0001752724-22-254094.txt : 20221117
0001752724-22-254094.hdr.sgml : 20221117
20221117134413
ACCESSION NUMBER: 0001752724-22-254094
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221117
DATE AS OF CHANGE: 20221117
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: EATON VANCE LTD DURATION INCOME FUND
CENTRAL INDEX KEY: 0001222922
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21323
FILM NUMBER: 221397616
BUSINESS ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-482-8260
MAIL ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: EATON VANCE LIMITED DURATION INCOME FUND
DATE OF NAME CHANGE: 20030313
NPORT-P
1
primary_doc.xml
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617-482-8260
Eaton Vance Ltd Duration Income Fund
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2022-09-30
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33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA B US HY/ 33.34% ICE BofA US MBS
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UNITED AIRLINES INC
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United Airlines Inc
90932LAG2
835000.00000000
PA
USD
746690.40000000
0.062605421224
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Tele Columbus AG
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Tele Columbus AG
000000000
300000.00000000
PA
239535.22000000
0.020083562539
Long
DBT
CORP
DE
Y
2
2025-05-02
Fixed
3.87500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
2000000.00000000
PA
USD
1917736.34000000
0.160790457950
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
UPCB Finance VII Ltd
5493006V3WX8F38SQ991
UPCB Finance VII Ltd
000000000
300000.00000000
PA
236366.62000000
0.019817894817
Long
DBT
CORP
KY
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2847.41000000
-0.00023873790
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
76221.93000000
USD
65677.00000000
GBP
2022-10-31
-2847.41000000
N
N
N
CPI International Inc.
5493003UP57IOOYDIV65
CPI International Inc. 2017 1st Lien Term Loan
12632BAG1
653267.04000000
PA
USD
647347.13000000
0.054276095892
Long
LON
CORP
US
N
2
2024-07-26
Floating
6.61500000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
543000.00000000
PA
USD
423816.07000000
0.035534384242
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.62500000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
545000.00000000
PA
USD
437771.25000000
0.036704440697
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-3 Ltd
69688JAA0
2500000.00000000
PA
USD
2174087.50000000
0.182283934166
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
8.66200000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
549300JH2XHZ7TIKYR39
Medical Solutions Holdings, Inc. 2021 Delayed Draw Term Loan
58462QAJ0
203550.00000000
PA
USD
194475.13000000
0.016305549704
Long
LON
CORP
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Incremental Term Loan
00216EAE9
693614.92000000
PA
USD
659801.19000000
0.055320292619
Long
LON
CORP
US
N
2
2028-09-15
Floating
7.67400000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
432000.00000000
PA
USD
423485.28000000
0.035506649525
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE88
1474270.94000000
PA
USD
1555718.22000000
0.130437453688
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
7.00000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
344000.00000000
PA
USD
324713.64000000
0.027225251870
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
150000.00000000
PA
USD
136821.75000000
0.011471666558
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Rockwood Service Corporation
549300PFYAJBMVGJ7074
Rockwood Service Corporation 2020 Term Loan
77447JAH0
598731.38000000
PA
USD
583763.10000000
0.048944964031
Long
LON
CORP
US
N
2
2027-01-23
Floating
7.36500000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH USD Term Loan B
000000000
928229.71000000
PA
USD
733301.47000000
0.061482841367
Long
LON
CORP
DE
N
2
2026-07-31
Floating
8.12100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABVH3
407930.88000000
PA
USD
10997.49000000
0.000922072245
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
2.56600000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
3777414.10000000
PA
USD
3772167.27000000
0.316273144623
Long
LON
CORP
US
N
2
2024-03-01
Floating
7.75000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
29279UAB2
2772000.00000000
PA
USD
2356200.00000000
0.197552952990
Long
LON
CORP
US
N
2
2028-02-10
Floating
6.18500000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
422000.00000000
PA
USD
328921.57000000
0.027578061054
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2020 Term Loan B1
22834KAH4
285609.27000000
PA
USD
340232.04000000
0.028526374757
Long
LON
CORP
US
N
2
2024-05-23
Floating
10.67400000
N
N
Y
N
N
N
INEOS Styrolution Group GmbH
5299003M4PGUGL48LS74
INEOS Styrolution Group GmbH 2020 EUR Term Loan
45673NAF7
1000000.00000000
PA
868978.08000000
0.072858494944
Long
LON
CORP
DE
N
2
2027-01-29
Floating
2.68500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
938000.00000000
PA
USD
886621.05000000
0.074337750025
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BY4
500000.00000000
PA
USD
448774.66000000
0.037627009298
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1000000.00000000
PA
USD
818033.00000000
0.068587061706
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.06200000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan G
89364MBS2
1339774.26000000
PA
USD
1304605.19000000
0.109383162622
Long
LON
CORP
US
N
2
2024-08-22
Floating
5.92400000
N
N
N
N
N
N
Nobel Bidco B.V.
549300NZZFLYK83VVT71
Nobel Bidco B.V. EUR Term Loan B
000000000
1000000.00000000
PA
723276.97000000
0.060642348380
Long
LON
CORP
NL
N
2
2028-09-01
Floating
3.50000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
170187.51000000
PA
USD
161337.76000000
0.013527183989
Long
LON
CORP
US
N
2
2027-02-12
Floating
6.61500000
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT Holdings I Corp 2020 Term Loan
12656AAC3
689500.00000000
PA
USD
658257.38000000
0.055190853597
Long
LON
CORP
US
N
2
2027-11-08
Floating
6.24800000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
100000.00000000
PA
99275.25000000
0.008323622271
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WBB2
2475000.00000000
PA
USD
2043732.98000000
0.171354505272
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.85200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHF5
81048.44000000
PA
USD
86395.38000000
0.007243723980
Long
ABS-MBS
USGSE
US
N
2
2030-12-17
Fixed
8.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1324000.00000000
PA
USD
1265630.14000000
0.106115343158
Long
DBT
NUSS
BH
Y
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
Horizon Therapeutics USA Inc.
254900IS87RLPXY88S03
Horizon Therapeutics USA Inc. Term Loan B1
44055UAC9
653925.21000000
PA
USD
633490.05000000
0.053114264522
Long
LON
CORP
US
N
2
2026-05-22
Floating
5.12500000
N
N
N
N
N
N
Sovos Compliance, LLC
549300M9XYG5WP2QHH07
Sovos Compliance, LLC 2021 Term Loan
84611YAB6
745203.33000000
PA
USD
713532.19000000
0.059825308203
Long
LON
CORP
US
N
2
2028-08-11
Floating
7.61500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings Inc
18453H106
74443.00000000
NS
USD
101986.91000000
0.008550978370
Long
EC
CORP
US
N
1
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
4000.00000000
PA
USD
248.40000000
0.000020826820
Long
DBT
NUSS
LB
Y
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APZZ5
1527010.63000000
PA
USD
1379930.26000000
0.115698708846
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915KAE6
1400000.00000000
PA
USD
1034412.40000000
0.086729150424
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
8.82000000
N
N
N
N
N
N
First Advantage Holdings, LLC
549300MRQE5MQEH3BI02
First Advantage Holdings, LLC 2021 Term Loan B
78477MAF8
606139.77000000
PA
USD
588713.25000000
0.049360003820
Long
LON
CORP
US
N
2
2027-01-31
Floating
5.86500000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
660000.00000000
PA
USD
598732.20000000
0.050200031474
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1138000.00000000
PA
USD
955024.77000000
0.080072983402
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
717000.00000000
PA
USD
614846.37000000
0.051551106030
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Synlab Bondco Plc
5493007KBBOGQWJ10272
Synlab Bondco Plc 2020 EUR Term Loan B4
000000000
500000.00000000
PA
463563.70000000
0.038866979812
Long
LON
CORP
GB
N
2
2027-07-01
Floating
2.77800000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CF3
260000.00000000
PA
USD
234636.75000000
0.019672855802
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
219000.00000000
PA
USD
167903.84000000
0.014077709621
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
000000000
1252000.00000000
PA
USD
978951.32000000
0.082079078219
Long
DBT
CORP
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
560000.00000000
PA
USD
487276.34000000
0.040855139584
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Cerba Healthcare S.A.S.
9845000C1FYE89DC8677
Cerba Healthcare S.A.S. 2021 EUR Term Loan B
000000000
1250000.00000000
PA
1106129.87000000
0.092742221462
Long
LON
CORP
FR
N
2
2028-06-30
Floating
3.93500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
2706000.00000000
PA
USD
2274365.94000000
0.190691667781
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2021 USD Term Loan B
45673YAH9
2661625.00000000
PA
USD
2586213.18000000
0.216838150738
Long
LON
CORP
US
N
2
2028-10-27
Floating
5.87500000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
2443000.00000000
PA
USD
2181770.01000000
0.182928065623
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
955000.00000000
PA
USD
847051.58000000
0.071020092082
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
680000.00000000
PA
USD
555427.40000000
0.046569188965
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
2569000.00000000
PA
USD
2353229.69000000
0.197303910671
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC 2021 USD Term Loan B
08078UAF0
837250.01000000
PA
USD
815621.33000000
0.068384857933
Long
LON
CORP
US
N
2
2028-04-13
Floating
5.37500000
N
N
N
N
N
N
PATAGONIA BIDCO LIMITED
25490031HIDV5RXSA288
Patagonia Bidco Limited 2021 GBP Term Loan B2
000000000
153846.15000000
PA
149016.48000000
0.012494120052
Long
LON
CORP
GB
N
2
2029-03-05
Floating
6.94000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAB8
1050000.00000000
PA
USD
837636.42000000
0.070230688525
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJCE1
35908.86000000
PA
USD
36166.82000000
0.003032366561
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383AUB8
1469755.59000000
PA
USD
1198825.40000000
0.100514174471
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
142000.00000000
PA
USD
106081.81000000
0.008894310679
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
1779000.00000000
PA
USD
1365222.39000000
0.114465543940
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DS8
447000.00000000
PA
USD
309956.91000000
0.025987990353
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
Cloudera, Inc.
549300PGONC4JOI0RG62
Cloudera, Inc. 2021 Term Loan
74339VAB4
2786000.00000000
PA
USD
2476057.50000000
0.207602270986
Long
LON
CORP
US
N
2
2028-10-08
Floating
6.86500000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAT4
924000.00000000
PA
USD
896460.28000000
0.075162709257
Long
DBT
CORP
SE
N
2
2027-09-20
Fixed
5.33700000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
769000.00000000
PA
USD
663083.15000000
0.055595464884
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779AL5
883000.00000000
PA
USD
738527.96000000
0.061921050574
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
868000.00000000
PA
USD
695649.92000000
0.058325989280
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
Concorde Midco Ltd
N/A
Concorde Midco Ltd EUR Term Loan B
000000000
1000000.00000000
PA
909812.85000000
0.076282240550
Long
LON
CORP
LU
N
2
2028-03-01
Floating
4.00000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
3382000.00000000
PA
USD
3144346.86000000
0.263634244723
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
965375.00000000
PA
USD
227911.56000000
0.019108989771
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4UL0
1077741.93000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
3.75600000
N
N
N
N
N
N
Camelot U.S. Acquisition LLC
N/A
Camelot U.S. Acquisition LLC Term Loan B
000000000
1799125.00000000
PA
USD
1746649.92000000
0.146445908469
Long
LON
CORP
LU
N
2
2026-10-30
Floating
6.11500000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
263759.36000000
PA
233293.89000000
0.019560265208
Long
DBT
CORP
DE
Y
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc. 2022 EUR Term Loan B
000000000
1000000.00000000
PA
935947.85000000
0.078473500387
Long
LON
CORP
US
N
2
2029-08-17
Floating
3.68000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
1519000.00000000
PA
USD
1344084.83000000
0.112693288870
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC 2020 EUR Term Loan B1
55280FAM3
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-06-05
Floating
5.31600000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAD0
200000.00000000
PA
USD
172453.00000000
0.014459128852
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
Y
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2022 Incremental Term Loan
68163YAD7
374062.50000000
PA
USD
347059.68000000
0.029098830594
Long
LON
CORP
US
N
2
2028-11-09
Floating
8.15300000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
517000.00000000
PA
USD
472684.85000000
0.039631732429
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: BEV4V9AX0 CDS USD R F 1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN
000000000
2041000.00000000
OU
Notional Amount
USD
-223827.65000000
-0.01876657890
N/A
DCR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
UNITED MEXICAN STATES
Y
sell protection
2031-12-20
0.00000000
USD
-84110.02000000
USD
2041000.00000000
USD
-139717.63000000
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
959000.00000000
PA
USD
942912.20000000
0.079057418521
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
ALLTECH INC
549300HV8FN6KMLFMN67
Alltech Inc Term Loan B
02003DAX2
471437.50000000
PA
USD
453169.30000000
0.037995472973
Long
LON
CORP
US
N
2
2028-10-13
Floating
7.11500000
N
N
N
N
N
N
CANPACK SA/CANPACK US
N/A
Canpack SA / Canpack US LLC
13806CAA0
2027000.00000000
PA
USD
1587748.51000000
0.133122997519
Long
DBT
CORP
XX
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXV Ltd
09630CAE2
2000000.00000000
PA
USD
1647168.00000000
0.138104958183
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
9.76200000
N
N
N
N
N
N
Axel Springer SE
529900TJUCAM0UQXSF21
Axel Springer SE EUR Term Loan B
000000000
1000000.00000000
PA
923697.22000000
0.077446360020
Long
LON
CORP
NL
N
2
2026-12-18
Floating
5.81600000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
200000.00000000
PA
157288.24000000
0.013187656515
Long
DBT
CORP
SE
Y
2
2026-07-15
Fixed
3.50000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
2469000.00000000
PA
USD
2211088.26000000
0.185386221494
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
HIKMA FINANCE USA LLC
213800BU7YH2WTM1QL87
Hikma Finance USA LLC
000000000
1250000.00000000
PA
USD
1165762.50000000
0.097742052610
Long
DBT
CORP
US
Y
2
2025-07-09
Fixed
3.25000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
658000.00000000
PA
USD
492328.35000000
0.041278719711
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3E9
1100000.00000000
PA
USD
829030.85000000
0.069509164136
Long
DBT
CORP
US
N
2
2031-10-04
Fixed
2.64600000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
53903.93000000
0.004519514705
Long
DBT
NUSS
LK
Y
2
2025-11-03
Fixed
6.85000000
N
Y
N
N
N
N
ARKO CORP
N/A
Arko Corp
041242AA6
2276000.00000000
PA
USD
1779649.92000000
0.149212756550
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc. 2022 Term Loan B
000000000
3095250.91000000
PA
USD
2390759.42000000
0.200450548896
Long
LON
CORP
CA
N
2
2027-02-01
Floating
8.09800000
N
N
N
N
N
N
Aptean, Inc.
549300D5LUPGZUDZXC96
Aptean, Inc. 2019 Term Loan
03834WAQ8
824181.18000000
PA
USD
787093.03000000
0.065992934536
Long
LON
CORP
US
N
2
2026-04-23
Floating
7.32000000
N
N
N
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc. Term Loan B
00186XAB9
1432580.92000000
PA
USD
1398557.12000000
0.117260457084
Long
LON
CORP
US
N
2
2026-10-01
Floating
3.11500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5SP2
1247717.66000000
PA
USD
42015.02000000
0.003522702347
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.50000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
65246QAA7
4031653.07000000
PA
USD
3552152.04000000
0.297826213807
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
Buzz Finco LLC
254900OZZ8FOKG7P0L30
Buzz Finco LLC 2020 Term Loan B
000000000
60238.64000000
PA
USD
58883.27000000
0.004937001897
Long
LON
CORP
US
N
2
2027-01-29
Floating
6.36500000
N
N
N
N
N
N
CentralSquare Technologies, LLC
549300NZTUTB6TE4LW44
CentralSquare Technologies, LLC 2018 1st Lien Term Loan
86845PAC6
866250.00000000
PA
USD
761000.63000000
0.063805246449
Long
LON
CORP
US
N
2
2025-08-29
Floating
7.42400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BLW6
46324.54000000
PA
USD
46599.15000000
0.003907053598
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
2359000.00000000
PA
USD
2051740.25000000
0.172025865867
Long
DBT
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406C7A0
558773.58000000
PA
USD
600996.30000000
0.050389862406
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Floating
6.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKZ89
897024.60000000
PA
USD
181491.22000000
0.015216928296
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
3.50000000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2021 Term Loan B
03234TAW8
3807215.50000000
PA
USD
3648127.19000000
0.305873142886
Long
LON
CORP
US
N
2
2028-02-19
Floating
5.36500000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1500000.00000000
PA
USD
1293798.09000000
0.108477053413
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
Vision Solutions, Inc.
N/A
Vision Solutions, Inc. 2021 Incremental Term Loan
70477BAE2
421804.52000000
PA
USD
372593.85000000
0.031239714512
Long
LON
CORP
US
N
2
2028-04-24
Floating
6.78300000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
1133000.00000000
PA
USD
1066334.28000000
0.089405604740
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
8.62500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
2705000.00000000
PA
USD
2671353.45000000
0.223976641426
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
HEIMSTADEN BOSTA
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
352000.00000000
PA
203675.83000000
0.017076972103
Long
DBT
CORP
SE
Y
2
2027-10-29
Fixed
3.00000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
405000.00000000
PA
USD
325403.33000000
0.027283078157
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
LG PARENT HOLDCO(LIBBEYGLASS)
N/A
LG PARENT HOLDCO(LIBBEYGLASS)
000000000
25199.48000000
NS
USD
3105835.91000000
0.260405337205
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TLW7
3450.32000000
PA
USD
3467.27000000
0.000290709374
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.50000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
459562.50000000
PA
USD
446350.08000000
0.037423723101
Long
LON
CORP
US
N
2
2024-05-15
Floating
6.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358SCE9
324823.00000000
PA
USD
326658.27000000
0.027388297197
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
6.00000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2017 USD Term Loan B1
00216EAB5
810818.62000000
PA
USD
794264.14000000
0.066594188231
Long
LON
CORP
US
N
2
2024-10-17
Floating
6.92400000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
743000.00000000
PA
635632.46000000
0.053293892491
Long
DBT
CORP
ES
Y
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
MJH Healthcare Holdings, LLC
254900YSRB2CUEJCMV73
MJH Healthcare Holdings, LLC 2022 Term Loan B
55315QAF3
273625.00000000
PA
USD
259943.75000000
0.021794692905
Long
LON
CORP
US
N
2
2029-01-28
Floating
6.63400000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
2739000.00000000
PA
USD
2363400.93000000
0.198156706909
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
1809375.00000000
PA
USD
1421866.58000000
0.119214812680
Long
LON
CORP
US
N
2
2026-04-22
Floating
5.75600000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC Term Loan B
01881UAF2
459562.50000000
PA
USD
440950.22000000
0.036970977880
Long
LON
CORP
US
N
2
2025-05-09
Floating
6.36500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1162.26000000
-0.00009744838
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
71134.24000000
USD
71264.00000000
EUR
2022-10-31
-1162.26000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6N1
202573.51000000
PA
USD
214626.29000000
0.017995101170
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
8.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
716000.00000000
PA
USD
675112.82000000
0.056604079107
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Delayed Draw Term Loan
43162TAT7
71672.56000000
PA
USD
68662.31000000
0.005756914565
Long
LON
CORP
US
N
2
2028-07-14
Floating
5.83400000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
2308000.00000000
PA
USD
2118199.31000000
0.177598051401
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
1004000.00000000
PA
USD
928278.32000000
0.077830457224
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
3365090.88000000
PA
USD
3126731.40000000
0.262157296187
Long
LON
CORP
US
N
2
2025-09-06
Floating
6.36500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
1250000.00000000
PA
USD
830973.13000000
0.069672012429
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
910000.00000000
PA
USD
724366.49000000
0.060733697965
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
1001937.50000000
PA
USD
959355.16000000
0.080436060107
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.17000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
1175000.00000000
PA
USD
998672.33000000
0.083732564239
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
AppLovin Corporation
549300LLVXMUAOL3SQ07
AppLovin Corporation 2018 Term Loan B
03835EAC8
2873412.90000000
PA
USD
2799063.34000000
0.234684334277
Long
LON
CORP
US
N
2
2025-08-15
Floating
6.36500000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
1067000.00000000
PA
USD
955473.80000000
0.080110631820
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
250000.00000000
PA
197622.69000000
0.016569453351
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
2.25000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
2713226.11000000
PA
USD
2578411.33000000
0.216184013354
Long
LON
CORP
US
N
2
2025-10-02
Floating
6.86500000
N
N
N
N
N
N
Phillips Feed Service, Inc.
N/A
Phillips Feed Service, Inc. 2020 Term Loan
000000000
107095.64000000
PA
USD
85676.51000000
0.007183451129
Long
LON
CORP
US
N
3
2024-11-13
Floating
9.99300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEXG7
1417151.50000000
PA
USD
108971.16000000
0.009136564998
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
3.16600000
N
N
N
N
N
N
Ameriforge Group, Inc.
N/A
Ameriforge Group, Inc. 2021 Term Loan
000000000
105701.06000000
PA
USD
52454.15000000
0.004397959523
Long
LON
CORP
US
N
2
2023-12-29
Floating
16.11500000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900N3E7Y6I5DRGW52
Golub Capital Partners CLO 50B-R Ltd
38179CAA6
2000000.00000000
PA
USD
1618884.00000000
0.135733517845
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
9.57700000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
2922175.45000000
PA
USD
2813505.59000000
0.235895228570
Long
LON
CORP
US
N
2
2027-02-01
Floating
5.74000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1589000.00000000
PA
USD
1521324.49000000
0.127553749875
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888GAA1
2000000.00000000
PA
USD
1428442.00000000
0.119766121413
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
8.46200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
638000.00000000
PA
USD
514996.79000000
0.043179329702
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC EUR Term Loan B
000000000
990000.00000000
PA
896672.66000000
0.075180516020
Long
LON
CORP
US
N
2
2028-06-02
Floating
5.19300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAG3
2600000.00000000
PA
USD
545862.98000000
0.045767270871
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6CY1
7944279.09000000
PA
USD
5030123.28000000
0.421745058937
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
Y
N
N
N
N
PHARMAZELL GMBH
25490037D6VT98D5QT47
PharmaZell GmbH EUR Term Loan B
000000000
1000000.00000000
PA
928597.47000000
0.077857215999
Long
LON
CORP
LU
N
2
2027-05-12
Floating
4.68500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
182260.00000000
PA
USD
45109.35000000
0.003782142984
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615TA4
54792.30000000
PA
USD
55080.21000000
0.004618138586
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHRU3
52855.17000000
PA
USD
48003.70000000
0.004024816522
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGH2
2830866.19000000
PA
USD
2774699.68000000
0.232641590461
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
355000.00000000
PA
USD
335295.73000000
0.028112495368
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2019 Term Loan
50217UAW7
714377.56000000
PA
USD
675086.79000000
0.056601896651
Long
LON
CORP
US
N
2
2026-07-24
Floating
7.61500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9E61
10151129.28000000
PA
USD
2295106.38000000
0.192430626770
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
225000.00000000
PA
USD
205345.67000000
0.017216977969
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
570000.00000000
PA
USD
505028.55000000
0.042343553771
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AX9
525000.00000000
PA
USD
512368.50000000
0.042958963667
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.62500000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2018 1st Lien Term Loan
77051UAF6
1002750.00000000
PA
USD
840638.42000000
0.070482387856
Long
LON
CORP
US
N
2
2025-02-28
Floating
6.62500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FC7JRIZ6YLHK36
Neuberger Berman Loan Advisers CLO 48 Ltd
64135HAA4
2000000.00000000
PA
USD
1658048.00000000
0.139017179611
Long
ABS-CBDO
CORP
JE
N
2
2036-04-25
Floating
9.04100000
N
N
N
N
N
N
DAVID S BRIDAL, LLC SERIES B C
N/A
DAVID S BRIDAL, LLC SERIES B C
000000000
4631.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS MORTGAGE TRUST 2017-C1
07332VAA3
2200000.00000000
PA
USD
1682838.08000000
0.141095676134
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
3.66100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617L7YU7
358484.63000000
PA
USD
336703.48000000
0.028230526592
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
1890000.00000000
PA
USD
1404037.38000000
0.117719943352
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383ABA1
8982078.59000000
PA
USD
6562417.10000000
0.550218520014
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
Y
N
N
N
N
Dayco Products, LLC
549300KMSX88XFVFQO13
Dayco Products, LLC 2017 Term Loan B
239579BA2
1137000.00000000
PA
USD
1112128.13000000
0.093245138861
Long
LON
CORP
US
N
2
2023-05-19
None
0.00000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
1167000.00000000
PA
USD
1056551.33000000
0.088585364242
Long
DBT
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
300000.00000000
PA
232911.36000000
0.019528192408
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3758.11000000
0.000315094528
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
85933.33000000
EUR
88133.46000000
USD
2022-10-31
3758.11000000
N
N
N
LONZA GROUP AG
2221002FZ55AMAUX4G64
LONZA GROUP AG EUR TERM LOAN B
000000000
1000000.00000000
PA
857543.84000000
0.071899803883
Long
LON
CORP
LU
N
2
2028-07-03
Floating
4.00000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
500000.00000000
PA
USD
469690.00000000
0.039380632582
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
ALPHA HOLDING SA
020ESCAB5
200000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
2
2022-12-19
None
0.00000000
N
N
N
N
N
N
Creation Technologies Inc.
N/A
Creation Technologies Inc. 2021 Term Loan
22526YAB0
972562.50000000
PA
USD
812089.69000000
0.068088751528
Long
LON
CORP
CA
N
2
2028-10-05
Floating
7.78500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHRS8
7887320.39000000
PA
USD
7127620.39000000
0.597607357540
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
L1R HB Finance Limited
5493006YYJYLS7TR4S85
L1R HB Finance Limited EUR Term Loan B
000000000
750000.00000000
PA
564141.34000000
0.047299799516
Long
LON
CORP
JE
N
2
2024-09-02
Floating
6.01600000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
2625000.00000000
PA
USD
1611361.50000000
0.135102802249
Long
DBT
NUSS
AE
Y
2
2051-03-10
Fixed
4.37500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
1679000.00000000
PA
USD
1418755.00000000
0.118953925736
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Biogroup-LCD
9695008EGX5O9K1MS743
Biogroup-LCD 2021 EUR Term Loan B
000000000
750000.00000000
PA
659389.71000000
0.055285792539
Long
LON
CORP
FR
N
2
2028-02-09
Floating
3.02700000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
1755000.00000000
PA
USD
1516258.58000000
0.127129004318
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
1328000.00000000
PA
USD
1037719.12000000
0.087006398663
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
1389000.00000000
PA
USD
1173348.11000000
0.098378059594
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
609.53000000
0.000051105360
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
95373.72000000
EUR
94099.60000000
USD
2022-10-07
609.53000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FEZD5
4785585.74000000
PA
USD
537652.90000000
0.045078905898
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Floating
3.38200000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
1450000.00000000
PA
USD
1189785.25000000
0.099756213208
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
745000.00000000
PA
USD
622909.40000000
0.052227141760
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401CYF4
342378.73000000
PA
USD
349339.00000000
0.029289937630
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
350000.00000000
PA
337058.52000000
0.028260294523
Long
DBT
CORP
GB
Y
2
2078-10-03
Fixed
4.87500000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
60000.00000000
PA
USD
57584.40000000
0.004828099595
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Cushman & Wakefield U.S. Borrower, LLC
N/A
Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B
23340DAP7
5680593.70000000
PA
USD
5443309.62000000
0.456388205360
Long
LON
CORP
US
N
2
2025-08-21
Floating
5.86500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
1005000.00000000
PA
USD
921409.13000000
0.077254517674
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CORPORATION SERVICE COMPANY
N/A
CORPORATION SERVICE COMPANY
000000000
350000.00000000
PA
USD
342125.00000000
0.028685087871
Long
LON
CORP
US
N
2
2029-08-31
None
0.00000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
989000.00000000
PA
USD
866418.40000000
0.072643881438
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
1000000.00000000
PA
USD
683406.73000000
0.057299472712
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.37500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND DEC22
000000000
-8.00000000
NC
85516.68000000
0.007170050362
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBZ2 COMDTY
2022-12-08
-1260377.46000000
EUR
85516.68000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWL51
335513.10000000
PA
USD
3975.96000000
0.000333359918
Long
ABS-MBS
USGSE
US
N
2
2042-05-15
Fixed
3.50000000
N
N
N
N
N
N
Numericable Group SA
5493001ZMCICV4N02J21
Numericable Group SA USD Term Loan B11
67053NAK0
2037125.00000000
PA
USD
1879247.81000000
0.157563430212
Long
LON
CORP
FR
N
2
2025-07-31
Floating
5.55600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
851000.00000000
PA
USD
762649.18000000
0.063943467279
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2019 EUR Term Loan B
12546FAD4
2000000.00000000
PA
1831060.92000000
0.153523254329
Long
LON
CORP
US
N
2
2025-03-31
Floating
4.18500000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Term Loan
63689EAR6
2051437.45000000
PA
USD
1480881.41000000
0.124162845078
Long
LON
CORP
US
N
2
2028-03-02
Floating
7.43000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2639000.00000000
PA
USD
2269540.00000000
0.190287042241
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DB31
15936416.40000000
PA
USD
1989701.43000000
0.166824290410
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KH92
337328.03000000
PA
USD
353674.69000000
0.029653458707
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
8.00000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
000000000
100000.00000000
PA
88819.78000000
0.007446995086
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
5.12500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
225386.58000000
0.018897285647
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6228298.00000000
EUR
6340764.87000000
USD
2022-10-31
225386.58000000
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAB1
1307000.00000000
PA
USD
1089567.48000000
0.091353566401
Long
DBT
CORP
AU
N
2
2030-01-27
Fixed
5.00000000
N
N
N
N
N
N
AKORN HOLDING COMPANY LLC
N/A
AKORN HOLDING COMPANY LLC
000000000
42374.00000000
NS
USD
264837.50000000
0.022205003899
Long
EC
CORP
US
N
2
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
551000.00000000
PA
USD
503534.11000000
0.042218254121
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
DBI INVESTORS INC SERIES A 1
N/A
DBI INVESTORS INC SERIES A 1
000000000
1932.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
000000000
154000.00000000
PA
124542.84000000
0.010442155086
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
1511000.00000000
PA
USD
1537283.85000000
0.128891844559
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH57
28179.74000000
PA
USD
29494.62000000
0.002472943416
Long
ABS-MBS
USGSE
US
N
2
2027-06-17
Fixed
8.00000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
601000.00000000
PA
USD
527347.45000000
0.044214856972
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAB3
750000.00000000
PA
USD
519228.98000000
0.043534172938
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
Nomad Foods Europe Midco Limited
213800FGWQXPVI86SE26
Nomad Foods Europe Midco Limited 2021 EUR Term Loan B
000000000
3000000.00000000
PA
2752715.72000000
0.230798369929
Long
LON
CORP
GB
N
2
2028-06-24
Floating
2.86300000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
1355000.00000000
PA
USD
1199581.50000000
0.100577568830
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2019-1 Ltd
00140BAJ5
2877000.00000000
PA
USD
2245136.00000000
0.188240916163
Long
ABS-CBDO
CORP
KY
N
2
2035-04-18
Floating
9.18100000
N
N
N
N
N
N
Galaxy CLO Ltd
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd
36319FAG1
3275000.00000000
PA
USD
2665719.00000000
0.223504227269
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
9.15700000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
1019000.00000000
PA
USD
841795.90000000
0.070579435472
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
514000.00000000
PA
USD
447232.49000000
0.037497707780
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAL2
910000.00000000
PA
USD
694597.45000000
0.058237746111
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84300000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
85003.96000000
0.007127061927
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359FXM5
54975.98000000
PA
USD
55734.24000000
0.004672974999
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
6.40000000
N
N
N
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2021 Term Loan B6
89334GAZ7
1770108.87000000
PA
USD
1719770.51000000
0.144192234409
Long
LON
CORP
US
N
2
2028-12-01
Floating
5.36500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359WJ44
24822.40000000
PA
USD
25310.28000000
0.002122112110
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
6.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
1984000.00000000
PA
USD
1669416.96000000
0.139970397343
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 5 Ltd
48661MAA8
4550000.00000000
PA
USD
3886091.30000000
0.325824977465
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
9.48300000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
225000.00000000
PA
USD
155040.48000000
0.012999195593
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
826000.00000000
PA
USD
636222.37000000
0.053343352835
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Illuminate Buyer, LLC
549300K1Y0YC1YC1H809
Illuminate Buyer, LLC 2021 Term Loan
45232UAE8
747934.80000000
PA
USD
683113.53000000
0.057274889686
Long
LON
CORP
US
N
2
2027-06-30
Floating
6.61500000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1497000.00000000
PA
USD
1320930.35000000
0.110751927398
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
KKR GROUP FINANCE CO VII
N/A
KKR Group Finance Co VII LLC
48252DAA3
600000.00000000
PA
USD
419525.11000000
0.035174613502
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
3.62500000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2021 Term Loan B
76173FAY3
965250.00000000
PA
USD
926398.69000000
0.077672861750
Long
LON
CORP
US
N
2
2028-09-24
Floating
6.61500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
57767XAB6
2378000.00000000
PA
USD
1955429.40000000
0.163950790397
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1388821.20000000
PA
USD
343733.25000000
0.028819929793
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRWB3
12321593.48000000
PA
USD
1469366.04000000
0.123197351763
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Floating
2.96600000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2017 USD Term Loan B
45672JAK6
2830210.99000000
PA
USD
2744597.11000000
0.230117674157
Long
LON
CORP
US
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
40151.61000000
0.003366466820
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1989415.52000000
EUR
2001788.21000000
USD
2022-12-21
40151.61000000
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAS8
2000000.00000000
PA
USD
1730561.80000000
0.145097018046
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.28100000
N
N
N
N
N
N
APFS Staffing Holdings, Inc.
