0001752724-24-110251.txt : 20240521
0001752724-24-110251.hdr.sgml : 20240521
20240521162630
ACCESSION NUMBER: 0001752724-24-110251
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240521
DATE AS OF CHANGE: 20240521
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: EATON VANCE LTD DURATION INCOME FUND
CENTRAL INDEX KEY: 0001222922
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21323
FILM NUMBER: 24969751
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
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617-482-8260
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2024-03-31
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United Airlines Inc
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2026-04-15
Fixed
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AMS-OSRAM AG
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ams-OSRAM AG
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DBT
CORP
AT
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2029-03-30
Fixed
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Bank of America Corp
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USD
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DBT
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2028-04-27
Fixed
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USD
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LON
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2028-06-30
Floating
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MATADOR RESOURCES CO
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Matador Resources Co
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USD
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DBT
CORP
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2032-04-15
Fixed
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Cegid Group SAS
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Cegid Group SAS 2023 EUR Term Loan B
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LON
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2028-07-10
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Government National Mortgage Association
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Government National Mortgage Association
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USD
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ABS-MBS
USGA
US
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2054-02-20
Fixed
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N
N
N
N
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OUTFRONT MEDIA CAP LLC/C
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Outfront Media Capital LLC / Outfront Media Capital Corp
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925000.00000000
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USD
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Long
DBT
CORP
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2
2030-03-15
Fixed
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N
N
N
N
N
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HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
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545000.00000000
PA
USD
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Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
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N
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Palmer Square CLO Ltd
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Palmer Square CLO 2021-3 Ltd
69688JAA0
2500000.00000000
PA
USD
2512185.00000000
0.203630901207
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
11.72600000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
Trident TPI Holdings Inc 2021 Term Loan B3
00216EAE9
780548.62000000
PA
USD
781951.27000000
0.063382848719
Long
LON
CORP
US
N
2
2028-09-15
Floating
9.80900000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
432000.00000000
PA
USD
432712.80000000
0.035074525732
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
KUEHG Corp
549300YNT566T1NYJX62
KUEHG Corp 2023 Term Loan
000000000
1571750.00000000
PA
USD
1578486.52000000
0.127947835295
Long
LON
CORP
US
N
2
2030-06-12
Floating
10.31200000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AM7
392000.00000000
PA
USD
362001.53000000
0.029342862007
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
UNITED GROUP BV
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United Group BV
000000000
200000.00000000
PA
207747.65000000
0.016839460944
Long
DBT
CORP
NL
Y
2
2026-02-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE88
961620.23000000
PA
USD
997273.98000000
0.080836323478
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
340692.20000000
0.027615585524
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Cardenas Markets, Inc.
254900WQ0CLAIQ6DHO57
Cardenas Markets, Inc. 2022 Term Loan
14141NAB6
396984.91000000
PA
USD
398639.15000000
0.032312608096
Long
LON
CORP
US
N
2
2029-08-01
Floating
12.15900000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
150000.00000000
PA
USD
146033.15000000
0.011837050989
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Rockwood Service Corp
549300PFYAJBMVGJ7074
Rockwood Service Corp 2020 Term Loan
77447JAH0
963917.89000000
PA
USD
968135.03000000
0.078474399237
Long
LON
CORP
US
N
2
2027-01-23
Floating
9.69200000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH USD Term Loan B
000000000
916268.01000000
PA
USD
887920.51000000
0.071972427847
Long
LON
CORP
DE
N
2
2026-07-31
Floating
10.58100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABVH3
264180.35000000
PA
USD
2986.72000000
0.000242095421
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
0.21500000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
29279UAB2
2722999.99000000
PA
USD
2664286.66000000
0.215959849155
Long
LON
CORP
US
N
2
2028-02-10
Floating
9.42200000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAC1
422000.00000000
PA
USD
442042.05000000
0.035830729429
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2022-6 Ltd
14317NAG3
2000000.00000000
PA
USD
2043982.00000000
0.165679636137
Long
ABS-CBDO
CORP
KY
N
2
2036-10-25
Floating
13.22500000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc 2023 Term Loan B
46284NAV1
1022437.50000000
PA
USD
1021159.45000000
0.082772414881
Long
LON
US
N
2
2031-01-31
Floating
7.58000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
422000.00000000
PA
USD
411055.64000000
0.033319055093
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
1074000.00000000
PA
USD
1104335.13000000
0.089514409868
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
CHG Healthcare Services Inc
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc 2021 Term Loan
12541HAT0
1075250.01000000
PA
USD
1077266.10000000
0.087320267728
Long
LON
CORP
US
N
2
2028-09-29
Floating
8.69500000
N
N
N
N
N
N
INEOS Styrolution Ludwigshafen GmbH
5299003M4PGUGL48LS74
INEOS Styrolution Ludwigshafen GmbH 2020 EUR Term Loan
45673NAF7
1000000.00000000
PA
1045360.24000000
0.084734065268
Long
LON
CORP
DE
N
2
2027-01-29
Floating
5.83000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1000000.00000000
PA
USD
973514.00000000
0.078910403954
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
11.12600000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
1128000.00000000
PA
USD
1067532.09000000
0.086531255283
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
Nobel Bidco B.V.
549300NZZFLYK83VVT71
Nobel Bidco B.V. EUR Term Loan B
000000000
1000000.00000000
PA
1037793.19000000
0.084120700723
Long
LON
CORP
NL
N
2
2028-09-01
Floating
7.41500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
832000.00000000
PA
USD
836201.60000000
0.067780233302
Long
DBT
NUSS
CI
Y
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc 2020 Term Loan B
04621HAN3
168000.01000000
PA
USD
168374.99000000
0.013648019932
Long
LON
CORP
US
N
2
2027-02-12
Floating
8.94200000
N
N
N
N
N
N
CNT Holdings I Corp
254900SYIEHMSB69WT08
CNT Holdings I Corp 2020 Term Loan
12656AAC3
680750.00000000
PA
USD
682239.48000000
0.055300481513
Long
LON
CORP
US
N
2
2027-11-08
Floating
8.81700000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DT9
430000.00000000
PA
USD
267931.65000000
0.021717812721
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
MONITRONICS INTERNATIONAL INC
SCAKOG18M6QWWML8YF46
MONITRONICS INTERNATIONAL INC
000000000
26092.00000000
NS
USD
547932.00000000
0.044413881525
Long
EC
CORP
US
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WBB2
2475000.00000000
PA
USD
1990003.21000000
0.161304261850
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
23499.33000000
PA
USD
24593.85000000
0.001993510764
Long
ABS-MBS
USGSE
US
N
2
2030-12-17
Fixed
8.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
1118000.00000000
PA
USD
1077881.80000000
0.087370174700
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384D3W5
6000000.00000000
PA
USD
6158656.20000000
0.499203964768
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.00000000
N
N
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
200000.00000000
PA
USD
208347.60000000
0.016888091264
Long
DBT
NUSS
BH
Y
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAP7
475000.00000000
PA
USD
471474.46000000
0.038216440742
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.95000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
610000.00000000
PA
USD
553183.56000000
0.044839558733
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915KAE6
1400000.00000000
PA
USD
1259311.20000000
0.102076349694
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
11.64000000
N
N
N
N
N
N
First Advantage Holdings LLC
549300MRQE5MQEH3BI02
First Advantage Holdings LLC 2021 Term Loan B
78477MAF8
606139.77000000
PA
USD
606139.77000000
0.049132045459
Long
LON
CORP
US
N
2
2027-01-31
Floating
8.19200000
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
639897.26000000
0.051868336023
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
Platea BC Bidco AB
254900AWWXX5NUVV4A03
Platea BC Bidco AB EUR DELAYED DRAW TERM LOAN
000000000
83333.33000000
PA
89522.06000000
0.007256415333
Long
LON
CORP
SE
N
2
2031-02-21
None
0.00000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
120000.00000000
PA
133088.61000000
0.010787801692
Long
DBT
CORP
NL
Y
2
2031-02-15
Fixed
6.75000000
N
N
N
N
N
N
CRYOPORT INC
9845004D8538BT8JF626
CryoPort Inc
229050AC3
2335000.00000000
PA
USD
2060617.44000000
0.167028059776
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.75000000
N
N
N
N
Y
CryoPort, Inc.
CryoPort, Inc.
