL414
Momentive Performance Materials Inc 2023 Term Loan
60877JAG7
742500.00000000
PA
USD
735542.78000000
0.031254693064
Long
LON
CORP
US
N
2
2028-03-29
Floating
9.82000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
1373000.00000000
PA
USD
1372927.64000000
0.058338458557
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
6.13000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
7430000.00000000
PA
USD
4850489.82000000
0.206107074476
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
1920000.00000000
PA
2297173.02000000
0.097611504876
Long
DBT
CORP
GB
N
2
2026-06-30
Fixed
6.13000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C7
05492VAH8
2490000.00000000
PA
USD
127819.17000000
0.005431293780
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.10000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C3
17325GAL0
3080000.00000000
PA
USD
2060186.44000000
0.087541468136
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.00000000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC 2019 Term Loan B5
89334GAX2
734674.75000000
PA
USD
735042.09000000
0.031233417739
Long
LON
CORP
US
N
2
2026-11-16
Floating
7.17000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
000000000
14200000.00000000
PA
USD
12581200.00000000
0.534600508739
Long
DBT
CORP
KY
N
2
2028-04-27
None
0.00000000
N
N
N
N
N
Meituan
Meituan
USD
XXXX
N
N
N
SOGECAP SA
9695009HXSFK8D6V0T62
Sogecap SA
000000000
1300000.00000000
PA
1499570.45000000
0.063719766434
Long
DBT
CORP
FR
N
2
2044-05-16
Fixed
6.50000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc 2023 Term Loan B
410346AX8
2292000.00000000
PA
USD
2291037.36000000
0.097350788334
Long
LON
CORP
US
N
2
2030-03-08
Floating
9.07000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1802.30000000
-0.00007658335
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
596000.00000000
EUR
635543.83000000
USD
2024-06-18
-1802.30000000
N
N
N
BANK OF CYPRUS HOLDINGS
635400L14KNHZXPUZM19
Bank of Cyprus Holdings PLC
000000000
700000.00000000
PA
817561.00000000
0.034739812301
Long
DBT
CORP
IE
N
2
2028-12-21
Fixed
11.88000000
N
N
N
N
N
N
SkyMiles IP Ltd
2549008L7P4I8VB90936
SkyMiles IP Ltd 2020 Skymiles Term Loan B
24736CBS2
399226.16000000
PA
USD
411242.87000000
0.017474537207
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.07000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAE4
900000.00000000
PA
USD
867581.30000000
0.036865275518
Long
DBT
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
Y
Rexford Industrial Realty, Inc.
Rexford Industrial Realty, Inc.
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1415000.00000000
PA
USD
1360152.34000000
0.057795610349
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.13000000
N
N
N
N
N
N
DAYFORCE INC
549300T64GVCHFJ8L449
Dayforce Inc
15677JAD0
2550000.00000000
PA
USD
2312850.00000000
0.098277651308
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
USD
XXXX
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 2016-C3 Mortgage Trust
23312VAG1
17229915.96000000
PA
USD
413752.31000000
0.017581168363
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.55000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2005-S3
16162WNL9
408691.49000000
PA
USD
284639.28000000
0.012094895868
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAF1
5101003.76000000
PA
USD
4959527.42000000
0.210740301548
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
13285000.00000000
PA
13553087.25000000
0.575897953997
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.38000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co Inc 2024 Term Loan B2
26812CAL0
44524.41000000
PA
USD
44727.00000000
0.001900540246
Long
LON
CORP
CA
N
2
2028-08-24
Floating
8.82000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL4 LLC
91823DAB1
7772000.00000000
PA
USD
7045170.33000000
0.299363466328
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
3.84000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
36655000.00000000