N/A
APFS Staffing Holdings, Inc. 2021 Term Loan
000000000
273625.00000000
PA
USD
263364.06000000
0.022081464970
Long
LON
CORP
US
N
2
2028-12-29
Floating
7.03400000
N
N
N
N
N
N
Camelot U.S. Acquisition LLC
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B
000000000
1056187.50000000
PA
USD
1023841.76000000
0.085842866939
Long
LON
CORP
US
N
2
2026-10-30
Floating
6.11500000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
245000.00000000
PA
USD
204147.79000000
0.017116543061
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
200000.00000000
PA
176409.02000000
0.014790816923
Long
DBT
CORP
DE
Y
2
2025-02-11
Fixed
2.87500000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AH2
872000.00000000
PA
USD
832297.24000000
0.069783030951
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
31657.00000000
NS
USD
232045.81000000
0.019455621337
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
1027000.00000000
PA
USD
827615.45000000
0.069390491506
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
266000.00000000
PA
USD
258518.75000000
0.021675215374
Long
DBT
CORP
DE
Y
2
2075-07-30
Fixed
6.62500000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
1333000.00000000
PA
USD
1018545.30000000
0.085398791176
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
LHS Borrower, LLC
N/A
LHS Borrower, LLC 2022 Term Loan B
000000000
1845725.00000000
PA
USD
1508880.19000000
0.126510371463
Long
LON
CORP
US
N
2
2029-02-16
Floating
7.88400000
N
N
N
N
N
N
Penn Engineering & Manufacturing Corp.
549300X4DC5C4RYZW296
Penn Engineering & Manufacturing Corp. 2017 EUR Term Loan C
707388AT1
1184272.64000000
PA
1108417.42000000
0.092934018532
Long
LON
CORP
DE
N
2
2024-06-27
Floating
3.69300000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. 2021 EUR Incremental Term Loan B4
05350NAJ3
987500.00000000
PA
940378.81000000
0.078845009271
Long
LON
CORP
US
N
2
2028-06-12
Floating
3.43500000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's 2021 Term Loan B
08883CAE8
442712.10000000
PA
USD
429430.74000000
0.036005139967
Long
LON
CORP
US
N
2
2027-01-15
Floating
7.01200000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
303000.00000000
PA
USD
307513.45000000
0.025783121183
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
1076000.00000000
PA
USD
1047689.43000000
0.087842348150
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
1062000.00000000
PA
USD
934326.36000000
0.078337548372
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
1496000.00000000
PA
USD
1362962.90000000
0.114276099529
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
Libbey Glass Inc.
A7JTTZYG0P336HI4K290
Libbey Glass Inc. 2020 Exit Term Loan
52989XAB9
4242341.87000000
PA
USD
4356354.81000000
0.365253695352
Long
LON
CORP
US
N
2
2025-11-13
Floating
10.45500000
N
N
N
N
N
N
INEOS Quattro Holdings UK Ltd
213800HKSMBSJQ32CA45
INEOS Quattro Holdings UK Ltd EUR Term Loan B
000000000
1000000.00000000
PA
878982.43000000
0.073697298477
Long
LON
CORP
GB
N
2
2026-01-29
Floating
3.43500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
257000.00000000
PA
USD
252311.04000000
0.021154736874
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
371000.00000000
PA
USD
307405.23000000
0.025774047598
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AH0
236000.00000000
PA
USD
197997.54000000
0.016600882230
Long
DBT
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
74791.25000000
0.006270788683
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV LLC
N/A
MAJORDRIVE HOLDINGS IV LLC TERM LOAN B
56085UAB9
445500.00000000
PA
USD
410973.75000000
0.034457634289
Long
LON
CORP
US
N
2
2028-06-01
Floating
7.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAWG6
1379147.04000000
PA
USD
1096366.46000000
0.091923619273
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
1538375.00000000
PA
USD
1403767.19000000
0.117697289574
Long
LON
CORP
US
N
2
2028-11-03
Floating
6.61500000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2021 Term Loan B1
74839XAG4
2169562.50000000
PA
USD
2093627.81000000
0.175537881473
Long
LON
CORP
US
N
2
2028-06-11
Floating
6.11500000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
2417000.00000000
PA
USD
2383391.62000000
0.199832803948
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.62500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EAL9
3577365.00000000
PA
USD
2754895.87000000
0.230981162167
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
130000.00000000
PA
USD
8287.50000000
0.000694856165
Long
DBT
NUSS
LB
N
2
2022-05-27
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4B8
21953.38000000
PA
USD
22173.23000000
0.001859089662
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7.50000000
N
N
N
N
N
N
Rain Carbon GmbH
25490038N6JQH7QXUK52
Rain Carbon GmbH EUR Term Loan B
000000000
1025000.00000000
PA
931721.38000000
0.078119136738
Long
LON
CORP
US
N
2
2025-01-16
Floating
3.53200000
N
N
N
N
N
N
Flint Group GmbH
549300Q6D2JN1G0T8E41
Flint Group GmbH USD Term Loan C
000000000
21043.68000000
PA
USD
17220.74000000
0.001443853679
Long
LON
CORP
US
N
2
2023-09-21
Floating
7.00900000
N
N
Y
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
1492000.00000000
PA
USD
1365547.02000000
0.114492762179
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MAC5
1500000.00000000
PA
USD
932707.65000000
0.078201829443
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
2.94200000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
48126.63000000
0.004035123450
Long
DBT
CORP
LU
Y
2
2029-01-14
Fixed
2.25000000
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
Carlyle Finance Subsidiary LLC
14314DAA1
1000000.00000000
PA
USD
850936.55000000
0.071345823045
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
3.50000000
N
N
N
N
N
N
Financiere CEP SAS
894500A6RAFIQQXBIM15
Financiere CEP SAS 2021 EUR Term Loan B1
000000000
750000.00000000
PA
682359.64000000
0.057211680622
Long
LON
CORP
FR
N
2
2027-06-18
Floating
4.22500000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
921500.00000000
PA
USD
886943.75000000
0.074364806446
Long
LON
CORP
US
N
2
2026-08-28
Floating
5.31000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
555000.00000000
PA
USD
416247.45000000
0.034899801766
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
465000.00000000
PA
USD
373126.10000000
0.031284340417
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Fertitta Entertainment, LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC 2022 Term Loan B
31556PAB3
4191558.21000000
PA
USD
3899314.39000000
0.326933652653
Long
LON
CORP
US
N
2
2029-01-27
Floating
7.03400000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAB0
765000.00000000
PA
USD
38250.00000000
0.003207028457
Long
DBT
CORP
MX
N
2
2025-02-10
None
0.00000000
Y
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
2063381.25000000
PA
USD
1937859.58000000
0.162477668495
Long
LON
CORP
US
N
2
2027-10-19
Floating
6.78400000
N
N
N
N
N
N
Wheel Pros, LLC
N/A
Wheel Pros, LLC 2021 Term Loan
96289EAG4
893250.00000000
PA
USD
663477.52000000
0.055628530395
Long
LON
CORP
US
N
2
2028-05-11
Floating
7.55200000
N
N
N
N
N
N
Elmwood CLO 14 Ltd
N/A
Elmwood CLO 14 Ltd
29003XAA1
1000000.00000000
PA
USD
838794.00000000
0.070327744525
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.00000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC Term Loan B
68764JAB7
820875.00000000
PA
USD
797274.84000000
0.066846617004
Long
LON
CORP
US
N
2
2028-10-05
Floating
6.21100000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
2139000.00000000
PA
USD
1979623.11000000
0.165979284945
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc. 2019 USD Term Loan B
37427UAJ9
729807.69000000
PA
USD
726006.85000000
0.060871232114
Long
LON
CORP
US
N
2
2026-02-19
Floating
7.62500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
550000.00000000
PA
USD
455954.43000000
0.038228989082
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4J8
4541475.83000000
PA
USD
917232.34000000
0.076904319389
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHK4
34944.13000000
PA
USD
35582.98000000
0.002983415149
Long
ABS-MBS
USGSE
US
N
2
2024-10-17
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LPD4
1384834.63000000
PA
USD
1065056.30000000
0.089298453936
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
None
0.00000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
507000.00000000
PA
USD
411569.70000000
0.034507601050
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.87500000
N
N
N
N
N
N
David's Bridal LLC
YEMD6E68QLMSL3ZMES44
David's Bridal LLC
000000000
40851.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
1513000.00000000
PA
USD
1278091.62000000
0.107160162007
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABV42
1357819.80000000
PA
USD
1239137.32000000
0.103894082304
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
1.50000000
N
N
N
N
N
N
Fiserv Investment Solutions, Inc.
N/A
Fiserv Investment Solutions, Inc. 2020 Term Loan B
33774UAC2
514499.99000000
PA
USD
495206.24000000
0.041520013178
Long
LON
CORP
US
N
2
2027-02-18
Floating
6.96100000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XAH3
102349.79000000
PA
USD
102603.65000000
0.008602688245
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Floating
6.83400000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
227000.00000000
PA
USD
219249.09000000
0.018382694665
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
717000.00000000
PA
438925.36000000
0.036801205759
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380U5G4
5000728.51000000
PA
USD
4877060.99000000
0.408911722471
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
Y
N
N
N
N
Mirion Technologies, Inc.
549300EBD5JHM14L3R48
Mirion Technologies, Inc. 2021 Term Loan
60470HAB3
696500.00000000
PA
USD
667769.38000000
0.055988376595
Long
LON
CORP
US
N
2
2028-10-20
Floating
5.62700000
N
N
N
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
72812NAD8
2454314.12000000
PA
USD
2374548.91000000
0.199091396821
Long
LON
CORP
NL
N
2
2024-04-29
Floating
5.87000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1371000.00000000
PA
USD
1187231.16000000
0.099542068389
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
P&L DEV LLC/PLD FIN CORP
N/A
P&L Development LLC / PLD Finance Corp
69306RAA4
306000.00000000
PA
USD
230050.80000000
0.019288351955
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAH5
686000.00000000
PA
USD
625759.58000000
0.052466111913
Long
DBT
CORP
SG
N
2
2032-10-07
Fixed
3.86300000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
546000.00000000
PA
USD
396138.23000000
0.033213766712
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3Z6
1335.07000000
PA
USD
1344.32000000
0.000112713006
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACRV5
977255.12000000
PA
USD
153617.76000000
0.012879909226
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
3.06600000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
1439625.00000000
PA
USD
1186744.79000000
0.099501289241
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
565000.00000000
PA
USD
437117.02000000
0.036649587515
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Paprec Holding SA
969500ASAFSVN9KVC873
Paprec Holding SA
000000000
200000.00000000
PA
175911.74000000
0.014749123038
Long
DBT
CORP
FR
Y
2
2025-03-31
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HEA7
66679.09000000
PA
USD
66959.50000000
0.005614144366
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
1040000.00000000
PA
USD
822873.28000000
0.068992889568
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
6490015.03000000
PA
USD
5827494.83000000
0.488599784484
Long
LON
CORP
US
N
2
2025-04-30
Floating
6.56000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15138AAA8
232000.00000000
PA
USD
212541.00000000
0.017820262363
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3941.41000000
-0.00033046311
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
183380.10000000
USD
182752.00000000
EUR
2022-10-31
-3941.41000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11891.83000000
0.000997057182
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
589211.12000000
EUR
592875.58000000
USD
2022-12-21
11891.83000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
365000.00000000
PA
USD
256635.15000000
0.021517287039
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
419762.44000000
PA
USD
383970.81000000
0.032193602995
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
6.66000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Audacy Capital Corp
29365DAB5
1627000.00000000
PA
USD
395047.30000000
0.033122298907
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
802000.00000000
PA
USD
591787.16000000
0.049617732365
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
771000.00000000
PA
USD
589398.66000000
0.049417471255
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
951000.00000000
PA
USD
739611.72000000
0.062011917219
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
330000.00000000
PA
USD
155925.00000000
0.013073357183
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.37500000
N
Y
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 EUR Term Loan B
000000000
309368.64000000
PA
272371.66000000
0.022836697115
Long
LON
CORP
US
N
2
2028-10-04
Floating
5.19300000
N
N
N
N
N
N
Pediatric Associates Holding Company, LLC
N/A
Pediatric Associates Holding Company, LLC 2021 Term Loan B
70533DAF7
476437.50000000
PA
USD
458571.09000000
0.038448380012
Long
LON
CORP
US
N
2
2028-12-29
Floating
5.07600000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
490000.00000000
PA
USD
450128.70000000
0.037740537267
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZC0
479000.00000000
PA
USD
476725.51000000
0.039970517047
Long
DBT
CORP
US
N
2
2023-02-15
Floating
4.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UKD7
20497.30000000
PA
USD
20628.14000000
0.001729543320
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
6.75000000
N
N
N
N
N
N
CPM Holdings, Inc.
549300FBUISJCXV8IB65
CPM Holdings, Inc. 2018 1st Lien Term Loan
12654NAC7
312810.83000000
PA
USD
303035.49000000
0.025407671636
Long
LON
CORP
US
N
2
2025-11-17
Floating
6.06400000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
000000000
350000.00000000
PA
USD
329212.42000000
0.027602447046
Long
DBT
CORP
XX
Y
2
2026-07-31
Fixed
7.12500000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
00185PAA9
1510000.00000000
PA
USD
1253053.72000000
0.105060887293
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
217000.00000000
PA
USD
167472.01000000
0.014041503318
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
839000.00000000
PA
USD
571442.90000000
0.047911990646
Long
DBT
NUSS
AM
Y
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AK4
1896000.00000000
PA
USD
1657796.05000000
0.138996055145
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1629000.00000000
PA
USD
305147.54000000
0.025584754106
Long
DBT
NUSS
UA
Y
2
2031-05-21
Fixed
6.87600000
N
Y
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
526000.00000000
PA
USD
459633.11000000
0.038537423891
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
SOPHIA, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2021 Term Loan B
83578BAN3
393030.00000000
PA
USD
378782.66000000
0.031758608362
Long
LON
CORP
US
N
2
2027-10-07
Floating
7.17400000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1511000.00000000
PA
USD
1300882.64000000
0.109071049582
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2018 Incremental Term Loan
48244EAJ3
2230626.76000000
PA
USD
2114214.81000000
0.177263975456
Long
LON
CORP
US
N
2
2025-02-21
Floating
6.86500000
N
N
N
N
N
N
Aernnova Aerospace S.A.U
95980020140005473208
Aernnova Aerospace S.A.U EUR Delayed Draw Term Loan
000000000
204081.60000000
PA
172758.80000000
0.014484768311
Long
LON
CORP
ES
N
2
2027-02-22
Floating
4.10000000
N
N
N
N
N
N
BWAY Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
2497927.40000000
PA
USD
2335562.12000000
0.195822593030
Long
LON
CORP
US
N
2
2024-04-03
Floating
5.81400000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
702000.00000000
PA
USD
649731.48000000
0.054476009050
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJNE9
24328.75000000
PA
USD
24707.22000000
0.002071549219
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
86000.00000000
PA
USD
5339.74000000
0.000447704526
Long
DBT
NUSS
LB
Y
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
Ameriforge Group Inc.
N/A
Ameriforge Group Inc.
000000000
29751.00000000
NS
USD
76162.56000000
0.006385764635
Long
EC
CORP
US
N
3
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
57767XAA8
630000.00000000
PA
USD
527395.67000000
0.044218899924
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Ramsay Generale de Sante S.A.
969500I1EJGUAT223F44
Ramsay Generale de Sante S.A. 2021 EUR Term Loan B2
000000000
500000.00000000
PA
464298.73000000
0.038928607580
Long
LON
CORP
FR
N
2
2027-04-22
Floating
2.92500000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
200000.00000000
PA
156641.80000000
0.013133456477
Long
DBT
CORP
FR
Y
2
2027-06-02
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHP3
3625.44000000
PA
USD
3659.26000000
0.000306806560
Long
ABS-MBS
USGSE
US
N
2
2023-10-17
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3C24
6915428.89000000
PA
USD
498712.38000000
0.041813981564
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
2.91600000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
100000.00000000
PA
93575.07000000
0.007845697056
Long
DBT
CORP
JE
Y
2
2027-08-28
Fixed
4.50000000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc. Term Loan
21870FBA6
3900774.56000000
PA
USD
2958086.07000000
0.248017417166
Long
LON
CORP
US
N
2
2028-06-02
Floating
6.62500000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERT
N/A
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
70715XAA4
2424000.00000000
PA
USD
2610345.00000000
0.218861456189
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
Mariner Wealth Advisors LLC
549300XJJOOU336E5R24
Mariner Wealth Advisors LLC Delayed Draw Term Loan
56846TAB2
61968.03000000
PA
USD
59256.93000000
0.004968331001
Long
LON
CORP
US
N
2
2028-08-18
Floating
7.06500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1862000.00000000
PA
USD
1774858.40000000
0.148811016916
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
BCP MODULAR SERVICES
213800227GGD6UI7PI97
BCP V Modular Services Finance II PLC
000000000
100000.00000000
PA
79036.14000000
0.006626696736
Long
DBT
CORP
GB
Y
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
Pretium PKG Holdings, Inc.
N/A
Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan
74142KAH2
350000.00000000
PA
USD
301875.00000000
0.025310371650
Long
LON
CORP
US
N
2
2029-10-01
Floating
9.91800000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
993000.00000000
PA
USD
1028739.93000000
0.086253548523
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
KKR Apple Bidco, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
48254EAB7
173687.50000000
PA
USD
166305.78000000
0.013943722068
Long
LON
CORP
US
N
2
2028-09-23
Floating
5.86500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
700000.00000000
PA
USD
613413.58000000
0.051430975355
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
CHROME BIDCO SASU
9845000C1FYE89DC8677
Chrome Bidco SASU
000000000
350000.00000000
PA
273298.54000000
0.022914410332
Long
DBT
CORP
FR
Y
2
2028-05-31
Fixed
3.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
1449000.00000000
PA
USD
1227542.09000000
0.102921893217
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
200000.00000000
PA
149877.10000000
0.012566277773
Long
DBT
CORP
NL
Y
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
INEOS Enterprises Holdings US Finco LLC
N/A
INEOS Enterprises Holdings US Finco LLC 2020 USD Term Loan B
000000000
219224.45000000
PA
USD
208537.26000000
0.017484573262
Long
LON
CORP
US
N
2
2026-08-28
Floating
6.57000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-45139.42000000
-0.00378466416
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4141012.24000000
EUR
4042186.15000000
USD
2022-12-30
-45139.42000000
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
2637000.00000000
PA
USD
2218653.14000000
0.186020490394
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
662000.00000000
PA
USD
504642.60000000
0.042311194225
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBF2
1439000.00000000
PA
USD
1297270.60000000
0.108768202129
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
IAP Worldwide Services, Inc.
N/A
IAP Worldwide Services, Inc. Revolver
44928PAB7
172298.17000000
PA
USD
165819.76000000
0.013902972265
Long
LON
CORP
US
N
2
2023-07-18
Fixed
0.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC
466330AJ6
1900000.00000000
PA
USD
1808933.57000000
0.151668011423
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
4.11800000
N
N
N
N
N
N
ACNR HOLDINGS, INC. (MURRAY)
N/A
ACNR HOLDINGS, INC. (MURRAY)
000000000
1803.00000000
NS
USD
1116733.13000000
0.093631239934
Long
EP
CORP
US
N
2
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
2187989.14000000
PA
USD
2120787.24000000
0.177815033497
Long
LON
CORP
US
N
2
2025-02-05
Floating
5.86500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJK2
291622.14000000
PA
USD
296267.55000000
0.024840221279
Long
ABS-MBS
USGSE
US
N
2
2026-06-17
Fixed
7.50000000
N
N
N
N
N
N
Del Monte Foods, Inc.
549300U9K7TD84Q24R17
Del Monte Foods, Inc. 2022 Term Loan
24521TAJ5
450000.00000000
PA
USD
431437.50000000
0.036173394514
Long
LON
CORP
US
N
2
2029-05-16
Floating
7.36800000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
808000.00000000
PA
USD
753565.04000000
0.063181817724
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
American Trailer World Corp.
254900WNYWX3HF6TKT69
American Trailer World Corp. Term Loan B
03028BAB3
890610.87000000
PA
USD
814463.64000000
0.068287792710
Long
LON
CORP
US
N
2
2028-03-03
Floating
6.88400000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
1568000.00000000
PA
USD
1238053.60000000
0.103803219013
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BE6G3
3691514.43000000
PA
USD
3598457.81000000
0.301708669287
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AH7
988000.00000000
PA
USD
845102.87000000
0.070856704672
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.87500000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
1570000.00000000
PA
USD
1519132.00000000
0.127369923003
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
948000.00000000
PA
USD
906923.16000000
0.076039957725
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
LG PARENT HOLDCO(LIBBEYGLASS)
N/A
LG PARENT HOLDCO(LIBBEYGLASS)
000000000
166175.00000000
NS
USD
2298748.63000000
0.192736007146
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T3Q84
12793.01000000
PA
USD
12856.65000000
0.001077951435
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
1000000.00000000
PA
USD
798576.84000000
0.066955781738
Long
DBT
CORP
AU
N
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
1014887.19000000
PA
USD
873754.95000000
0.073259006265
Long
LON
CORP
US
N
2
2028-08-19
Floating
7.70300000
N
N
N
N
N
N
Zekelman Industries, Inc.
549300S5LMRAKDWWI425
Zekelman Industries, Inc. 2020 Term Loan
98931YAC7
1109971.50000000
PA
USD
1063722.32000000
0.089186607876
Long
LON
CORP
US
N
2
2027-01-24
Floating
5.60400000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
324498.00000000
PA
USD
273592.38000000
0.022939047018
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems, Inc. 2021 Term Loan B
84857HAX8
492030.00000000
PA
USD
488186.26000000
0.040931430809
Long
LON
CORP
US
N
2
2025-01-15
Floating
6.86500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325TWD7
1187447.42000000
PA
USD
127688.77000000
0.010705922068
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
3.28200000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
612649.09000000
0.051366877547
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
14978789.77000000
EUR
15319871.79000000
USD
2022-10-31
612649.09000000
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
2905000.00000000
PA
USD
2488077.28000000
0.208610055993
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
BIG RIVER STEEL/BRS FIN
N/A
Big River Steel LLC / BRS Finance Corp
08949LAB6
1147000.00000000
PA
USD
1058325.43000000
0.088734111671
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Telenet International Finance S.a.r.l.
213800UQWC6KB34WEQ10
Telenet International Finance S.a.r.l. 2020 EUR Term Loan AQ
000000000
1750000.00000000
PA
1577880.66000000
0.132295638676
Long
LON
CORP
LU
N
2
2029-04-30
Floating
2.61300000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
610000.00000000
PA
USD
528574.78000000
0.044317761083
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
1166000.00000000
PA
USD
1147119.10000000
0.096178917594
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
1858363.35000000
PA
USD
1810936.52000000
0.151835946525
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAZ2
86000.00000000
PA
USD
63326.96000000
0.005309578113
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
549300JH2XHZ7TIKYR39
Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan
58462QAH4
1265181.62000000
PA
USD
1205876.23000000
0.101105343424
Long
LON
CORP
US
N
2
2028-11-01
Floating
6.37700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHL2
16000.78000000
PA
USD
16236.01000000
0.001361290094
Long
ABS-MBS
USGSE
US
N
2
2024-05-17
Fixed
7.00000000
N
N
N
N
N
N
KLEOPATRA FINCO SARL
222100M6T1N8VIC8M726
Kleopatra Finco Sarl
000000000
350000.00000000
PA
277402.40000000
0.023258493882
Long
DBT
CORP
LU
Y
2
2026-03-01
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
480000.00000000
PA
USD
465151.20000000
0.039000081973
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
NOMAD FOODS BONDCO PLC
213800BPK5X4TY4RZ619
Nomad Foods Bondco PLC
000000000
336000.00000000
PA
255824.12000000
0.021449287136
Long
DBT
CORP
GB
Y
2
2028-06-24
Fixed
2.50000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
2082000.00000000
PA
USD
1529874.42000000
0.128270609190
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688CAA5
2000000.00000000
PA
USD
1702928.00000000
0.142780093001
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
8.59000000
N
N
N
N
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14308FAA4
1750000.00000000
PA
USD
1385422.50000000
0.116159199564
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
8.78200000
N
N
N
N
N
N
Ceridian HCM Holding Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc. 2018 Term Loan B
15677GAF1
1488000.00000000
PA
USD
1413600.00000000
0.118521710528
Long
LON
CORP
US
N
2
2025-04-30
Floating
5.61500000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AN7
488000.00000000
PA
USD
382375.61000000
0.032059855235
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
200000.00000000
PA
148792.38000000
0.012475330638
Long
DBT
CORP
GB
Y
2
2031-01-31
Fixed
3.25000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
1751000.00000000
PA
USD
1531967.41000000
0.128446093595
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
1122000.00000000
PA
USD
1036883.92000000
0.086936372253
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617W1W71
14948961.15000000
PA
USD
14686320.61000000
1.231358121155
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
5.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
520000.00000000
PA
USD
428527.83000000
0.035929436488
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
513000.00000000
PA
USD
496950.80000000
0.041666283859
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
404000.00000000
PA
USD
265947.14000000
0.022298040423
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
1010000.00000000
PA
USD
956031.27000000
0.080157372268
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJN6
16820.47000000
PA
USD
16961.33000000
0.001422103738
Long
ABS-MBS
USGSE
US
N
2
2027-10-17
Fixed
7.00000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
1532000.00000000
PA
USD
1267898.52000000
0.106305532941
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630RAG4
2000000.00000000
PA
USD
1587664.00000000
0.133115911873
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
9.02800000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
282000.00000000
PA
USD
219830.82000000
0.018431469166
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
1610000.00000000
PA
USD
1561910.57000000
0.130956644346
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
925000.00000000
PA
USD
776213.75000000
0.065080773475
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Oravel Stays Singapore Pte. Ltd.
N/A
Oravel Stays Singapore Pte. Ltd. Term Loan B
000000000
543125.00000000
PA
USD
480665.63000000
0.040300872000
Long
LON
CORP
SG
N
2
2026-06-23
Floating
11.86000000
N
N
N
N
N
N
PATAGONIA BIDCO LIMITED
25490031HIDV5RXSA288
Patagonia Bidco Limited 2021 GBP Term Loan B
000000000
846153.85000000
PA
819590.61000000
0.068717657774
Long
LON
CORP
GB
N
2
2029-03-05
Floating
6.94000000
N
N
N
N
N
N
AEA International Holdings (Lux) S.a.r.l.
N/A
AEA International Holdings (Lux) S.a.r.l. Term Loan B
000000000
1066937.50000000
PA
USD
1042931.41000000
0.087443417287
Long
LON
CORP
LU
N
2
2028-09-07
Floating
7.43800000
N
N
N
N
N
N
ROSSINI SARL
549300EC5JCCW6F83R11
Rossini Sarl
000000000
300000.00000000
PA
280416.83000000
0.023511235393
Long
DBT
CORP
LU
Y
2
2025-10-30
Floating
4.14200000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc. 2021 USD 1st Lien Term Loan
50168EAN2
719562.50000000
PA
USD
652823.08000000
0.054735220793
Long
LON
CORP
US
N
2
2028-10-29
Floating
8.11500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners Clo XXII Ltd
08186WAE8
2000000.00000000
PA
USD
1647404.00000000
0.138124745339
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
9.40700000
N
N
N
N
N
N
AI Alpine AT Bidco GmbH
549300KQQI7KQCL6ZI60
AI Alpine AT Bidco GmbH 2018 EUR Term Loan B
000000000
750000.00000000
PA
684197.23000000
0.057365751300
Long
LON
CORP
AT
N
2
2025-10-31
Floating
3.25000000
N
N
N
N
N
N
team.blue Finco SARL
549300DR8PIYMOZ4YU85
team.blue Finco SARL EUR Delayed Draw Term Loan
000000000
54054.05000000
PA
48693.50000000
0.004082652031
Long
LON
CORP
LU
N
2
2028-03-27
Floating
4.94300000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
1022000.00000000
PA
636373.68000000
0.053356039253
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
Seattle Spinco, Inc.
213800AAQDP1DDU8BK05
Seattle Spinco, Inc. USD Term Loan B3
81271EAB7
1995485.17000000
PA
USD
1956822.64000000
0.164067605046
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.86500000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
50522.00000000
NS
USD
355169.66000000
0.029778802794
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1290000.00000000
PA
USD
1106625.48000000
0.092783775328
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
200000.00000000
PA
189639.69000000
0.015900127647
Long
DBT
CORP
IT
Y
2
2024-10-31
Fixed
1.75000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300I1RRC5M591MY93
American National Group Inc
02772AAA7
1085000.00000000
PA
USD
1012888.25000000
0.084924482147
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
Citgo Petroleum Corporation
YX52P86PXMLYDOTUQ225
Citgo Petroleum Corporation 2019 Term Loan B
17302UAM4
2243259.50000000
PA
USD
2243959.40000000
0.188142265452
Long
LON
CORP
US
N
2
2024-03-28
Floating
9.36500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
556000.00000000
PA
USD
426179.53000000
0.035732545902
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
600000.00000000
PA
USD
482241.00000000
0.040432957135
Long
DBT
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
556000.00000000
PA
USD
448918.14000000
0.037639039219
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030AK0
854000.00000000
PA
USD
698571.31000000
0.058570929957
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1853.98000000
-0.00015544487
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
43847.40000000
USD
37588.00000000
GBP
2022-10-31
-1853.98000000
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CB4
850000.00000000
PA
USD
752178.99000000
0.063065605912
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6Q4
34746.34000000
PA
USD
36251.93000000
0.003039502513
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
9.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
740000.00000000
PA
USD
626319.10000000
0.052513024242
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 USD Term Loan B
000000000
822937.50000000
PA
USD
757102.50000000
0.063478412100
Long
LON
CORP
US
N
2
2028-10-04
Floating
7.42400000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
685000.00000000
PA
USD
640211.28000000
0.053677798532
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 2nd Lien Term Loan
04629UAL0
329609.72000000
PA
USD
301592.89000000
0.025286718453
Long
LON
CORP
US
N
2
2029-10-25
Floating
11.99000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
1000000.00000000
PA
USD
933010.91000000
0.078227255938
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
648000.00000000
PA
USD
573846.13000000
0.048113486776
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392PAB1
396344.54000000
PA
USD
409234.46000000
0.034311805465
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
150000.00000000
PA
125707.01000000
0.010539763618
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
TELECOM ITALIA FIN SA
549300O482B6CBF38D50
Telecom Italia Finance SA
000000000
130000.00000000
PA
132133.29000000
0.011078567875
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
1196000.00000000
PA
USD
872357.41000000
0.073141831087
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
1248000.00000000
PA
USD
1066029.12000000
0.089380018941
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
884000.00000000
PA
USD
734904.56000000
0.061617250655
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Conair Holdings, LLC
549300804G00T34FLV17
Conair Holdings, LLC Term Loan B
20600RAB8
1538375.00000000
PA
USD
1298003.91000000
0.108829685685
Long
LON
CORP
US
N
2
2028-05-17
Floating
7.42400000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-519.58000000
-0.00004356360
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10152.10000000
USD
8622.00000000
GBP
2022-10-31
-519.58000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XN7
2440310.60000000
PA
USD
1897672.64000000
0.159108239470
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
Y
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC22
000000000
-4.00000000
NC
USD
42714.68000000
0.003581364557
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USZ2 COMDTY
2022-12-20
-548339.68000000
USD
42714.68000000
N
N
N
Chassix Inc.
2549001WCU4UIV6EH563
Chassix Inc. 2017 1st Lien Term Loan
16169TAD1
1432499.99000000
PA
USD
1317899.99000000
0.110497850254
Long
LON
CORP
US
N
2
2023-11-15
Floating
8.18800000
N
N
N
N
N
N
IAP Worldwide Services LLC
N/A
IAP WORLDWIDE SERVICES
000000000
30.60500000
NS
USD
129598.71000000
0.010866058850
Long
EC
CORP
US
N
3
N
N
N
Pregis TopCo Corporation
549300LJXHJYHS1GM034
Pregis TopCo Corporation 1st Lien Term Loan
74045BAC1
632125.00000000
PA
USD
603152.81000000
0.050570672574
Long
LON
CORP
US
N
2
2026-07-31
Floating
6.80600000
N
N
N
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
1121000.00000000
PA
USD
918625.87000000
0.077021158353
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
200000.00000000
PA
177440.42000000
0.014877293502
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
3.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
529000.00000000
PA
USD
405498.36000000
0.033998556341
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
Venator Materials Corporation
2221000BJZTBBAJL7429
Venator Materials Corporation Term Loan B
92260UAB1
403750.00000000
PA
USD
351262.50000000
0.029451211335
Long
LON
CORP
LU
N
2
2024-08-08
Floating
6.11500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359G6Y7
55948.13000000
PA
USD
56671.37000000
0.004751547616
Long
ABS-MBS
USGSE
US
N
2
2024-02-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4J1
13355.37000000
PA
USD
13543.65000000
0.001135552182
Long
ABS-MBS
USGSE
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
150000.00000000
PA
USD
122460.98000000
0.010267603864
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
VERALLIA SA
5299007YZU978DE0ZY32
Verallia SA
000000000
100000.00000000
PA
67290.24000000
0.005641874891
Long
DBT
CORP
FR
Y
2
2031-11-10
Fixed
1.87500000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-2 Ltd
13887VAE2
1000000.00000000
PA
USD
843951.00000000
0.070760127420
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
9.26200000
N
N
N
N
N
N
Advisor Group, Inc.