USD
XXXX
N
N
N
Synlab Bondco PLC
5493007KBBOGQWJ10272
Synlab Bondco PLC 2020 EUR Term Loan B4
000000000
500000.00000000
PA
532817.00000000
0.043188700628
Long
LON
CORP
GB
N
2
2027-07-01
Floating
6.36100000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
1379000.00000000
PA
USD
1351660.36000000
0.109561922084
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863CF3
260000.00000000
PA
USD
244102.56000000
0.019786291327
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAT4
1025000.00000000
PA
USD
1004115.45000000
0.081390874477
Long
DBT
CORP
FR
N
2
2024-11-21
Fixed
2.37500000
N
N
N
N
N
N
INEOS Quattro Holdings UK Ltd
213800HKSMBSJQ32CA45
INEOS Quattro Holdings UK Ltd 2023 USD Term Loan
000000000
421812.50000000
PA
USD
421285.23000000
0.034148237908
Long
LON
CORP
US
N
2
2030-03-14
Floating
9.18000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CF6
500000.00000000
PA
USD
487506.82000000
0.039515980352
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Cerba Healthcare SACA
9845000C1FYE89DC8677
Cerba Healthcare SACA 2021 EUR Term Loan B
000000000
1250000.00000000
PA
1249105.90000000
0.101249135760
Long
LON
CORP
FR
N
2
2028-06-30
Floating
7.53000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEB8
1175000.00000000
PA
USD
1170671.78000000
0.094891478764
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.01200000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAB3
1132000.00000000
PA
USD
1156107.07000000
0.093710902881
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
2706000.00000000
PA
USD
2461889.58000000
0.199554090900
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
2621500.00000000
PA
USD
2626743.00000000
0.212916661921
Long
LON
CORP
US
N
2
2028-10-27
Floating
8.19500000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
443000.00000000
PA
USD
443080.98000000
0.035914942277
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
901659.24000000
0.073086052031
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
630051.48000000
0.051070263805
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
456000.00000000
PA
415606.51000000
0.033687936270
Long
DBT
NUSS
TN
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
1293000.00000000
PA
USD
1321330.92000000
0.107103499954
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
FIESTA PURCHASER INC
N/A
Fiesta Purchaser Inc
31659AAA4
844000.00000000
PA
USD
872248.68000000
0.070702111821
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJCE1
21304.39000000
PA
USD
21219.14000000
0.001719965926
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAT7
600000.00000000
PA
USD
569475.08000000
0.046160105149
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383AUB8
1537318.89000000
PA
USD
890639.93000000
0.072192856655
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
416000.00000000
PA
USD
367146.46000000
0.029759896076
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
1599748.32000000
0.129671259125
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
Camelot US Acquisition LLC 2024 Term Loan B
000000000
2242899.11000000
PA
USD
2244534.18000000
0.181935851803
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.07700000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638DS8
447000.00000000
PA
USD
336367.50000000
0.027265037074
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
3367409.67000000
PA
USD
3357411.83000000
0.272142695170
Long
LON
CORP
US
N
2
2028-10-08
Floating
9.18000000
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779AL5
1883000.00000000
PA
USD
1685443.36000000
0.136617466599
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
709000.00000000
PA
USD
609028.22000000
0.049366175380
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
Concorde Midco Ltd
254900DAXSLQJEJR6438
Concorde Midco Ltd EUR Term Loan B
000000000
1000000.00000000
PA
1073455.65000000
0.087011402987
Long
LON
CORP
LU
N
2
2028-03-01
Floating
7.90900000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
2882000.00000000
PA
USD
2883769.26000000
0.233750513312
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HU7
700000.00000000
PA
USD
326055.49000000
0.026429173517
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4UL0
908789.10000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
0.76400000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
175.66000000
0.000014238523
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2000000.00000000
EUR
2160207.60000000
USD
2024-04-30
175.66000000
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc 2022 EUR Term Loan B
55314NAU8
1982468.35000000
PA
2140312.88000000
0.173487955950
Long
LON
CORP
US
N
2
2029-08-17
Floating
6.83000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAD0
200000.00000000
PA
USD
201179.60000000
0.016307072629
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
Y
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
1542000.00000000
PA
USD
1662845.00000000
0.134785704841
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
517000.00000000
PA
USD
505937.52000000
0.041009922896
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Citibank NA
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
-46840.40000000
-0.00379675575
N/A
DCR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
UNITED MEXICAN STATES
Y
sell protection
2031-12-20
0.00000000
USD
-70420.59000000
USD
2041000.00000000
USD
23580.19000000
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
558000.00000000
PA
USD
567020.63000000
0.045961154090
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
1798000.00000000
PA
USD
1945418.02000000
0.157690307297
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.37500000
N
N
N
N
N
N
Alltech Inc
549300HV8FN6KMLFMN67
Alltech Inc Term Loan B
02003DAX2
464312.50000000
PA
USD
461990.94000000
0.037447732337
Long
LON
CORP
US
N
2
2028-10-13
Floating
9.44500000
N
N
N
N
N
N
CANPACK SA/CANPACK US
N/A
Canpack SA / Canpack US LLC
13806CAA0
2027000.00000000
PA
USD
1795945.31000000
0.145574454904
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
1937846.00000000
0.157076539896
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
12.82600000
N
N
N
N
N
N
Axel Springer SE
529900TJUCAM0UQXSF21
Axel Springer SE EUR Term Loan B
000000000
1000000.00000000
PA
1082906.38000000
0.087777453524
Long
LON
CORP
NL
N
2
2026-12-18
Floating
8.68500000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAU7
2035000.00000000
PA
USD
2075195.32000000
0.168209703183
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
424000.00000000
PA
USD
418429.70000000
0.033916776392
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
55.93000000
0.000004533534
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
5237.64000000
EUR
5724.40000000
USD
2024-06-20
55.93000000
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1943000.00000000
PA
USD
1893127.60000000
0.153451787701
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
658000.00000000
PA
USD
661383.33000000
0.053609938571
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Etraveli Group Holding AB
213800H8F3GYVAGH3P04
Etraveli Group Holding AB 2023 EUR Term Loan
000000000
937337.31000000
PA
1017251.05000000
0.082455610580
Long
LON
CORP
SE
N
2
2028-11-02
Floating
8.90200000
N
N
N
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
583000.00000000
PA
USD
349783.71000000
0.028352518661
Long
DBT
NUSS
LK
Y
2
2025-11-03
Fixed
6.85000000
N
Y
N
N
N
N
Ceva Sante Animale
969500FG3VYTO80D0A13
Ceva Sante Animale 2023 EUR Term Loan B
000000000
1500000.00000000
PA
1623239.72000000
0.131575408283
Long
LON
CORP
FR
N
2
2030-11-08
Floating
8.15200000
N
N
N
N
N
N
ARKO CORP
N/A
Arko Corp
041242AA6
1879000.00000000
PA
USD
1557208.10000000
0.126223064292
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. 2022 Term Loan B
000000000
2899348.96000000
PA
USD
2279613.12000000
0.184779255520
Long
LON
CORP
US
N
2
2027-02-01
Floating
10.67900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5SP2
384817.08000000
PA
USD
5567.11000000
0.000451254834
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
1485902.60000000
PA
USD
1385889.47000000
0.112336440886
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
60389.24000000
0.004894987974
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.67700000
N
N
N
N
N
N
CALDERYS FINANCING LLC
254900ZIKDM74XNEFV84
Calderys Financing LLC
128786AA8
2315000.00000000
PA
USD
2493393.90000000
0.202107745616
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
11.25000000
N
N
N
N
N
N
Centralsquare Technologies LLC
549300NZTUTB6TE4LW44
Centralsquare Technologies LLC 2018 1st Lien Term Loan
86845PAC6
1402120.42000000
PA
USD
1367067.41000000
0.110810775762
Long
LON
CORP
US
N
2
2025-08-29
Floating
9.17700000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
2359000.00000000
PA
USD
2232438.94000000
0.180955444460
Long
DBT
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406C7A0
406236.01000000
PA
USD
416071.55000000
0.033725631151
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Floating
6.34200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKZ89
699685.40000000
PA
USD
131968.22000000
0.010696985918
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
3749124.11000000
PA
USD
3751039.91000000
0.304049119526
Long
LON
CORP
US
N
2
2028-02-19
Floating
7.69500000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1500000.00000000
PA
USD
1295196.62000000
0.104985124491
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
200000.00000000
PA
USD
195104.40000000
0.015814633397
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
Vision Solutions Inc
N/A
Vision Solutions Inc 2021 Incremental Term Loan
70477BAE2
416478.72000000
PA
USD
416934.35000000
0.033795567378
Long
LON
CORP
US
N
2
2028-04-24
Floating
9.58600000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
920000.00000000
PA
USD
953247.88000000
0.077267687243
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
2717456.34000000
0.220269639180
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
HEIMSTADEN BOSTAD AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
102000.00000000
PA
65750.51000000
0.005329557976
Long
DBT
CORP
SE
Y
2
2027-10-29
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384FBV3
2000000.00000000
PA
USD
2114825.90000000
0.171422050491
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358SCE9
228994.30000000
PA
USD
227987.82000000
0.018480074218
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
6.00000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
643000.00000000
PA
674427.41000000
0.054667256311
Long
DBT
CORP
ES
Y
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
200000.00000000
PA
219130.60000000
0.017762131992
Long
DBT
CORP
IT
Y
2
2030-12-15
Floating
7.94200000
N
N
N
N
N
N
MJH Healthcare Holdings LLC
254900YSRB2CUEJCMV73
MJH Healthcare Holdings LLC 2022 Term Loan B
55315QAF3
270187.50000000
PA
USD
270018.63000000
0.021886977658
Long
LON
CORP
US
N
2
2029-01-28
Floating
8.92700000
N
N
N
N
N
N
USI Inc/NY
2549006D7UF7072T7I27
USI Inc/NY 2023 Term Loan B
90351NAM7
3048983.44000000
PA
USD
3054224.64000000
0.247567164015
Long
LON
CORP
US
N
2
2029-11-22
Floating
8.30200000
N
N
N
N
N
N
Heritage-Crystal Clean, Inc.