PA
935027.73000000
0.039731210070
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
134980.51000000
0.005735593529
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8545000.00000000
CAD
6347315.13000000
USD
2024-06-20
134980.51000000
N
N
N
NCR Atleos LLC
N/A
NCR Atleos LLC Term Loan B
63001PAD3
981552.50000000
PA
USD
986048.01000000
0.041899164450
Long
LON
CORP
US
N
2
2029-03-27
Floating
10.18000000
N
N
N
N
N
N
Dayforce Inc
549300T64GVCHFJ8L449
Dayforce Inc Term Loan B
000000000
375000.00000000
PA
USD
375468.75000000
0.015954422850
Long
LON
CORP
US
N
2
2031-02-26
Floating
7.82000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU91
3870000.00000000
PA
USD
156475.71000000
0.006648967838
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.23000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398EX82
42007.51000000
PA
USD
40860.73000000
0.001736254653
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Fixed
4.75000000
N
N
N
N
N
N
TERMOCANDELARIA POWER
549300YDORW43JL6G659
Termocandelaria Power Ltd
000000000
3581200.00000000
PA
USD
3577976.92000000
0.152035440314
Long
DBT
CORP
KY
N
2
2029-01-30
Fixed
7.88000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
2495000.00000000
PA
2529532.11000000
0.107484910253
Long
DBT
CORP
IT
N
2
2026-04-30
Fixed
1.63000000
N
N
N
N
N
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd
81141RAF7
560000.00000000
PA
USD
587160.00000000
0.024949610109
Long
DBT
CORP
KY
N
2
2025-12-01
Fixed
2.38000000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBZ9
630000.00000000
PA
USD
634612.92000000
0.026965980183
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.63000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2006-AR1
86359LTG4
470503.74000000
PA
USD
360437.39000000
0.015315710112
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.89000000
N
N
N
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAC9
1805000.00000000
PA
USD
1791096.73000000
0.076107304792
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.55000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
410000.00000000
PA
432629.76000000
0.018383309206
Long
DBT
CORP
SE
N
2
2026-07-15
Fixed
3.88000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
2281000.00000000
PA
USD
2055037.53000000
0.087322680588
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc 2022 Incremental Term Loan
78466YAQ1
796662.52000000
PA
USD
801625.73000000
0.034062690607
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.67000000
N
N
N
N
N
N
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9227.46000000
0.000392093346
N/A
DFE
US
N
2
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
530000.00000000
EUR
575994.99000000
USD
2024-06-18
9227.46000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
43900000.00000000
PA
USD
39269921.88000000
1.668658014752
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
Quartz Acquireco LLC
N/A
Quartz Acquireco LLC Term Loan B
74773KAB1
965150.00000000
PA
USD
969377.36000000
0.041190794981
Long
LON
CORP
US
N
2
2030-06-28
Floating
8.81000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAC1
1673000.00000000
PA
USD
1518629.95000000
0.064529642947
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
5.75000000
N
N
N
N
N
N
Inspired FinCo Holdings Limited
21380079CKTODVMD9183
Inspired FinCo Holdings Limited 2024 EUR New Money Delayed Draw Term Loan B5
000000000
1050164.50000000
PA
1121823.25000000
0.047668527657
Long
LON
CORP
GB
N
2
2031-05-28
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378GRL4
25566.86000000
PA
USD
4008.78000000
0.000170341130
Long
ABS-MBS
USGA
US
N
2
2041-10-16
Fixed
5.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
1961000.00000000
PA
USD
1660119.38000000
0.070541813588
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BQ4
89000.00000000
PA
USD
253650.00000000
0.010778098992
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
6.00000000
N
N
N
N
N
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd.