549300XL60BDV6UW5C86
Advisor Group, Inc. 2021 Term Loan
00775KAE8
1142687.50000000
PA
USD
1087838.50000000
0.091208602008
Long
LON
CORP
US
N
2
2026-07-31
Floating
7.61500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
300000.00000000
PA
USD
244904.40000000
0.020533735430
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AVNB1
709163.00000000
PA
USD
708352.75000000
0.059391043850
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Fixed
3.00000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
96792.20000000
0.008115433722
Long
DBT
CORP
SE
Y
2
2025-04-15
Floating
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
749000.00000000
PA
USD
669783.45000000
0.056157244041
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297PLR0
4070.29000000
PA
USD
4254.40000000
0.000356705408
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
452000.00000000
PA
USD
251970.56000000
0.021126189709
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-67000.65000000
-0.00561759454
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4141012.24000000
EUR
4020324.92000000
USD
2022-12-30
-67000.65000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
323000.00000000
PA
USD
283571.39000000
0.023775725947
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBQ2
710000.00000000
PA
USD
464792.36000000
0.038969995435
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Bracket Intermediate Holding Corp
54930011OZELK2VOFB56
Bracket Intermediate Holding Corp 2018 1st Lien Term Loan B
10378RAF0
912000.00000000
PA
USD
865260.00000000
0.072546756686
Long
LON
CORP
US
N
2
2025-09-05
Floating
6.54300000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
1607000.00000000
PA
USD
1495466.17000000
0.125385687963
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
81000.00000000
PA
USD
42887.94000000
0.003595891348
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHE8
3286.79000000
PA
USD
3382.55000000
0.000283606120
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
254900EHNKMJ1OSEZL85
Autokiniton US Holdings, Inc. 2021 Term Loan B
05278HAB2
519750.00000000
PA
USD
480119.06000000
0.040255045450
Long
LON
CORP
US
N
2
2028-04-06
Floating
7.18500000
N
N
N
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2019 EUR Term Loan B
000000000
1080681.82000000
PA
755506.90000000
0.063344630803
Long
LON
CORP
GB
N
2
2026-07-03
Floating
4.75000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
1383000.00000000
PA
USD
1255625.70000000
0.105276532079
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASS96
596303.91000000
PA
USD
31888.66000000
0.002673669022
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Floating
3.28200000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
601000.00000000
PA
USD
335957.20000000
0.028167955580
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
934500.00000000
PA
USD
856875.76000000
0.071843789463
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3742.48000000
0.000313784048
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
144638.54000000
EUR
145758.71000000
USD
2022-10-31
3742.48000000
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
356000.00000000
PA
322720.03000000
0.027058099870
Long
DBT
CORP
IT
Y
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Navicure, Inc.
549300BIRBTAWWHCSZ09
Navicure, Inc. 2019 Term Loan B
63939WAG8
1662424.26000000
PA
USD
1598005.32000000
0.133982968279
Long
LON
CORP
US
N
2
2026-10-22
Floating
7.11500000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
300440.24000000
0.025190075803
Long
DBT
CORP
FR
Y
2
2026-12-15
Fixed
2.87500000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09629XAE9
1000000.00000000
PA
USD
849048.00000000
0.071187479683
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
9.55000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
1242000.00000000
PA
USD
971877.42000000
0.081485974987
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
599000.00000000
PA
USD
468483.20000000
0.039279449786
Long
DBT
NUSS
DO
Y
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
000000000
500000.00000000
PA
USD
255530.00000000
0.021424626974
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
25810.72000000
0.002164070942
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
543641.00000000
EUR
559595.45000000
USD
2022-10-31
25810.72000000
N
N
N
Aptean, Inc.
549300D5LUPGZUDZXC96
Aptean, Inc. 2019 2nd Lien Term Loan
000000000
1450000.00000000
PA
USD
1392000.00000000
0.116710682693
Long
LON
CORP
US
N
2
2027-04-23
Floating
10.07000000
N
N
N
N
N
N
Nine Point Energy Holdings Inc
N/A
NINE POINT ENERGY HLDGS (PREF)
000000000
555.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
517000.00000000
PA
USD
431483.03000000
0.036177211926
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394FAX3
612658.79000000
PA
USD
715765.28000000
0.060012539135
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
11.86400000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
796000.00000000
PA
USD
736471.14000000
0.061748598802
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
1116000.00000000
PA
USD
959559.12000000
0.080453160905
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1B20
2128003.80000000
PA
USD
87342.85000000
0.007323163543
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
2683000.00000000
PA
USD
2124560.38000000
0.178131388199
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283H6C4
448166.56000000
PA
USD
471239.92000000
0.039510583890
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
57906HAD9
2800000.00000000
PA
USD
2564332.40000000
0.215003581219
Long
LON
CORP
US
N
2
2029-03-01
Floating
6.36200000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2021 Term Loan B3
36740UAT9
3949484.85000000
PA
USD
3806667.53000000
0.319165780325
Long
LON
CORP
US
N
2
2027-03-31
Floating
5.61500000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
2171085.53000000
PA
USD
1824486.92000000
0.152972064654
Long
LON
CORP
US
N
2
2027-03-09
Floating
6.11500000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAD8
901000.00000000
PA
USD
731807.54000000
0.061357584478
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA20
1823456.33000000
PA
USD
1898930.10000000
0.159213669797
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
32379.58000000
0.002714829660
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
624000.00000000
CAD
484075.92000000
USD
2022-10-31
32379.58000000
N
N
N
Sound Inpatient Physicians
N/A
Sound Inpatient Physicians 2018 1st Lien Term Loan
46322EAB9
480000.03000000
PA
USD
440400.03000000
0.036924847815
Long
LON
CORP
US
N
2
2025-06-27
Floating
5.86500000
N
N
N
N
N
N
Virgin Media SFA Finance Limited
213800HHBSIDEKJOHR77
Virgin Media SFA Finance Limited EUR Term Loan O
000000000
1300000.00000000
PA
1160036.30000000
0.097261945777
Long
LON
CORP
GB
N
2
2029-01-31
Floating
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABAD5
1991144.64000000
PA
USD
302113.99000000
0.025330409500
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
3.06600000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BN0
2056000.00000000
PA
USD
1682065.00000000
0.141030858106
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Dedalus Finance GmbH
391200XH4I9QLL23DB49
Dedalus Finance GmbH 2021 EUR Term Loan B2
000000000
500000.00000000
PA
454498.23000000
0.038106895622
Long
LON
CORP
DE
N
2
2027-07-17
Floating
3.75000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan
69515EAH5
1355736.20000000
PA
USD
1290999.80000000
0.108242433918
Long
LON
CORP
US
N
2
2027-11-30
Floating
7.42400000
N
N
N
N
N
N
Allied Universal Holdco LLC
549300ONXPZT3KQZDR65
Allied Universal Holdco LLC 2021 EUR Term Loan
01957TAK3
990000.00000000
PA
848968.40000000
0.071180805710
Long
LON
CORP
LU
N
2
2028-05-12
Floating
4.43500000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
261000.00000000
PA
USD
197617.08000000
0.016568982987
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
841000.00000000
PA
USD
667287.25000000
0.055947952945
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UJH3
239908.26000000
PA
USD
230683.81000000
0.019341425970
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
6.00000000
N
N
N
N
N
N
MONEYGRAM INTERNATIONAL
5299002DLX0Q04KC4156
MoneyGram International Inc
60935YAA7
1509000.00000000
PA
USD
1481038.23000000
0.124175993475
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.37500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
480000.00000000
PA
USD
472332.00000000
0.039602148116
Long
DBT
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
SITEL Group
549300BCU0GW2NDZ8U96
SITEL Group 2021 EUR Term Loan
000000000
500000.00000000
PA
466442.59000000
0.039108357123
Long
LON
CORP
LU
N
2
2028-08-28
Floating
4.44000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC SERIES A
N/A
DAVID S BRIDAL, LLC SERIES A
000000000
1136.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
2387000.00000000
PA
USD
1802662.40000000
0.151142212190
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
3095736.86000000
PA
USD
2959007.45000000
0.248094669241
Long
LON
CORP
US
N
2
2027-10-01
Floating
7.67400000
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AK3
1650000.00000000
PA
USD
1531893.71000000
0.128439914301
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
364520.00000000
PA
USD
89307.40000000
0.007487879039
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
Alkermes, Inc.
549300YHRMYLL071E243
Alkermes, Inc. 2021 Term Loan B
01642UAH8
1090170.14000000
PA
USD
1052014.19000000
0.088204952814
Long
LON
CORP
US
N
2
2026-03-12
Floating
5.50000000
N
N
N
N
N
N
HEIMSTADEN BOSTAD AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
100000.00000000
PA
71629.41000000
0.006005687745
Long
DBT
CORP
SE
Y
2
2024-11-19
Fixed
3.24800000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
926000.00000000
PA
USD
735510.97000000
0.061668094423
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
600000.00000000
PA
444400.78000000
0.037260286223
Long
DBT
CORP
NL
Y
2
2026-04-20
Fixed
2.49900000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan B
42804VBB6
1038632.70000000
PA
USD
984969.66000000
0.082583679203
Long
LON
CORP
US
N
2
2028-06-30
Floating
6.37000000
N
N
N
N
N
N
Nine Point Energy Holdings Inc
N/A
NINE POINT ENERGY HLDGS (COM)
000000000
29787.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
1328000.00000000
PA
USD
1072280.32000000
0.089904143811
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Skopima Merger Sub Inc.
N/A
Skopima Merger Sub Inc. Term Loan B
36171NAB2
1485000.00000000
PA
USD
1384762.50000000
0.116103862602
Long
LON
CORP
US
N
2
2028-05-12
Floating
7.11500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
500000.00000000
PA
USD
363622.27000000
0.030487502424
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
1087000.00000000
PA
USD
786390.15000000
0.065934002349
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
Icebox Holdco III, Inc.
254900DLB65AKI8CQ466
Icebox Holdco III, Inc. 2021 1st Lien Term Loan
45114NAB3
700764.29000000
PA
USD
663974.16000000
0.055670170620
Long
LON
CORP
US
N
2
2028-12-22
Floating
7.42400000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
294496.89000000
PA
USD
291214.43000000
0.024416548085
Long
LON
CORP
US
N
2
2026-09-18
Floating
5.61500000
N
N
N
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc. 2017 Term Loan B
18948TAB9
1900000.00000000
PA
USD
1754650.00000000
0.147116666227
Long
LON
CORP
US
N
2
2024-09-18
Floating
6.42400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LDCD4
263613.90000000
PA
USD
268130.59000000
0.022481109346
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
5.50000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
000000000
494000.00000000
PA
359496.36000000
0.030141570115
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
1055000.00000000
PA
USD
875249.10000000
0.073384281600
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TMWV4
298670.11000000
PA
USD
310241.17000000
0.026011823814
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BFCT6
1628758.04000000
PA
USD
219739.66000000
0.018423825957
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7956.55000000
0.000667108033
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
87316.81000000
GBP
105507.13000000
USD
2022-10-31
7956.55000000
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
860000.00000000
PA
USD
585289.24000000
0.049072921532
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
1302285.61000000
PA
USD
1260775.26000000
0.105708291176
Long
LON
CORP
LU
N
2
2028-05-05
Floating
6.61500000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. 2021 Term Loan B3
82925BAF2
407464.15000000
PA
USD
384671.42000000
0.032252344856
Long
LON
CORP
US
N
2
2028-04-01
Floating
6.12000000
N
N
N
N
N
N
AI Sirona (Luxembourg) Acquisition S.a.r.l.
549300MQC452SFMN5167
AI Sirona (Luxembourg) Acquisition S.a.r.l. 2021 EUR Term Loan B1
000000000
1000000.00000000
PA
897562.22000000
0.075255100183
Long
LON
CORP
LU
N
2
2025-09-29
Floating
3.93500000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
907000.00000000
PA
USD
746416.33000000
0.062582442132
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
1073000.00000000
PA
USD
947652.14000000
0.079454833488
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
634000.00000000
PA
USD
539663.97000000
0.045247521813
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
681000.00000000
PA
USD
174417.74000000
0.014623860279
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
Y
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B3
04649VAZ3
1350000.00000000
PA
USD
1033874.55000000
0.086684054992
Long
LON
CORP
US
N
2
2028-01-31
Floating
8.36500000
N
N
N
N
N
N
IVC Acquisition Ltd
5493000Y4FS5LU4IPV32
IVC Acquisition Ltd 2021 GBP Term Loan B3
000000000
1000000.00000000
PA
1014664.77000000
0.085073432479
Long
LON
CORP
GB
N
2
2026-02-13
Floating
6.30900000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc. 2021 USD Term Loan
88516DAD5
762531.46000000
PA
USD
753952.98000000
0.063214344119
Long
LON
CORP
US
N
2
2026-02-01
Floating
6.12500000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
425000.00000000
PA
USD
344556.00000000
0.028888912346
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
2206866.09000000
PA
USD
2153532.76000000
0.180560544987
Long
LON
CORP
US
N
2
2025-08-27
Floating
7.11500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5S0
8872.37000000
PA
USD
8063.54000000
0.000676078490
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
INEOS Enterprises Holdings II Limited
213800M8Z1KMM5H1JM42
INEOS Enterprises Holdings II Limited 2020 EUR Term Loan B
000000000
200000.00000000
PA
181211.26000000
0.015193455363
Long
LON
CORP
GB
N
2
2026-08-31
Floating
3.25000000
N
N
N
N
N
N
Ameriforge Group, Inc.
549300T5I2LOKUMVKN83
Ameriforge Group, Inc. Exit Term Loan
03074EAN4
833582.40000000
PA
USD
413665.27000000
0.034683301773
Long
LON
CORP
US
N
2
2023-12-31
Floating
11.67400000
N
N
Y
N
N
N
LGC Group Holdings Ltd
N/A
LGC Group Holdings Ltd EUR Term Loan B
000000000
1000000.00000000
PA
894295.72000000
0.074981224145
Long
LON
CORP
LU
N
2
2027-04-21
Floating
3.68500000
N
N
N
N
N
N
Boels Topholding BV
724500V913SEHSEW2O75
Boels Topholding BV 2021 EUR Term Loan B
000000000
1000000.00000000
PA
904096.22000000
0.075802936104
Long
LON
CORP
NL
N
2
2027-02-06
Floating
3.57100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
599000.00000000
PA
USD
547771.23000000
0.045927265957
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
5391023.85000000
PA
USD
5177253.58000000
0.434081034338
Long
LON
CORP
US
N
2
2025-12-09
Floating
5.92400000
N
N
N
N
N
N
Regatta IX Funding Ltd
254900JVS76S6N8G1I74
Regatta IX Funding Ltd
75887WAA7
450000.00000000
PA
USD
362371.50000000
0.030382633012
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
8.74000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
1874000.00000000
PA
USD
1737051.83000000
0.145641167351
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEL3
46003318.15000000
PA
USD
44829278.97000000
3.758660742273
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASP99
230261.30000000
PA
USD
2760.72000000
0.000231469479
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
385000.00000000
PA
USD
351093.02000000
0.029437001474
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
200000.00000000
PA
169159.33000000
0.014182974776
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1674000.00000000
PA
USD
1462406.40000000
0.122613828533
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
756000.00000000
PA
USD
573614.46000000
0.048094062664
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L USD Term Loan B
00135BAC7
729136.52000000
PA
USD
706655.05000000
0.059248702093
Long
LON
CORP
LU
N
2
2027-01-18
Floating
5.05200000
N
N
N
N
N
N
Werner FinCo LP
N/A
Werner FinCo LP 2017 Term Loan
95075EAC3
998154.82000000
PA
USD
898339.34000000
0.075320256940
Long
LON
CORP
US
N
2
2024-07-24
Floating
7.67400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B66P1
2262968.55000000
PA
USD
1989691.00000000
0.166823415918
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Fixed
4.00000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
486000.00000000
PA
326570.93000000
0.027380974273
Long
DBT
NUSS
BJ
Y
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
GEE Holdings 2 LLC
N/A
GEE Holdings 2 LLC 2021 2nd Lien Takeback Term Loan
000000000
701457.55000000
PA
USD
536615.03000000
0.044991886849
Long
LON
CORP
US
N
2
2026-03-23
Floating
6.75000000
N
N
Y
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
156000.00000000
PA
USD
9414.60000000
0.000789356604
Long
DBT
NUSS
LB
N
2
2033-05-17
None
0.00000000
Y
N
N
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc. 2021 Term Loan B
68404YAB0
421812.50000000
PA
USD
414035.12000000
0.034714311432
Long
LON
CORP
US
N
2
2028-10-27
Floating
5.86500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
287000.00000000
PA
USD
17851.40000000
0.001496730661
Long
DBT
NUSS
LB
Y
2
2025-06-12
None
0.00000000
Y
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
1758000.00000000
PA
USD
1583861.31000000
0.132797079584
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Skillsoft Corp
N/A
Skillsoft Corp
83066P200
143062.00000000
NS
USD
261803.46000000
0.021950618209
Long
EC
CORP
US
N
1
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
2408000.00000000
PA
USD
2339829.52000000
0.196180388409
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAC9
1470000.00000000
PA
USD
1207736.62000000
0.101261325742
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC USD Term Loan B
73108RAB4
2822554.52000000
PA
USD
2611921.39000000
0.218993626845
Long
LON
CORP
US
N
2
2028-06-02
Floating
7.67400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817FAE3
3500000.00000000
PA
USD
3005047.50000000
0.251954845726
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
8.66200000
N
N
N
N
N
N
Nidda Healthcare Holding AG
549300Q89C4WAO6L0L19
Nidda Healthcare Holding AG 2020 EUR Term Loan E2
000000000
625000.00000000
PA
560466.15000000
0.046991657322
Long
LON
CORP
DE
N
2
2026-08-21
Floating
3.50000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
1116000.00000000
PA
USD
861812.20000000
0.072257679752
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
ALPHA HOLDING, SA
549300R872G37EN6NT94
ALPHA HOLDING, SA
020ESCAA7
200000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
2
2022-12-19
None
0.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
1064000.00000000
PA
USD
880656.84000000
0.073837687510
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
2307000.00000000
PA
USD
1717284.66000000
0.143983811097
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
2966561.16000000
PA
USD
2606334.60000000
0.218525208687
Long
LON
CORP
US
N
2
2024-06-13
Floating
6.87100000
N
N
N
N
N
N
HT TROPLAST AG
529900Y2N2GAY3FXGP86
HT Troplast GmbH
000000000
315000.00000000
PA
274185.30000000
0.022988759732
Long
DBT
CORP
DE
Y
2
2025-07-15
Fixed
9.25000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
600000.00000000
PA
USD
557124.00000000
0.046711438494
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.62500000
N
N
N
N
N
N
VM CONSOLIDATED INC
N/A
VM Consolidated Inc
91835HAA0
1899000.00000000
PA
USD
1636347.34000000
0.137197712051
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
600000.00000000
PA
USD
429416.20000000
0.036003920877
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
1593000.00000000
PA
USD
1398182.15000000
0.117229018143
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
615000.00000000
PA
USD
611875.80000000
0.051302041912
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AK0
1721000.00000000
PA
USD
1474765.09000000
0.123650029070
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
1187000.00000000
PA
USD
1017852.50000000
0.085340704135
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
1111000.00000000
PA
USD
1060871.68000000
0.088947599154
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
221254.10000000
0.018550802485
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6228298.00000000
EUR
6336632.39000000
USD
2022-10-31
221254.10000000
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90470TAD0
620000.00000000
PA
USD
83889.96000000
0.007033659843
Long
DBT
CORP
MX
N
2
2026-02-12
Fixed
7.37500000
N
Y
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1789000.00000000
PA
USD
1455727.19000000
0.122053817643
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
2150500.00000000
PA
USD
2034239.67000000
0.170558549315
Long
LON
CORP
US
N
2
2027-01-29
Floating
5.36500000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2017 2nd Lien Term Loan
50118YAB5
425000.00000000
PA
USD
415437.50000000
0.034831892414
Long
LON
CORP
US
N
2
2025-08-22
Floating
11.36500000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) Term Loan B
90385KAB7
1673250.00000000
PA
USD
1598301.79000000
0.134007825474
Long
LON
CORP
US
N
2
2026-05-04
Floating
6.86500000
N
N
N
N
N
N
EP Purchaser, LLC
549300GGODRVQG1GH476
EP Purchaser, LLC 2021 Term Loan B
26881KAC8
422875.00000000
PA
USD
413800.95000000
0.034694677710
Long
LON
CORP
US
N
2
2028-11-06
Floating
7.17400000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
627000.00000000
PA
USD
525206.55000000
0.044035355607
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
WireCo WorldGroup, Inc.
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup, Inc. 2021 Term Loan
000000000
483611.11000000
PA
USD
468498.26000000
0.039280712475
Long
LON
CORP
US
N
2
2028-11-13
Floating
7.18800000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
94000.00000000
PA
USD
81031.76000000
0.006794017262
Long
DBT
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
ACNR HOLDINGS, INC.(MURRAY)
N/A
ACNR HOLDINGS, INC.(MURRAY)
000000000
3818.00000000
NS
USD
392299.50000000
0.032891912690
Long
EC
CORP
US
N
2
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
2379000.00000000
PA
USD
2448645.23000000
0.205303919876
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
600000.00000000
PA
USD
470472.00000000
0.039446198497
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
000000000
5751000.00000000
PA
USD
4560543.00000000
0.382373625706
Long
DBT
NUSS
SR
Y
2
2026-10-26
Fixed
9.25000000
N
Y
N
N
N
N
Kraton Polymers Holdings B.V.
254900ZHV9AI95Q0FV69
Kraton Polymers Holdings B.V. 2022 EUR Term Loan
23292DAC4
500000.00000000
PA
460623.55000000
0.038620466224
Long
LON
CORP
NL
N
2
2029-03-15
Floating
4.25000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
665000.00000000
PA
USD
518324.28000000
0.043458319378
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
1837000.00000000
PA
USD
1576329.70000000
0.132165600170
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
4493047.90000000
PA
USD
4394762.48000000
0.368473943474
Long
LON
CORP
US
N
2
2024-09-19
Floating
6.67400000
N
N
N
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
978347.51000000
PA
USD
917200.79000000
0.076901674114
Long
LON
CORP
US
N
2
2025-02-12
Floating
6.11500000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
240000.00000000
PA
USD
60000.00000000
0.005030632874
Long
DBT
NUSS
BY
Y
2
2026-02-24
Fixed
5.87500000
N
Y
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
2118000.00000000
PA
USD
1629377.40000000
0.136613325229
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
2698000.00000000
PA
USD
2363157.13000000
0.198136265771
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-13085.28000000
-0.00109712066
N/A
DFE
XX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
246577.87000000
USD
237804.00000000
EUR
2022-10-31
-13085.28000000
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
1007000.00000000
PA
USD
758307.54000000
0.063579447331
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
24489713.75000000
PA
USD
23338005.37000000
1.956748950744
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Aretec Group, Inc.
549300NV2T8A33L0PQ58
Aretec Group, Inc. 2018 Term Loan
04009DAB0
2317695.42000000
PA
USD
2246233.92000000
0.188332970037
Long
LON
CORP
US
N
2
2025-10-01
Floating
7.38400000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
1116562.50000000
PA
USD
1052360.16000000
0.088233960282
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.43800000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 1st Lien Term Loan
04629UAH9
1068633.73000000
PA
USD
900323.92000000
0.075486651830
Long
LON
CORP
US
N
2
2028-10-25
Floating
8.36500000
N
N
N
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2020 Term Loan B
31774BAE4
638112.22000000
PA
USD
633326.38000000
0.053100541794
Long
LON
CORP
US
N
2
2025-06-27
Floating
5.61500000
N
N
N
N
N
N
Granite Holdings US Acquisition Co.
N/A
Granite Holdings US Acquisition Co. 2021 Term Loan B
38740TAE1
1257793.86000000
PA
USD
1221107.79000000
0.102382416532
Long
LON
CORP
US
N
2
2026-09-30
Floating
7.68800000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
179033.00000000
PA
USD
166433.55000000
0.013954434801
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
3032116.95000000
PA
USD
2737116.23000000
0.229490448142
Long
LON
CORP
CA
N
2
2025-03-28
Floating
5.87700000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
15925.16000000
0.001335227223
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
391444.00000000
EUR
400272.24000000
USD
2022-10-31
15925.16000000
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08182JAA9
3000000.00000000
PA
USD
2530665.00000000
0.212180775731
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
9.44000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAL8
1870000.00000000
PA
USD
1757212.82000000
0.147331543002
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.65100000
N
N
N
N
N
N
REPUBLIC OF GEORGIA
2138007T8RLEVDMLQ257
Georgia Government International Bond
000000000
210000.00000000
PA
USD
179572.18000000
0.015056028534
Long
DBT
NUSS
GE
Y
2
2026-04-22
Fixed
2.75000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BD8
414000.00000000
PA
USD
346634.55000000
0.029063186045
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
100000.00000000
PA
72292.61000000
0.006061293007
Long
DBT
CORP
DE
Y
2
2029-07-14
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAJ6
1845000.00000000
PA
USD
1753668.26000000
0.147034353335
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.11800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4A0
13819.85000000
PA
USD
14090.76000000
0.001181424008
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2021 EUR Term Loan B
000000000
979285.64000000
PA
753803.17000000
0.063201783467
Long
LON
CORP
US
N
2
2025-09-01
Floating
5.94300000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
1045000.00000000
PA
USD
988334.88000000
0.082865832309
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
UGI INTERNATIONAL LLC
5493001JFF8MQO00ZQ21
UGI International LLC
000000000
200000.00000000
PA
146679.00000000
0.012298136657
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
CCRR Parent, Inc
N/A
CCRR Parent, Inc Term Loan B
12510MAB5
517496.24000000
PA
USD
509733.80000000
0.042738060193
Long
LON
CORP
US
N
2
2028-03-06
Floating
6.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381BDB2
42644.68000000
PA
USD
43044.75000000
0.003609038907
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-602.40000000
-0.00005050755
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
14559.26000000
GBP
15663.25000000
USD
2022-10-31
-602.40000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
1037000.00000000
PA
USD
851200.71000000
0.071367971245
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp. 2020 Term Loan
62910PAF0
3106907.16000000
PA
USD
2923407.01000000
0.245109790178
Long
LON
CORP
US
N
2
2027-02-15
Floating
6.36500000
N
N
N
N
N
N
Sovos Brands Intermediate, Inc.
549300LNTCFBIDJ7R637
Sovos Brands Intermediate, Inc. 2021 Term Loan
84611UAH1
497379.31000000
PA
USD
475411.56000000
0.039860350379
Long
LON
CORP
US
N
2
2028-06-08
Floating
6.61500000
N
N
N
N
N
N
QUATRIM SAS
9695009HF8DZ2EWJAN45
Quatrim SASU
000000000
150000.00000000
PA
137834.25000000
0.011556558488
Long
DBT
CORP
FR
Y
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Match Group, Inc.
5493003RFFE030RC9167
Match Group, Inc. 2020 Term Loan B
57665VAF4
675000.00000000
PA
USD
648562.28000000
0.054377978784
Long
LON
CORP
US
N
2
2027-02-13
Floating
4.69200000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
2831000.00000000
PA
USD
2445839.68000000
0.205068691674
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
GETLINK SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
415000.00000000
PA
372172.30000000
0.031204370123
Long
DBT
CORP
FR
Y
2
2025-10-30
Fixed
3.50000000
N
N
N
N
N
N
IAP Worldwide Services, Inc.
N/A
IAP Worldwide Services, Inc. New 2nd Lien Term Loan
44920JAM5
218171.30000000
PA
USD
169366.38000000
0.014200334651
Long
LON
CORP
US
N
3
2023-07-18
Floating
10.17400000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
575000.00000000
PA
USD
451380.83000000
0.037845520706
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. 2021 Term Loan B1
48853UBE9
2210625.00000000
PA
USD
2102304.38000000
0.176265358778
Long
LON
CORP
US
N
2
2026-03-24
Floating
6.86500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
995000.00000000
PA
USD
752150.35000000
0.063063204624
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
1906000.00000000
PA
USD
1661831.87000000
0.139334433957
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
000000000
125000.00000000
PA
113418.75000000
0.009509468205
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
NATURA &CO LUX HLD SARL
54930074AZRQQPMINM11
Natura &Co Luxembourg Holdings Sarl
63884WAA6
200000.00000000
PA
USD
164982.00000000
0.013832731215
Long
DBT
CORP
LU
N
2
2029-04-19
Fixed
6.00000000
N
N
N
N
N
N
Fender Musical Instruments Corporation
549300G8G1R16J8L5Q60
Fender Musical Instruments Corporation 2021 Term Loan B
000000000
322714.84000000
PA
USD
275921.19000000
0.023134303487
Long
LON
CORP
US
N
2
2028-12-01
Floating
6.75400000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
7196500.00000000
PA
USD
6562948.93000000
0.550263110705
Long
LON
CORP
US
N
2
2027-03-15
Floating
5.36500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-136.96000000
-0.00001148325
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
3666.20000000
USD
3159.00000000
GBP
2022-10-31
-136.96000000
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2021 Term Loan
86880NAX1
1045577.50000000
PA
USD
995186.94000000
0.083440335614
Long
LON
CORP
US
N
2
2026-08-31
Floating
6.51000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2021 USD Term Loan B
45672JAL4
621875.00000000
PA
USD
587671.88000000
0.049272691317
Long
LON
CORP
US
N
2
2028-11-08
Floating
5.61500000
N
N
N
N
N
N
Vibrant CLO Ltd
5493008IYL3HLPE46G85
Vibrant CLO XI Ltd
92558MAA2
575000.00000000
PA
USD
434655.73000000
0.036443223408
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
9.48000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6325.17000000
-0.00053032680
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
248812.84000000
USD
247373.35000000
EUR
2022-10-07
-6325.17000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
173000.00000000
PA
100669.52000000
0.008440523279
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2017 Term Loan B
389376AX2
208069.23000000
PA
USD
207857.83000000
0.017427607214
Long
LON
CORP
US
N
2
2024-02-07
Floating
5.61300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
1000000.00000000
PA
USD
778285.49000000
0.065254476198
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
233000.00000000
PA
USD
200766.78000000
0.016833066060
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
381834.70000000
PA
USD
93549.50000000
0.007843553168
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359H6F6
89705.42000000
PA
USD
93055.18000000
0.007802107461
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAQ2
569000.00000000
PA
USD
558223.03000000
0.046803585435
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
5.41800000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CA6
875000.00000000
PA
USD
763458.70000000
0.064011340578
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.30000000
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
2252000.00000000
PA
USD
2015348.58000000
0.168974647009
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
2256267.10000000
PA
USD
2123007.45000000
0.178001184520
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.86500000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP 2021 USD Term Loan B
01642PBB1
1403625.00000000
PA
USD
1351690.88000000
0.113331009623
Long
LON
CORP
US
N
2
2028-02-04
Floating
5.86500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
50941.54000000
0.004271136430
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
Y
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
2252249.97000000
PA
USD
2182806.35000000
0.183014956390
Long
LON
CORP
NL
N
2
2026-07-21
Floating
5.89200000
N
N
N
N
N
N
Greenhill & Co., Inc.
529900VEOQHHHSPI9C69
Greenhill & Co., Inc. Term Loan B
39525YAE9
888125.00000000
PA
USD
873692.97000000
0.073253809621
Long
LON
CORP
US
N
2
2024-04-12
Floating
6.32000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
100000.00000000
PA
69633.74000000
0.005838363027
Long
DBT
CORP
NL
Y
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2B7
1000000.00000000
PA
USD
797369.04000000
0.066854515098
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1647000.00000000
PA
USD
1288999.20000000
0.108074695850
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
300000.00000000
PA
274697.07000000
0.023031668515
Long
DBT
CORP
DE
Y
2
2027-07-15
Floating
4.75000000
N
N
N
N
N
N
CARS.COM INC
5493002G6J07LNGX4M98
Cars.com Inc
14575EAA3
1457000.00000000
PA
USD
1244846.23000000
0.104372739476
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4BX0
741951.74000000
PA
USD
769686.93000000
0.064533539554
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AZL4
1367699.96000000
PA
USD
1435833.85000000
0.120385882807
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
410000.00000000
PA
USD
331610.05000000
0.027803473651
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
218000.00000000
PA
USD
177338.95000000
0.014868785863
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
665000.00000000
PA
USD
544126.66000000
0.045621691063
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
939000.00000000
PA
USD
783116.61000000
0.065659536050
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
13000.00000000
PA
USD
828.75000000
0.000069485616
Long
DBT
NUSS
LB
N
2
2023-05-26
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHD0
8605.58000000
PA
USD
8619.62000000
0.000722702395
Long
ABS-MBS
USGSE
US
N
2
2024-09-17
Fixed
7.00000000
N
N
N
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
1988000.00000000
PA
USD
1882536.60000000
0.157839175130
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Term Loan B1
43162TAR1
296477.85000000
PA
USD
284025.78000000
0.023813823768
Long
LON
CORP
US
N
2
2028-07-14
Floating
5.83400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
-67.00000000
NC
USD
341053.35000000
0.028595236575
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYZ2 COMDTY
2022-12-20
-7849240.85000000
USD
341053.35000000
N
N
N
Allegheny Ludlum LLC
KCBRRAMO64UL0JAYG446
Allegheny Ludlum LLC
016900AC6
465000.00000000
PA
USD
459324.68000000
0.038511563922
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.95000000
N
N
N
N
N
N
Lincoln Financing SARL
222100831I4WRVCLV609
Lincoln Financing SARL
000000000
245000.00000000
PA
232764.84000000
0.019515907603
Long
DBT
CORP
LU
Y
2
2024-04-01
Fixed
3.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
16000.00000000
PA
USD
986.40000000
0.000082703604
Long
DBT
NUSS
LB
Y
2
2024-11-04
None
0.00000000
Y
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
2799000.00000000
PA
USD
2430518.90000000
0.203784138016
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
1930000.00000000
PA
USD
1325751.49000000
0.111156150488
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.10000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-51027.84000000
-0.00427837215
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1257745.94000000
USD
1229000.00000000
EUR
2022-10-31
-51027.84000000
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Term Loan C
63689EAT2
58309.04000000
PA
USD
42091.84000000
0.003529143234
Long
LON
CORP
US
N
2
2028-03-02
Floating
7.42400000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp 2022 Term Loan B
44988LAH0
297727.26000000
PA
USD
278933.23000000
0.023386844611
Long
LON
CORP
US
N
2
2027-12-15
Floating
5.69500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
476000.00000000
PA
USD
417147.36000000
0.034975253713
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Monitronics International Inc.