254900KPFL42CYD2VY03
Heritage-Crystal Clean, Inc. Term Loan B
465966AB5
700000.00000000
PA
USD
702734.20000000
0.056961727920
Long
LON
CORP
US
N
2
2030-10-17
Floating
10.31700000
N
N
N
N
N
N
TMF Group Holding B.V.
213800H27OKZZZ2CB779
TMF Sapphire Bidco BV 2024 EUR Term Loan B
000000000
1000000.00000000
PA
1079440.03000000
0.087496480596
Long
LON
CORP
NL
N
2
2028-05-03
Floating
7.65600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6N1
102333.04000000
PA
USD
106401.63000000
0.008624627488
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
8.50000000
N
N
N
N
N
N
Hungary Government International Bonds
5299003F3UFKGCCMAP43
Hungary Government International Bonds
000000000
300000.00000000
PA
USD
312548.10000000
0.025334301125
Long
DBT
NUSS
HU
Y
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
560000.00000000
PA
USD
291382.00000000
0.023618634477
Long
DBT
NUSS
GH
Y
2
2029-04-07
Fixed
7.75000000
N
Y
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
2308000.00000000
PA
USD
2259661.71000000
0.183162048348
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
2145000.00000000
PA
USD
2125128.72000000
0.172257169131
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
APFS Staffing Holdings, Inc.
N/A
APFS Staffing Holdings, Inc. 2021 Term Loan
00117EAB5
269500.00000000
PA
USD
267141.88000000
0.021653796107
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.33000000
N
N
N
N
N
N
LTI Holdings Inc
5493003GUY3WBOTOAP97
LTI Holdings Inc 2018 Add On 1st Lien Term Loan
50217UAS6
3312511.38000000
PA
USD
3287962.36000000
0.266513309530
Long
LON
CORP
US
N
2
2025-09-06
Floating
8.94500000
N
N
N
N
N
N
COVIS MIDCO 1 SARL
N/A
COVIS MIDCO 1 SARL
000000000
560.00000000
NS
USD
285.60000000
0.000023149961
Long
EC
CORP
LU
N
2
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
910000.00000000
PA
USD
835677.93000000
0.067737786032
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fiesta Purchaser Inc
N/A
Fiesta Purchaser Inc 2024 Term Loan B
31659LAB8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2031-02-12
Floating
9.32700000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
1067000.00000000
PA
USD
1043751.03000000
0.084603627071
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
251085.59000000
0.020352316796
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
2.25000000
N
N
N
N
N
N
Phillips Feed Service Inc
N/A
Phillips Feed Service Inc 2020 Term Loan
000000000
105460.58000000
PA
USD
73822.41000000
0.005983844293
Long
LON
CORP
US
N
3
2024-11-13
Floating
12.32900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEXG7
1155444.40000000
PA
USD
68936.12000000
0.005587774881
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
0.81500000
N
N
N
N
N
N
Ameriforge Group Inc
N/A
Ameriforge Group Inc 2021 Term Loan
000000000
111734.29000000
PA
USD
89141.62000000
0.007225577899
Long
LON
CORP
US
N
3
2023-12-29
Floating
13.32000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900N3E7Y6I5DRGW52
Golub Capital Partners CLO 50B-R Ltd
38179CAA6
2000000.00000000
PA
USD
2005302.00000000
0.162544340266
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
12.41800000
N
N
N
N
N
N
ENVISION PARENT INC
N/A
ENVISION PARENT INC
000000000
146518.00000000
NS
USD
1323233.36000000
0.107257706579
Long
EC
CORP
US
N
2
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2016 1st Lien Term Loan
74839XAF6
2877103.32000000
PA
USD
2883038.78000000
0.233691302585
Long
LON
CORP
US
N
2
2027-02-01
Floating
8.07000000
N
N
N
N
N
N
Aretec Group Inc
549300NV2T8A33L0PQ58
Aretec Group Inc 2023 Incremental Term Loan
04009DAF1
3009242.05000000
PA
USD
3028615.55000000
0.245491360650
Long
LON
CORP
US
N
2
2030-08-09
Floating
9.92700000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1589000.00000000
PA
USD
1628432.62000000
0.131996330670
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
630000.00000000
PA
USD
613184.80000000
0.049703096479
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
HRT DNT / HRT DNT FIN
N/A
Heartland Dental LLC / Heartland Dental Finance Corp
42239PAB5
4006000.00000000
PA
USD
4261382.50000000
0.345416105447
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DV5
560000.00000000
PA
USD
543270.80000000
0.044036057298
Long
DBT
NUSS
ID
N
2
2054-02-10
Fixed
5.10000000
N
N
N
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888GAA1
2000000.00000000
PA
USD
1899180.00000000
0.153942378827
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
11.52600000
N
N
N
N
N
N
Quest Software US Holdings Inc.