USD
XXXX
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
11800.00000000
NS
USD
326860.00000000
0.013888939233
Long
EC
CORP
GB
N
1
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
3340000.00000000
PA
USD
3424485.53000000
0.145513282239
Long
DBT
CORP
LU
N
2
2033-09-13
Fixed
8.88000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners LLC
74140QAB4
9920000.00000000
PA
USD
8855147.52000000
0.376273039865
Long
ABS-O
CORP
US
N
2
2061-02-25
Variable
3.60000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-4
30165JAG1
1930000.00000000
PA
USD
1818956.29000000
0.077291113566
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
4.02000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
27050171.92000000
PA
743782.24000000
0.031604804302
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP 2024 TERM LOAN B
000000000
1915000.00000000
PA
USD
1915000.00000000
0.081372204101
Long
LON
CORP
US
N
2
2031-04-18
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BCJ58
3777.08000000
PA
USD
34.79000000
0.000001478297
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
4.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
3094000.00000000
PA
USD
2816035.35000000
0.119659009533
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754DAJ6
2570000.00000000
PA
USD
2796815.86000000
0.118842334722
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
12.33000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
5040000.00000000
PA
3510241.18000000
0.149157212398
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.63000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
3160000.00000000
PA
USD
2484931.41000000
0.105589736747
Long
DBT
CORP
LU
N
2
2031-06-10
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1916000.00000000
PA
USD
1692586.58000000
0.071921410259
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
2398500.00000000
PA
USD
2270330.16000000
0.096470897731
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BC1
295000.00000000
PA
USD
205731.75000000
0.008741956110
Long
DBT
CORP
US
N
2
2051-04-27
Fixed
3.88000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC 2021 2nd Lien Term Loan
04349HAM6
615000.00000000
PA
USD
602189.55000000
0.025588245937
Long
LON
CORP
US
N
2
2029-12-10
Floating
11.18000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KH9
915000.00000000
PA
USD
943285.67000000
0.040082106561
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
000000000
4325000.00000000
PA
USD
3534736.00000000
0.150198046598
Long
DBT
CORP
NL
N
2
2027-11-25
Fixed
3.38000000
N
N
N
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAK7
1617000.00000000
PA
USD
1661226.41000000
0.070588853520
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.38000000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
1720000.00000000
PA
USD
1546805.29000000
0.065726869849
Long
DBT
CORP
IN
N
2
2027-07-30
Fixed
4.00000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
2198000.00000000
PA
2025235.10000000
0.086056315357
Long
DBT
CORP
GB
N
2
2028-04-23
Fixed
3.38000000
N
N
N
N
N
N
OMNIA Partners LLC
254900ZD1P5CVG9GOS22
OMNIA Partners LLC 2024 Term Loan B
000000000
523687.50000000
PA
USD
526269.28000000
0.022362240869
Long
LON
CORP
US
N
2
2030-07-25
Floating
9.07000000
N
N
N
N
N
N
BULGARIAN ENERGY HLD
635400E1RWKJXPSBCV07
Bulgarian Energy Holding EAD
000000000
340000.00000000
PA
323007.46000000
0.013725237055
Long
DBT
CORP
BG
N
2
2028-07-22
Fixed
2.45000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1940000.00000000
PA
2377052.84000000
0.101005759193
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
7.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
53952.33000000
0.002292543085
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4100000.00000000
EUR
4438380.38000000
USD
2024-06-18
53952.33000000
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAS3
2260000.00000000
PA
USD
2235916.31000000
0.095008583984
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
8.87000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
2300000.00000000
PA
USD
2183852.76000000
0.092796298962
Long
DBT
CORP
GB
N
2
2027-01-30
Variable
7.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3D3
2658480.00000000
PA
USD
213696.33000000
0.009080387143
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
1.94000000
N
N
N
N
N
N
1011778 BC Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 BC Unlimited Liability Company 2023 Term Loan B5
000000000
989921.59000000
PA
USD
990624.43000000
0.042093625746
Long
LON
CORP
CA
N
2
2030-09-20
Floating
7.57000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