SCAKOG18M6QWWML8YF46
Monitronics International Inc. Takeback Term Loan
60945HAB0
1962349.14000000
PA
USD
1317226.86000000
0.110441412422
Long
LON
CORP
US
N
2
2024-03-29
Floating
10.30600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust 2015-LC22
94989TBF0
1250000.00000000
PA
USD
1162349.88000000
0.097455925304
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.70800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AL5Y3
1067040.48000000
PA
USD
241902.24000000
0.020282022683
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
1075000.00000000
PA
USD
999397.63000000
0.083793376206
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
Delachaux Group SA
969500XJHVZW0HF1ZQ71
Delachaux Group SA USD Term Loan B2
000000000
444125.00000000
PA
USD
406374.38000000
0.034072005257
Long
LON
CORP
FR
N
2
2026-04-16
Floating
7.30600000
N
N
N
N
N
N
PAPREC HOLDING S
969500ASAFSVN9KVC873
Paprec Holding SA
000000000
129000.00000000
PA
97519.05000000
0.008176375647
Long
DBT
CORP
FR
Y
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCX9
66774.75000000
PA
USD
60192.82000000
0.005046799651
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.50000000
N
N
N
N
N
N
Citco Funding LLC
N/A
Citco Funding LLC 2017 Term Loan
17302JAC1
3853079.90000000
PA
USD
3828998.15000000
0.321038066177
Long
LON
CORP
US
N
2
2023-09-28
Floating
6.17400000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBH7
2000000.00000000
PA
USD
1472621.40000000
0.123470293780
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.82300000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1316000.00000000
PA
USD
924851.90000000
0.077543172873
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
102163.70000000
0.008565801130
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
Y
N
N
N
N
Icebox Holdco III, Inc.
254900DLB65AKI8CQ466
Icebox Holdco III, Inc. 2021 Delayed Draw Term Loan
45114NAD9
145714.29000000
PA
USD
138064.29000000
0.011575845934
Long
LON
CORP
US
N
2
2028-12-22
Fixed
3.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
447000.00000000
PA
USD
373868.57000000
0.031346591984
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
750000.00000000
PA
USD
717993.75000000
0.060199382709
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
776000.00000000
PA
USD
711060.44000000
0.059618067089
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
718000.00000000
PA
USD
717274.82000000
0.060139104828
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615TV8
26904.07000000
PA
USD
27045.39000000
0.002267590467
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
1282000.00000000
PA
USD
1070175.14000000
0.089727637349
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1276000.00000000
PA
USD
1059041.72000000
0.088794168205
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3A1
22.10000000
PA
USD
22.57000000
0.000001892356
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
9.00000000
N
N
N
N
N
N
Amer Sports Oyj
7437004VPYN53GU01U11
Amer Sports Oyj EUR Term Loan B
000000000
1550000.00000000
PA
1357042.20000000
0.113779685061
Long
LON
CORP
FI
N
2
2026-03-30
Floating
5.13100000
N
N
N
N
N
N
FHLMC-GNMA
S6XOOCT0IEG5ABCC6L87
FHLMC-GNMA
3133T2HS2
21526.96000000
PA
USD
21775.58000000
0.001825749143
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TMN6
3162.23000000
PA
USD
3178.42000000
0.000266491069
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.40000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2011.76000000
0.000168673766
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
99160.00000000
EUR
99373.98000000
USD
2022-10-31
2011.76000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5A9
17282.85000000
PA
USD
17907.20000000
0.001501409150
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH81
7719.80000000
PA
USD
7714.54000000
0.000646816975
Long
ABS-MBS
USGSE
US
N
2
2025-09-17
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAA2
1100405.00000000
PA
USD
916389.88000000
0.076833684273
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.22500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLD5
30891.04000000
PA
USD
31548.89000000
0.002645181386
Long
ABS-MBS
USGSE
US
N
2
2024-06-17
Fixed
8.00000000
N
N
N
N
N
N
Shearer's Foods, Inc.
549300AQWIJSYS2CIH04
Shearer's Foods, Inc. 2021 Term Loan
82087UAL1
392017.50000000
PA
USD
365654.32000000
0.030657877382
Long
LON
CORP
US
N
2
2027-09-23
Floating
6.61500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
845000.00000000
PA
USD
577139.62000000
0.048389625761
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
566000.00000000
PA
USD
560695.48000000
0.047010885239
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
643000.00000000
PA
USD
508979.51000000
0.042674817592
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
DCP Midstream LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311PAA8
1637000.00000000
PA
USD
1619025.74000000
0.135745401877
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
7.37500000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-4-R Ltd
14314TAA6
1250000.00000000
PA
USD
960010.00000000
0.080490964434
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.16200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CPL0
1719956.94000000
PA
USD
1728399.78000000
0.144915745898
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
28087.00000000
NS
USD
542921.71000000
0.045520663378
Long
EP
CORP
US
N
1
N
N
N
BROWN GROUP HOLDING, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC 2022 Incremental Term Loan B2
11565HAD8
250000.00000000
PA
USD
242734.50000000
0.020351802592
Long
LON
CORP
US
N
2
2029-07-02
Floating
6.78400000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
1396000.00000000
PA
USD
1311960.80000000
0.109999885513
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 EUR Term Loan B
000000000
1373401.54000000
PA
1222338.35000000
0.102485591458
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.93500000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
3078000.00000000
PA
USD
2507862.06000000
0.210268888738
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBM4
1747576.68000000
PA
USD
1582664.77000000
0.132696757027
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
227719.74000000
0.019092906837
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6228299.00000000
EUR
6343099.01000000
USD
2022-10-31
227719.74000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
3500000.00000000
PA
USD
3324428.45000000
0.278732984170
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31363WH81
35025.09000000
PA
USD
35701.11000000
0.002993319627
Long
ABS-MBS
USGSE
US
N
2
2024-12-15
Fixed
8.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
2297100.00000000
PA
USD
2252628.14000000
0.188869086259
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
1459000.00000000
PA
USD
1398838.14000000
0.117284018891
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
FAURECIA
969500F0VMZLK2IULV85
Faurecia SE
000000000
260000.00000000
PA
193817.16000000
0.016250382946
Long
DBT
CORP
FR
Y
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Curia Global, Inc.
CHZJRCSC4ACUSUD2MV11
Curia Global, Inc. 2021 Term Loan
01242HAM0
245640.61000000
PA
USD
228241.15000000
0.019136623875
Long
LON
CORP
US
N
2
2026-08-30
Floating
6.55600000
N
N
N
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
26151AAA7
1119000.00000000
PA
USD
1079717.51000000
0.090527706686
Long
DBT
CORP
GB
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
245000.00000000
PA
USD
196917.48000000
0.016510325808
Long
DBT
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-485.96000000
-0.00004074477
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
43502.00000000
EUR
42168.45000000
USD
2022-10-11
-485.96000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5J0
53124.98000000
PA
USD
54576.87000000
0.004575936607
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
7.98300000
N
N
N
N
N
N
INEOS Styrolution US Holding LLC
N/A
INEOS Styrolution US Holding LLC 2021 USD Term Loan B
000000000
2320625.00000000
PA
USD
2169784.38000000
0.181923143884
Long
LON
CORP
US
N
2
2026-01-29
Floating
5.86500000
N
N
N
N
N
N
Ultra Clean Holdings, Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc 2021 Term Loan B
90385YAD3
645425.64000000
PA
USD
634937.47000000
0.053235621832
Long
LON
CORP
US
N
2
2025-08-27
Floating
6.86500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359KK48
127781.44000000
PA
USD
129779.99000000
0.010881258069
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
7.00000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q
000000000
1150000.00000000
PA
USD
1116321.10000000
0.093596693740
Long
LON
CORP
US
N
2
2029-01-31
Floating
6.06800000
N
N
N
N
N
N
Voya CLO Ltd
254900MS3D9HONB0N824
Voya CLO 2015-3 Ltd
92913DAJ3
3000000.00000000
PA
USD
2349981.00000000
0.197031527892
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
8.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387VQ28
786.54000000
PA
USD
787.86000000
0.000066057240
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
8.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
1990000.00000000
PA
USD
1627292.65000000
0.136438531697
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Badger Buyer Corp.
549300RK8L3MFML49K35
Badger Buyer Corp. 2018 Term Loan B
05651XAC2
381000.00000000
PA
USD
346074.87000000
0.029016260302
Long
LON
CORP
US
N
2
2024-09-30
Floating
6.62800000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL 2021 Term Loan B3
000000000
197000.00000000
PA
USD
183887.29000000
0.015417824105
Long
LON
CORP
LU
N
2
2026-10-01
Floating
7.42400000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations Inc
69336VAB7
1066000.00000000
PA
USD
876429.02000000
0.073483210672
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CGC4
798290.15000000
PA
USD
847085.48000000
0.071022934389
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
7.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
1472000.00000000
PA
USD
1405180.28000000
0.117815768524
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
52662.94000000
0.004415465287
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
N
Y
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2019 Incremental Term Loan
22834KAD3
1499513.66000000
PA
USD
633544.52000000
0.053118831498
Long
LON
CORP
US
N
2
2026-09-30
Floating
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2E4
474.40000000
PA
USD
476.87000000
0.000039982631
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
8.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
683000.00000000
PA
USD
541108.64000000
0.045368648552
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WS49
2470970.10000000
PA
USD
2471078.70000000
0.207184829070
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
5.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
1485000.00000000
PA
USD
1247845.50000000
0.104624209914
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
235000.00000000
PA
240118.96000000
0.020132505566
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.87500000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
2000000.00000000
PA
USD
1396560.00000000
0.117093010791
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVIII Ltd
08186QAE1
4500000.00000000
PA
USD
3841695.00000000
0.322102619360
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
9.26200000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
820000.00000000
PA
USD
778167.20000000
0.065244558305
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
Phoenix Services International, LLC
5493009O25GX6RO6AZ98
Phoenix Services International, LLC Term Loan
71913YAC6
861750.00000000
PA
USD
176227.88000000
0.014775629442
Long
LON
CORP
US
N
2
2025-03-01
Floating
8.25000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
39858.42000000
0.003341884633
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
973543.23000000
EUR
995751.21000000
USD
2022-10-31
39858.42000000
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
1559000.00000000
PA
USD
893447.31000000
0.074910090158
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.87500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
908000.00000000
PA
USD
813209.34000000
0.068182627330
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
B&M EUROPEAN VALUE RET
213800UK7ZRLY2K1X530
B&M European Value Retail SA
000000000
200000.00000000
PA
190204.28000000
0.015947465064
Long
DBT
CORP
LU
Y
2
2025-07-15
Fixed
3.62500000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAB3
1175000.00000000
PA
USD
861968.85000000
0.072270813896
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CNT6
66787.56000000
PA
USD
68416.20000000
0.005736279748
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
7.00000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
623000.00000000
PA
USD
483423.08000000
0.040532067310
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BP3
500000.00000000
PA
USD
352327.83000000
0.029540532737
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
1442000.00000000
PA
USD
1221215.38000000
0.102391437295
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
Zephyr German BidCo GmbH
529900TJ6NYOFABGF758
Zephyr German BidCo GmbH EUR Term Loan B1
000000000
1500000.00000000
PA
1343281.17000000
0.112625906896
Long
LON
CORP
DE
N
2
2028-03-10
Floating
4.21600000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2022 First Out Term Loan
29373UAE1
1031121.21000000
PA
USD
962379.45000000
0.080689628318
Long
LON
CORP
US
N
2
2027-03-31
Floating
10.53100000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC 2021 Term Loan
62871NAM7
1116562.50000000
PA
USD
1064455.88000000
0.089248112393
Long
LON
CORP
US
N
2
2028-11-23
Floating
6.70300000
N
N
N
N
N
N
UPC Broadband Holding B.V.
2138005HEGTBAGASUY97
UPC Broadband Holding B.V. 2021 EUR Term Loan AY
000000000
3000000.00000000
PA
2762271.21000000
0.231599539298
Long
LON
CORP
NL
N
2
2029-01-31
Floating
3.36300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBM0
2000000.00000000
PA
USD
1817007.80000000
0.152344986204
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.56600000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
1482000.00000000
PA
USD
1232097.75000000
0.103303857433
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DJ2
2462000.00000000
PA
USD
2140825.92000000
0.179495154203
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
600000.00000000
PA
USD
283500.00000000
0.023769740333
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.37500000
N
Y
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
1771000.00000000
PA
USD
1319802.33000000
0.110657349823
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
995000.00000000
PA
USD
778318.85000000
0.065257273230
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
2679750.00000000
PA
USD
2344781.25000000
0.196595560671
Long
LON
CORP
PA
N
2
2028-10-18
Floating
6.12700000
N
N
N
N
N
N
OXFORD FIN LLC/CO-ISS II
N/A
Oxford Finance LLC / Oxford Finance Co-Issuer II Inc
69145LAC8
1209000.00000000
PA
USD
1133673.26000000
0.095051566182
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.37500000
N
N
N
N
N
N
Groupe Solmax Inc.
549300UUEKZ3HF9FNI46
Groupe Solmax Inc. Term Loan
000000000
197994.98000000
PA
USD
177329.25000000
0.014867972578
Long
LON
CORP
CA
N
2
2028-05-29
Floating
8.39200000
N
N
N
N
N
N
Nidda Healthcare Holding AG
549300Q89C4WAO6L0L19
Nidda Healthcare Holding AG 2020 EUR Term Loan F
000000000
1000000.00000000
PA
882045.09000000
0.073954083778
Long
LON
CORP
DE
N
2
2026-08-21
Floating
3.50000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1562000.00000000
PA
USD
1192644.40000000
0.099995935441
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
400000.00000000
PA
USD
311509.79000000
0.026118189839
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
2079799.14000000
PA
USD
1977109.06000000
0.165768497235
Long
LON
CORP
US
N
2
2027-04-09
Floating
6.78400000
N
N
N
N
N
N
Kraton Corporation
894500IZY1GHOLAVZL83
Kraton Corporation 2022 USD Term Loan
23292DAB6
448875.00000000
PA
USD
433538.29000000
0.036349532902
Long
LON
CORP
US
N
2
2029-03-15
Floating
6.71800000
N
N
N
N
N
N
VICTORIA PLC
2138002K6ECECHVCQN25
Victoria PLC
000000000
485000.00000000
PA
349508.81000000
0.029304175159
Long
DBT
CORP
GB
Y
2
2026-08-24
Fixed
3.62500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BN0
650000.00000000
PA
USD
497253.00000000
0.041691621480
Long
DBT
CORP
CA
N
2
2049-05-01
Fixed
4.35000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
000000000
100000.00000000
PA
73425.35000000
0.006156266325
Long
DBT
CORP
XX
Y
2
2028-06-01
Fixed
3.62500000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
1536000.00000000
PA
USD
1244144.64000000
0.104313915448
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
75000.00000000
PA
USD
4517.25000000
0.000378743772
Long
DBT
NUSS
LB
N
2
2020-06-19
None
0.00000000
Y
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 EUR Delayed Draw Term Loan
000000000
95723.01000000
PA
84275.63000000
0.007065995913
Long
LON
CORP
US
N
2
2028-10-04
Floating
4.68500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
2521000.00000000
PA
USD
2433823.82000000
0.204061235336
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
593000.00000000
PA
USD
498843.46000000
0.041824971820
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
77904.18000000
0.006531788816
Long
DBT
CORP
NL
Y
2
2027-06-24
Fixed
2.87500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
1029000.00000000
PA
USD
377128.50000000
0.031619917168
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
1118000.00000000
PA
USD
1057454.71000000
0.088661107127
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
238000.00000000
PA
USD
190766.52000000
0.015994605448
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XLX3
5419.20000000
PA
USD
5601.49000000
0.000469650662
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
9.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
1595000.00000000
PA
USD
1351571.10000000
0.113320966802
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
UPC Broadband Holding B.V.
213800DXWIS9KORQ3X94
UPC Broadband Holding B.V. 2020 USD Term Loan AT
000000000
900000.00000000
PA
USD
860625.00000000
0.072158140296
Long
LON
CORP
US
N
2
2028-04-30
Floating
5.06800000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCV5
1200000.00000000
PA
USD
1118707.87000000
0.093796809800
Long
DBT
CORP
US
N
2
2030-07-26
Fixed
5.24700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391WSS1
42237.65000000
PA
USD
42704.46000000
0.003580507672
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
6.00000000
N
N
N
N
N
N
OSCAR ACQUISITIONCO LLC
N/A
Oscar AcquisitionCo LLC / Oscar Finance Inc
687785AB1
672000.00000000
PA
USD
563646.72000000
0.047258328655
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
9.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
5000.00000000
PA
USD
310.10000000
0.000025999987
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
Scientific Games Holdings LP
549300W5GPFXXB6TQ330
Scientific Games Holdings LP 2022 EUR Term Loan B
80875CAC1
1000000.00000000
PA
908996.47000000
0.076213792083
Long
LON
CORP
US
N
2
2029-04-04
Floating
4.00000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
573562.50000000
PA
USD
542630.85000000
0.045496276547
Long
LON
CORP
US
N
2
2029-04-13
Floating
7.30900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJ6V0
622439.85000000
PA
USD
461568.09000000
0.038699660124
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
None
0.00000000
N
N
N
N
N
N
Northstar Group Services, INC.
549300XH4ERCEE5LSB06
Northstar Group Services, INC. 2020 Term Loan B
66707RAC1
219193.48000000
PA
USD
214809.61000000
0.018010471431
Long
LON
CORP
US
N
2
2026-11-12
Floating
8.61500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
1330000.00000000
PA
USD
1118084.45000000
0.093744539848
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14598.79000000
0.001224019215
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
305648.00000000
EUR
314705.36000000
USD
2022-10-31
14598.79000000
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
450000.00000000
PA
USD
350320.43000000
0.029372224530
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.62500000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L EUR Term Loan B
00135BAB9
1000000.00000000
PA
905321.28000000
0.075905649889
Long
LON
CORP
LU
N
2
2027-01-18
Floating
3.50000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
000000000
236000.00000000
PA
199059.46000000
0.016689917724
Long
DBT
CORP
FR
Y
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
ALPHA HOLDING SA
020ESCAC3
765000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
2
2025-02-10
None
0.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
690000.00000000
PA
USD
576836.55000000
0.048364215196
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1S55
177916.75000000
PA
USD
177612.21000000
0.014891697042
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KHW1
273575.20000000
PA
USD
275667.08000000
0.023112997918
Long
ABS-MBS
USGA
US
N
2
2024-08-15
Fixed
6.50000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
ADEVINTA ASA EUR TERM LOAN B
000000000
1800000.00000000
PA
1678090.78000000
0.140697644077
Long
LON
CORP
NO
N
2
2028-06-26
Floating
4.44300000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc. 2020 Incremental Term Loan B
24664GAE1
560625.00000000
PA
USD
555018.75000000
0.046534926163
Long
LON
CORP
US
N
2
2025-03-31
Floating
8.61500000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
1270750.00000000
PA
USD
1162736.25000000
0.097488320064
Long
LON
CORP
PA
N
2
2025-06-30
Floating
5.87700000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
200000.00000000
PA
160036.89000000
0.013418114000
Long
DBT
CORP
SE
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
ECI Macola Max Holding, LLC
549300MZ2LKM75L5EI42
ECI Macola Max Holding, LLC 2020 Term Loan
26825UAK7
1281613.72000000
PA
USD
1218600.62000000
0.102172205668
Long
LON
CORP
US
N
2
2027-11-09
Floating
7.42400000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
2376500.00000000
PA
USD
2305575.73000000
0.193308417708
Long
LON
CORP
US
N
2
2027-01-15
Floating
5.11500000
N
N
N
N
N
N
U.S. Anesthesia Partners, Inc.
549300J001GMNRO7SQ51
U.S. Anesthesia Partners, Inc. 2021 Term Loan
90350HAL3
1512318.76000000
PA
USD
1422051.48000000
0.119230315413
Long
LON
CORP
US
N
2
2028-10-01
Floating
6.81400000
N
N
N
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2021 USD Term Loan B
000000000
2423731.96000000
PA
USD
1931411.41000000
0.161937028895
Long
LON
CORP
US
N
2
2025-09-01
Floating
8.67400000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DN3
255000.00000000
PA
USD
239809.94000000
0.020106596130
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
BANCO DE CHILE
8B4EZFY8IHJC44TT2K84
Banco de Chile
059520AC0
445000.00000000
PA
USD
346149.65000000
0.029022530147
Long
DBT
CORP
CL
N
2
2031-12-09
Fixed
2.99000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
1566000.00000000
PA
USD
1517015.52000000
0.127192469106
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319RAS9
1600000.00000000
PA
USD
1307609.60000000
0.109635064017
Long
ABS-CBDO
CORP
KY
N
2
2030-07-24
Floating
9.78300000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
2549004JK1JYCMYC3T80
Golub Capital Partners CLO 37B Ltd
38175VAA8
3000000.00000000
PA
USD
2704863.00000000
0.226786212156
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
8.46000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-142.67000000
-0.00001196200
N/A
DFE
GB
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
6520.78000000
USD
5709.00000000
GBP
2022-10-31
-142.67000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQX45
2757762.56000000
PA
USD
216452.65000000
0.018148230281
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Floating
3.28200000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP 2021 EUR Term Loan B
01642PBC9
985000.00000000
PA
897774.89000000
0.075272931262
Long
LON
CORP
US
N
2
2028-02-04
Floating
4.44300000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1288000.00000000
PA
USD
698933.20000000
0.058601272219
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
GATWICK AIRPORT FINANCE
213800BDRHDHRGTQ1D63
Gatwick Airport Finance PLC
000000000
300000.00000000
PA
276738.02000000
0.023202789684
Long
DBT
CORP
GB
Y
2
2026-04-07
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359UNJ0
87060.88000000
PA
USD
88787.83000000
0.007444316274
Long
ABS-MBS
USGSE
US
N
2
2028-07-20
Fixed
6.50000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAB5
186000.00000000
PA
USD
142270.26000000
0.011928490784
Long
DBT
CORP
LU
N
2
2043-04-04
Fixed
5.30000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
1382500.00000000
PA
USD
1256346.88000000
0.105336998609
Long
LON
CORP
US
N
2
2027-12-01
Floating
6.83200000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
309000.00000000
PA
USD
223490.01000000
0.018738269857
Long
DBT
NUSS
DO
Y
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJB2
4675.87000000
PA
USD
4736.60000000
0.000397134927
Long
ABS-MBS
USGSE
US
N
2
2028-01-17
Fixed
8.00000000
N
N
N
N
N
N
PHILLIPS PET HOLDING CORP
N/A
PHILLIPS PET HOLDING CORP
000000000
581.90000000
NS
USD
187767.49000000
0.015743155133
Long
EC
CORP
US
N
3
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
230000.00000000
PA
157031.81000000
0.013166156429
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3X1
2919.40000000
PA
USD
2955.93000000
0.000247836643
Long
ABS-MBS
USGSE
US
N
2
2024-09-20
Fixed
8.50000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAD8
1100000.00000000
PA
USD
879059.50000000
0.073703760325
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
Dave & Buster's, Inc.
549300JAVWTAY1FT5Z45
Dave & Busters, Inc. 2022 Term Loan B
23833EAV6
750000.00000000
PA
USD
732990.75000000
0.061456789396
Long
LON
CORP
US
N
2
2029-06-29
Floating
8.18800000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
159101.14000000
0.013339657088
Long
DBT
CORP
NL
Y
2
2029-06-17
Fixed
3.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
200000.00000000
PA
168202.18000000
0.014102723605
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.62500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAH8
1091000.00000000
PA
USD
1089814.03000000
0.091374238110
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
9.00000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
1854000.00000000
PA
USD
1403722.73000000
0.117693561875
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
Numericable Group SA
5493001ZMCICV4N02J21
Numericable Group SA EUR Term Loan B11
67053NAL8
497437.50000000
PA
440590.48000000
0.036940815882
Long
LON
CORP
FR
N
2
2025-07-31
Floating
3.23800000
N
N
N
N
N
N
Rackspace Technology Global, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc. 2021 Term Loan B
75009XAB6
1329750.00000000
PA
USD
954510.51000000
0.080029865847
Long
LON
CORP
US
N
2
2028-02-15
Floating
5.61700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ASLH4
2419481.74000000
PA
USD
2187195.40000000
0.183382951377
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.50000000
N
N
N
N
N
N
Akorn, Inc.
N/A
Akorn, Inc. 2020 Take Back Term Loan
00972HAB2
179899.31000000
PA
USD
173827.71000000
0.014574389874
Long
LON
CORP
US
N
2
2025-10-01
Floating
9.77700000
N
N
N
N
N
N
STANDARD INDUSTRIES INC.
54930064UHXCIUWVI755
Standard Industries Inc. 2021 Term Loan B
85350EAB2
1123131.25000000
PA
USD
1092806.71000000
0.091625156017
Long
LON
CORP
US
N
2
2028-09-22
Floating
6.67500000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AM5
500000.00000000
PA
USD
332172.17000000
0.027850603974
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.12500000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
1100000.00000000
PA
USD
1085289.92000000
0.090994919169
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
406000.00000000
PA
USD
323898.53000000
0.027156909884
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016268AA2
1000000.00000000
PA
USD
794243.00000000
0.066592415771
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.71000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC 2022 First Priority Term Loan
25277BAE8
916738.97000000
PA
USD
878694.30000000
0.073673140540
Long
LON
CORP
US
N
2
2026-05-26
Floating
10.69500000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan B1
000000000
1275000.00000000
PA
1129605.75000000
0.094710530357
Long
LON
CORP
LU
N
2
2027-01-29
Floating
3.00600000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2017 Repriced Term Loan
90351NAE5
3087500.00000000
PA
USD
3012563.29000000
0.252584998730
Long
LON
CORP
US
N
2
2024-05-16
Floating
6.42400000
N
N
N
N
N
N
Digi International Inc.
529900KG656HGROI4N27
Digi International Inc. Term Loan B
000000000
399732.14000000
PA
USD
390738.17000000
0.032761004723
Long
LON
CORP
US
N
2
2028-11-01
Floating
7.80600000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
213000.00000000
PA
USD
146565.30000000
0.012288603607
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
100000.00000000
PA
82792.67000000
0.006941658791
Long
DBT
CORP
DE
Y
2
2026-05-29
Fixed
3.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1040000.00000000
PA
USD
974212.72000000
0.081681775603
Long
DBT
NUSS
BH
Y
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FL3
810000.00000000
PA
USD
637758.76000000
0.053472169736
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
879000.00000000
PA
USD
884564.07000000
0.074165284838
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
799000.00000000
PA
USD
668651.14000000
0.056062306776
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
100000.00000000
PA
92282.50000000
0.007737322971
Long
DBT
CORP
DE
Y
2
2024-02-22
Fixed
2.87500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DD6
1994000.00000000
PA
USD
1943996.98000000
0.162992251932
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.11300000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
338000.00000000
PA
USD
295178.78000000
0.024748934576
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2021 Term Loan
03765VAK6
1521002.17000000
PA
USD
1476006.36000000
0.123754101965
Long
LON
CORP
US
N
2
2026-09-23
Floating
5.30300000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
915750.00000000
PA
USD
886942.34000000
0.074364688226
Long
LON
CORP
US
N
2
2028-08-02
Floating
6.11500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUP2
201952.98000000
PA
USD
208541.51000000
0.017484929599
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
7.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1600000.00000000
PA
USD
1337704.00000000
0.112158295317
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
103016.91000000
0.008637337568
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
N
Y
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
426000.00000000
PA
USD
327398.04000000
0.027450322385
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 EUR Incremental Term Loan
26658NAL3
990000.00000000
PA
887778.38000000
0.074434785064
Long
LON
CORP
US
N
2
2028-05-21
Floating
4.94300000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320XAM6
1100000.00000000
PA
USD
866424.90000000
0.072644426423
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.96000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAY8
7400000.00000000
PA
USD
7183179.26000000
0.602265628839
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
5.28400000
N
N
N
N
N
N
BJ's Wholesale Club, Inc.
549300H2XDOGOSR9L398
BJ's Wholesale Club, Inc. 2017 1st Lien Term Loan
09179FAU6
486702.65000000
PA
USD
486905.61000000
0.040824056142
Long
LON
CORP
US
N
2
2024-02-03
Floating
4.77300000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
734000.00000000
PA
USD
580496.01000000
0.048671038525
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
TERMINIX CO LLC/THE
HZPA4EQ289DXC7NQGK91
Terminix Co LLC/The
817609AB6
3993000.00000000
PA
USD
4530397.91000000
0.379846144360
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1338.07000000
-0.00011218898
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
74865.75000000
EUR
72049.06000000
USD
2022-10-07
-1338.07000000
N
N
N
Guggenheim Partners, LLC
N/A
Guggenheim Partners, LLC 2016 Term Loan
40166KAC5
2629510.65000000
PA
USD
2609789.32000000
0.218814865821
Long
LON
CORP
US
N
2
2023-07-21
Floating
5.86500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
1696000.00000000
PA
USD
1391016.81000000
0.116628248227
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
48750.00000000
0.004087389210
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
300000.00000000
PA
USD
252342.30000000
0.021157357834
Long
DBT
NUSS
UZ
Y
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd
64131CAF8
1500000.00000000
PA
USD
1268437.50000000
0.106350723117
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
8.80000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2021 Term Loan
000000000
1089000.00000000
PA
USD
1047773.73000000
0.087849416190
Long
LON
CORP
US
N
2
2028-09-29
Floating
6.36500000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AM8
864000.00000000
PA
USD
784378.08000000
0.065765302590
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FENW8
1281360.33000000
PA
USD
999904.15000000
0.083835844809
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PKS3
11939.70000000
PA
USD
12627.10000000
0.001058705072
Long
ABS-MBS
USGSE
US
N
2
2031-01-17
Fixed
9.00000000
N
N
N
N
N
N
TK ELEVATOR TOPCO GMBH
254900K869UN2ZWVB351
TK Elevator Topco GmbH EUR Term Loan B
000000000
1000000.00000000
PA
880207.50000000
0.073800013101
Long
LON
CORP
DE
N
2
2027-07-29
Floating
4.25600000
N
N
N
N
N
N
Solis IV BV
549300XOR2688C8LK689
Solis IV BV EUR Term Loan B2
000000000
1000000.00000000
PA
843659.47000000
0.070735684414
Long
LON
CORP
NL
N
2
2029-02-26
Floating
4.46800000
N
N
N
N
N
N
UPC Financing Partnership
213800DXWIS9KORQ3X94
UPC Financing Partnership 2021 USD Term Loan AX
000000000
3025000.00000000
PA
USD
2896437.50000000
0.242848561784
Long
LON
CORP
US
N
2
2029-01-31
Floating
5.74300000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
2472000.00000000
PA
USD
1890128.28000000
0.158475691046
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
National CineMedia LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAH2
1186000.00000000
PA
USD
260232.12000000
0.021818870965
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
451000.00000000
PA
USD
27695.91000000
0.002322132589
Long
DBT
NUSS
LB
Y
2
2031-11-20
None
0.00000000
Y
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
526000.00000000
PA
USD
398740.02000000
0.033431910884
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
348000.00000000
PA
USD
296610.84000000
0.024869004045
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
567000.00000000
PA
USD
35270.41000000
0.002957208067
Long
DBT
NUSS
LB
Y
2
2024-04-22
None
0.00000000
Y
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp
70137WAL2
1501000.00000000
PA
USD
1219217.27000000
0.102223907998
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
Buzz Finco LLC
254900OZZ8FOKG7P0L30
Buzz Finco LLC Term Loan B
000000000
560625.00000000
PA
USD
541003.13000000
0.045359802185
Long
LON
CORP
US
N
2
2027-01-29
Floating
5.86500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE70
562775.58000000
PA
USD
586009.21000000
0.049133286611
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.50000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
136000.00000000
PA
117087.13000000
0.009817039423
Long
DBT
NUSS
MK
Y
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
Focus Financial Partners, LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2020 Term Loan B3
34416DAT5
2930772.04000000
PA
USD
2864829.67000000
0.240198438639
Long
LON
CORP
US
N
2
2024-07-03
Floating
5.11500000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2020 Term Loan B2
76173FAW7
1350937.48000000
PA
USD
1296899.98000000
0.108737127910
Long
LON
CORP
US
N
2
2026-02-05
Floating
6.36500000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc. 2020 Term Loan
45174UAF5
443548.65000000
PA
USD
417490.17000000
0.035003996234
Long
LON
CORP
US
N
2
2026-05-01
Floating
6.11500000
N
N
N
N
N
N
Foundational Education Group Inc
N/A
Foundational Education Group Inc 1st Lien Term Loan
35051BAE9
545875.00000000
PA
USD
513122.50000000
0.043022181954
Long
LON
CORP
US
N
2
2028-08-31
Floating
7.56500000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
1240625.00000000
PA
USD
1094076.17000000
0.091731592470
Long
LON
CORP
US
N
2
2028-09-25
Floating
8.43300000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1455000.00000000
PA
USD
1345803.81000000
0.112837414825
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2021 Incremental Term Loan B1
22834KAJ0
210431.61000000
PA
USD
227003.10000000
0.019032820958
Long
LON
CORP
US
N
2
2025-02-28
Floating
10.07600000
N
N
N
N
N
N
UPC Broadband Holding B.V.