549300LMV4JEXTGLE324
Quest Software US Holdings Inc. 2022 Term Loan
74834YAN2
992443.33000000
PA
USD
750949.12000000
0.060869898541
Long
LON
CORP
US
N
2
2029-02-01
Floating
9.71300000
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
368734.34000000
0.029888605321
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
8186013.98000000
PA
USD
3921468.25000000
0.317863578439
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
Y
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 72 B Ltd
381941AG8
2000000.00000000
PA
USD
2003024.00000000
0.162359691766
Long
ABS-CBDO
CORP
JE
N
2
2037-04-25
Floating
9.29600000
N
N
N
N
N
N
PharmaZell GmbH
25490037D6VT98D5QT47
PharmaZell GmbH EUR Term Loan B
000000000
1000000.00000000
PA
1052215.26000000
0.085289714594
Long
LON
CORP
LU
N
2
2027-05-12
Floating
7.90200000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
182260.00000000
PA
USD
72904.00000000
0.005909400470
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
442000.00000000
PA
USD
367045.20000000
0.029751688215
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGH2
2464834.78000000
PA
USD
2411645.00000000
0.195481401545
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
LTI Holdings Inc
5493003GUY3WBOTOAP97
LTI Holdings Inc 2019 Term Loan
50217UAW7
703330.46000000
PA
USD
696736.74000000
0.056475590082
Long
LON
CORP
US
N
2
2026-07-24
Floating
10.19500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9E61
8646393.01000000
PA
USD
1798135.02000000
0.145751946856
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
227888.10000000
0.018471991185
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FC7JRIZ6YLHK36
Neuberger Berman Loan Advisers CLO 48 Ltd
64135HAA4
2000000.00000000
PA
USD
2004054.00000000
0.162443180772
Long
ABS-CBDO
CORP
JE
N
2
2036-04-25
Floating
11.82500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
935000.00000000
PA
USD
936719.98000000
0.075927980505
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3350.60000000
0.000271590546
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
187358.00000000
GBP
239859.35000000
USD
2024-04-30
3350.60000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS MORTGAGE TRUST 2017-C1
07332VAA3
2200000.00000000
PA
USD
1623906.90000000
0.131629488084
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
3.54000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617L7YU7
216561.85000000
PA
USD
203800.76000000
0.016519536748
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy 33 CLO Ltd
36321EAL9
2000000.00000000
PA
USD
2007858.00000000
0.162751522692
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
1.00000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
200000.00000000
PA
229390.46000000
0.018593768412
Long
DBT
CORP
NL
Y
2
2029-03-13
Fixed
6.12500000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
2390000.00000000
PA
USD
2207451.80000000
0.178930054675
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
9324937.90000000
PA
USD
5524368.30000000
0.447790308249
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
Y
N
N
N
N
EMERIA SASU
969500SA2FHM81LPJ311
Emeria SASU
000000000
400000.00000000
PA
420751.46000000
0.034104971960
Long
DBT
CORP
FR
Y
2
2028-03-31
Fixed
7.75000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
700000.00000000
PA
713008.99000000
0.057794574524
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
76000.00000000
PA
USD
61413.67000000
0.004978025491
Long
DBT
CORP
VE
Y
2
2020-10-27
None
0.00000000
Y
N
N
N
N
N
PG Investment Co 59 Sarl
N/A
PG Investment Co 59 Sarl Term Loan B
91728NAB5
1075000.00000000
PA
USD
1079031.25000000
0.087463345998
Long
LON
CORP
LU
N
2
2031-02-24
None
0.00000000
N
N
N
N
N
N
Teneo Holdings LLC
254900JYFK02V3OP5U96
Teneo Holdings LLC 2024 Term Loan B
88033CAM1
1050000.00000000
PA
USD
1054593.75000000
0.085482508541
Long
LON
CORP
US
N
2
2031-03-13
Floating
10.08000000
N
N
N
N
N
N
INEOS US Finance LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC 2024 USD Term Loan B
000000000
525000.00000000
PA
USD
526148.70000000
0.042648186319
Long
LON
CORP
US
N
2
2031-02-07
Floating
9.08000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
725000.00000000
PA
USD
751567.18000000
0.060919996807
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
Lonza Group AG
2221002FZ55AMAUX4G64
Lonza Group AG EUR Term Loan B
000000000
1000000.00000000
PA
1000025.89000000
0.081059385837
Long
LON
CORP
LU
N
2
2028-07-03
Floating
7.82700000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2022 USD Term Loan B
88632NAV2
1484969.77000000
PA
USD
1479044.74000000
0.119887354367
Long
LON
CORP
US
N
2
2029-03-30
Floating
9.90900000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
457000.00000000
PA
USD
457778.27000000
0.037106264734
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-786.23000000
-0.00006372967
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
114966.15000000
USD
105826.61000000
EUR
2024-04-05
-786.23000000
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
ALPHA HOLDING SA
020ESCAB5
200000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
3
2022-12-19
None
0.00000000
N
N
N
N
N
N
Creation Technologies Inc
N/A
Creation Technologies Inc 2021 Term Loan
22526YAB0
957937.50000000
PA
USD
933989.06000000
0.075706619538
Long
LON
CORP
CA
N
2
2028-10-05
Floating
11.09200000
N
N
N
N
N
N
AKELIUS RESIDENTIAL AB
213800REBFN6T3PU8L97
Akelius Residential Property AB
000000000
200000.00000000
PA
198342.24000000
0.016077083924
Long
DBT
CORP
SE
Y
2
2081-05-17
Fixed
2.24900000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
450000.00000000
PA
USD
458394.37000000
0.037156204129
Long
DBT
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
700000.00000000
PA
USD
492835.70000000
0.039947924909
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
1539857.74000000
0.124816691177
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
WireCo WorldGroup Inc
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup Inc 2023 Term Loan B
000000000
435852.08000000
PA
USD
437486.53000000
0.035461471336
Long
LON
CORP
US
N
2
2028-11-13
Floating
9.06800000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AF7
550000.00000000
PA
USD
505834.21000000
0.041001548868
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
2.00000000
N
N
N
N
N
N
Biogroup-LCD
9695008EGX5O9K1MS743
Biogroup-LCD 2021 EUR Term Loan B
000000000
750000.00000000
PA
777985.64000000
0.063061405509
Long
LON
CORP
FR
N
2
2028-02-09
Floating
7.39500000
N
N
N
N
N
N
HEIMSTADEN BOSTAD AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
250000.00000000
PA
180370.22000000
0.014620320736
Long
DBT
CORP
SE
Y
2
2026-01-15
Fixed
3.37500000
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
1634887.80000000
0.132519570050
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVI
254900NVDM4GTLBL9E56
Mavis Tire Express Services Topco Corp
59155LAA0
2923000.00000000
PA
USD
2782788.07000000
0.225565251986
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AU8
1176000.00000000
PA
USD
1186040.69000000
0.096137240916
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN24
000000000
-7.00000000
NC
-188.80000000
-0.00001530361
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUM4 Comdty
2024-06-06
-739725.00000000
EUR
-188.80000000
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
1389000.00000000
PA
USD
1299820.51000000
0.105359924471
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2023 USD Term Loan
05988HAG2
2974091.95000000
PA
USD
2994848.14000000
0.242754265998
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.58000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FEZD5
4140341.21000000
PA
USD
444500.41000000
0.036029997422
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Floating
0.76700000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
100000.00000000
PA
110204.52000000
0.008932879435
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
1450000.00000000
PA
USD
1263660.36000000
0.102428880805
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
734761.02000000
0.059557735069
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
254349.92000000
PA
USD
259486.20000000
0.021033247454
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
434591.61000000
0.035226816974
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
58199.76000000
0.004717514665
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
1174000.00000000
PA
USD
1198432.11000000
0.097141655807
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC 2020 Term Loan B
23340DAP7
105040.61000000
PA
USD
104778.01000000
0.008493021255
Long
LON
CORP
US
N
2
2025-08-21
Floating
8.19500000
N
N
N
N
N
N
Vue Entertainment International Limited
9845009F4EIBBC5BB612
Vue Entertainment International Limited 2023 EUR Floating PIK Reinstated Term Loan B
000000000
443530.38000000
PA
263176.49000000
0.021332372351
Long
LON
CORP
GB
N
2
2027-12-31
Floating
8.40000000
N
N
Y
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC 2024 Term Loan B
78404XAJ4
725000.00000000
PA
USD
726655.90000000
0.058900756028
Long
LON
CORP
US
N
2
2031-01-25
Floating
7.34000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
950000.00000000
PA
USD
946103.81000000
0.076688608309
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
590000.00000000
PA
USD
514215.98000000
0.041680952406
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
33626.50000000
0.002725672870
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4177000.00000000
EUR
4550360.73000000
USD
2024-05-31
33626.50000000
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