2088000.00000000
PA
USD
2039932.78000000
0.086680849361
Long
DBT
CORP
CA
N
2
2025-06-04
Fixed
4.90000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2006-TOP21
617451CX5
4551.21000000
PA
USD
1684.86000000
0.000071593092
Long
ABS-MBS
CORP
US
N
2
2052-10-12
Variable
5.26000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners I 2021-NPL2 LLC
741386AB2
1890000.00000000
PA
USD
1647145.21000000
0.069990514993
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.84000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAB4
898036.86000000
PA
USD
601802.16000000
0.025571784956
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
5.10000000
N
N
N
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings Inc
26142RAB0
2045000.00000000
PA
USD
1692237.50000000
0.071906577147
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings Inc
USD
XXXX
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AX8
1815000.00000000
PA
USD
1834879.11000000
0.077967706234
Long
DBT
CORP
AR
N
2
2031-01-17
Fixed
9.50000000
N
N
N
N
N
N
Focus Financial Partners LLC
5493007L0E0VKRC2CP39
Focus Financial Partners LLC 2024 Term Loan B7
34416DAZ1
1995006.25000000
PA
USD
1994208.25000000
0.084737922056
Long
LON
CORP
US
N
2
2028-06-30
Floating
8.07000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
455049.28000000
0.019335959732
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
67282000.00000000
BRL
13348808.60000000
USD
2024-06-20
455049.28000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
1903500.00000000
PA
USD
1790575.05000000
0.076085137559
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
2075000.00000000
PA
USD
2214464.90000000
0.094097070400
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
89834JAA1
3635000.00000000
PA
USD
3555734.83000000
0.151090329146
Long
DBT
MX
N
2
2034-02-13
Fixed
7.38000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDC6
660000.00000000
PA
USD
709934.17000000
0.030166531686
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.62000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
2063000.00000000
PA
USD
2025439.99000000
0.086065021546
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AK3
2375000.00000000
PA
USD
2486552.21000000
0.105658607801
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
Dexcom Inc
Dexcom Inc
USD
XXXX
N
N
N
DT Midstream Inc
N/A
DT Midstream Inc Term Loan B
23345NAB1
1046239.36000000
PA
USD
1049995.36000000
0.044616416051
Long
LON
CORP
US
N
2
2028-06-26
Floating
7.43000000
N
N
N
N
N
N
PES ENERGY LIQUIDATING TRUST
N/A
PES ENERGY LIQUIDATING TRUST
000000000
3682.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAQ4
485000.00000000
PA
USD
301185.00000000
0.012797956810
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.71000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV L
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC
56085RAA8
1123000.00000000
PA
USD
1053920.45000000
0.044783201025
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.38000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC 2024 Term Loan B
68764JAH4
3508627.86000000
PA
USD
3517399.43000000
0.149461380847
Long
LON
CORP
US
N
2
2028-10-05
Floating
8.44000000
N
N
N
N
N
N
Light and Wonder International Inc
RLTHESQ0RNFQJWPBJN60
Light and Wonder International Inc 2024 Term Loan
80875AAV3
2443025.00000000
PA
USD
2445052.71000000
0.103895210525
Long
LON
CORP
US
N
2
2029-04-14
Floating
8.07000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAB4
5799691.52000000
PA
USD
5119659.71000000
0.217544644830
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.95000000
N
Y
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AE0
7470000.00000000
PA
USD
5765517.06000000
0.244988423474
Long
DBT
US
N
2
2030-08-15
Fixed
3.15000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
919000.00000000
PA
USD
944858.82000000
0.040148952870
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.13000000
N
N
N
N
N
N
FUQING INVESTMENT MGMT
30030006LHSKVYVEXO75
Fuqing Investment Management Ltd
000000000
8350000.00000000
PA
USD
7397383.74000000
0.314329722979
Long
DBT
CORP
VG
N
2
2025-06-23
Fixed
3.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8860.85000000
0.000376515349
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
596000.00000000
EUR
646263.66000000
USD
2024-06-20
8860.85000000
N
N
N
VFI ABS LLC
N/A
VFI ABS 2023-1 LLC
92555QAD0
3585000.00000000
PA
USD
3594209.87000000
0.152725211030
Long
ABS-O
CORP
US
N
2
2030-12-24
Fixed
12.36000000
N
N
N
N
N
N
2024-05-29
HARTFORD MUTUAL FUNDS INC/CT
John Stanziani
John Stanziani
Assistant Treasurer