2138005HEGTBAGASUY97
UPC Broadband Holding B.V. 2020 EUR Term Loan AU
000000000
1500000.00000000
PA
1349406.97000000
0.113139517744
Long
LON
CORP
NL
N
2
2029-04-30
Floating
2.86300000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1065000.00000000
PA
USD
1066539.99000000
0.089422852264
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
100000.00000000
PA
78132.53000000
0.006550934566
Long
DBT
CORP
ES
Y
2
2027-09-15
Fixed
1.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-EXCL
12433WAE1
2800000.00000000
PA
USD
2704368.24000000
0.226744729558
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Floating
4.79300000
N
N
N
N
N
N
American Money Management Corporation
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd
00176EAG2
2000000.00000000
PA
USD
1489060.00000000
0.124848569807
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
9.09200000
N
N
N
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
660000.00000000
PA
USD
581516.10000000
0.048756566830
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1584.87000000
0.000132881652
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
55604.74000000
USD
51190.00000000
GBP
2022-10-31
1584.87000000
N
N
N
Brown Group Holding, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC Term Loan B
11565HAB2
222591.98000000
PA
USD
212018.86000000
0.017776484119
Long
LON
CORP
US
N
2
2028-06-07
Floating
5.61500000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.00000000
N
N
N
N
N
N
ANDROMEDA INVESTISSEMENTS
N/A
Andromeda Investissements 2021 EUR Term Loan B3A
000000000
1250000.00000000
PA
1151558.87000000
0.096551165143
Long
LON
CORP
FR
N
2
2026-06-12
Floating
4.00000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation EUR Term Loan B
000000000
1481079.54000000
PA
1349924.90000000
0.113182943005
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.97500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TU46
3583672.41000000
PA
USD
3501653.26000000
0.293592200093
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Floating
3.51400000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc. 2018 Term Loan B
24664GAD3
1350756.66000000
PA
USD
1309389.74000000
0.109784317864
Long
LON
CORP
US
N
2
2025-03-31
Floating
5.36500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBF7
865000.00000000
PA
USD
635762.03000000
0.053304756143
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DUX4
24149795.10000000
PA
USD
3123039.43000000
0.261847747093
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
ARES CLO Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd
04015HAL1
2000000.00000000
PA
USD
1708538.00000000
0.143250457175
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
9.59000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WAL6
3500000.00000000
PA
USD
2653928.90000000
0.222515699525
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
3.05200000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AD5
1816000.00000000
PA
USD
1324363.40000000
0.111039767635
Long
DBT
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688LAA5
1000000.00000000
PA
USD
849315.00000000
0.071209865999
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
8.34000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
512000.00000000
PA
USD
410570.24000000
0.034423802445
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
2374000.00000000
PA
USD
2196970.82000000
0.184202560531
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
City Brewing Company, LLC
N/A
City Brewing Company, LLC Closing Date Term Loan
17776EAB1
644501.57000000
PA
USD
505933.73000000
0.042419447576
Long
LON
CORP
US
N
2
2028-04-05
Floating
6.18500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4S8
4768831.26000000
PA
USD
856563.64000000
0.071817620111
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Fixed
3.50000000
N
N
N
N
N
N
ADLER PELZER HLDG GMBH
984500950ABB2CB7E742
Adler Pelzer Holding GmbH
000000000
100000.00000000
PA
76348.35000000
0.006401341990
Long
DBT
CORP
DE
Y
2
2024-04-01
Fixed
4.12500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
878000.00000000
PA
USD
781850.22000000
0.065553356997
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAZ0
1692000.00000000
PA
USD
1385680.32000000
0.116180816194
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
200000.00000000
PA
124438.92000000
0.010433442030
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22903.05000000
0.001920280604
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1134790.57000000
EUR
1141848.13000000
USD
2022-12-21
22903.05000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFEL4
946509.66000000
PA
USD
909013.40000000
0.076215211559
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
4.08400000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2018 Term Loan B
000000000
1711538.30000000
PA
USD
579783.60000000
0.048611307306
Long
LON
CORP
NL
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
Mariner Wealth Advisors LLC
549300XJJOOU336E5R24
Mariner Wealth Advisors LLC 2022 Incremental Delayed Draw Term Loan
56846TAE6
42749.46000000
PA
USD
40879.17000000
0.003427468274
Long
LON
CORP
US
N
2
2028-08-18
Floating
6.22300000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-746.93000000
-0.00006262551
N/A
DFE
GB
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
34137.89000000
USD
29888.00000000
GBP
2022-10-31
-746.93000000
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
447000.00000000
PA
USD
318773.58000000
0.026727214185
Long
DBT
NUSS
AM
Y
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TSC4
95355.97000000
PA
USD
97485.27000000
0.008173543401
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
820000.00000000
PA
USD
755961.68000000
0.063382761323
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
1752812.50000000
PA
USD
1295203.99000000
0.108594929526
Long
LON
CORP
US
N
2
2028-05-17
Floating
7.92400000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. 2021 First Lien Term Loan B
914908BC1
6854779.26000000
PA
USD
6525749.86000000
0.547144196298
Long
LON
CORP
US
N
2
2026-03-15
Floating
6.36500000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
1167000.00000000
PA
USD
1029048.93000000
0.086279456282
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
N/A
Regata XII Funding LTD
75888LAN2
2000000.00000000
PA
USD
1554322.00000000
0.130320389184
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
8.86200000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
915000.00000000
PA
USD
715568.32000000
0.059996025244
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5C5
10377.62000000
PA
USD
10742.91000000
0.000900727270
Long
ABS-MBS
USGSE
US
N
2
2028-09-20
Fixed
8.15900000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158NAB8
2126000.00000000
PA
USD
2097452.14000000
0.175858528143
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
Murphy Oil USA Inc
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AD0
560000.00000000
PA
USD
536384.80000000
0.044972583472
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
NEINOR HOMES SLU
959800FW4JL65YWSQ217
Neinor Homes SA
000000000
100000.00000000
PA
82569.22000000
0.006922923876
Long
DBT
CORP
ES
Y
2
2026-10-15
Fixed
4.50000000
N
N
N
N
N
N
SurveyMonkey Inc.
549300ZHYZVBTZKNCN97
SurveyMonkey Inc. 2018 Term Loan B
86901UAD4
620666.72000000
PA
USD
602046.72000000
0.050477933695
Long
LON
CORP
US
N
2
2025-10-10
Floating
6.87000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
355000.00000000
PA
USD
198442.87000000
0.016638220426
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Pacific Dental Services,LLC
N/A
Pacific Dental Services,LLC 2021 Term Loan
69417WAB7
493750.00000000
PA
USD
477291.83000000
0.040017999513
Long
LON
CORP
US
N
2
2028-05-05
Floating
6.49300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLC7
62694.15000000
PA
USD
63081.25000000
0.005288976833
Long
ABS-MBS
USGSE
US
N
2
2028-06-17
Fixed
6.50000000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAA2
200000.00000000
PA
USD
11650.00000000
0.000976781216
Long
DBT
CORP
MX
N
2
2022-12-19
None
0.00000000
Y
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
1086000.00000000
PA
USD
864564.60000000
0.072488451651
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1235946.93000000
0.103626587624
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
44777538.55000000
EUR
45120178.07000000
USD
2022-10-04
1235946.93000000
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
2036000.00000000
PA
USD
1669469.10000000
0.139974768963
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-46059.96000000
-0.00386184581
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
4141012.24000000
EUR
4041265.61000000
USD
2022-12-30
-46059.96000000
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
884000.00000000
PA
USD
770622.58000000
0.064611988082
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
1690000.00000000
PA
USD
1469252.20000000
0.123187806976
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
CMG MEDIA CORPORATION
N/A
CMG Media Corp
88146LAA1
3533000.00000000
PA
USD
2703804.90000000
0.226697496946
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
1297000.00000000
PA
USD
1019681.95000000
0.085494092323
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHRT6
273485.11000000
PA
USD
248553.40000000
0.020839681752
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.50000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
1385852.89000000
PA
USD
1340812.67000000
0.112418938275
Long
LON
CORP
US
N
2
2026-12-02
Floating
6.92400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
1210000.00000000
PA
USD
977839.03000000
0.081985819508
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.84600000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
1770250.00000000
PA
USD
1636006.63000000
0.137169145602
Long
LON
CORP
US
N
2
2026-04-06
Floating
6.36500000
N
N
N
N
N
N
EnergySolutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC 2018 Term Loan B
29276MAL1
4736314.43000000
PA
USD
4392931.63000000
0.368320437904
Long
LON
CORP
US
N
2
2025-05-09
Floating
7.42400000
N
N
N
N
N
N
H Food Holdings LLC
549300JY2LK0EQ95YT44
H Food Holdings LLC 2018 Incremental Term Loan B2
40422KAD3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-05-23
Floating
7.11500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3L7
5835.75000000
PA
USD
5880.37000000
0.000493033043
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
6.50000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 EUR Repriced Term Loan B
36740UAN2
856172.20000000
PA
792941.61000000
0.066483302183
Long
LON
CORP
US
N
2
2024-04-01
Floating
3.68500000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
733000.00000000
PA
USD
635554.98000000
0.053287396267
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PBB6
2770000.00000000
PA
USD
2150336.60000000
0.180292566527
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.59700000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
8073267.24000000
PA
USD
4265373.50000000
0.357625469200
Long
LON
CORP
US
N
2
2023-08-10
Floating
10.79300000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
2690000.00000000
PA
USD
1880691.12000000
0.157684442924
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
1207000.00000000
PA
USD
1101067.65000000
0.092317785289
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
400000.00000000
PA
356718.24000000
0.029908641752
Long
DBT
CORP
DE
Y
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382J3U8
12537261.86000000
PA
USD
1626138.03000000
0.136341723875
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
660000.00000000
PA
USD
541694.87000000
0.045417800351
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392BWG7
7402.12000000
PA
USD
7483.99000000
0.000627486768
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
7.00000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4
000000000
825618.24000000
PA
753518.37000000
0.063177904730
Long
LON
CORP
DE
N
2
2025-07-15
Floating
2.63800000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
1125000.00000000
PA
USD
1005665.59000000
0.084318906300
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
69831.61000000
0.005854953216
Long
DBT
CORP
IT
Y
2
2029-01-18
Fixed
1.62500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
845000.00000000
PA
USD
617969.09000000
0.051812926995
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBE1
1081000.00000000
PA
USD
820608.72000000
0.068803020068
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.87500000
N
N
N
N
N
N
Bayou Intermediate II, LLC
254900VZ9IQX23DFBM47
Bayou Intermediate II, LLC Term Loan B
000000000
746250.00000000
PA
USD
710803.13000000
0.059596493220
Long
LON
CORP
US
N
2
2028-08-02
Floating
7.30200000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
549300ZCGJ6T8YDJ4M34
Celanese US Holdings LLC
15089QAM6
564000.00000000
PA
USD
534489.60000000
0.044813682549
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
257000.00000000
PA
USD
237960.29000000
0.019951514295
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2022 Incremental Term Loan
75972JAG9
175000.00000000
PA
USD
168291.73000000
0.014110231824
Long
LON
CORP
US
N
2
2029-03-30
Floating
7.09500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
662000.00000000
PA
627346.01000000
0.052599124362
Long
DBT
NUSS
RO
Y
2
2026-09-27
Fixed
5.00000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
000000000
100000.00000000
PA
75445.39000000
0.006325634319
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
2.62500000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
1125058.96000000
PA
USD
1115817.73000000
0.093554489245
Long
LON
CORP
LU
N
2
2024-02-01
Floating
5.61500000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319YAA3
1000000.00000000
PA
USD
805251.00000000
0.067515369216
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
8.73300000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
1000000.00000000
PA
USD
726172.52000000
0.060885122530
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
992000.00000000
PA
USD
824967.04000000
0.069168438533
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
SolarWinds Holdings, Inc.
549300GUYI8M0E3S0X29
SolarWinds Holdings, Inc. 2018 Term Loan B
83417UAH9
961462.31000000
PA
USD
946740.40000000
0.079378389667
Long
LON
CORP
US
N
2
2024-02-05
Floating
5.86500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
9530.53000000
0.000799076625
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
340572.88000000
USD
313375.00000000
GBP
2022-10-31
9530.53000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
992000.00000000
PA
USD
746567.47000000
0.062595114296
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
372000.00000000
PA
USD
369093.75000000
0.030946252543
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
200000.00000000
PA
187287.57000000
0.015702916777
Long
DBT
CORP
LU
Y
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan
55278RAF6
263712.70000000
PA
USD
259976.68000000
0.021797453884
Long
LON
CORP
US
N
2
2024-05-17
Floating
5.36500000
N
N
N
N
N
N
Alchemy Copyrights, LLC
549300Y8O8X4508AZD58
Alchemy Copyrights, LLC Term Loan B
01374WAD7
465520.80000000
PA
USD
455046.58000000
0.038152871414
Long
LON
CORP
US
N
2
2028-03-10
Floating
5.56400000
N
N
N
N
N
N
Pediatric Associates Holding Company, LLC
N/A
Pediatric Associates Holding Company, LLC 2022 Delayed Draw Term Loan
70533DAH3
72277.96000000
PA
USD
69567.54000000
0.005832812562
Long
LON
CORP
US
N
2
2028-12-29
Floating
6.05600000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629UAA3
1000000.00000000
PA
USD
767232.00000000
0.064327708695
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
8.73200000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
2406222.36000000
PA
USD
2282903.46000000
0.191407486594
Long
LON
CORP
US
N
2
2028-02-11
Floating
6.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH73
10495.51000000
PA
USD
10708.80000000
0.000897867355
Long
ABS-MBS
USGSE
US
N
2
2024-08-17
Fixed
7.50000000
N
N
N
N
N
N
United Petfood Group BV
984500FD3FH360C3C633
United Petfood Group BV EUR Term Loan B
000000000
750000.00000000
PA
671640.58000000
0.056312953029
Long
LON
CORP
BE
N
2
2028-04-23
Floating
3.00000000
N
N
N
N
N
N
Matador Bidco S.a.r.l.
549300CNVJU6794GIZ49
Matador Bidco S.a.r.l. Term Loan
000000000
1715000.00000000
PA
USD
1672125.00000000
0.140197449927
Long
LON
CORP
LU
N
2
2026-10-15
Floating
7.61500000
N
N
N
N
N
N
Covis Finco S.a.r.l.
549300NNIZ3SBBEUQM24
Covis Finco S.a.r.l. 2022 USD Term Loan B
000000000
938125.00000000
PA
USD
748154.69000000
0.062728192981
Long
LON
CORP
LU
N
2
2027-02-18
Floating
10.20300000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc. 2020 Term Loan B1
26812CAE6
646886.82000000
PA
USD
598370.31000000
0.050169689212
Long
LON
CORP
US
N
2
2026-04-06
Floating
6.61500000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
300000.00000000
PA
256107.67000000
0.021473061069
Long
DBT
CORP
GB
Y
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
7608141.88000000
PA
USD
7387034.06000000
0.619357606481
Long
LON
CORP
US
N
2
2024-07-01
Floating
6.61500000
N
N
N
N
N
N
Speedster Bidco GmbH
254900LE837QB2YYV824
Speedster Bidco GmbH EUR 1st Lien Term Loan
000000000
1000000.00000000
PA
852643.59000000
0.071488947904
Long
LON
CORP
DE
N
2
2027-03-31
Floating
5.10800000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
180000.00000000
PA
172547.25000000
0.014467031138
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
3.62500000
N
N
N
N
N
N
Valeo F1 Company Limited (Ireland)
N/A
Valeo F1 Company Limited (Ireland) 2021 EUR Term Loan B
000000000
1000000.00000000
PA
847743.34000000
0.071078091925
Long
LON
CORP
IE
N
2
2028-06-30
Floating
5.19300000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC22
000000000
-3.00000000
NC
12767.63000000
0.001070487653
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXZ2 COMDTY
2022-12-08
-428497.53000000
EUR
12767.63000000
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
391000.00000000
PA
USD
374011.05000000
0.031358538060
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corporation
N/A
PECF USS Intermediate Holding III Corporation Term Loan B
69291LAB2
645125.00000000
PA
USD
553597.89000000
0.046415795746
Long
LON
CORP
US
N
2
2028-12-15
Floating
7.36500000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAE4
2100000.00000000
PA
USD
1983934.05000000
0.166340730886
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
4.16900000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 2nd Lien Term Loan
75972JAE4
200000.00000000
PA
USD
191500.00000000
0.016056103258
Long
LON
CORP
US
N
2
2026-05-29
Floating
10.11500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5SV5
2974741.63000000
PA
USD
2683336.39000000
0.224981337624
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312916LA5
25705.87000000
PA
USD
25797.95000000
0.002163000256
Long
ABS-MBS
USGSE
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-HT1 LLC
91835TAC0
6000000.00000000
PA
USD
5772111.00000000
0.483956189218
Long
ABS-CBDO
CORP
US
N
2
2037-01-18
Floating
7.49300000
N
N
N
N
N
N
Vibrant CLO Ltd
N/A
Vibrant CLO 1X LTD
92558JAA9
1000000.00000000
PA
USD
708764.00000000
0.059425524646
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.96000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-98305.68000000
-0.00824232975
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2405253.05000000
GBP
2588849.62000000
USD
2022-10-31
-98305.68000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
1992000.00000000
PA
USD
1505775.99000000
0.126250103287
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
1630000.00000000
PA
USD
1516054.85000000
0.127111922804
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
837000.00000000
PA
USD
560299.32000000
0.046977669647
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
750000.00000000
PA
USD
581182.50000000
0.048728596511
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
400000.00000000
PA
386451.40000000
0.032401585288
Long
DBT
CORP
IT
Y
2
2023-07-19
Fixed
2.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
1612000.00000000
PA
USD
1469942.50000000
0.123245684407
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TLC63
29238.90000000
PA
USD
29908.96000000
0.002507683290
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KD57
22160.90000000
PA
USD
22666.03000000
0.001900407927
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380FYW0
2752732.79000000
PA
USD
295205.82000000
0.024751201715
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Floating
3.18600000
N
N
N
N
N
N
QUARTERNORTH ENERGY FIELDWOOD
N/A
QUARTERNORTH ENERGY FIELDWOOD
000000000
10461.00000000
NS
USD
1281472.50000000
0.107443628109
Long
EC
CORP
US
N
2
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AW1
1032000.00000000
PA
USD
916240.56000000
0.076821164704
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
1314000.00000000
PA
USD
891372.06000000
0.074736093144
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
500000.00000000
PA
469437.14000000
0.039359431818
Long
DBT
CORP
PT
Y
2
2079-04-30
Fixed
4.49600000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
1823000.00000000
PA
USD
1570341.32000000
0.131663511148
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AV1
845000.00000000
PA
USD
587841.77000000
0.049286935554
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1487000.00000000
PA
USD
1325675.27000000
0.111149759907
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493001ND55H5MJDIQ39
Benefit Street Partners CLO XVII Ltd
08182AAE0
3000000.00000000
PA
USD
2480994.00000000
0.208016166306
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
8.86200000
N
N
N
N
N
N
Messer Industries GmbH
529900HNC1EZT3TC1260
Messer Industries GmbH 2018 USD Term Loan
000000000
1323872.90000000
PA
USD
1269815.20000000
0.106466234832
Long
LON
CORP
US
N
2
2026-03-02
Floating
6.17400000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
2079000.00000000
PA
USD
1741775.81000000
0.146037244169
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
491000.00000000
PA
USD
478478.03000000
0.040117455125
Long
DBT
NUSS
IQ
Y
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
1952000.00000000
PA
USD
1706584.80000000
0.143086693306
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
TI Group Automotive Systems, L.L.C.
549300VLRJU586QFQP25
TI Group Automotive Systems, L.L.C. 2021 EUR Term Loan
87247EAZ2
523808.47000000
PA
474856.65000000
0.039813824571
Long
LON
CORP
US
N
2
2026-12-16
Floating
4.44300000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
776000.00000000
PA
USD
587009.08000000
0.049217119593
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
313.36000000
0.000026273318
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
7101.51000000
USD
6637.00000000
GBP
2022-10-31
313.36000000
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
1269000.00000000
PA
USD
1134307.82000000
0.095104770155
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
207000.00000000
PA
USD
12848.49000000
0.001077267269
Long
DBT
NUSS
LB
Y
2
2028-11-03
None
0.00000000
Y
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
2429000.00000000
PA
USD
2027170.53000000
0.169965845181
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
ACCELL GROUP N V
7245005GNYH6GM202369
ACCELL GROUP N V
000000000
500000.00000000
PA
456642.09000000
0.038286645165
Long
LON
CORP
NL
N
2
2029-09-14
None
0.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
268000.00000000
PA
USD
259649.12000000
0.021769989982
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc. 2018 1st Lien Term Loan
41043BAF5
1021422.03000000
PA
USD
1020463.94000000
0.085559657400
Long
LON
CORP
US
N
2
2025-03-06
Floating
6.61500000
N
N
N
N
N
N
ALMAVIVA THE ITALIAN INN
815600A862DA4DD9E211
Almaviva-The Italian Innovation Co SpA
000000000
265000.00000000
PA
219461.15000000
0.018400474598
Long
DBT
CORP
IT
Y
2
2026-10-30
Fixed
4.87500000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
2000000.00000000
PA
USD
1876326.40000000
0.157318487859
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
6.83400000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
1449000.00000000
PA
USD
1372529.03000000
0.115078160997
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
253000.00000000
PA
USD
15686.00000000
0.001315175121
Long
DBT
NUSS
LB
Y
2
2023-01-27
None
0.00000000
Y
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2018 Term Loan B
46284NAQ2
883375.00000000
PA
USD
860554.77000000
0.072152251940
Long
LON
CORP
US
N
2
2026-01-02
Floating
4.86500000
N
N
N
N
N
N
VIET NAM DEBT AND ASSET
N/A
Viet Nam Debt & Asset Trading Corp
000000000
2600000.00000000
PA
USD
2213796.00000000
0.185613248925
Long
DBT
NUSS
VN
Y
2
2025-10-10
Fixed
1.00000000
N
N
N
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
300000.00000000
PA
264591.48000000
0.022184376627
Long
DBT
CORP
LU
Y
2
2026-01-05
Fixed
4.62500000
N
N
N
N
N
N
Mariner Wealth Advisors LLC
549300XJJOOU336E5R24
Mariner Wealth Advisors LLC 2022 Incremental Term Loan
56846TAF3
255857.14000000
PA
USD
244663.39000000
0.020513528216
Long
LON
CORP
US
N
2
2028-08-18
Floating
7.06500000
N
N
N
N
N
N
DexKo Global Inc.
549300TEZ43H3FGR8I24
DexKo Global Inc. 2021 EUR German Term Loan
000000000
594908.35000000
PA
523764.06000000
0.043914411647
Long
LON
CORP
DE
N
2
2028-10-04
Floating
4.68500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TM7F7
284458.14000000
PA
USD
294956.34000000
0.024730284343
Long
ABS-MBS
USGSE
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
Orion Engineered Carbons GmbH
N/A
Orion Engineered Carbons GmbH 2021 USD Term Loan
000000000
371250.00000000
PA
USD
360344.53000000
0.030212683980
Long
LON
CORP
US
N
2
2028-09-24
Floating
5.92400000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
516.74000000
0.000043325487
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
63193.00000000
EUR
62564.04000000
USD
2022-10-31
516.74000000
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
823000.00000000
PA
USD
605820.45000000
0.050794337865
Long
DBT
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc 2020 Term Loan B
71913BAE2
1886893.07000000
PA
USD
1792548.42000000
0.150294216852
Long
LON
CORP
US
N
2
2026-03-05
Floating
6.36500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AW6P7
1536794.70000000
PA
USD
1371306.27000000
0.114975640052
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
2.75000000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
100000.00000000
PA
98116.83000000
0.008226495842
Long
DBT
CORP
GB
Y
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
Bank of Industry Limited
N/A
Bank of Industry Limited 3 Year Term Loan
000000000
1255656.00000000
PA
USD
1238503.74000000
0.103840960498
Long
LON
CORP
NG
N
2
2023-12-14
Floating
9.27000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
2117750.00000000
PA
USD
1996862.48000000
0.167424700636
Long
LON
CORP
SG
N
2
2026-01-29
Floating
7.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJAH1
515742.61000000
PA
USD
523908.57000000
0.043926527926
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
2.40600000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
946000.00000000
PA
USD
832007.00000000
0.069758696103
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
8th Avenue Food & Provisions, Inc.
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan
28253PAE9
595500.00000000
PA
USD
528506.25000000
0.044312015262
Long
LON
CORP
US
N
2
2025-10-01
Floating
7.87100000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
946000.00000000
PA
USD
697083.75000000
0.058446207153
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FFSJ7
2079704.79000000
PA
USD
1373046.47000000
0.115121545174
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Floating
0.82200000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
825000.00000000
PA
USD
705375.00000000
0.059141377733
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AG7
540000.00000000
PA
USD
334772.42000000
0.028068619026
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
2825000.00000000
PA
USD
2039805.38000000
0.171025200044
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192TAA2
2000000.00000000
PA
USD
1626782.00000000
0.136395716819
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.21200000
N
N
N
N
N
N
American Money Management Corporation
549300D0GYBG49KJD582
AMMC CLO 15 Ltd
00175NAE8
500000.00000000
PA
USD
393328.00000000
0.032978146122
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
9.42200000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
1965000.00000000
PA
USD
2107393.73000000
0.176692069635
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
UGI Energy Services, LLC
5493001O7RUKEUP5XR11
UGI Energy Services, LLC Term Loan B
90276DAB5
1040062.50000000
PA
USD
1035902.25000000
0.086854065230
Long
LON
CORP
US
N
2
2026-08-13
Floating
6.61500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUJD2
80885.25000000
PA
USD
9216.74000000
0.000772767254
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Floating
3.33200000
N
N
N
N
N
N
Garrett LX I SARL
549300LKYJ4RR1ELO069
Garrett LX I SARL 2021 USD Term Loan B
36649XAC2
645125.00000000
PA
USD
614481.56000000
0.051520518944
Long
LON
CORP
LU
N
2
2028-04-30
Floating
6.06000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
1195000.00000000
PA
USD
962078.61000000
0.080664404725
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan
26658NAP4
1870862.50000000
PA
USD
1803043.73000000
0.151174184378
Long
LON
CORP
US
N
2
2028-05-19
Floating
7.42400000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
2150000.00000000
PA
USD
1830692.76000000
0.153492386366
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
1072500.00000000
PA
USD
1037643.75000000
0.087000079349
Long
LON
CORP
US
N
2
2027-02-28
Floating
6.11500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAG6
3000000.00000000
PA
USD
2020298.40000000
0.169389659129
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.59700000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-406.25000000
-0.00003406157
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
24996.20000000
USD
25044.00000000
EUR
2022-10-31
-406.25000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
23465.16000000
0.001967410088
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
261459.08000000
GBP
315567.96000000
USD
2022-10-31
23465.16000000
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630HAE1
2500000.00000000
PA
USD
2173840.00000000
0.182263182806
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
9.84000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
4978999.98000000
PA
USD
4797127.07000000
0.402209752375
Long
LON
CORP
US
N
2
2025-04-25
Floating
5.76600000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
1067000.00000000
PA
USD
854747.03000000
0.071665308478
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1077000.00000000
PA
USD
985724.84000000
0.082646996425
Long
DBT
NUSS
SV
Y
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-168.86000000
-0.00001415787
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
3299.26000000
USD
2802.00000000
GBP
2022-10-31
-168.86000000
N
N
N
Virgin Media SFA Finance Limited
213800HHBSIDEKJOHR77
Virgin Media SFA Finance Limited GBP Term Loan M
000000000
1500000.00000000
PA
1493734.48000000
0.125240496353
Long
LON
CORP
GB
N
2
2027-11-15
Floating
4.97300000
N
N
N
N
N
N
SITEL WORLDWIDE CORPORATION
5493007DS8CM3ZGION43
SITEL Worldwide Corporation 2021 USD Term Loan
82981MAC6
1881000.00000000
PA
USD
1824570.00000000
0.152979030403
Long
LON
CORP
US
N
2
2028-08-28
Floating
6.87000000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP EUR Term Loan B
58503UAD5
1000000.00000000
PA
916959.37000000
0.076881432525
Long
LON
CORP
US
N
2
2028-10-23
Floating
4.18500000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
489000.00000000
PA
USD
395102.22000000
0.033126903613
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAL4
476000.00000000
PA
USD
396988.76000000
0.033285078449
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
1607000.00000000
PA
USD
1445315.71000000
0.121180878751
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc. 2018 Term Loan B3
03852JAL5
932662.50000000
PA
USD
907305.27000000
0.076071995311
Long
LON
CORP
US
N
2
2025-03-11
Floating
4.86500000
N
N
N
N
N
N
Dufry One BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
200000.00000000
PA
180709.48000000
0.015151384181
Long
DBT
CORP
NL
Y
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
1149000.00000000
PA
USD
852743.46000000
0.071497321392
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Recorded Books Inc.
549300YXME0U2XYD7K47
Recorded Books Inc. 2021 Term Loan
37610GAE8
1660230.81000000
PA
USD
1602815.05000000
0.134386234710
Long
LON
CORP
US
N
2
2025-08-29
Floating
7.07500000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
1011000.00000000
PA
USD
995445.39000000
0.083462005065
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
2181276.55000000
PA
USD
2095582.92000000
0.175701805484
Long
LON
CORP
US
N
2
2028-03-13
Floating
5.86500000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
200000.00000000
PA
150475.32000000
0.012616434860
Long
DBT
CORP
FR
Y
2
2028-11-29
Fixed
2.37500000
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDIN
N/A
Jefferson Capital Holdings LLC
472481AA8
1275000.00000000
PA
USD
1068902.63000000
0.089620945172
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
Project Ruby Ultimate Parent Corp.
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp. 2021 Term Loan
74339UAS9
1034250.00000000
PA
USD
968962.97000000
0.081241616187
Long
LON
CORP
US
N
2
2028-03-10
Floating
6.36500000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300Y43K78UTRMTN21
Palmer Square CLO 2019-1 Ltd
69700WAG2
2000000.00000000
PA
USD
1759800.00000000
0.147548462215
Long
ABS-CBDO
CORP
KY
N
2
2034-11-14
Floating
9.40500000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
3570313.89000000
PA
USD
2981212.10000000
0.249956393279
Long
LON
CORP
US
N
2
2025-05-04
Floating
7.18800000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AD6
600000.00000000
PA
USD
529141.27000000
0.044365257803
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
FENIX MARINE SER
549300TMJ045M7TR5G76
Fenix Marine Service Holdings Ltd
029103AD0
150000.00000000
PA
USD
156435.75000000
0.013116180445
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
1691025.70000000
PA
USD
1611758.87000000
0.135136119292
Long
LON
CORP
US
N
2
2025-05-30
Floating
6.36500000
N
N
N
N
N
N
IQERA GROUP SAS
549300TKER1HK6VEM485
Iqera Group SAS
000000000
400000.00000000
PA
369157.43000000
0.030951591721
Long
DBT
CORP
FR
Y
2
2024-09-30
Fixed
6.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
1108000.00000000
PA
USD
927656.38000000
0.077778311361
Long
DBT
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
2140000.00000000
PA
USD
1697672.70000000
0.142339468252
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CERAMTEC ACQUICO GMBH
9845001D9F4A861EIB39
CeramTec AcquiCo GmbH 2022 EUR Term Loan B
000000000
760003.74000000
PA
659929.78000000
0.055331074104
Long
LON
CORP
DE
N
2
2029-02-02
Floating
4.33200000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
4904000.00000000
PA
USD
4393959.48000000
0.368406616837
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
44000.00000000
PA
39547.25000000
0.003315794932
Long
DBT
NUSS
BG
Y
2
2034-09-23
Fixed
4.62500000
N
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments, Inc. 2020 EUR Term Loan
04317JAC2
985000.00000000
PA
895361.52000000
0.075070584954
Long
LON
CORP
US
N
2
2027-11-24
Floating
4.68000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
1500000.00000000
PA
USD
1139961.98000000
0.095578836875
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
EMERIA SASU
969500SA2FHM81LPJ311
Emeria SASU
000000000
100000.00000000
PA
79498.92000000
0.006665498007
Long
DBT
CORP
FR
Y
2
2028-03-31
Fixed
3.37500000
N
N
N
N
N
N
American Axle and Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle and Manufacturing, Inc. Term Loan B
02406MAP2
1663012.62000000
PA
USD
1632662.64000000
0.136888772501
Long
LON
CORP
US
N
2
2024-04-06
Floating
5.34000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3242.62000000
0.000271873846
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
160664.38000000
EUR
161663.59000000
USD
2022-12-21
3242.62000000
N
N
N
BERLIN PACKAGING LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2021 Term Loan B5
08511LAX6
1237500.00000000
PA
USD
1169953.54000000
0.098093445670
Long
LON
CORP
US
N
2
2028-03-11
Floating
7.43000000
N
N
N
N
N
N
PARTS EUROPE SA
969500DL3O9K7T2M4M15
Parts Europe SA
000000000
100000.00000000
PA
98054.01000000
0.008221228770
Long
DBT
CORP
FR
Y
2
2025-07-16
Fixed
6.50000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
957000.00000000
PA
USD
783981.21000000
0.065732027469
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Harbor Freight Tools USA, Inc.