1589000.00000000
PA
USD
1575292.49000000
0.127688935887
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAC7
907000.00000000
PA
USD
959285.83000000
0.077757107091
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
8.87500000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAC4
3254000.00000000
PA
USD
3628254.68000000
0.294096481866
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
11.50000000
N
N
N
N
N
N
National Mentor Holdings Inc
5493004QULJVJP3CNZ62
National Mentor Holdings Inc 2021 Term Loan
63689EAR6
2020197.31000000
PA
USD
1903193.54000000
0.154267705492
Long
LON
CORP
US
N
2
2028-03-02
Floating
9.18000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2039000.00000000
PA
USD
1948164.18000000
0.157912903577
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
13148922.87000000
PA
USD
1658653.78000000
0.134445975918
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
202239.05000000
PA
USD
208688.69000000
0.016915739094
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
400000.00000000
PA
427686.31000000
0.034667092088
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
5.12500000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAB1
1759000.00000000
PA
USD
1615168.15000000
0.130921148715
Long
DBT
CORP
AU
N
2
2030-01-27
Fixed
5.00000000
N
N
N
N
N
N
Touchdown Acquirer Inc
2549001J7IO9BK03IC64
Touchdown Acquirer Inc USD Term Loan
89157NAC7
750000.00000000
PA
USD
753281.25000000
0.061058934672
Long
LON
CORP
US
N
2
2031-02-21
Floating
9.31400000
N
N
N
N
N
N
AKORN HOLDING COMPANY LLC
N/A
AKORN HOLDING COMPANY LLC
000000000
42374.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384DFS1
4934520.55000000
PA
USD
5134404.41000000
0.416180893194
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Floating
5.49200000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
551000.00000000
PA
USD
535021.94000000
0.043367427083
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CB4
260000.00000000
PA
USD
183136.20000000
0.014844523571
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
810000.00000000
PA
USD
800860.12000000
0.064915548805
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
596000.00000000
PA
USD
548241.98000000
0.044439007663
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH57
15319.94000000
PA
USD
15666.00000000
0.001269843462
Long
ABS-MBS
USGSE
US
N
2
2027-06-17
Fixed
8.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
2549003NV71H6I4TDQ63
Benefit Street Partners CLO XXXII Ltd
08181GAA6
2000000.00000000
PA
USD
2023292.00000000
0.164002560864
Long
ABS-CBDO
CORP
JE
N
2
2036-10-25
Floating
12.71400000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCE1
425000.00000000
PA
USD
422553.90000000
0.034251072857
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
4.60000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
601000.00000000
PA
USD
637423.61000000
0.051667828665
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
200000.00000000
PA
232819.68000000
0.018871731682
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Nomad Foods Europe Midco Ltd
213800FGWQXPVI86SE26
Nomad Foods Europe Midco Ltd 2021 EUR Term Loan B
000000000
3000000.00000000
PA
3242618.24000000
0.262837838169
Long
LON
CORP
GB
N
2
2028-06-24
Floating
6.42000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AV7
1015000.00000000
PA
USD
1052722.48000000
0.085330828471
Long
DBT
CORP
CA
N
2
2029-03-01
Fixed
9.37500000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
1355000.00000000
PA
USD
1291366.49000000
0.104674664543
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
2.26000000
0.000000183189
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
5462.00000000
GBP
6897.14000000
USD
2024-04-30
2.26000000
N
N
N
Clover CLO
N/A
Clover CLO 2019-1 Ltd
00140BAJ5
2877000.00000000
PA
USD
2827817.69000000
0.229215230830
Long
ABS-CBDO
CORP
KY
N
2
2035-04-18
Floating
11.99800000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
312000.00000000
PA
USD
267767.76000000
0.021704528242
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
Touchdown Acquirer Inc
2549001J7IO9BK03IC64
Touchdown Acquirer Inc Delayed Draw Term Loan
000000000
175000.00000000
PA
USD
175765.63000000
0.014247085162
Long
LON
CORP
US
N
2
2031-02-21
None
0.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd
36319FAG1
3275000.00000000
PA
USD
3218201.68000000
0.260858698051
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
12.22100000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
000000000
145000.00000000
PA
159046.46000000
0.012891874596
Long
DBT
CORP
DE
Y
2
2030-05-15
Floating
8.65100000
N
N
N
N
N
N
Winterfell Financing Sarl
549300SBK6ZRURB5KH49
Winterfell Financing Sarl 2023 EUR Incremental Term Loan
000000000
500000.00000000
PA
531430.13000000
0.043076284708
Long
LON
CORP
LU
N
2
2028-05-04
Floating
8.89800000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
514000.00000000
PA
USD
494040.87000000
0.040045612720
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
323087.22000000
0.026188573603
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.71900000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
84096.35000000
0.006816621999
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
5.87500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
1068000.00000000
PA
USD
1078072.31000000
0.087385616923
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618GBVQ4
1996271.88000000
PA
USD
2020569.80000000
0.163781906717
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
208000.00000000
PA
USD
110169.28000000
0.008930022976
Long
DBT
NUSS
GH
Y
2
2026-01-18
Fixed
8.12500000
N
Y
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1685.91000000
-0.00013665529
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
118375.02000000
USD
108152.23000000
EUR
2024-04-05
-1685.91000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359WJ44
16303.67000000
PA
USD
16482.45000000
0.001336022684
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
6.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
614000.00000000
PA
USD
230617.17000000
0.018693202196
Long
DBT
NUSS
UA
Y
2
2024-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 5 Ltd
48661MAA8
4550000.00000000
PA
USD
4507225.45000000
0.365343468067
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
12.28000000
N
N
N
N
N
N
Gloves Buyer Inc
54930015O0Y94T5H8Z18
Gloves Buyer Inc 2023 Incremental Term Loan
37987UAD4
621875.00000000
PA
USD
621875.00000000
0.050407500517
Long
LON
CORP
US
N
2
2027-12-29
Floating
10.44200000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
400000.00000000
PA
414817.79000000
0.033624004766
Long
DBT
CORP
GB
Y
2
2080-08-27
Fixed
2.62500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
225000.00000000
PA
USD
190815.95000000
0.015467023273
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1497000.00000000
PA
USD
1426885.46000000
0.115659464625
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2021 Term Loan B
76173FAY3
950624.99000000
PA
USD
954833.41000000
0.077396206004
Long
LON
CORP
US
N
2
2028-09-24
Floating
8.69500000
N
N
N
N
N
N
Apex Tool Group LLC
549300LWC59TPOM4ZR02
Apex Tool Group LLC 2024 Super Priority 3rd Out Term Loan B
03759DAP3
1854845.70000000
PA
USD
1799200.33000000
0.145838297995
Long
LON
CORP
US
N
2
2030-02-08
Floating
15.32900000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300LMDE3RUP8Z3L60
Mallinckrodt International Finance S.A. 2023 First Out Term Loan
000000000
433325.59000000
PA
USD
482797.07000000
0.039134220793
Long
LON
CORP
IE
N
2
2028-11-14
Floating
12.82600000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
975000.00000000
PA
USD
940454.05000000
0.076230654090
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
1879000.00000000
PA
USD
1767929.87000000
0.143303599336
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BV5
450000.00000000
PA
USD
468189.43000000
0.037950165121
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1388821.20000000
PA
USD
555528.48000000
0.045029631587
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRWB3
11125485.01000000
PA
USD
1307188.86000000
0.105957182934
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Floating
0.61500000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
50785.82000000
0.004116560800
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
11155274.00000000
EUR
12098659.90000000
USD
2024-04-30
50785.82000000
N
N
N
WEPA HYGIENEPRODUKTE GMB
529900KQ44OJDIDU6J81
WEPA Hygieneprodukte GmbH
000000000
360000.00000000
PA
392737.44000000
0.031834231493
Long
DBT
CORP
DE
Y
2
2031-01-15
Fixed
5.62500000
N
N
N
N
N
N
TK Elevator US Newco Inc
549300C2AFWPAYWS5574
TK Elevator US Newco Inc USD Term Loan B
000000000
825000.00000000
PA
USD
828523.58000000
0.067157873829
Long
LON
CORP
US
N
2
2030-04-30
Floating
8.79100000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAS8
2670000.00000000
PA
USD
2332746.43000000
0.189086097492
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.13800000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
814000.00000000
PA
USD
670658.10000000
0.054361726268
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
1027000.00000000
PA
USD
1024634.72000000
0.083054110840
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
268231.74000000
0.021742137202
Long
DBT
CORP
DE
Y
2
2075-07-30
Fixed
6.62500000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
300000.00000000
PA
292422.27000000
0.023702955941
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
2.25000000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