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc. 2021 Term Loan B
41151PAP0
1375500.00000000
PA
USD
1249985.63000000
0.104803646720
Long
LON
CORP
US
N
2
2027-10-19
Floating
5.86500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B66T3
502881.90000000
PA
USD
423139.46000000
0.035477654634
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Floating
5.16300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3J2
31346.13000000
PA
USD
31870.83000000
0.002672174085
Long
ABS-MBS
USGSE
US
N
2
2029-07-15
Fixed
6.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
402000.00000000
PA
USD
25627.50000000
0.002148709066
Long
DBT
NUSS
LB
Y
2
2021-04-12
None
0.00000000
Y
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
562000.00000000
PA
USD
393169.58000000
0.032964863574
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1000000.00000000
PA
USD
773421.53000000
0.064846662913
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Imprivata, Inc
N/A
Imprivata, Inc 2022 Incremental Term Loan
45323KAD2
225000.00000000
PA
USD
218109.38000000
0.018287136955
Long
LON
CORP
US
N
2
2027-12-01
Floating
7.28400000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAD6
807000.00000000
PA
USD
789395.30000000
0.066185965788
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
1785000.00000000
PA
USD
1832815.10000000
0.153670331589
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
811000.00000000
PA
USD
696129.96000000
0.058366237697
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc. 2021 Term Loan B
000000000
399999.99000000
PA
USD
394999.99000000
0.033118332253
Long
LON
CORP
US
N
2
2028-06-23
Floating
5.36500000
N
N
N
N
N
N
FAURECIA
969500F0VMZLK2IULV85
Faurecia SE
000000000
400000.00000000
PA
302703.76000000
0.025379858105
Long
DBT
CORP
FR
Y
2
2027-02-15
Fixed
2.75000000
N
N
N
N
N
N
team.blue Finco SARL
549300DR8PIYMOZ4YU85
team.blue Finco SARL EUR Term Loan
000000000
945945.95000000
PA
852136.22000000
0.071446408034
Long
LON
CORP
LU
N
2
2028-03-30
Floating
4.89300000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2021 Term Loan B
44332EAU0
1823765.63000000
PA
USD
1760502.85000000
0.147607391887
Long
LON
CORP
US
N
2
2025-04-25
Floating
5.98200000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
2311000.00000000
PA
USD
1894268.93000000
0.158822859213
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ARGG4
1663616.35000000
PA
USD
1503378.24000000
0.126049066621
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
American Residential Services, LLC
549300UXCBZIG9PCNR39
American Residential Services, LLC 2020 Term Loan B
02927HAE8
564937.50000000
PA
USD
542340.00000000
0.045471890554
Long
LON
CORP
US
N
2
2027-10-15
Floating
7.17400000
N
N
N
N
N
N
PHOENIX SERVICES INTERNAT LLC
5493009O25GX6RO6AZ98
PHOENIX SERVICES INTERNAT LLC
000000000
162912.78000000
PA
USD
162912.78000000
0.013659239779
Long
LON
CORP
US
N
2
2023-04-29
None
0.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAA8
649000.00000000
PA
USD
533997.95000000
0.044772460705
Long
DBT
CORP
XX
N
2
2024-10-15
None
0.00000000
Y
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KMJ4
74837.84000000
PA
USD
76358.68000000
0.006402208097
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
7.50000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
1528000.00000000
PA
USD
1318618.16000000
0.110558064414
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Sandy BidCo B.V.
N/A
Sandy BidCo B.V. EUR Term Loan B
000000000
1000000.00000000
PA
914713.10000000
0.076693096529
Long
LON
CORP
NL
N
2
2029-08-17
Floating
4.68000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAN8
3505000.00000000
PA
USD
2606871.09000000
0.218570190091
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84300000
N
N
N
N
N
N
Radnet Management, Inc.
549300T3TJ6A0P5TXM13
Radnet Management, Inc. 2021 Term Loan
75049EAM6
1014750.00000000
PA
USD
973314.71000000
0.081606482959
Long
LON
CORP
US
N
2
2028-04-21
Floating
6.11500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DH9
1150000.00000000
PA
USD
1024094.91000000
0.085864092017
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
5.40200000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
543000.00000000
PA
USD
480427.40000000
0.040280897872
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC22
000000000
-32.00000000
NC
USD
401155.63000000
0.033634445002
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 COMDTY
2022-12-20
-4785155.63000000
USD
401155.63000000
N
N
N
ABERTIS FINANCE BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
000000000
300000.00000000
PA
239396.15000000
0.020071902371
Long
DBT
CORP
NL
Y
2
2025-11-24
Fixed
3.24800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAG1
4100000.00000000
PA
USD
3603224.32000000
0.302108311986
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.20700000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
628000.00000000
PA
USD
497162.48000000
0.041684031932
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2
26812CAF3
348685.00000000
PA
USD
322533.63000000
0.027042471371
Long
LON
CORP
CA
N
2
2026-04-06
Floating
6.61500000
N
N
N
N
N
N
Brookfield Property REIT Inc.
5493006ZQ6LH85EKNL31
Brookfield Property REIT Inc. 1st Lien Term Loan B
11283HAB3
778205.10000000
PA
USD
753746.89000000
0.063197064734
Long
LON
CORP
US
N
2
2025-08-27
Floating
5.63400000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAH5
320000.00000000
PA
USD
291696.00000000
0.024456924783
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
GEE Holdings 2 LLC
N/A
GEE Holdings 2 LLC 2021 Exit Term Loan
36167BAC2
328813.75000000
PA
USD
326347.65000000
0.027362253611
Long
LON
CORP
US
N
2
2025-03-24
Floating
11.60400000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7848.60000000
0.000658057086
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
71613.00000000
GBP
87854.84000000
USD
2022-10-31
7848.60000000
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings, Inc. Term Loan B
19633FAD3
902500.00000000
PA
USD
826690.00000000
0.069312898186
Long
LON
CORP
US
N
2
2024-05-01
Floating
5.79000000
N
N
N
N
N
N
LHMC FINCO 2 SARL
254900VNJ7A4DAOPXL60
LHMC Finco 2 Sarl
000000000
251743.00000000
PA
209786.65000000
0.017589326969
Long
DBT
CORP
LU
Y
2
2025-10-02
Fixed
7.25000000
N
N
Y
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
212000.00000000
PA
138572.62000000
0.011618466295
Long
DBT
NUSS
HR
Y
2
2041-03-04
Fixed
1.75000000
N
N
N
N
N
N
MDVIP, Inc.
549300EAB6F7TKRLOT57
MDVIP, Inc. 2021 Term Loan
56150KAB1
273625.00000000
PA
USD
260285.78000000
0.021823370028
Long
LON
CORP
US
N
2
2028-10-16
Floating
6.55200000
N
N
N
N
N
N
DAVID S BRIDAL, LLC WARRANT
N/A
DAVID S BRIDAL, LLC WARRANT
000000000
7886.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 2nd Lien Term Loan
55910RAE3
1050000.00000000
PA
USD
963375.00000000
0.080773099094
Long
LON
CORP
US
N
2
2029-07-27
Floating
11.37000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
1278000.00000000
PA
USD
1157209.83000000
0.097024963562
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Ivanti Software, Inc.
254900GHAXAYKWDX9F60
Ivanti Software, Inc. 2021 Term Loan B
46583DAG4
2475062.50000000
PA
USD
1941891.96000000
0.162815758885
Long
LON
CORP
US
N
2
2027-12-01
Floating
7.33200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJ48
26688.06000000
PA
USD
26740.32000000
0.002242012214
Long
ABS-MBS
USGSE
US
N
2
2026-11-17
Fixed
7.50000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
208000.00000000
PA
USD
78008.32000000
0.006540520318
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
45569KAA1
206000.00000000
PA
USD
181670.79000000
0.015231984142
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
685000.00000000
PA
USD
614935.12000000
0.051558547174
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.12500000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
488000.00000000
PA
USD
389453.28000000
0.032653274558
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
1504000.00000000
PA
USD
1438335.36000000
0.120595619114
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
1000000.00000000
PA
USD
795665.08000000
0.066711648478
Long
DBT
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
TI AUTOMOTIVE FINANCE
549300MZ54ZRN8UFQS35
TI Automotive Finance PLC
000000000
212000.00000000
PA
141245.38000000
0.011842560867
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THV79
180203.33000000
PA
USD
181544.19000000
0.015221369507
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
GAMMA BIDCO SPA
549300JS6XODWD0TZD48
Gamma Bidco SpA
000000000
200000.00000000
PA
176927.66000000
0.014834301714
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
5.12500000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2021 Term Loan
84850XAK8
3831750.00000000
PA
USD
3375131.85000000
0.282984154018
Long
LON
CORP
US
N
2
2028-03-04
Floating
7.14400000
N
N
N
N
N
N
Asplundh Tree Expert, LLC
N/A
Asplundh Tree Expert, LLC 2021 Term Loan B
04538FAD1
1102500.00000000
PA
USD
1079485.31000000
0.090508238137
Long
LON
CORP
US
N
2
2027-09-07
Floating
4.86500000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1148000.00000000
PA
USD
945178.00000000
0.079247391987
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
1135000.00000000
PA
USD
890126.22000000
0.074631637083
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1653000.00000000
PA
USD
1494144.98000000
0.125274914266
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDR2
1099075.70000000
PA
USD
1152624.21000000
0.096640487383
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
3821000.00000000
PA
USD
2892229.53000000
0.242495749247
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Term Loan
00184NAB3
667230.76000000
PA
USD
628656.82000000
0.052709027760
Long
LON
CORP
US
N
2
2028-03-03
Floating
6.36500000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
731000.00000000
PA
USD
692534.78000000
0.058064803852
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
425000.00000000
PA
USD
352727.89000000
0.029574075321
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
Digicel International Finance Limited
5493007V023VOEW4FK27
Digicel International Finance Limited 2017 Term Loan B
000000000
4825281.08000000
PA
USD
4312594.97000000
0.361584700523
Long
LON
CORP
LC
N
2
2024-05-28
Floating
6.36500000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 EUR Term Loan B
39479UAR4
738750.00000000
PA
684643.86000000
0.057403198493
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.25000000
N
N
N
N
N
N
PARTS EUROPE SA
969500DL3O9K7T2M4M15
Parts Europe SA
000000000
128000.00000000
PA
120758.61000000
0.010124870556
Long
DBT
CORP
FR
Y
2
2027-07-20
Floating
4.04700000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
Aenova Holding GmbH 2021 EUR Term Loan B
000000000
1000000.00000000
PA
838759.22000000
0.070324828435
Long
LON
CORP
DE
N
2
2026-03-06
Floating
5.03400000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
778310.42000000
PA
USD
729990.57000000
0.061205242661
Long
LON
CORP
US
N
2
2027-07-30
Floating
6.36500000
N
N
N
N
N
N
Four Seasons Hotels Limited
5493009FUVX8LHYY2202
Four Seasons Hotels Limited New 1st Lien Term Loan
35100DAR7
1021330.72000000
PA
USD
1018649.73000000
0.085407546992
Long
LON
CORP
CA
N
2
2023-11-30
Floating
5.12100000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
976000.00000000
PA
USD
946720.00000000
0.079376679252
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
ESC 144A HERTZ CORP
N/A
ESC 144A HERTZ CORP
428ESCAD9
364000.00000000
PA
USD
27300.00000000
0.002288937957
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco, Inc. 2021 Term Loan
02090CAE0
1275000.00000000
PA
USD
1196906.25000000
0.100353265486
Long
LON
CORP
US
N
2
2029-02-01
Floating
5.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
600000.00000000
PA
USD
435854.37000000
0.036543722038
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group, Inc. Term Loan B
54142KAD3
1793062.50000000
PA
USD
1254247.22000000
0.105160954965
Long
LON
CORP
US
N
2
2027-08-31
Floating
7.80200000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
139000.00000000
PA
104606.91000000
0.008770649339
Long
DBT
CORP
NL
Y
2
2028-04-15
Fixed
3.37500000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
321000.00000000
PA
250055.76000000
0.020965645446
Long
DBT
CORP
IT
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
BlackRock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund Inc
09255L114
2188579.00000000
NS
USD
4377.16000000
0.000366998083
Long
EC
CORP
US
N
1
N
N
N
FREEPORT LNG INVESTMENTS, LLLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP Term Loan B
35670CAB4
666578.00000000
PA
USD
617417.87000000
0.051766710571
Long
LON
CORP
US
N
2
2028-12-21
Floating
6.21000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
200000.00000000
PA
189796.89000000
0.015913307905
Long
DBT
CORP
FR
Y
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. EUR Term Loan
98919XAC5
975000.00000000
PA
815401.37000000
0.068366415633
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.93500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
1515000.00000000
PA
USD
1359184.14000000
0.113959273624
Long
DBT
CORP
FI
N
2
2033-09-13
Fixed
4.62500000
N
N
N
N
N
N
UFC Holdings, LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC 2021 Term Loan B
90266UAJ2
2833168.86000000
PA
USD
2726925.03000000
0.228635978380
Long
LON
CORP
US
N
2
2026-04-29
Floating
5.52000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64131XAL9
1000000.00000000
PA
USD
872799.00000000
0.073178855707
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
9.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359DJT1
6352.56000000
PA
USD
6370.27000000
0.000534108161
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
7.00000000
N
N
N
N
N
N
BANKUNITED INC
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAB9
481000.00000000
PA
USD
448917.01000000
0.037638944475
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
5.12500000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAB8
441000.00000000
PA
USD
366927.44000000
0.030764620705
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HWC62
2063389.58000000
PA
USD
1640908.50000000
0.137580137408
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B1DK5
701058.27000000
PA
USD
33217.19000000
0.002785058133
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
3.50000000
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AC5
1263000.00000000
PA
USD
1044269.45000000
0.087555603753
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.15000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
850000.00000000
PA
USD
810999.88000000
0.067997377628
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371SPC2
5011.57000000
PA
USD
5026.49000000
0.000421440430
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-536.69000000
-0.00004499817
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
12692.97000000
USD
10881.00000000
GBP
2022-10-31
-536.69000000
N
N
N
Hubbard Radio, LLC
N/A
Hubbard Radio, LLC 2015 Term Loan B
44344HAH8
662011.98000000
PA
USD
577605.45000000
0.048428682756
Long
LON
CORP
US
N
2
2025-03-28
Floating
7.37000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
201000.00000000
PA
USD
223744.16000000
0.018759578780
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
557000.00000000
PA
USD
459685.94000000
0.038541853363
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Eircom Finco S.a.r.l.
6354009LHESIJBCL1Y98
Eircom Finco S.a.r.l. 2019 EUR Term Loan B
000000000
1785614.05000000
PA
1631866.82000000
0.136822047864
Long
LON
CORP
LU
N
2
2026-05-15
Floating
3.63100000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 EUR Term Loan
05988HAF4
487311.34000000
PA
444158.26000000
0.037239952405
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.68500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
1634000.00000000
PA
USD
1152623.60000000
0.096640436238
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-66940.13000000
-0.00561252031
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6211518.37000000
EUR
6064048.23000000
USD
2022-12-30
-66940.13000000
N
N
N
Indy US Bidco, LLC
N/A
Indy US Bidco, LLC 2021 USD Term Loan
45674PAF1
664908.76000000
PA
USD
600634.02000000
0.050359487444
Long
LON
CORP
US
N
2
2028-03-05
Floating
6.86500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQWC8
855324.18000000
PA
USD
47315.76000000
0.003967136962
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
2659799.18000000
PA
USD
2550082.46000000
0.213808810941
Long
LON
CORP
US
N
2
2025-05-09
Floating
6.36500000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
7378000.00000000
PA
USD
7465576.86000000
0.625942939677
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
691000.00000000
PA
USD
586752.96000000
0.049195645498
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
1365000.00000000
PA
USD
971607.00000000
0.081463301925
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
1466000.00000000
PA
USD
1146705.20000000
0.096144214612
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300WWWM7IDWOVIL36
Neuberger Berman Loan Advisers CLO 30 Ltd
64132FAL7
2000000.00000000
PA
USD
1725222.00000000
0.144649308489
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.91000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
3881244.74000000
PA
USD
3681120.00000000
0.308639388129
Long
LON
CORP
US
N
2
2026-05-04
Floating
5.53500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
751000.00000000
PA
USD
620239.49000000
0.052003286143
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAC0
1850000.00000000
PA
USD
1397233.22000000
0.117149456169
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.14200000
N
N
N
N
N
N
Belron Luxembourg S.a r.l.
XUF7S72S4FGMSKXZ0D16
Belron Luxembourg S.a r.l. 2021 EUR Term Loan B
000000000
500000.00000000
PA
456335.83000000
0.038260967138
Long
LON
CORP
GB
N
2
2028-04-13
Floating
2.76900000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc. 2018 Term Loan B
88037HAG9
3633437.50000000
PA
USD
3578935.94000000
0.300071879937
Long
LON
CORP
US
N
2
2025-10-01
Floating
6.11500000
N
N
N
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2022 EUR Term Loan
000000000
120826.73000000
PA
116047.93000000
0.009729908861
Long
LON
CORP
GB
N
2
2027-06-30
Floating
9.76600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWTA8
2592046.60000000
PA
USD
1707483.61000000
0.143162053025
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
Y
N
N
N
N
SPEEDWAY MOT/SPEEDWAY FD
N/A
Speedway Motorsports LLC / Speedway Funding II Inc
84779MAA2
1515000.00000000
PA
USD
1319524.00000000
0.110634013556
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.87500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
34540UAC3
200000.00000000
PA
187925.19000000
0.015756377313
Long
DBT
CORP
US
N
2
2024-03-06
Fixed
3.02100000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC Term Loan B
01862LAW8
1068964.30000000
PA
USD
1026472.97000000
0.086063477798
Long
LON
CORP
US
N
2
2027-10-08
Floating
5.95500000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2183.52000000
0.000183074791
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
263885.09000000
EUR
260856.82000000
USD
2022-10-07
2183.52000000
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
874000.00000000
PA
USD
822486.44000000
0.068960455401
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
710000.00000000
PA
USD
852448.46000000
0.071472587447
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2018 Term Loan C
389376AY0
637232.14000000
PA
USD
619867.56000000
0.051972102088
Long
LON
CORP
US
N
2
2026-01-02
Floating
5.06400000
N
N
N
N
N
N
INFRABUILD AUSTRALIA PTY
549300W2CPB5W6GFH859
Infrabuild Australia Pty Ltd
45682RAA8
2494000.00000000
PA
USD
2318646.86000000
0.194404351979
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
12.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1115000.00000000
PA
722311.62000000
0.060561409689
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
1550000.00000000
PA
USD
1225966.46000000
0.102789786282
Long
DBT
CORP
LU
N
2
2029-04-01
None
0.00000000
Y
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
2407308.75000000
PA
USD
2228265.16000000
0.186826399458
Long
LON
CORP
US
N
2
2028-03-06
Floating
6.86500000
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc. 2021 Term Loan
86803YAB9
1343250.00000000
PA
USD
1135046.25000000
0.095166682992
Long
LON
CORP
US
N
2
2028-10-16
Floating
6.86500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KUB7
11512820.43000000
PA
USD
1595600.93000000
0.133781374889
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
1685000.00000000
PA
USD
1879735.45000000
0.157604315842
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
CINEWORLD GROUP PLC
N/A
CINEWORLD GROUP PLC
000000000
78565.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
2
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
736000.00000000
PA
USD
676078.56000000
0.056685050497
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
Minimax Viking GmbH
549300Z5C6IXF1KV0Z78
Minimax Viking GmbH 2018 EUR Term Loan B2C
000000000
950246.06000000
PA
898111.58000000
0.075301160658
Long
LON
CORP
DE
N
2
2025-07-31
Floating
3.43500000
N
N
N
N
N
N
BW NHHC Holdco, Inc.
549300Y5ZHAEE7MHCH51
BW NHHC Holdco, Inc. 2018 1st Lien Term Loan
05606CAE0
3700556.90000000
PA
USD
2327650.29000000
0.195159234495
Long
LON
CORP
US
N
2
2025-05-15
Floating
7.96100000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. 2022 USD Exit Term Loan
000000000
1938873.05000000
PA
USD
1614111.81000000
0.135333398914
Long
LON
CORP
LU
N
2
2027-09-30
Floating
8.98300000
N
N
N
N
N
N
American Consolidated Natural Resources, Inc.
N/A
American Consolidated Natural Resources, Inc. 2020 Exit Term Loan
02522YAB6
103694.77000000
PA
USD
104731.72000000
0.008781113894
Long
LON
CORP
US
N
2
2025-09-16
Floating
16.08400000
N
N
Y
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
1024000.00000000
PA
USD
1026201.60000000
0.086040725084
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Indy US Bidco, LLC
N/A
Indy US Bidco, LLC 2021 EUR Term Loan
45674PAG9
738787.48000000
PA
658281.23000000
0.055192853274
Long
LON
CORP
US
N
2
2028-03-06
Floating
4.43500000
N
N
N
N
N
N
Verifone Systems, Inc.
254900LTTVM8MM9RKV75
Verifone Systems, Inc. 2018 1st Lien Term Loan
92346NAB5
1228517.65000000
PA
USD
1100291.12000000
0.092252678000
Long
LON
CORP
US
N
2
2025-08-20
Floating
6.99700000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876WAG8
3350000.00000000
PA
USD
2601978.50000000
0.218159976356
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
8.51200000
N
N
N
N
N
N
GHX Ultimate Parent Corporation
549300DSS2JT4D8XDT30
GHX Ultimate Parent Corporation 2017 1st Lien Term Loan
36172KAC5
928417.36000000
PA
USD
895922.75000000
0.075117640655
Long
LON
CORP
US
N
2
2024-06-28
Floating
6.12700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AU6K0
2323967.75000000
PA
USD
190342.49000000
0.015959053127
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.83200000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc. 2017 USD Term Loan B2
44969CBH2
1362820.42000000
PA
USD
1362252.12000000
0.114216504975
Long
LON
CORP
US
N
2
2025-01-17
Floating
4.86500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAH3
495000.00000000
PA
USD
406942.93000000
0.034119674696
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
GLATFELTER
549300LDQLQBT38QDY28
Glatfelter Corp
377320AA4
244000.00000000
PA
USD
140783.12000000
0.011803803194
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
ADEVINTA ASA USD TERM LOAN B
000000000
296250.00000000
PA
USD
289460.84000000
0.024269520294
Long
LON
CORP
NO
N
2
2028-06-26
Floating
6.67400000
N
N
N
N
N
N
Horizon Therapeutics USA Inc.
254900IS87RLPXY88S03
Horizon Therapeutics USA Inc. 2021 Term Loan B2
44055UAD7
1925625.00000000
PA
USD
1855220.30000000
0.155548870517
Long
LON
CORP
US
N
2
2028-03-15
Floating
4.87500000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
1654000.00000000
PA
USD
1277650.74000000
0.107123196917
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
300000.00000000
PA
USD
246375.00000000
0.020657036241
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2345000.00000000
PA
USD
1862094.15000000
0.156125200780
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
408000.00000000
PA
USD
355712.76000000
0.029824338406
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Mediaocean LLC
254900Q3ECXZMSZNNZ82
Mediaocean LLC 2021 Term Loan
67526KAC3
621875.00000000
PA
USD
587153.85000000
0.049229257672
Long
LON
CORP
US
N
2
2028-12-15
Floating
6.61500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
148000.00000000
PA
USD
134151.64000000
0.011247794173
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
200000.00000000
PA
175019.20000000
0.014674289020
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
650000.00000000
PA
604365.54000000
0.050672352564
Long
DBT
NUSS
RO
Y
2
2029-09-27
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R04
20753TAC7
4429799.42000000
PA
USD
4545826.50000000
0.381139737227
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Floating
8.33400000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EAJ4
4488667.00000000
PA
USD
2425003.24000000
0.203321683674
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.31200000
N
N
N
N
N
N
Government of The Republic of Kenya Acting through The National Treasury
N/A
Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan
000000000
2700000.00000000
PA
USD
2605219.20000000
0.218431689222
Long
LON
NUSS
KE
N
2
2025-06-29
Floating
9.31200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2EJ5
2554430.34000000
PA
USD
189610.51000000
0.015897681083
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Floating
3.43200000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan
81753HAF8
2442160.00000000
PA
USD
2379071.68000000
0.199470603411
Long
LON
CORP
US
N
2
2023-08-10
Floating
10.79300000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
892000.00000000
PA
USD
816416.38000000
0.068451518011
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Ivanti Software, Inc.
254900GHAXAYKWDX9F60
Ivanti Software, Inc. 2021 Add On Term Loan B
46583DAF6
664875.00000000
PA
USD
519156.34000000
0.043528082518
Long
LON
CORP
US
N
2
2027-12-01
Floating
7.14400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5B7
35207.89000000
PA
USD
36018.70000000
0.003019947605
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.00000000
N
N
N
N
N
N
TURING MIDCO LLC
5493007EOKV4X1NPV034
Turing Midco LLC 2021 Term Loan B
000000000
226167.82000000
PA
USD
221079.04000000
0.018536124775
Long
LON
CORP
US
N
2
2028-03-23
Floating
5.86500000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
792000.00000000
PA
USD
651420.00000000
0.054617581120
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
1446000.00000000
PA
USD
1120158.09000000
0.093918401873
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
AZZ Inc.
549300HD1X2NFLWPYC83
AZZ Inc. Term Loan B
00247NAG7
376182.69000000
PA
USD
366543.01000000
0.030732388601
Long
LON
CORP
US
N
2
2029-05-13
Floating
7.38400000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
577000.00000000
PA
USD
515516.85000000
0.043222933551
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCW1
65682.43000000
PA
USD
59199.96000000
0.004963554415
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
2073000.00000000
PA
USD
1957834.49000000
0.164152442477
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Blitz 20-487 GmbH
N/A
Blitz 20-487 GmbH 2021 EUR Term Loan B
000000000
1000000.00000000
PA
895929.46000000
0.075118203248
Long
LON
CORP
DE
N
2
2028-04-28
Floating
3.43800000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
38262155.91000000
NS
USD
38262155.91000000
3.208047656307
Long
STIV
RF
US
N
1
N
N
N
Zephyr Bidco Limited
549300ZI8D8NFMCTDS74
Zephyr Bidco Limited 2018 GBP Term Loan B1
000000000
775000.00000000
PA
722547.39000000
0.060581177561
Long
LON
CORP
GB
N
2
2025-07-23
Floating
6.47400000
N
N
N
N
N
N
LSCS Holdings, Inc.
N/A
LSCS Holdings, Inc. 2021 1st Lien Term Loan
000000000
719562.50000000
PA
USD
690780.00000000
0.057917676286
Long
LON
CORP
US
N
2
2028-12-16
Floating
8.17400000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2021 Term Loan B
11823LAK1
2712874.68000000
PA
USD
2649290.32000000
0.222126782974
Long
LON
CORP
US
N
2
2026-11-01
Floating
5.36500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2576.99000000
0.000216064843
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
99244.46000000
EUR
100022.14000000
USD
2022-10-31
2576.99000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
815000.00000000
PA
USD
559631.16000000
0.046921648520
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
700000.00000000
PA
532478.47000000
0.044645061604
Long
DBT
CORP
IT
Y
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFPA6
2037257.12000000
PA
USD
67747.76000000
0.005680235144
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
3.16600000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
427000.00000000
PA
USD
365561.11000000
0.030650062294
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
1700000.00000000
PA
USD
1510509.18000000
0.126646952307
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
SHERWOOD FINANCING PLC
259400SSZWSSPNYW7K08
Sherwood Financing PLC
000000000
150000.00000000
PA
126470.22000000
0.010603754106
Long
DBT
CORP
GB
Y
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22232.01000000
0.001864018006
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
442813.00000000
EUR
457016.76000000
USD
2022-10-31
22232.01000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
895000.00000000
PA
USD
818424.08000000
0.068619851371
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359FJJ8
243459.36000000
PA
USD
246580.89000000
0.020674298858
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
719000.00000000
PA
USD
457591.34000000
0.038366233969
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
3095000.00000000
PA
USD
2611994.30000000
0.218999739902
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
1093350.00000000
PA
USD
923880.75000000
0.077461747887
Long
LON
CORP
US
N
2
2027-07-31
Floating
6.36500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7293.50000000
-0.00061151534
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
684163.00000000
EUR
663357.12000000
USD
2022-10-07
-7293.50000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHB4
42.51000000
PA
USD
42.62000000
0.000003573426
Long
ABS-MBS
USGSE
US
N
2
2022-12-25
Fixed
8.50000000
N
N
N
N
N
N
APPLOVIN CORPORATION
549300LLVXMUAOL3SQ07
AppLovin Corporation 2021 Term Loan B
03835EAF1
1467625.00000000
PA
USD
1417725.75000000
0.118867629421
Long
LON
CORP
US
N
2
2028-10-25
Floating
6.67400000
N
N
N
N
N
N
PUBLIC POWER CORP
213800T9Y5XCOVRZ4Y57
Public Power Corp SA
000000000
300000.00000000
PA
262856.79000000
0.022038933485
Long
DBT
CORP
GR
Y
2
2026-03-30
Fixed
3.87500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
932000.00000000
PA
USD
824624.28000000
0.069139700204
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2Z7
6390.20000000
PA
USD
6437.04000000
0.000539706417
Long
ABS-MBS
USGSE
US
N
2
2025-01-15
Fixed
7.00000000
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Take Back Term Loan
000000000
225195.90000000
PA
USD
114849.91000000
0.009629462215
Long
LON
CORP
NL
N
2
2025-06-30
Floating
4.11500000
N
N
Y
N
N
N
Pretium PKG Holdings, Inc.
N/A
Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan
74142KAF6
620312.50000000
PA
USD
561382.81000000
0.047068513654
Long
LON
CORP
US
N
2
2028-10-02
Floating
7.16800000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
300000.00000000
PA
274352.77000000
0.023002801067
Long
DBT
CORP
NL
Y
2
2026-08-15
Floating
4.07100000
N
N
N
N
N
N
ELSAN SAS
969500KPGB0PD8HGDD09
Elsan SAS 2021 EUR Term Loan B5
000000000
1500000.00000000
PA
1370845.08000000
0.114936972093
Long
LON
CORP
FR
N
2
2028-06-16
Floating
4.36300000
N
N
N
N
N
N
Sportradar Capital S.a r.l.
2221008U8QVR5O49UC48
Sportradar Capital S.a r.l. EUR Term Loan B
000000000
392857.14000000
PA
365768.69000000
0.030667466607
Long
LON
CORP
LU
N
2
2027-11-22
Floating
4.20800000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
800000.00000000
PA
USD
668695.20000000
0.056066000938
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
Beasley Mezzanine Holdings LLC
07403VAA7
1595000.00000000
PA
USD
1233285.90000000
0.103403476541
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.62500000
N
N
N
N
N
N
SPX FLOW, INC.