1333000.00000000
PA
USD
1282009.02000000
0.103916173410
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
Avantor Funding Inc
5493003VM0XB4U8YD238
Avantor Funding Inc 2021 EUR Incremental Term Loan B4
05350NAJ3
751859.49000000
PA
812499.77000000
0.065859027259
Long
LON
CORP
US
N
2
2028-06-12
Floating
6.33000000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's 2021 Term Loan B
08883CAE8
809091.10000000
PA
USD
799989.63000000
0.064844989247
Long
LON
CORP
US
N
2
2027-01-15
Floating
10.07600000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
182000.00000000
PA
USD
182993.72000000
0.014832974529
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AJ5
1026000.00000000
PA
USD
1122867.74000000
0.091016612961
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
9.75000000
N
N
N
N
N
N
Pacific Dental Services, LLC
N/A
Pacific Dental Services Inc 2024 Term Loan B
69417WAC5
850000.00000000
PA
USD
850000.00000000
0.068898694175
Long
LON
CORP
US
N
2
2031-03-07
None
0.00000000
N
N
N
N
N
N
Playa Resorts Holding BV
5493005SPBUMPZZCIZ96
Playa Resorts Holding BV 2022 Term Loan B
72812NAJ5
1311750.00000000
PA
USD
1316871.07000000
0.106741996611
Long
LON
CORP
NL
N
2
2029-01-05
Floating
8.57900000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1072.85000000
0.000086962310
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
164597.00000000
EUR
178840.24000000
USD
2024-04-30
1072.85000000
N
N
N
COVIS MIDCO 1 SARL
N/A
COVIS MIDCO 1 SARL
000000000
560.00000000
NS
USD
285.60000000
0.000023149961
Long
EC
CORP
LU
N
2
N
N
N
PANTHER ESCROW ISSUER
N/A
Panther Escrow Issuer LLC
69867RAA5
1085000.00000000
PA
USD
1103998.35000000
0.089487111395
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.12500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-65.20000000
-0.00000528493
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
47982.75000000
EUR
51756.94000000
USD
2024-04-30
-65.20000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
1496000.00000000
PA
USD
1431365.35000000
0.116022592355
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
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-11-13
None
0.00000000
N
N
N
N
N
N
Ceva Sante Animale
969500FG3VYTO80D0A13
Ceva Sante Animale 2023 USD Term Loan B
000000000
400000.00000000
PA
USD
401875.20000000
0.032574913530
Long
LON
CORP
FR
N
2
2030-11-01
Floating
9.56400000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CC2
371000.00000000
PA
USD
335518.97000000
0.027196257534
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAR5
854000.00000000
PA
USD
868892.05000000
0.070430032498
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384D7E1
30000000.00000000
PA
USD
31409397.00000000
2.545960515440
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
77949.93000000
0.006318409868
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBV5
150000.00000000
PA
USD
152826.01000000
0.012387661794
Long
DBT
CORP
US
N
2
2028-12-08
Fixed
5.46700000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
926000.00000000
PA
USD
859890.92000000
0.069700425318
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 LP / TVI Inc
30015DAA9
1989000.00000000
PA
USD
2139883.55000000
0.173453155625
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
LHS Borrower LLC
2549000R2CJY3YBDDU14
LHS Borrower LLC 2022 Term Loan B
50204EAB4
1124786.88000000
PA
USD
1070422.56000000
0.086765548940
Long
LON
CORP
US
N
2
2029-02-16
Floating
10.18000000
N
N
N
N
N
N
MajorDrive Holdings IV LLC
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC Term Loan B
56085UAB9
437625.00000000
PA
USD
438810.09000000
0.035568755519
Long
LON
CORP
US
N
2
2028-06-01
Floating
9.57100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAWG6
1320335.63000000
PA
USD
1045535.83000000
0.084748298117
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
Y
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
1515125.00000000
PA
USD
1514990.15000000
0.122800991791
Long
LON
CORP
US
N
2
2028-11-03
Floating
8.68000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
894500GLVOTVRGS68C28
Boost Newco Borrower LLC / GTCR W Dutch Finance Sub BV
000000000
100000.00000000
PA
136447.23000000
0.011060042318
Long
DBT
CORP
NL
Y
2
2031-01-15
Fixed
8.50000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
2417000.00000000
PA
USD
2437759.61000000
0.197598180990
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
2924626.82000000
0.237062316290
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBN4
500000.00000000
PA
USD
470779.52000000
0.038160110790
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052645
34550000.00000000
PA
USD
34540457.29000000
2.799755768810
Long
ABS-MBS
USGA
US
N
2
2054-04-20
Fixed
5.50000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc. 2022 Term Loan B
69346EAG2
989949.76000000
PA
USD
981006.55000000
0.079517729731
Long
LON
CORP
US
N
2
2029-04-23
Floating
9.72300000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
1492000.00000000
PA
USD
1455819.00000000
0.118004738888
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
988889.70000000
0.080156716486
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
2.94200000
N
N
N
N
N
N
FLINT CAMPFIRE TOPCO LIMITED
N/A
FLINT CAMPFIRE TOPCO LIMITED
000000000
43048.25000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
FIBER BIDCO SPA
81560079496BA27EC472
Fiber Bidco Spa
000000000
160000.00000000
PA
173703.01000000
0.014079894780
Long
DBT
CORP
IT
Y
2
2030-01-15
Floating
7.89200000
N
N
N
N
N
N
Financiere CEP SAS
894500A6RAFIQQXBIM15
Financiere CEP SAS 2021 EUR Term Loan B1
000000000
1750000.00000000
PA
1890166.07000000
0.153211734114
Long
LON
CORP
FR
N
2
2027-06-18
Floating
7.88500000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DP0
465000.00000000
PA
USD
398718.43000000
0.032319034318
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384B2C4
2500000.00000000
PA
USD
2544247.63000000
0.206229811017
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
Olympus Water US Holding Corp
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp 2024 Term Loan
68163YAF2
2693376.56000000
PA
USD
2704106.97000000
0.219187575461
Long
LON
CORP
US
N
2
2028-11-09
Floating
9.56600000
N
N
N
N
N
N
Catalent Pharma Solutions Inc
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc 2023 Term Loan B4
14880BAJ0
250000.00000000
PA
USD
250937.50000000
0.020340313022
Long
LON
CORP
US
N
2
2028-02-22
Floating
8.32900000
N
N
N
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc 2024 TERM LOAN
07368RAG6
550000.00000000
PA
USD
551031.25000000
0.044665098323
Long
LON
CORP
US
N
2
2028-05-19
None
0.00000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CJ7
500000.00000000
PA
USD
483440.00000000
0.039186334955
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
Fertitta Entertainment, LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC 2022 Term Loan B
31556PAB3
4138900.46000000
PA
USD
4153452.83000000
0.336667619181
Long
LON
CORP
US
N
2
2029-01-27
Floating
9.07700000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAB0
721189.13000000
PA
USD
10817.84000000
0.000876864764
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
2032274.97000000
PA
USD
2040637.78000000
0.165408562736
Long
LON
CORP
US
N
2
2027-10-19
Floating
9.08000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1757.35000000
0.000142446023
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
203754.00000000
EUR
221814.92000000
USD
2024-04-30
1757.35000000
N
N
N
Elmwood CLO 14 Ltd
N/A
Elmwood CLO 14 Ltd
29003XAA1
1000000.00000000
PA
USD
1002625.00000000
0.081270062643
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
11.66800000
N
N
N
N
N
N
Costa Rica Government International Bonds
549300S1EK2VN6XVJP58
Costa Rica Government International Bonds
000000000
460000.00000000
PA
USD
477021.26000000
0.038666049303
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
574000.00000000
PA
649512.54000000
0.052647724536
Long
DBT
NUSS
MK
Y
2
2027-03-13
Fixed
6.96000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc. 2019 USD Term Loan B
37427UAJ9
670999.99000000
PA
USD
671838.74000000
0.054457425743
Long
LON
CORP
US
N
2
2026-02-19
Floating
9.90900000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BN0
650000.00000000
PA
USD
620936.56000000
0.050331433117
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.95000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4J8
3898995.75000000
PA
USD
806753.69000000
0.065393265602
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
62.18000000
PA
USD
62.14000000
0.000005036899
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
1119161.91000000
PA
USD
855711.59000000
0.069361660166
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
None
0.00000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
1513000.00000000
PA
USD
1387223.40000000
0.112444565634
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
1151166.90000000
PA
USD
979736.45000000
0.079414778871
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
506624.99000000
PA
USD
487626.55000000
0.039525685341
Long
LON
CORP
US
N
2
2027-02-18
Floating
9.31900000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
717000.00000000
PA
506502.50000000
0.041055718642
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
5309426.51000000
PA
USD
4957553.29000000
0.401845821157
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
585828.31000000
PA
USD
587598.10000000
0.047629107987
Long
LON
CORP
US
N
2
2028-10-20
Floating
8.31400000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAH5
450000.00000000
PA
USD
451495.15000000
0.036596972072
Long
DBT
CORP
IE
N
2
2028-05-03
Fixed
5.45000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1371000.00000000
PA
USD
1278207.58000000
0.103608038995
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
1182000.00000000
PA
USD
988217.01000000
0.080102190059
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
121847.25000000
0.009876607545
Long
DBT
CORP
NL
Y
2
2032-09-06
Fixed
7.87500000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAH5
686000.00000000
PA
USD
651569.78000000
0.052814478830
Long
DBT
CORP
SG
N
2
2032-10-07
Fixed
3.86300000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
325000.00000000
PA
385695.15000000
0.031263402570
Long
DBT
CORP
IT
Y
2
2028-07-31
Fixed
7.87500000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
200000.00000000
PA
USD
58665.94000000
0.004755301951
Long
DBT
NUSS
UA
Y
2
2034-09-25
Fixed
7.37500000
N
Y
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEW5
475000.00000000
PA
USD
478645.06000000
0.038797670126
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACRV5
868638.40000000
PA
USD
111307.59000000
0.009022291297
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
0.71500000
N
N
N
N
N
N
Iraq International Bonds
N/A
Iraq International Bonds
000000000
125000.00000000
PA
USD
117958.13000000
0.009561366028
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Kuwait International Government Bonds
549300FSC1YD0D9XX589
Kuwait International Government Bonds
000000000
247000.00000000
PA
USD
239836.75000000
0.019440516341
Long
DBT
NUSS
KW
Y
2
2027-03-20
Fixed
3.50000000
N
N
N
N
N
N
PEU FIN LTD
213800G4WKC4TX8X3R23
PEU Fin PLC
000000000
200000.00000000
PA
222107.14000000
0.018003402250
Long
DBT
CORP
GB
Y
2
2028-07-01
Fixed
7.25000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15138AAA8
232000.00000000
PA
USD
229837.92000000
0.018630038305
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
Morocco Government International Bonds
529900F3MBW9XY5K1X07
Morocco Government International Bonds
000000000
365000.00000000
PA
USD
293959.32000000
0.023827545045
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
1403000.00000000
PA
USD
1210620.08000000
0.098129579592
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
620076.13000000
0.050261688995
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
288000.00000000
PA
USD
191520.00000000
0.015524091656
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.37500000
N
Y
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
51900.00000000
PA
USD
9128.18000000
0.000739905508
Long
DBT
NUSS
VE
Y
2
2031-08-05
None
0.00000000
Y
N
N
N
N
N
Dexko Global Inc
549300SMZ4OV1KBH1M19
Dexko Global Inc 2021 EUR Term Loan B
25213YAW5
309368.64000000
PA
329411.40000000
0.026701194478
Long
LON
CORP
US
N
2
2028-10-04
Floating
7.90200000
N
N
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
200000.00000000
PA
USD
180753.80000000
0.014651412690
Long
DBT
NUSS
BH
Y
2
2034-05-18
Fixed
5.62500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
1497000.00000000
PA
USD
1364919.69000000
0.110636687405
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
408000.00000000
PA
USD
405483.95000000
0.032867429016
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
95.00000000
NC
USD
65239.35000000
0.005288124733
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
10460463.78000000
USD
65239.35000000
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
000000000
350000.00000000
PA
USD
350742.00000000
0.028430195049
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
2510000.00000000
PA
USD
2315753.86000000
0.187708725864
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
200000.00000000
PA
180125.20000000
0.014600460080
Long
DBT
CORP
LU
Y
2
2030-04-20
Fixed
1.62500000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV 2023 EUR Term Loan B3
000000000
500000.00000000
PA
540941.81000000
0.043847275686
Long
LON
CORP
NL
N
2
2028-09-29
Floating
7.65200000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2023 New Term Loan
81753HAJ0
3629559.40000000
PA
USD
3277945.83000000
0.265701396780
Long
LON
CORP
US
N
2
2028-06-29
Floating
12.92400000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
217000.00000000
PA
USD
196773.84000000
0.015949953675
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC 2023 Term Loan B6
01881UAL9
1233271.43000000
PA
USD
1239578.38000000
0.100476860834
Long
LON
CORP
US
N
2
2030-11-06
Floating
8.82700000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
2965000.00000000
PA
USD
2755093.71000000
0.223320422292
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
526000.00000000
PA
USD
490853.71000000
0.039787270176
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
CTEC II GMBH
98450044C9BACG3DA974
Ctec II GmbH
000000000
100000.00000000
PA
98106.62000000
0.007952256479
Long
DBT
CORP
DE
Y
2
2030-02-15
Fixed
5.25000000
N
N
N
N
N
N
PAPREC HOLDING SA
969500ASAFSVN9KVC873
Paprec Holding SA
000000000
100000.00000000
PA
115307.48000000
0.009346511530
Long
DBT
CORP
FR
Y
2
2029-11-17
Fixed
7.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1511000.00000000
PA
USD
1451449.22000000
0.117650536375
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EE4
175000.00000000
PA
USD
175442.82000000
0.014220919059
Long
DBT
CORP
US
N
2
2027-02-22
Fixed
4.90000000
N
N
N
N
N
N
Aernnova Aerospace SA
95980020140005473208
Aernnova Aerospace SA EUR Delayed Draw Term Loan
000000000
204081.60000000
PA
217696.46000000
0.017645884494
Long
LON
CORP
ES
N
2
2027-02-26
Floating
6.90200000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
702000.00000000
PA
USD
708833.27000000
0.057456101989
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
14434.00000000
PA
USD
14585.56000000
0.001182265926
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
Ameriforge Group Inc.
N/A
Ameriforge Group Inc.
000000000
29751.00000000
NS
USD
63964.65000000
0.005184801009
Long
EC
CORP
US
N
3
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
423000.00000000
PA
USD
399279.18000000
0.032364487192
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Ramsay Generale de Sante SA
969500I1EJGUAT223F44
Ramsay Generale de Sante SA 2021 EUR Term Loan B2
000000000
500000.00000000
PA
538834.82000000
0.043676488792
Long
LON
CORP
FR
N
2
2027-04-22
Floating
6.92000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 TERM LOAN I
89364MBZ6
4575689.39000000
PA
USD
4590180.60000000
0.372067587491
Long
LON
CORP
US
N
2
2028-08-24
None
0.00000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
600000.00000000
PA
619478.85000000
0.050213275098
Long
DBT
CORP
FR
Y
2
2027-06-02
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3C24
5975427.21000000
PA
USD
367263.50000000
0.029769383021
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
0.56500000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
100000.00000000
PA
115738.76000000
0.009381469916
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
3841671.86000000
PA
USD
3766839.93000000
0.305329826286
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.94500000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAD4
1370000.00000000
PA
USD
1012156.00000000
0.082042619648
Long
DBT
NUSS
SR
N
2
2050-12-31
Variable
9.00000000
N
N
N
N
N
N
Garrett Motion Inc.
549300LKYJ4RR1ELO069
Garrett Motion Inc. 2023 Term Loan B
36649XAE8
1375000.00000000
PA
USD
1385312.50000000
0.112289673263
Long
LON
CORP
LU
N
2
2028-04-30
Floating
9.81300000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
917288BK7
350000.00000000
PA
USD
343053.52000000
0.027806987717
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
2862000.00000000
PA
USD
2866722.30000000
0.232368732979
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
101411.89000000
0.008220172699
Long
DBT
CORP
GB
Y
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
Pretium PKG Holdings Inc
254900S6SXME9YWLU075
Pretium PKG Holdings Inc 2021 2nd Lien Term Loan
74142KAH2
350000.00000000
PA
USD
218166.55000000
0.017683988714
Long
LON
CORP
US
N
2
2029-10-01
Floating
12.33400000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc 2023 Term Loan B
90351JAH7
1909299.69000000
PA
USD
1919907.76000000
0.155622514824
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.07900000
N
N
N
N
N
N
KKR Apple Bidco, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
48254EAB7
171062.50000000
PA
USD
171089.19000000
0.013868025621
Long
LON
CORP
US
N
2
2028-09-22
Floating
8.19500000
N
N
N
N
N
N
CERBA HEALTHCARE SACA
9845000C1FYE89DC8677
Cerba Healthcare SACA
000000000
550000.00000000
PA
514152.89000000
0.041675838502
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
1333430.66000000
0.108084272055
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HY2
175000.00000000
PA
USD
180140.12000000
0.014601669454
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.65000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
200000.00000000
PA
203366.23000000
0.016484314925
Long
DBT
CORP
NL
Y
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
2267000.00000000
PA
USD
2185086.26000000
0.177117164675
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
2601000.00000000
PA
USD
2569295.89000000
0.208260155023
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
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
1894534.27000000
0.153565808556
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
6.74000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
1901000.00000000
PA
USD
1905153.02000000
0.154426535625
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJK2
109059.25000000
PA