5493003YXEKRBINIEM78
SPX Flow, Inc. 2022 Term Loan
000000000
1350000.00000000
PA
USD
1250437.50000000
0.104841533254
Long
LON
CORP
US
N
2
2029-04-05
Floating
7.63400000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
2712909.38000000
PA
USD
2392870.17000000
0.200627522368
Long
LON
CORP
US
N
2
2028-05-12
Floating
6.86500000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
255882AA0
889000.00000000
PA
USD
860996.50000000
0.072189288298
Long
DBT
CORP
DK
N
2
2023-06-17
Fixed
9.37500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
1274000.00000000
PA
USD
847267.34000000
0.071038182237
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
United Group BV
213800PC85O8BJ7DU398
United Group BV
000000000
475000.00000000
PA
435002.20000000
0.036472272798
Long
DBT
CORP
NL
Y
2
2024-07-01
Fixed
4.87500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
352972.09000000
0.029594549996
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7867583.00000000
EUR
8077914.96000000
USD
2022-10-31
352972.09000000
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
343000.00000000
PA
USD
253622.81000000
0.021264720762
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPZA9
2900000.00000000
PA
USD
2828708.58000000
0.237169906259
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE DEC22
000000000
-16.00000000
NC
20803.89000000
0.001744278882
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEZ2 COMDTY
2022-12-08
-1937227.37000000
EUR
20803.89000000
N
N
N
Marcel LUX IV SARL
2138005L24MEKHQKLX11
Marcel LUX IV SARL EUR Term Loan B2
000000000
1500000.00000000
PA
1404227.54000000
0.117735887105
Long
LON
CORP
DE
N
2
2026-03-16
Floating
4.69300000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
518000.00000000
PA
263008.02000000
0.022051613195
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
3079700.00000000
PA
USD
2732663.36000000
0.229117102239
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan
00216EAF6
98812.60000000
PA
USD
93995.49000000
0.007880946701
Long
LON
CORP
US
N
2
2028-09-15
Floating
7.67400000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
3023000.00000000
PA
USD
2844144.21000000
0.238464089387
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Panther Commercial Holdings L.P
N/A
Panther Commercial Holdings L.P Term Loan
69866UAB7
889492.48000000
PA
USD
822780.54000000
0.068985113886
Long
LON
CORP
US
N
2
2028-01-07
Floating
7.30600000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
601000.00000000
PA
440078.90000000
0.036897923030
Long
DBT
NUSS
MK
Y
2
2028-03-10
Fixed
1.62500000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
3582000.00000000
PA
USD
3030443.64000000
0.254084156672
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
N/A
MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan
58404KAH8
1094500.00000000
PA
USD
1009676.25000000
0.084655175601
Long
LON
CORP
US
N
2
2028-12-18
Floating
7.11500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TWE5
7270.33000000
PA
USD
7279.18000000
0.000610314703
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
801000.00000000
PA
USD
528259.50000000
0.044291326784
Long
DBT
CORP
CH
N
2
2031-02-10
Fixed
4.37500000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 2nd Lien Term Loan
88632NAN0
475000.00000000
PA
USD
474109.38000000
0.039751170554
Long
LON
CORP
US
N
2
2028-03-03
None
0.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
1589000.00000000
PA
USD
1047070.60000000
0.087790463041
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382T5V2
11683752.90000000
PA
USD
1410202.10000000
0.118236817404
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Les Schwab Tire Centers
N/A
Les Schwab Tire Centers Term Loan B
50220KAB0
2909978.54000000
PA
USD
2786304.45000000
0.233614579419
Long
LON
CORP
US
N
2
2027-11-02
Floating
6.58000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
1657000.00000000
PA
USD
1327629.83000000
0.111313637804
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
Lonza Group AG
549300Y0CIXN5D40L888
Lonza Group AG USD Term Loan B
000000000
1730704.53000000
PA
USD
1556552.39000000
0.130507393739
Long
LON
CORP
US
N
2
2028-07-03
Floating
7.67400000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
698000.00000000
PA
USD
493196.33000000
0.041351494523
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
2101000.00000000
PA
USD
1382163.86000000
0.115885982539
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
HANESBRANDS FINANCE LUX
2221008AH0OE362EBM39
Hanesbrands Finance Luxembourg SCA
000000000
400000.00000000
PA
364558.64000000
0.030566011319
Long
DBT
CORP
LU
Y
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
2968269.78000000
PA
USD
2877983.92000000
0.241301342014
Long
LON
CORP
US
N
2
2025-03-06
Floating
5.62000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
291740.24000000
0.024460634037
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3236417.46000000
GBP
3907474.70000000
USD
2022-10-31
291740.24000000
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PAN0
4400000.00000000
PA
USD
2985155.36000000
0.250287011502
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.08400000
N
N
N
N
N
N
GAMMA BIDCO SPA
549300JS6XODWD0TZD48
Gamma Bidco SpA
000000000
100000.00000000
PA
90730.59000000
0.007607204813
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1TS3
4254014.81000000
PA
USD
801390.03000000
0.067191650506
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.00000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd
15034MAE9
1500000.00000000
PA
USD
1267572.00000000
0.106278156237
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
9.21000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
655000.00000000
PA
USD
512331.18000000
0.042955834614
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
200000.00000000
PA
150609.20000000
0.012627659879
Long
DBT
CORP
NL
Y
2
2028-02-24
Fixed
2.88000000
N
N
N
N
N
N
PetVet Care Centers, LLC
549300V0HK8MSXZNOM91
PetVet Care Centers, LLC 2021 Term Loan B3
70476XAK1
148469.40000000
PA
USD
138447.72000000
0.011607994194
Long
LON
CORP
US
N
2
2025-02-14
Floating
6.61500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
2263000.00000000
PA
USD
1739658.42000000
0.145859713973
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Electro Rent Corporation
549300L5Z681EV5LDY95
Electro Rent Corporation 1st Lien Term Loan
28521VAF9
1807921.41000000
PA
USD
1758203.57000000
0.147414611328
Long
LON
CORP
US
N
2
2024-01-31
Floating
7.73200000
N
N
N
N
N
N
DAYCO PRODUCTS
N/A
DAYCO PRODUCTS
000000000
27250.00000000
NS
USD
63765.00000000
0.005346305087
Long
EC
CORP
US
N
3
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC 2021 Term Loan B
89705DAG7
1318307.70000000
PA
USD
1254369.78000000
0.105171230872
Long
LON
CORP
US
N
2
2028-03-10
Floating
5.92400000
N
N
N
N
N
N
Quimper AB
549300EI2YNCQDXVO313
Quimper AB EUR Term Loan B1
000000000
1875000.00000000
PA
1626270.63000000
0.136352841574
Long
LON
CORP
SE
N
2
2026-02-16
Floating
2.92500000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
1660000.00000000
PA
USD
1311101.20000000
0.109927813313
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Constant Contact Inc
N/A
Constant Contact Inc Term Loan
21031HAC5
1732757.37000000
PA
USD
1555149.74000000
0.130389790119
Long
LON
CORP
US
N
2
2028-02-10
Floating
6.42300000
N
N
N
N
N
N
RIVERBED TECH 12/21 COMMON
N/A
RIVERBED TECH 12/21 COMMON
000000000
21989.63000000
NS
USD
11049.79000000
0.000926457280
Long
EC
CORP
US
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1414.34000000
0.000118583755
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
15001.41000000
GBP
18173.96000000
USD
2022-10-31
1414.34000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
664000.00000000
PA
USD
538550.48000000
0.045154162489
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
1177000.00000000
PA
USD
864027.46000000
0.072443415748
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
1010000.00000000
PA
USD
840625.51000000
0.070481305432
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
78488CAH3
891000.00000000
PA
USD
857142.00000000
0.071866112058
Long
LON
CORP
US
N
2
2028-08-25
Floating
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BEXC2
4728553.57000000
PA
USD
4610832.68000000
0.386590107663
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4W2
18780.01000000
PA
USD
19372.24000000
0.001624243790
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
8.28700000
N
N
N
N
N
N
GEE ACQUISITION HOLDINGS CORP
N/A
GEE ACQUISITION HOLDINGS CORP
000000000
37259.00000000
NS
USD
350979.78000000
0.029427506993
Long
EC
CORP
US
N
3
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1009000.00000000
PA
USD
835840.47000000
0.070080109106
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
1305000.00000000
PA
USD
599569.20000000
0.050270208803
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AU8
182000.00000000
PA
USD
188643.00000000
0.015816561289
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
SCHAEFFLER AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
100000.00000000
PA
80307.76000000
0.006733314292
Long
DBT
CORP
DE
Y
2
2028-10-12
Fixed
3.37500000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
812625.00000000
PA
USD
775853.72000000
0.065050587163
Long
LON
CORP
US
N
2
2027-12-01
Floating
7.11500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4C6
7917.67000000
PA
USD
8064.96000000
0.000676197548
Long
ABS-MBS
USGSE
US
N
2
2026-03-20
Fixed
7.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
1085000.00000000
PA
USD
903175.70000000
0.075725756134
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
673000.00000000
PA
USD
590241.19000000
0.049488112240
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Kingdom of Jordan
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
438000.00000000
PA
USD
321273.00000000
0.026936775259
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
1000000.00000000
PA
USD
836090.73000000
0.070101091876
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
824000.00000000
PA
USD
677348.60000000
0.056791535580
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
ORION ENGINEERED CARBONS GMBH
549300OYUPKC8M68U288
Orion Engineered Carbons GmbH 2021 EUR Term Loan
000000000
1000000.00000000
PA
945952.20000000
0.079312303920
Long
LON
CORP
DE
N
2
2028-09-24
Floating
3.69300000
N
N
N
N
N
N
Loire Finco Luxembourg S.a.r.l.
N/A
Loire Finco Luxembourg S.a.r.l. Term Loan
000000000
342203.29000000
PA
USD
314827.03000000
0.026396320116
Long
LON
CORP
LU
N
2
2027-04-21
Floating
6.36500000
N
N
N
N
N
N
SCHOELLER PACKAGING
724500SG2N26BOKF5R11
Schoeller Packaging BV
000000000
200000.00000000
PA
158144.22000000
0.013259425201
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
6.37500000
N
N
N
N
N
N
HLF Financing S.a r.l.
549300VKVJUV5OGV2R51
HLF Financing S.a r.l. 2018 Term Loan B
40421YAF9
968000.00000000
PA
USD
931700.00000000
0.078117344156
Long
LON
CORP
KY
N
2
2025-08-18
Floating
5.61500000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
350000.00000000
PA
300996.51000000
0.025236715639
Long
DBT
CORP
ES
Y
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
651000.00000000
PA
USD
523511.42000000
0.043893229329
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
CHROME HOLDCO
9845000E49865VT3N679
Chrome Holdco SASU
000000000
200000.00000000
PA
149212.63000000
0.012510566030
Long
DBT
CORP
FR
Y
2
2029-05-31
Fixed
5.00000000
N
N
N
N
N
N
Entravision Communications Corporation
549300SKHY2ALCLKV539
Entravision Communications Corporation 2017 Term Loan B
29382XAE4
822500.00000000
PA
USD
811190.63000000
0.068013370849
Long
LON
CORP
US
N
2
2024-11-29
Floating
5.86500000
N
N
N
N
N
N
Midwest Physician Administrative Services, LLC
5493001F7B0DCPKBGK48
Midwest Physician Administrative Services, LLC 2021 Term Loan
59835XAC8
469062.50000000
PA
USD
430951.17000000
0.036132618720
Long
LON
CORP
US
N
2
2028-03-12
Floating
6.92400000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
1481000.00000000
PA
USD
1141547.40000000
0.095711764641
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2022 DIP Term Loan
000000000
200510.18000000
PA
USD
202515.28000000
0.016979667086
Long
LON
CORP
NL
N
2
2023-02-28
Floating
10.90300000
N
N
N
N
N
N
Carlyle Global Market Strategies
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1000000.00000000
PA
USD
799001.00000000
0.066991344958
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
9.41000000
N
N
N
N
N
N
Rainbow Finco S.a r.l.
N/A
Rainbow Finco S.a r.l. EUR Term Loan B
000000000
1000000.00000000
PA
896745.84000000
0.075186651716
Long
LON
CORP
GB
N
2
2029-02-24
Floating
4.65800000
N
N
N
N
N
N
Aernnova Aerospace S.A.U
95980020140005473208
Aernnova Aerospace S.A.U EUR Term Loan B
000000000
795918.37000000
PA
673759.44000000
0.056490606475
Long
LON
CORP
ES
N
2
2027-02-26
Floating
3.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
915000.00000000
PA
USD
898151.54000000
0.075304511060
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
000000000
325000.00000000
PA
271997.93000000
0.022805362141
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
RECIPHARM AB
5493001Q7PMOE0LQ5N14
RECIPHARM AB EUR TERM LOAN
000000000
1000000.00000000
PA
884495.22000000
0.074159512187
Long
LON
CORP
SE
N
2
2028-02-17
Floating
3.53900000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
000000000
500000.00000000
PA
434557.15000000
0.036434958078
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
4.37500000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
2576000.00000000
PA
USD
2423003.43000000
0.203154011841
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.12500000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
989000.00000000
PA
USD
818527.70000000
0.068628539274
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSTQ6
1313017.70000000
PA
USD
268291.53000000
0.022494603180
Long
ABS-MBS
USGSE
US
N
2
2046-11-15
Fixed
3.50000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAD7
1016000.00000000
PA
USD
740400.72000000
0.062078070041
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
8.25000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
858000.00000000
PA
USD
223492.72000000
0.018738497074
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
Y
N
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC 2021 First Out Term Loan
000000000
1053031.78000000
PA
USD
934565.70000000
0.078357615566
Long
LON
CORP
US
N
2
2025-07-22
Floating
7.48000000
N
N
N
N
N
N
RIVERBED TECH 12/21 CONV PREF
N/A
RIVERBED TECH 12/21 CONV PREF
000000000
7179.49000000
NS
USD
7179.49000000
0.000601956306
Long
EP
CORP
US
N
2
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
100000.00000000
PA
89152.22000000
0.007474868146
Long
DBT
CORP
IM
Y
2
2026-03-07
Fixed
4.25000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 1st Lien Term Loan B
90351JAG9
7554171.44000000
PA
USD
7416466.45000000
0.621825332293
Long
LON
CORP
US
N
2
2025-04-04
Floating
6.57000000
N
N
N
N
N
N
Ryan Specialty Group, LLC
549300K52N7QBO3PYY45
Ryan Specialty Group, LLC Term Loan
78350UAE5
1690500.00000000
PA
USD
1639785.00000000
0.137485938807
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.13400000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
250000.00000000
PA
220915.54000000
0.018522416301
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE96
514920.20000000
PA
USD
544681.82000000
0.045668237832
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
7.50000000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB 2021 EUR Term Loan
000000000
1000000.00000000
PA
878124.89000000
0.073625398995
Long
LON
CORP
SE
N
2
2028-03-27
Floating
3.47300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MYN6
2081503.80000000
PA
USD
2153794.01000000
0.180582449201
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1597.25000000
-0.00013391963
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
84069.41000000
USD
83995.00000000
EUR
2022-10-31
-1597.25000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAC1
3000000.00000000
PA
USD
2891989.50000000
0.242475624200
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.21200000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
04649VAX8
3104700.00000000
PA
USD
2638995.00000000
0.221263583386
Long
LON
CORP
US
N
2
2026-12-23
Floating
6.36500000
N
N
N
N
N
N
Monogram Food Solutions, LLC
549300RKG7DLLYNXX093
Monogram Food Solutions, LLC Term Loan B
60976EAH6
545875.00000000
PA
USD
526769.38000000
0.044166389340
Long
LON
CORP
US
N
2
2028-08-28
Floating
7.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
1974000.00000000
PA
USD
1815961.56000000
0.152257265382
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
3100000.00000000
PA
USD
2530158.00000000
0.212138266883
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
4.40000000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA
254900IS87RLPXY88S03
Horizon Therapeutics USA Inc
44055PAA4
980000.00000000
PA
USD
918171.80000000
0.076983087361
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAP1
452000.00000000
PA
USD
313831.13000000
0.026312819994
Long
DBT
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHRR0
14273456.56000000
PA
USD
12944368.67000000
1.085306109562
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
ACC CLAIMS HLDGS LLC
N/A
ACC CLAIMS HLDGS LLC MUTUAL FUND
00084K104
2257600.00000000
NS
USD
0.00000000
0.000000
Long
EC
RF
US
N
3
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
788000.00000000
PA
USD
728486.30000000
0.061079118826
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
ProGroup AG
529900YI5W5TQ8F2FP82
ProGroup AG
000000000
500000.00000000
PA
404454.43000000
0.033911029198
Long
DBT
CORP
DE
Y
2
2026-03-31
Fixed
3.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1945.00000000
-0.00016307634
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
216630.26000000
USD
219010.78000000
EUR
2022-10-07
-1945.00000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
755000.00000000
PA
USD
569952.44000000
0.047787024694
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
QuarterNorth Energy Holding Inc.
549300BC3OH5VUTNXB92
QuarterNorth Energy Holding Inc. 2021 Exit 2nd Lien Term Loan
74771KAB3
781810.16000000
PA
USD
780181.65000000
0.065413457612
Long
LON
CORP
US
N
2
2026-08-27
Floating
11.11500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC22
000000000
-840.00000000
NC
USD
3067626.80000000
0.257201737124
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVZ2 COMDTY
2022-12-30
-93374189.72000000
USD
3067626.80000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEUU9
210351.20000000
PA
USD
1994.38000000
0.000167216559
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
3.21600000
N
N
N
N
N
N
HEATHROW FINANCE PLC
549300F740QSGMPHQJ60
Heathrow Finance PLC
000000000
225000.00000000
PA
235208.73000000
0.019720812825
Long
DBT
CORP
GB
Y
2
2024-03-01
Fixed
4.75000000
N
N
N
N
N
N
AEDAS HOMES OPCO SLU
959800NRD7BJBYEDBG71
Aedas Homes Opco SLU
000000000
105000.00000000
PA
88014.87000000
0.007379508308
Long
DBT
CORP
ES
Y
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
Centurion Pipeline Company LLC
54930040AX5IIFI80J88
Centurion Pipeline Company LLC 2020 Incremental Term Loan
15643YAD8
222187.50000000
PA
USD
218021.48000000
0.018279767078
Long
LON
CORP
US
N
2
2025-09-28
Floating
7.11500000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2022 DIP Delayed Draw Term Loan
000000000
98233.35000000
PA
USD
100373.47000000
0.008415701298
Long
LON
CORP
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHN8
9001.24000000
PA
USD
9263.50000000
0.000776687793
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
447000.00000000
PA
USD
427061.52000000
0.035806495367
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 Term Loan B
90351JAF1
3431000.00000000
PA
USD
3353802.50000000
0.281195818530
Long
LON
CORP
US
N
2
2027-02-25
Floating
6.57000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
457000.00000000
PA
USD
405482.39000000
0.033997217354
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
245000.00000000
PA
USD
220917.65000000
0.018522593211
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Pinewood Finance Co Ltd
N/A
Pinewood Finance Co Ltd
000000000
200000.00000000
PA
192046.59000000
0.016101931485
Long
DBT
CORP
GB
Y
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
1014000.00000000
PA
USD
880004.97000000
0.073783032199
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
506000.00000000
PA
USD
31346.70000000
0.002628228992
Long
DBT
NUSS
LB
Y
2
2028-03-20
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358U5G7
4331.13000000
PA
USD
4339.64000000
0.000363852260
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Incorporated 2022 Term Loan B
45173JAQ7
1000000.00000000
PA
USD
970833.00000000
0.081398406761
Long
LON
CORP
US
N
2
2029-07-02
Floating
5.31400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0506A5
182900000.00000000
PA
USD
178746386.73000000
14.98679082201
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
5.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
80000.00000000
PA
USD
4915.41000000
0.000412127052
Long
DBT
NUSS
LB
Y
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
UNITED STATES CELLULAR C
549300B164AZXESI6E03
United States Cellular Corp
911684702
18950.00000000
NS
USD
393023.00000000
0.032952573738
Long
EP
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
745000.00000000
PA
USD
617679.50000000
0.051788646645
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NAJ5
5276000.00000000
PA
USD
3913557.42000000
0.328127843569
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.69900000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
750000.00000000
PA
USD
497054.70000000
0.041674995239
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2022 Second Out Term Loan
29373UAF8
7326629.95000000
PA
USD
3355596.52000000
0.281346236130
Long
LON
CORP
US
N
2
2027-03-31
Floating
6.83000000
N
N
N
N
N
N
Kouti B.V.
549300X08HET1O4TQU96
Kouti B.V. 2021 EUR Term Loan
000000000
2000000.00000000
PA
1755922.44000000
0.147223352535
Long
LON
CORP
NL
N
2
2028-08-31
Floating
3.75700000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
549000.00000000
PA
USD
423863.69000000
0.035538376888
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-367.65000000
-0.00003082520
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
17105.59000000
USD
17047.00000000
EUR
2022-10-31
-367.65000000
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
1016000.00000000
PA
USD
947646.98000000
0.079454400853
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
LEEWARD RENEWABL
254900EVJU1A57NUX379
Leeward Renewable Energy Operations LLC
524590AA4
838000.00000000
PA
USD
676433.60000000
0.056714818428
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
CMG Media Corporation
N/A
CMG Media Corporation 2021 Term Loan
88145LAE4
1823765.59000000
PA
USD
1711299.44000000
0.143481987022
Long
LON
CORP
US
N
2
2026-12-17
Floating
6.61500000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership USD Term Loan I
000000000
4150000.00000000
PA
USD
3962507.15000000
0.332231978918
Long
LON
CORP
US
N
2
2028-04-30
Floating
5.31800000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2020 Term Loan
74274NAG8
568950.63000000
PA
USD
533628.47000000
0.044741482067
Long
LON
CORP
US
N
2
2025-11-03
Floating
6.73400000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAL1
1675000.00000000
PA
USD
1281316.38000000
0.107430538402
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.53300000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7535.80000000
-0.00063183072
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
680651.00000000
EUR
659672.18000000
USD
2022-10-07
-7535.80000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YD5
235000.00000000
PA
USD
234872.32000000
0.019692606905
Long
STIV
UST
US
N
2
2022-10-11
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4L6
22654.37000000
PA
USD
22936.45000000
0.001923080989
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAH6
410000.00000000
PA
USD
304564.37000000
0.025535858869
Long
DBT
CORP
FR
N
2
2037-01-14
Fixed
3.64800000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
2500000.00000000
PA
USD
2219712.50000000
0.186109311248
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
David's Bridal, Inc.
YEMD6E68QLMSL3ZMES44
David's Bridal, Inc. 2019 New Money Term Loan
000000000
675257.73000000
PA
USD
628664.95000000
0.052709709410
Long
LON
CORP
US
N
2
2023-06-30
Floating
9.11500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PEB7
20999.85000000
PA
USD
21439.66000000
0.001797584306
Long
ABS-MBS
USGSE
US
N
2
2026-04-17
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T17A4
15872.03000000
PA
USD
16056.49000000
0.001346238440
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXXIV Ltd
09631KAA1
1000000.00000000
PA
USD
918838.00000000
0.077038944155
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
8.51300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCL5
3261166.54000000
PA
USD
2946034.64000000
0.247006978500
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.50000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAC5
1000000.00000000
PA
USD
974545.00000000
0.081709635248
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.62500000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
759000.00000000
PA
USD
618186.53000000
0.051831158008
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Cloudera, Inc.
549300PGONC4JOI0RG62
Cloudera, Inc. 2021 Second Lien Term Loan
74339VAE8
775000.00000000
PA
USD
666500.00000000
0.055881946849
Long
LON
CORP
US
N
2
2029-10-08
Floating
9.11500000
N
N
N
N
N
N
ROHM HOLDING GMBH
529900TDB6090VCVJG31
ROHM HOLDING GMBH 2021 EUR TERM LOAN B
000000000
500000.00000000
PA
386660.15000000
0.032419087698
Long
LON
CORP
DE
N
2
2026-07-31
Floating
4.88100000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-96007.46000000
-0.00804963807
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2405253.04000000
GBP
2591147.83000000
USD
2022-10-31
-96007.46000000
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2020 Incremental Term Loan
45567YAL9
395181.38000000
PA
USD
377398.22000000
0.031642531539
Long
LON
CORP
US
N
2
2024-09-13
Floating
6.86500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
364000.00000000
PA
USD
92772.84000000
0.007778434979
Long
DBT
NUSS
LK
Y
2
2029-03-14
Fixed
7.85000000
N
Y
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
1544000.00000000
PA
USD
1323727.96000000
0.110986489879
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
2705000.00000000
PA
USD
2136625.40000000
0.179142966303
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B9EX1
3892714.70000000
PA
USD
465244.80000000
0.039007929761
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
2.96600000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
4437000.00000000
PA
USD
3720424.50000000
0.311934829960
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
4.41500000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
000000000
100000.00000000
PA
91150.15000000
0.007642382352
Long
DBT
CORP
FR
Y
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
170000.00000000
PA
USD
150815.50000000
0.012644956871
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
100000.00000000
PA
82088.11000000
0.006882585746
Long
DBT
CORP
FR
Y
2
2026-05-25
Fixed
2.37500000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300EYIDIF4X8MHI21
BlueMountain CLO 2016-3 Ltd
09628XAE0
2000000.00000000
PA
USD
1554466.00000000
0.130332462703
Long
ABS-CBDO
CORP
KY
N
2
2030-11-15
Floating
8.85500000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
000000000
300000.00000000
PA
266429.07000000
0.022338447305
Long
DBT
CORP
IE
Y
2
2026-10-01
Fixed
3.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
2506000.00000000
PA
USD
1401142.19000000
0.117477199386
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
GKN Holdings Ltd
213800WS7P9FYSAIJ240
GKN Holdings Ltd
000000000
120000.00000000
PA
96920.24000000
0.008126169092
Long
DBT
CORP
GB
Y
2
2032-05-12
Fixed
4.62500000
N
N
N
N
N
N
Flint Group US LLC
549300Q6D2JN1G0T8E41
Flint Group US LLC USD 1st Lien Term Loan B2
000000000
127550.46000000
PA
USD
104378.75000000
0.008751519519
Long
LON
CORP
US
N
2
2023-09-21
Floating
5.25000000
N
N
Y
N
N
N
Travel Leaders Group, LLC
549300ELYRGQJOXAK024
Travel Leaders Group, LLC 2018 Term Loan B
89416FAQ0
936000.00000000
PA
USD
861120.00000000
0.072199643017
Long
LON
CORP
US
N
2
2024-01-25
Floating
7.11500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
2509.21000000
0.000210381905
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
56864.53000000
USD
53145.00000000
GBP
2022-10-31
2509.21000000
N
N
N
Twin River Worldwide Holdings, Inc.
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc. 2021 Term Loan B
05875CAB0
1166187.50000000
PA
USD
1056128.55000000
0.088549916725
Long
LON
CORP
US
N
2
2028-10-02
Floating
5.93500000
N
N
N
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC 2021 New Money Last Out Term Loan
000000000
406453.18000000
PA
USD
359711.06000000
0.030159571397
Long
LON
CORP
US
N
2
2025-10-22
Floating
11.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617W1W63
1992237.60000000
PA
USD
1908943.64000000
0.160053243856
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.50000000
N
N
N
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
000000000
135157.89000000
PA
106230.82000000
0.008906804256
Long
DBT
CORP
LU
Y
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
564000.00000000
PA
USD
397338.00000000
0.033314360086
Long
DBT
NUSS
UZ
Y
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
1264000.00000000
PA
USD
1052532.80000000
0.088248435089
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
1196769.94000000
PA
USD
1017254.45000000
0.085290561302
Long
LON
CORP
US
N
2
2025-07-09
Floating
7.33400000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
200000.00000000
PA
176968.43000000
0.014837720029
Long
DBT
CORP
ES
Y
2
2026-04-12
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
1426000.00000000
PA
USD
1043240.21000000
0.087469308277
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2021 Term Loan B
78466YAN8
990000.00000000
PA
USD
911418.75000000
0.076416885439
Long
LON
CORP
US
N
2
2028-06-02
Floating
6.30600000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-643.93000000
-0.00005398959
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10968.00000000
USD
9241.00000000
GBP
2022-10-31
-643.93000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1A62
695153.00000000
PA
USD
28209.31000000
0.002365178037
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
10340.65000000
0.000867000230
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
109683.59000000
GBP
132879.46000000
USD
2022-10-31
10340.65000000
N
N
N
Garrett LX I SARL
549300LKYJ4RR1ELO069
Garrett LX I SARL 2021 EUR Term Loan B
36649XAD0
1000000.00000000
PA
916346.84000000
0.076830075632
Long
LON
CORP
LU
N
2
2028-04-30
Floating
3.73800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWX82
3008251.50000000
PA
USD
2866166.82000000
0.240310550485
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
3.00000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
441000.00000000
PA
USD
428625.54000000
0.035937628874
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2021 Term Loan D
389376AZ7
942875.00000000
PA
USD
918713.83000000
0.077028533260
Long
LON
CORP
US
N
2
2028-12-01
Floating
5.56400000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AM6
437000.00000000
PA
USD
360798.13000000
0.030250715565
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GWN0
1881667.18000000
PA
USD
1838041.57000000
0.154108539119
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
3.51400000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
92882.78000000
0.007787652776
Long
DBT
CORP
NL
Y
2
2024-12-14
Fixed
4.37500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
2658000.00000000
PA
USD
2617797.75000000
0.219486323675
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite Inc Term Loan
55955NAB4
643500.00000000
PA
USD
616151.25000000
0.051660512234
Long
LON
CORP
US
N
2
2028-04-28
Floating
8.57000000
N
N
N
N
N
N
SGL CARBON SE
52990038IB31TYK07X63
SGL Carbon SE
000000000
300000.00000000
PA
292292.10000000
0.024506904121
Long
DBT
CORP
DE
Y
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
SGL Carbon SE
SGL Carbon SE
EUR
XXXX
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
309000.00000000
PA
USD
227923.28000000
0.019109972421
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NT5
808257.01000000
PA
USD
841521.19000000
0.070556402719
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1647000.00000000
PA
USD
1556250.30000000
0.130482065341
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2S3
13671.68000000
PA
USD
14107.12000000
0.001182795693
Long
ABS-MBS
USGSE
US
N
2
2029-10-15
Fixed
8.23100000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
2954000.00000000
PA
USD
2572520.44000000
0.215690098272
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
EIG Management Company, LLC
5493007EDFEL0IR8BD89
EIG Management Company, LLC 2018 Term Loan B
26858HAB6
262625.00000000
PA
USD
254746.25000000
0.021358914332
Long
LON
CORP
US
N
2
2025-02-22
Floating
6.86500000
N
N
N
N
N
N
CryoLife, Inc.
549300YTKV8DMSMG6K81
CryoLife, Inc. Term Loan B
22904TAC1
523875.00000000
PA
USD
496371.56000000
0.041617718130
Long
LON
CORP
US
N
2
2027-06-01
Floating
7.17400000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
712500.00000000
PA
USD
716444.40000000
0.060069479192
Long
LON
CORP
US
N
2
2027-06-21
Floating
8.77700000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan C
42804VBC4
198220.06000000
PA
USD
187978.62000000
0.015760857091
Long
LON
CORP
US
N
2
2028-06-30
Floating
6.36500000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
319000.00000000
PA
USD
250710.08000000
0.021020506174
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Mariner Wealth Advisors LLC
549300XJJOOU336E5R24
Mariner Wealth Advisors LLC Term Loan B
56846TAD8
433125.00000000
PA
USD
414175.78000000
0.034726104913
Long
LON
CORP
US
N
2
2028-08-18
Floating
7.06500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643AAG8
3488000.00000000
PA
USD
3065253.35000000
0.257002737864
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.13200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819NAE4
3000000.00000000
PA
USD
2596338.00000000
0.217687054944
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
9.37800000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
892000.00000000
PA
USD
850941.24000000
0.071346216273
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AK3U5
70055.00000000
PA
USD
69932.64000000
0.005863423963
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
2195000.00000000
PA
USD
1934826.65000000
0.162223375872
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
100000.00000000
PA
82318.92000000
0.006901937752
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
2484000.00000000
PA
USD
2376691.20000000
0.199271014729
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
200000.00000000
PA
171753.78000000
0.014400503533
Long
DBT
CORP
LU
Y
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
Hoya Midco, LLC
549300LK73TSUP0YKH27
Hoya Midco, LLC 2022 Term Loan
44325HAD0
993103.13000000
PA
USD
953379.00000000
0.079934995657
Long
LON
CORP
US
N
2
2029-02-03
Floating
6.28400000
N
N
N
N
N
N
NOBEL BIDCO BV
549300NZZFLYK83VVT71
Nobel Bidco BV
000000000
150000.00000000
PA
99614.06000000
0.008352029417
Long
DBT
CORP
NL
Y
2
2028-06-15
Fixed
3.12500000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
2444000.00000000
PA
USD
2240781.40000000
0.187875809598
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
Harsco Corporation
KAO98FK89NPNNPQGUZ43
Harsco Corporation 2021 Term Loan
41587CAR9
395000.00000000
PA
USD
347600.00000000
0.029144133120
Long
LON
CORP
US
N
2
2028-03-10
Floating
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KBG8
1214733.23000000
PA
USD
1253800.87000000
0.105123531249
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
1038000.00000000
PA
USD
858145.74000000
0.071950269515
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
420000.00000000
PA
USD
330706.09000000
0.027727682137
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
972000.00000000
PA
USD
59719.68000000
0.005007129757
Long
DBT
NUSS
LB
Y
2
2022-10-04
None
0.00000000
Y
N
N
N
N
N
TANZANIA
N/A
TANZANIA 10 Year Term Loan
000000000
4410000.00000000
PA
USD
3970009.89000000
0.332861037759
Long
LON
CORP
TZ
N
2
2031-04-28
Floating
8.23200000
N
N
N
N
N
N
GVC Holdings PLC
N/A
GVC Holdings PLC 2019 EUR Term Loan B3
000000000
1850000.00000000
PA
1708839.86000000
0.143275766289
Long
LON
CORP
GI
N
2
2024-03-29
Floating
3.18500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
1134000.00000000
PA
USD
887454.02000000
0.074407589463
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
100000.00000000
PA
97239.78000000
0.008152960566
Long
DBT
CORP
GB
Y
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2018 EUR Term Loan
31732FAN6
1353607.77000000
PA
1270222.78000000
0.106500407921
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.72800000
N
N
N
N
N
N
David's Bridal, Inc.
YEMD6E68QLMSL3ZMES44
David's Bridal, Inc. 2020 Super Priority Term Loan
000000000
563305.34000000
PA
USD
541899.74000000
0.045434977447
Long
LON
CORP
US
N
2
2023-06-23
Floating
7.74000000
N
N
Y
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AD5
1187000.00000000
PA
USD
886190.46000000
0.074301647688
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
129000.00000000
PA
USD
7810.95000000
0.000654900364
Long
DBT
NUSS
LB
N
2
2034-05-17
None
0.00000000
Y
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
200000.00000000
PA
175125.15000000
0.014683172279
Long
DBT
CORP
GB
Y
2
2024-01-15
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A93D8
3214160.40000000
PA
USD
669898.20000000
0.056166865127
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
811000.00000000
PA
USD
759387.96000000
0.063670033937
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
1609000.00000000
PA
USD
1479982.34000000
0.124087463560
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Centurion Pipeline Company LLC
54930040AX5IIFI80J88
Centurion Pipeline Company LLC 2018 Term Loan B
15643YAC0
266062.50000000
PA
USD
262293.19000000
0.021991679073
Long
LON
CORP
US
N
2
2025-09-29
Floating
6.36500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TN96
10401.21000000
PA
USD
10409.67000000
0.000872787135
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
1355000.00000000
PA
USD
1093956.35000000
0.091721546296
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Mehilainen Yhtiot Oy
2138006X78HGYRHS5865
Mehilainen Yhtiot Oy 2021 EUR Incremental Term Loan B2
000000000
1000000.00000000
PA
898583.44000000
0.075340723232
Long
LON
CORP
FI
N
2
2025-08-11
Floating
4.71800000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
200000.00000000
PA
177144.06000000
0.014852445529
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MZ88
372135.20000000
PA
USD
394431.16000000
0.033070639338
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2552000.00000000
PA
USD
2225254.68000000
0.186573989130
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1615000.00000000
PA
USD
1556512.78000000
0.130504072683
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
459000.00000000
PA
USD
383265.00000000
0.032134425145
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Franklin Square Holdings, L.P.
N/A
Franklin Square Holdings, L.P. 2018 Term Loan B
30259HAE7
527997.72000000
PA
USD
517437.77000000
0.043383990939
Long
LON
CORP
US
N
2
2025-08-01
Floating
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RH59
1535834.30000000
PA
USD
1543633.50000000
0.129424223860
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2021 Term Loan
12546FAF9
472625.00000000
PA
USD
453720.00000000
0.038041645798
Long
LON
CORP
US
N
2
2028-12-08
Floating
6.12500000
N
N
N
N
N
N
Ziggo B.V.
213800TQASLF9JXH5J59
Ziggo B.V. 2019 EUR Term Loan H
000000000
3750000.00000000
PA
3321451.04000000
0.278483346559
Long
LON
CORP
NL
N
2
2029-01-31
Floating
3.76400000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc 2021 Term Loan B3
71913BAH5
1303770.63000000
PA
USD
1238582.10000000
0.103847530504
Long
LON
CORP
US
N
2
2026-03-05
Floating
6.61500000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
795000.00000000
PA
USD
733172.85000000
0.061472057367
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T4E85
268887.64000000
PA
USD
270047.15000000
0.022641801175
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
1177000.00000000
PA
USD
1061824.67000000
0.089027501534
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
1035000.00000000
PA
USD
798942.38000000
0.066986430030
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Caldic B.V.
2549005MTFX0VLL0UQ17
Caldic B.V. 2022 EUR Term Loan B
000000000
1000000.00000000
PA
889395.47000000
0.074570368166
Long
LON
CORP
NL
N
2
2029-02-03
Floating
4.18500000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp
70137WAG3
376000.00000000
PA
USD
304428.66000000
0.025524480416
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC 2020 USD Term Loan B4
55280FAL5
1583457.40000000
PA
USD
1567293.47000000
0.131407967575
Long
LON
CORP
US
N
2
2025-06-05
Floating
7.41800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUBH2
635134.68000000
PA
USD
613050.95000000
0.051400571049
Long
ABS-MBS
USGA
US
N
2
2047-10-15
Fixed
4.50000000
N
N
N
N
N
N
GRUENENTHAL GMBH
529900SH895E31PGLA72
Gruenenthal GmbH
000000000
300000.00000000
PA
252873.51000000
0.021201896542
Long
DBT
CORP
DE
Y
2
2026-11-15
Fixed
3.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
57000.00000000
PA
USD
3433.11000000
0.000287845267
Long
DBT
NUSS
LB
Y
2
2020-04-14
None
0.00000000
Y
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
935000.00000000
PA
USD
851972.00000000
0.071432639192
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
142993.14000000
0.011989099849
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3516177.96000000
EUR
3595422.41000000
USD
2022-10-31
142993.14000000
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
2060000.00000000
PA
USD
1901616.59000000
0.159438915546
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
1722000.00000000
PA
USD
1520000.79000000
0.127442765729
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1850000.00000000
PA
USD
1720805.62000000
0.144279022049
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
EC FINANCE PLC
213800NKPB53RHYDQE45
EC Finance PLC
000000000
102000.00000000
PA
87224.36000000
0.007313228881
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
332000.00000000
PA
USD
306349.68000000
0.025685546189
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
453000.00000000
PA
USD
407865.35000000
0.034197013969
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
750000.00000000
PA
USD
699896.25000000
0.058682018069
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKBJ1
383157.76000000
PA
USD
68685.32000000
0.005758843813
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
225189.76000000
0.018880783495
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6228298.00000000
EUR
6340568.05000000
USD
2022-10-31
225189.76000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
646000.00000000
PA
USD
545131.25000000
0.045705919788
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Elmwood CLO 17 Ltd
N/A
Elmwood CLO 17 Ltd
29003GAA8
2000000.00000000
PA
USD
1758180.00000000
0.147412635127
Long
ABS-CBDO
CORP
KY
N
2
2035-07-17
Floating
9.24300000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
619000.00000000
PA
USD
505896.32000000
0.042416310976
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
725000.00000000
PA
USD
688229.52000000
0.057703834144
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358QF83
30.26000000
PA
USD
30.25000000
0.000002536277
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
7.00000000
N
N
N
N
N
N
LSF11 Skyscraper Holdco S.a r.l.
254900TIPQ0RBM2WVJ30
LSF11 Skyscraper Holdco S.a r.l. 2021 EUR Term Loan B
000000000
1000000.00000000
PA
940848.10000000
0.078884356366
Long
LON
CORP
LU
N
2
2027-09-29
Floating
4.69300000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
519000.00000000
PA
USD
391899.50000000
0.032858375138
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
1LIFE HEALTHCARE INC
N/A
1Life Healthcare Inc
68269GAB3
619000.00000000
PA
USD
601977.50000000
0.050472130022
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.00000000
N
N
N
N
Y
1Life Healthcare Inc
1Life Healthcare Inc
USD
XXXX
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
410000.00000000
PA
USD
382837.50000000
0.032098581886
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
839000.00000000
PA
USD
783936.43000000
0.065728272940
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZT3
200000.00000000
PA
171147.33000000
0.014349656411
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
2.38600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YC7
265000.00000000
PA
USD
264982.25000000
0.022217140301
Long
STIV
UST
US
N
2
2022-10-04
None
0.00000000
N
N
N
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319RAA9
1085000.00000000
PA
USD
869410.50000000
0.072894750715
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
TUPY OVERSEAS SA
222100ZREIYU6AS2OO19
Tupy Overseas SA
89990BAB6
700000.00000000
PA
USD
521283.46000000
0.043706428515
Long
DBT
CORP
LU
N
2
2031-02-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6P6
203387.89000000
PA
USD
212833.00000000
0.017844744777
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
9.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
439000.00000000
PA
USD
436500.79000000
0.036597920400
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.08700000
N
N
N
N
N
N
Synaptics Incorporated
549300AJ3LI4FWNRQX29
Synaptics Incorporated Term Loan B
87159JAH7
396000.00000000
PA
USD
392040.00000000
0.032870155203
Long
LON
CORP
US
N
2
2028-12-02
Floating
4.35600000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
880000.00000000
PA
USD
581213.60000000
0.048731204056
Long
DBT
NUSS
GA
Y
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
650000.00000000
PA
503077.36000000
0.042179958429
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
389000.00000000
PA
USD
314486.27000000
0.026367749475
Long
DBT
NUSS
AZ
Y
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55819AAL6
2000000.00000000
PA
USD
1731486.00000000
0.145174506561
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
9.23200000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1614000.00000000
PA
USD
460488.73000000
0.038609162392
Long
DBT
NUSS
UA
Y
2
2041-08-01
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQBQ4
2968477.90000000
PA
USD
3072618.64000000
0.257620272364
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
3.06100000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
114926.44000000
0.009635878787
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2651000.00000000
EUR
2717863.52000000
USD
2022-10-31
114926.44000000
N
N
N
AETHON III BR LLC
N/A
AETHON III BR LLC
000000000
2366000.00000000
PA
USD
2347031.78000000
0.196784253841
Long
DBT
CORP
US
N
2
2025-10-01
None
0.00000000
N
N
N
N
N
N
DIOCLE SPA
98450058C8B4646FKE32
Diocle Spa
000000000
96212.77000000
PA
93547.38000000
0.007843375419
Long
DBT
CORP
IT
Y
2
2026-06-30
Floating
4.87500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
1988000.00000000
PA
USD
1514617.44000000
0.126991404771
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312915LK5
11327.75000000
PA
USD
11358.44000000
0.000952335694
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4713.63000000
-0.00039520903
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
88761.69000000
USD
85600.00000000
EUR
2022-10-31
-4713.63000000
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
400000.00000000
PA
USD
312912.00000000
0.026235756568
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV LLC
N/A
MajorDrive Holdings IV LLC 2022 Incremental Term Loan B
56085UAC7
1645875.00000000
PA
USD
1604728.13000000
0.134546634762
Long
LON
CORP
US
N
2
2029-06-01
Floating
8.59700000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
948000.00000000
PA
USD
829917.12000000
0.069583472452
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
93940.00000000
NS
USD
45795.75000000
0.003839693424
Long
EC
CORP
BM
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBW2
1617717.79000000
PA
USD
1464554.62000000
0.122793943636
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1461000.00000000
PA
USD
1062541.91000000
0.089087637720
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Employbridge LLC
549300GS4274Y66CQH05
Employbridge LLC 2021 Term Loan B
000000000
1509750.00000000
PA
USD
1353113.44000000
0.113450282574
Long
LON
CORP
US
N
2
2028-07-19
Floating
8.42400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APHR6
994268.20000000
PA
USD
206176.43000000
0.017286632112
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VX39
2195710.24000000
PA
USD
1776608.88000000
0.148957783954
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
624000.00000000
PA
USD
517042.66000000
0.043350863383
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC 2022 Term Loan
57776DAE3
748125.00000000
PA
USD
716952.88000000
0.060112112129
Long
LON
CORP
US
N
2
2029-02-15
Floating
7.55800000
N
N
N
N
N
N
Journey Personal Care Corp.
N/A
Journey Personal Care Corp. 2021 Term Loan B
48114NAB7
1036875.01000000
PA
USD
673105.04000000
0.056435739039
Long
LON
CORP
US
N
2
2028-03-01
Floating
7.92400000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
899000.00000000
PA
USD
758746.11000000
0.063616218742
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXBB0
1282774.01000000
PA
USD
1014159.08000000
0.085031033467
Long
ABS-MBS
USGSE
US
N
2
2039-04-15
None
0.00000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
175000.00000000
PA
126916.49000000
0.010641171115
Long
DBT
CORP
SE
Y
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 2nd Lien Term Loan
24780DAE7
1950000.00000000
PA
USD
1725750.00000000
0.144693578059
Long
LON
CORP
US
N
2
2028-12-01
Floating
10.33200000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CP3
1000000.00000000
PA
USD
779540.00000000
0.065359659185
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
24352.35000000
0.002041795541
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1206600.36000000
EUR
1214104.52000000
USD
2022-12-21
24352.35000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2663.17000000
0.000223290509
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
241571.07000000
USD
248744.00000000
EUR
2022-10-31
2663.17000000
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
427000.00000000
PA
USD
356397.69000000
0.029881765596
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
1535000.00000000
PA
USD
1231300.25000000
0.103236991938
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
SMG US Midco 2, Inc.
N/A
SMG US Midco 2, Inc. 2020 Term Loan
78453JAD8
238870.34000000
PA
USD
228519.37000000
0.019159950920
Long
LON
CORP
US
N
2
2025-01-23
Floating
5.61500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
1044000.00000000
PA
USD
814763.70000000
0.068312950905
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCT20
1036098.18000000
PA
USD
196660.35000000
0.016488767031
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
3176000.00000000
PA
USD
2743224.61000000
0.230002598430
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
GALAXY FINCO LTD
984500E65BE1F6988518
Galaxy Finco Ltd
000000000
575000.00000000
PA
526453.30000000
0.044139887966
Long
DBT
CORP
JE
Y
2
2027-07-31
Fixed
9.25000000
N
N
N
N
N
N
MIDCO GB SASU
9845002EBFE6FE882F65
Midco GB SASU
000000000
130000.00000000
PA
122389.88000000
0.010261642564
Long
DBT
CORP
FR
Y
2
2027-11-01
Fixed
7.75000000
N
N
Y
N
N
N
Victory Capital Holdings, Inc.
549300BN5LH2CIPPHS71
Victory Capital Holdings, Inc. 2021 Term Loan B
92645DAH2
898010.22000000
PA
USD
870321.87000000
0.072971163513
Long
LON
CORP
US
N
2
2026-07-01
Floating
4.54300000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCN3
395000.00000000
PA
USD
330768.99000000
0.027732955917
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.27300000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
125000.00000000
PA
103176.62000000
0.008650728274
Long
DBT
CORP
DE
Y
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASUX0
754151.08000000
PA
USD
113814.29000000
0.009542631814
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
3.18200000
N
N
N
N
N
N
Mitnick Corporate Purchaser, Inc
2549002PYWOTVEDJKW54
Mitnick Corporate Purchaser, Inc Term Loan
60672HAC7
450000.00000000
PA
USD
428999.85000000
0.035969012477
Long
LON
CORP
US
N
2
2029-05-02
Floating
7.39300000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1652000.00000000
PA
USD
1281722.62000000
0.107464599140
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
1307000.00000000
PA
USD
988647.48000000
0.082892041906
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc. 2021 Term Loan B3
14880BAH4
824685.95000000
PA
USD
820218.63000000
0.068770313408
Long
LON
CORP
US
N
2
2028-02-22
Floating
5.06300000
N
N
N
N
N
N
TECHEM VERWALTUNGSGESELL
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH
000000000
300000.00000000
PA
258377.47000000
0.021663369911
Long
DBT
CORP
DE
Y
2
2025-07-15
Fixed
2.00000000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan
50106JAF3
397000.00000000
PA
USD
376157.50000000
0.031538504759
Long
LON
CORP
US
N
2
2026-12-22
Floating
8.94000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
1176000.00000000
PA
USD
994884.24000000
0.083414956071
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
1341000.00000000
PA
USD
1156281.47000000
0.096947126256
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
MINERVA MERGER SUB INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
2297000.00000000
PA
USD
1820257.65000000
0.152617466242
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
1038000.00000000
PA
USD
938056.17000000
0.078650270118
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC 2022 2nd Lien Term Loan
25277BAG3
3015098.74000000
PA
USD
612065.04000000
0.051317908528
Long
LON
CORP
US
N
2
2026-08-24
Floating
5.94500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
200000.00000000
PA
179091.22000000
0.015015702981
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31365KMC0
2799.42000000
PA
USD
2805.36000000
0.000235212270
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
6.75000000
N
N
N
N
N
N
MOONEY GROUP SPA
815600A354E81B97D398
Mooney Group SpA
000000000
110000.00000000
PA
102170.95000000
0.008566408998
Long
DBT
CORP
IT
Y
2
2026-12-17
Floating
4.93800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB93
85032.16000000
PA
USD
76928.29000000
0.006449966411
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
767000.00000000
PA
USD
574843.49000000
0.048197109310
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
PREMIER FOODS FINANCE
2138003G41QDLK9DB177
Premier Foods Finance PLC
000000000
125000.00000000
PA
111896.45000000
0.009381832665
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
3.50000000
N
N
N
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
125000.00000000
PA
112680.47000000
0.009447567945
Long
DBT
CORP
GB
Y
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
BlackRock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund Inc
09255P107
2188579.00000000
NS
USD
18712350.45000000
1.568916088950
Long
EC
RF
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
427000.00000000
PA
USD
300903.48000000
0.025228915643
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
1819000.00000000
PA
USD
1348154.98000000
0.113034546043
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Oxbow Carbon LLC
IH5EFCAY91O8SVS0VX92
Oxbow Carbon LLC 2020 Term Loan B
69138EBA6
315000.00000000
PA
USD
313228.13000000
0.026262262134
Long
LON
CORP
US
N
2
2025-10-17
Floating
7.87800000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
1107000.00000000
PA
USD
865840.05000000
0.072595390329
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
Oscar AcquisitionCo, LLC
254900RDCZK0Q19MEL65
Oscar AcquisitionCo, LLC Term Loan B
68778DAB4
900000.00000000
PA
USD
830812.50000000
0.069658544587
Long
LON
CORP
US
N
2
2029-04-29
Floating
8.15300000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
000000000
100000.00000000
PA
81887.77000000
0.006865788463
Long
DBT
CORP
XX
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
630500.00000000
PA
USD
600551.25000000
0.050352547686
Long
LON
CORP
US
N
2
2026-09-30
Floating
5.62000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5697.28000000
-0.00047768206
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
348692.91000000
USD
349329.00000000
EUR
2022-10-31
-5697.28000000
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
1950000.00000000
PA
USD
1959615.45000000
0.164301765076
Long
LON
CORP
KY
N
2
2027-10-20
Floating
6.46000000
N
N
N
N
N
N
LONGVIEW INTERMEDIATE HOLDINGS
N/A
LONGVIEW INTERMEDIATE HOLDINGS
000000000
10730.00000000
NS
USD
160950.00000000
0.013494672686
Long
EC
CORP
US
N
2
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
1226000.00000000
PA
USD
1066901.98000000
0.089453202911
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3241.11000000
-0.00027174724
N/A
DFE
XX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
61075.21000000
USD
58902.00000000
EUR
2022-10-31
-3241.11000000
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
1553000.00000000
PA
USD
1428270.81000000
0.119751768179
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-594.87000000
-0.00004987620
N/A
DFE
CA
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10864.45000000
USD
14187.00000000
CAD
2022-10-31
-594.87000000
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
1355000.00000000
PA
USD
1183116.61000000
0.099197088548
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LJK8
13423217.50000000
PA
USD
1875599.33000000
0.157257527488
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
Hudson River Trading LLC 2021 Term Loan
44413EAF5
2193671.91000000
PA
USD
1987100.41000000
0.166606210798
Long
LON
CORP
US
N
2
2028-03-20
Floating
6.16400000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
3100000.00000000
PA
2762512.60000000
0.231619778373
Long
DBT
CORP
LU
Y
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan
000000000
900000.00000000
PA
USD
843187.50000000
0.070696112617
Long
LON
CORP
US
N
2
2026-02-27
Floating
8.61500000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. 2022 USD Term Loan
000000000
3381332.98000000
PA
USD
2823413.04000000
0.236725907632
Long
LON
CORP
LU
N
2
2027-09-30
Floating
8.73300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QZJ3
442497.07000000
PA
USD
445015.19000000
0.037311800742
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.67500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
975000.00000000
PA
USD
705868.97000000
0.059182794095
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1599000.00000000
PA
USD
1256087.24000000
0.105315229384
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392CPT5
231272.37000000
PA
USD
240259.41000000
0.020144281440
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Vaco Holdings, LLC
54930076HTNXBP03T379
Vaco Holdings, LLC 2022 Term Loan
000000000
272937.50000000
PA
USD
266114.06000000
0.022312035644
Long
LON
CORP
US
N
2
2029-01-21
Floating
8.70300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAU5
3000000.00000000
PA
USD
1057500.00000000
0.088664904416
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43200000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1089000.00000000
PA
USD
274853.83000000
0.023044811882
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
N
Y
N
N
N
N
Vertical US Newco Inc
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
1203722.61000000
PA
USD
1154369.98000000
0.096786859516
Long
LON
CORP
US
N
2
2027-07-30
Floating
6.87100000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2022 Term Loan B
88023HAF7
834782.91000000
PA
USD
815217.27000000
0.068350979975
Long
LON
CORP
US
N
2
2028-08-31
Floating
6.03400000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1656.90000000
0.000138920926
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
40727.00000000
EUR
41645.52000000
USD
2022-10-31
1656.90000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXRJ4
1503500.60000000
PA
USD
124340.40000000
0.010425181731
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Floating
3.43200000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC 2021 Term Loan B
00687MAC5
864062.50000000
PA
USD
818159.18000000
0.068597641127
Long
LON
CORP
US
N
2
2028-04-10
Floating
6.36500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A3QY8
393714.33000000
PA
USD
357562.38000000
0.029979417726
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
4.87200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B46Y9
4846107.37000000
PA
USD
427051.10000000
0.035805621714
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
2.96600000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
995000.00000000
PA
USD
792219.00000000
0.066422715756
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
840000.00000000
PA
USD
633739.62000000
0.053135189439
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
200000.00000000
PA
169133.52000000
0.014180810765
Long
DBT
CORP
SE
Y
2
2026-07-15
Fixed
3.87500000
N
N
N
N
N
N
Ensemble RCM, LLC
N/A
Ensemble RCM, LLC Term Loan
29359BAB7
1323030.81000000
PA
USD
1294089.51000000
0.108501487197
Long
LON
CORP
US
N
2
2026-08-03
Floating
6.55600000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2022 Incremental Term Loan
78466YAQ1
373125.00000000
PA
USD
344441.02000000
0.028879271976
Long
LON
CORP
US
N
2
2028-06-02
Floating
6.17700000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings Inc
78413KAB8
314000.00000000
PA
USD
241389.28000000
0.020239014126
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
1068000.00000000
PA
USD
878462.04000000
0.073653666960
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2022-MH1
14732KAA9
2975570.99000000
PA
USD
2603229.16000000
0.218264836545
Long
ABS-MBS
CORP
US
N
2
2054-08-25
Variable
4.25000000
N
N
N
N
N
N
WP/AP TELECOM HOLDINGS
724500FOAL1MNGOJKP07
Wp/ap Telecom Holdings III BV
000000000
350000.00000000
PA
257263.15000000
0.021569940997
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
352122.35000000
0.029523304497
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7867582.00000000
EUR
8077064.24000000
USD
2022-10-31
352122.35000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
433000.00000000
PA
USD
327326.35000000
0.027444311617
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
439000.00000000
PA
USD
359086.64000000
0.030107217600
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
300000.00000000
PA
255865.70000000
0.021452773365
Long
DBT
CORP
FR
Y
2
2025-06-24
Fixed
1.25000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
000000000
200000.00000000
PA
140510.96000000
0.011780984243
Long
DBT
CORP
XX
Y
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGKT5
3391702.59000000
PA
USD
548864.98000000
0.046018970202
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BUPX0
1498475.52000000
PA
USD
222201.29000000
0.018630218571
Long
ABS-MBS
USGSE
US
N
2
2045-01-15
Fixed
3.50000000
N
N
N
N
N
N
Etraveli Holding AB
213800H8F3GYVAGH3P04
Etraveli Holding AB 2019 EUR Term Loan B1
000000000
937337.31000000
PA
843998.22000000
0.070764086528
Long
LON
CORP
SE
N
2
2024-08-02
Floating
5.44300000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 EUR Term Loan B2
57906HAC1
997500.00000000
PA
895725.98000000
0.075101142695
Long
LON
CORP
US
N
2
2029-03-01
Floating
4.68500000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2021 Incremental Term Loan
31732FAR7
744375.00000000
PA
USD
708086.72000000
0.059368738863
Long
LON
CORP
US
N
2
2028-10-21
Floating
6.61500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACM73
4690811.25000000
PA
USD
323928.19000000
0.027159396694
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Floating
3.11600000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAJ4
2000000.00000000
PA
USD
1856714.20000000
0.155674124891
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
3.91800000
N
N
N
N
N
N
Longview Power LLC
549300U2KHA24XFUQ603
Longview Power LLC 2020 Exit Term Loan
000000000
21031.49000000
PA
USD
20926.33000000
0.001754544727
Long
LON
CORP
US
N
2
2025-07-30
Floating
13.67400000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
ALPHA HOLDING SA
020ESCAD1
765000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
2
2025-02-10
None
0.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAC8
2000000.00000000
PA
USD
1597390.00000000
0.133931377462
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.81200000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
1517000.00000000
PA
USD
1147921.49000000
0.096246193086
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
3216000.00000000
PA
USD
3026384.64000000
0.253743834358
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HHS0
1039593.75000000
PA
USD
1076969.74000000
0.090297322985
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
700000.00000000
PA
628579.63000000
0.052702555850
Long
DBT
CORP
US
Y
2
2028-01-15
Floating
4.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
875000.00000000
PA
USD
713620.27000000
0.059832693172
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
CDK Global, Inc.
N/A
CDK Global, Inc. 2022 USD Term Loan B
000000000
2275000.00000000
PA
USD
2195729.90000000
0.184098516982
Long
LON
CORP
US
N
2
2029-07-06
Floating
6.61000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1176.50000000
-0.00009864232
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
151759.39000000
EUR
147585.61000000
USD
2022-10-07
-1176.50000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1000000.00000000
PA
USD
942135.00000000
0.078992255057
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
3870750.00000000
PA
USD
3503028.75000000
0.293707526513
Long
LON
CORP
US
N
2
2028-07-27
Floating
7.87000000
N
N
N
N
N
N
Regatta XIV Funding Ltd
N/A
Regatta XIV Funding Ltd
75888NAA6
1000000.00000000
PA
USD
786265.00000000
0.065923509287
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
8.73300000
N
N
N
N
N
N
Aegion Corporation
549300AG3DVJURRIT691
Aegion Corporation Term Loan
00771PAJ0
470249.58000000
PA
USD
433805.24000000
0.036371915026
Long
LON
CORP
US
N
2
2028-05-17
Floating
7.86500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1614000.00000000
PA
USD
1416696.57000000
0.118781338975
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0506A9
9300000.00000000
PA
USD
9050060.18000000
0.758792170994
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
457000.00000000
PA
USD
449606.97000000
0.037696793399
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QZ72
73447.60000000
PA
USD
75398.66000000
0.006321716295
Long
ABS-MBS
USGSE
US
N
2
2027-11-18
Fixed
7.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
367000.00000000
PA
USD
320670.51000000
0.026886260159
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
240000.00000000
PA
216208.54000000
0.018127763151
Long
DBT
CORP
IT
Y
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
595000.00000000
PA
USD
522112.50000000
0.043775938446
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
CITY FOOTBALL GROUP LIMITED
213800K6VVWALRH9UJ69
City Football Group Limited Term Loan
17781XAB2
1364687.50000000
PA
USD
1282806.25000000
0.107555454885
Long
LON
CORP
GB
N
2
2028-07-21
Floating
6.48400000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
867.86000000
0.000072764750
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
14628.00000000
CAD
11456.66000000
USD
2022-10-31
867.86000000
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
250000.00000000
PA
USD
193632.00000000
0.016234858413
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
100000.00000000
PA
87321.68000000
0.007321388568
Long
DBT
CORP
LU
Y
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
300000.00000000
PA
291736.41000000
0.024460312914
Long
DBT
CORP
LU
Y
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BPL6
84172.91000000
PA
USD
87065.84000000
0.007299937949
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
1227187.50000000
PA
USD
1165316.39000000
0.097704649016
Long
LON
CORP
US
N
2
2025-12-31
Floating
6.36500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
640643.90000000
PA
USD
156957.76000000
0.013159947789
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2022 Term Loan
03759DAK4
3354257.76000000
PA
USD
2989482.23000000
0.250649793077
Long
LON
CORP
US
N
2
2029-02-08
Floating
8.09800000
N
N
N
N
N
N
WP CITYMD BIDCO LLC
N/A
WP CityMD Bidco LLC 2021 1st Lien Term Loan B
92940KAK1
671625.00000000
PA
USD
643680.70000000
0.053968688170
Long
LON
CORP
US
N
2
2028-12-22
Floating
6.92400000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
883000.00000000
PA
USD
706664.90000000
0.059249527955
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
2853437.50000000
PA
USD
2677774.18000000
0.224514980349
Long
LON
CORP
US
N
2
2028-04-24
Floating
6.11500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A52
200000.00000000
PA
181064.26000000
0.015181130313
Long
DBT
CORP
US
N
2
2024-07-19
Fixed
1.74400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BFVY4
183833.44000000
PA
USD
115186.34000000
0.009657669812
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NS7
641650.93000000
PA
USD
669574.07000000
0.056139688810
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
8.00000000
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd
75888QAA9
1800000.00000000
PA
USD
1442692.80000000
0.120960963796
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
9.51200000
N
N
N
N
N
N
Electron BidCo Inc.
N/A
Electron BidCo Inc. 2021 Term Loan
28542CAC3
796000.00000000
PA
USD
756365.57000000
0.063416625029
Long
LON
CORP
US
N
2
2028-11-01
Floating
6.11500000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2019 Term Loan B
90351HAD0
1673250.00000000
PA
USD
1629153.17000000
0.136594524915
Long
LON
CORP
US
N
2
2026-09-13
Floating
5.11500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
409000.00000000
PA
294246.18000000
0.024670741772
Long
DBT
NUSS
CI
Y
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
500000.00000000
PA
USD
373447.69000000
0.031311303771
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCN91
2335874.96000000
PA
USD
442675.17000000
0.037115604383
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Virgin Media Ireland Limited
213800K1R3GMY77CNR32
Virgin Media Ireland Limited EUR Term Loan
000000000
1000000.00000000
PA
906240.57000000
0.075982726730
Long
LON
CORP
IE
N
2
2029-07-15
Floating
3.86300000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3379.70000000
-0.00028336716
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
160870.65000000
USD
160664.10000000
EUR
2022-10-07
-3379.70000000
N
N
N
Ineos Finance PLC
2138002D68XDR4LZCG32
Ineos Finance PLC 2017 EUR Term Loan B
000000000
1199372.44000000
PA
1136018.30000000
0.095248183437
Long
LON
CORP
GB
N
2
2024-04-01
Floating
2.68500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
1095000.00000000
PA
USD
1024941.90000000
0.085935106946
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
200000.00000000
PA
USD
182251.00000000
0.015280631200
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
1268000.00000000
PA
USD
1155743.96000000
0.096902059332
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AS2Z5
2879117.82000000
PA
USD
2603648.00000000
0.218299953716
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHWP7
12880206.44000000
PA
USD
11706008.82000000
0.981477213360
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
224000.00000000
PA
USD
201542.88000000
0.016898137296
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
430000.00000000
PA
USD
385464.90000000
0.032318873299
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
1198000.00000000
PA
USD
1121025.49000000
0.093991128056
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
H Food Holdings LLC
549300JY2LK0EQ95YT44
H Food Holdings LLC 2018 Term Loan B
40422KAB7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-05-23
Floating
6.80300000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
960000.00000000
PA
USD
724864.11000000
0.060775420357
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2021 2nd Lien Term Loan
03827FBA8
463429.99000000
PA
USD
457637.12000000
0.038370072342
Long
LON
CORP
US
N
2
2025-09-19
Floating
9.17400000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications LLC
852061AS9
365000.00000000
PA
USD
365365.00000000
0.030633619671
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc. 1st Lien Term Loan
74345HAB7
2487500.00000000
PA
USD
2341670.31000000
0.196334727387
Long
LON
CORP
US
N
2
2028-08-31
Floating
6.32000000
N
N
N
N
N
N
ALBION FINANCING 3 SARL
N/A
Albion Financing 3 SARL USD Term Loan
000000000
1538375.00000000
PA
USD
1460494.77000000
0.122453550055
Long
LON
CORP
GB
N
2
2026-08-17
Floating
8.00900000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
000000000
100000.00000000
PA
71093.81000000
0.005960780962
Long
DBT
CORP
LU
Y
2
2029-07-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
61691GAC4
1600000.00000000
PA
USD
1185641.44000000
0.099408780094
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.39600000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
200000.00000000
PA
150842.26000000
0.012647200534
Long
DBT
CORP
JP
Y
2
2027-01-06
Fixed
2.87500000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
1580389.69000000
PA
USD
1503040.36000000
0.126020737450
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
6.33400000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2012-3 Ltd
14312GAC2
2000000.00000000
PA
USD
1610958.00000000
0.135068971243
Long
ABS-CBDO
CORP
KY
N
2
2032-01-14
Floating
8.98300000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AD2
610000.00000000
PA
USD
505400.25000000
0.042374718542
Long
DBT
CORP
MX
N
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2022 DIP Term Loan
000000000
1168976.91000000
PA
USD
1194444.24000000
0.100146841012
Long
LON
CORP
US
N
2
2023-09-08
Floating
12.78300000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB 2021 EUR Term Loan B1A
000000000
1000000.00000000
PA
897970.90000000
0.075289365501
Long
LON
CORP
SE
N
2
2028-03-31
Floating
4.09300000
N
N
N
N
N
N
Marcel LUX IV SARL
213800C9JTKV8DLW6403
Marcel LUX IV SARL 2020 USD Term Loan B
000000000
94905.33000000
PA
USD
92532.70000000
0.007758300710
Long
LON
CORP
LU
N
2
2027-12-31
Floating
7.10400000
N
N
N
N
N
N
DITECH HOLDING CORPORATION
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation 2013 Term Loan
93317CAL0
2694489.76000000
PA
USD
336811.22000000
0.028239559931
Long
LON
CORP
US
N
2
2023-06-30
None
0.00000000
Y
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
639000.00000000
PA
USD
526702.64000000
0.044160793599
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
HERENS MIDCO SARL
222100BJH5XPZD1JHF79
Herens Midco Sarl
000000000
156000.00000000
PA
97154.86000000
0.008145840544
Long
DBT
CORP
LU
Y
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Wellfleet CLO Ltd
2549001JCRYETQY84B65
Wellfleet CLO 2020-1 Ltd
94949HAC3
2000000.00000000
PA
USD
1745608.00000000
0.146358549852
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
9.75200000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 Term Loan
04349HAK0
645125.00000000
PA
USD
597143.83000000
0.050066856368
Long
LON
CORP
US
N
2
2028-12-11
Floating
6.61500000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
1112000.00000000
PA
USD
966439.20000000
0.081030013515
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HEC3
8399.40000000
PA
USD
8439.15000000
0.000707571090
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
39292.00000000
NS
USD
667964.00000000
0.056004694292
Long
EP
CORP
BM
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9Z50
1599301.98000000
PA
USD
63770.41000000
0.005346758683
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
0.65500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
894000.00000000
PA
USD
427886.28000000
0.035875646446
Long
DBT
NUSS
ZM
Y
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
Tiger Acquisition, LLC
25490011XE2GWJKY5N51
Tiger Acquisition, LLC 2021 Term Loan
88675UAB8
495000.00000000
PA
USD
459937.67000000
0.038562959383
Long
LON
CORP
US
N
2
2028-06-01
Floating
6.36500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-57356.42000000
-0.00480898486
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5201512.13000000
EUR
5076720.05000000
USD
2022-12-30
-57356.42000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1110000.00000000
PA
USD
66855.30000000
0.005605407833
Long
DBT
NUSS
LB
N
2
2020-03-09
None
0.00000000
Y
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
1472000.00000000
PA
USD
1267215.36000000
0.106248254156
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
2022-10-21
Eaton Vance Ltd Duration Income Fund
James Kirchner
James Kirchner
Treasurer