USD
110274.62000000
0.008938561551
Long
ABS-MBS
USGSE
US
N
2
2026-06-17
Fixed
7.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
100000.00000000
PA
USD
99974.12000000
0.008103630963
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Del Monte Foods Inc
549300U9K7TD84Q24R17
Del Monte Foods Inc 2022 Term Loan
24521TAJ5
444375.00000000
PA
USD
380634.74000000
0.030853219463
Long
LON
CORP
US
N
2
2029-05-16
Floating
9.68000000
N
N
N
N
N
N
Vaco Holdings LLC
54930076HTNXBP03T379
Vaco Holdings LLC 2022 Term Loan
91865FAJ8
269500.00000000
PA
USD
267141.88000000
0.021653796107
Long
LON
CORP
US
N
2
2029-01-21
Floating
10.43400000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAD9
600000.00000000
PA
USD
647932.20000000
0.052519626463
Long
DBT
CORP
US
N
2
2030-07-27
Fixed
8.45000000
N
N
N
N
N
N
Pretium Packaging, LLC
254900S6SXME9YWLU075
Pretium Packaging, LLC Second Out Term Loan A1
74142KAK5
127497.68000000
PA
USD
114854.12000000
0.009309763398
Long
LON
CORP
US
N
2
2028-10-02
Floating
9.90600000
N
N
Y
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
808000.00000000
PA
USD
807724.88000000
0.065471987629
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
612126.48000000
PA
USD
598438.72000000
0.048507819237
Long
LON
CORP
US
N
2
2028-03-03
Floating
9.18000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
2209000.00000000
PA
USD
2046681.35000000
0.165898438126
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
Enviva Partners LP/Fin C
549300WH5VXDEFM5KR81
Enviva Partners LP/Fin C 2024 Term Loan
29415DAB5
278023.10000000
PA
USD
332237.60000000
0.026930278583
Long
LON
CORP
US
N
2
2024-12-13
Floating
13.32500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAJ9
363000.00000000
PA
USD
342235.26000000
0.027740661781
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.35400000
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
1589544.93000000
0.128844200011
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
LG PARENT HOLDCO(LIBBEYGLASS)
N/A
LG PARENT HOLDCO(LIBBEYGLASS)
000000000
166175.00000000
NS
USD
888005.97000000
0.071979355003
Long
EC
CORP
US
N
2
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
1002201.09000000
PA
USD
966289.22000000
0.078324782886
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.42700000
N
N
N
N
N
N
Zekelman Industries Inc
549300S5LMRAKDWWI425
Zekelman Industries Inc 2020 Term Loan
98931YAC7
1097132.98000000
PA
USD
1099747.45000000
0.089142544973
Long
LON
CORP
US
N
2
2027-01-24
None
0.00000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
324498.00000000
PA
USD
181527.69000000
0.014714142114
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325TWD7
1016615.24000000
PA
USD
95561.93000000
0.007745990811
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
0.66700000
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
1154517.44000000
0.093582051786
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
Trident TPI Holdings Inc 2023 USD Term Loan
00216EAH2
1321575.61000000
PA
USD
1323869.86000000
0.107309299543
Long
LON
CORP
US
N
2
2028-09-15
Fixed
9.80900000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9640.80000000
0.000781457095
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1000000.00000000
EUR
1090975.30000000
USD
2024-05-31
9640.80000000
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAB4
1530000.00000000
PA
USD
1619446.86000000
0.131267969340
Long
DBT
CORP
GB
N
2
2029-03-30
Fixed
8.12500000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK PLC
000000000
425000.00000000
PA
483181.86000000
0.039165410827
Long
DBT
CORP
GB
Y
2
2030-04-30
Fixed
7.25000000
N
N
N
N
N
N
Telenet International Finance Sarl
213800UQWC6KB34WEQ10
Telenet International Finance Sarl 2020 EUR Term Loan AQ
000000000
1750000.00000000
PA
1845900.32000000
0.149623672500
Long
LON
CORP
LU
N
2
2029-04-30
Floating
6.10900000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
125000.00000000
PA
USD
130975.64000000
0.010616530076
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAA7
1166000.00000000
PA
USD
1181941.55000000
0.095804975748
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAZ2
86000.00000000
PA
USD
76301.18000000
0.006184766665
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
1450372.47000000
PA
USD
1290106.31000000
0.104572517771
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.67700000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN24
000000000
-6.00000000
NC
-1359.35000000
-0.00011018522
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXM4 Comdty
2024-06-06
-799020.00000000
EUR
-1359.35000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHL2
5.71000000
PA
USD
5.70000000
0.000000462026
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
250000.00000000
PA
230091.71000000
0.018650609834
Long
DBT
CORP
LU
Y
2
2026-03-01
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
26000.00000000
PA
USD
12876.95000000
0.001043770635
Long
DBT
NUSS
EC
Y
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
NOMAD FOODS BONDCO PLC
213800BPK5X4TY4RZ619
Nomad Foods Bondco PLC
000000000
236000.00000000
PA
238227.57000000
0.019310080575
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
1932000.00000000
PA
USD
1642559.16000000
0.133141389681
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493008LHKT4A5V5Z173
Palmer Square CLO 2018-3 Ltd
69688CAA5
2000000.00000000
PA
USD
2003182.00000000
0.162372498817
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
11.42800000
N
N
N
N
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14308FAA4
1750000.00000000
PA
USD
1703023.00000000
0.138042424529
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
11.57900000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
200000.00000000
PA
191149.76000000
0.015494081006
Long
DBT
CORP
GB
Y
2
2031-01-31
Fixed
3.25000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
12511VAA6
1751000.00000000
PA
USD
1691574.04000000
0.137114402889
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
26.88000000
0.000002178819
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4565.55000000
GBP
5790.14000000
USD
2024-04-30
26.88000000
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
1377000.00000000
PA
USD
1342267.93000000
0.108800597188
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
14103508.35000000
PA
USD
13893273.70000000
1.126151077348
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FS1
167000.00000000
PA
USD
165235.52000000
0.013393543010
Long
STIV
UST
US
N
2
2024-06-13
None
0.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
520000.00000000
PA
USD
461913.76000000
0.037441476335
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
1010000.00000000
PA
USD
1080563.65000000
0.087587558185
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
5693.63000000
PA
USD
5764.51000000
0.000467255543
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
1417694.42000000
0.114914463855
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
1913096.00000000
0.155070372036
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
12.01400000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
235000.00000000
PA
USD
221514.08000000
0.017955330415
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Arsenal AIC Parent LLC
N/A
Arsenal AIC Parent LLC 2024 Term Loan B
04287KAE1
746254.69000000
PA
USD
750141.18000000
0.060804409116
Long
LON
CORP
US
N
2
2030-08-18
Floating
9.08000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
475000.00000000
PA
USD
466242.45000000
0.037792348204
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AZ6
1000000.00000000
PA
USD
1001994.15000000
0.081218927654
Long
DBT
CORP
SE
N
2
2027-03-05
Fixed
5.12500000
N
N
N
N
N
N
Oravel Stays Singapore Pte Ltd
9845003ERB3786DZBC41
Oravel Stays Singapore Pte Ltd Term Loan B
000000000
347231.84000000
PA
USD
345495.68000000
0.028004942582
Long
LON
CORP
SG
N
2
2026-06-23
Floating
13.84000000
N
N
N
N
N
N
Patagonia Bidco Ltd
25490031HIDV5RXSA288
Patagonia Bidco Ltd 2021 GBP Term Loan B
000000000
1000000.00000000
PA
1125417.30000000
0.091223273378
Long
LON
CORP
GB
N
2
2028-11-01
Floating
10.46000000
N
N
N
N
N
N
ROSSINI SARL
549300EC5JCCW6F83R11
Rossini Sarl
000000000
300000.00000000
PA
324261.82000000
0.026283783492
Long
DBT
CORP
LU
Y
2
2025-10-30
Floating
7.76200000
N
N
N
N
N
N
LABL Inc
5493004FUZN8R6Y3VB98
LABL Inc 2021 USD 1st Lien Term Loan
50168EAN2
710500.00000000
PA
USD
696179.16000000
0.056430394159
Long
LON
CORP
US
N
2
2028-10-29
Floating
10.42700000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners Clo XXII Ltd
08186WAE8
2000000.00000000
PA
USD
2005226.00000000
0.162538179912
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
12.24800000
N
N
N
N
N
N
Siaci Saint Honore
N/A
SIACI SAINT HONORE 2021 EUR TERM LOAN
000000000
1000000.00000000
PA
1071336.79000000
0.086839653944
Long
LON
CORP
FR
N
2
2028-11-16
None
0.00000000
N
N
N
N
N
N
AEA International Holdings Luxembourg Sarl
N/A
AEA International Holdings Luxembourg Sarl 2024 Term Loan B
46033XAD3
1050866.25000000
PA
USD
1054807.00000000
0.085499794007
Long
LON
CORP
LU
N
2
2028-09-07
Floating
8.80900000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
1158000.00000000
PA
1028380.53000000
0.083357736037
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
125000.00000000
PA
144523.14000000
0.011714653675
Long
DBT
CORP
SE
Y
2
2027-10-15
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
1600000.00000000
PA
USD
1642456.00000000
0.133133027811
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CU4
1486000.00000000
PA
USD
1595440.93000000
0.129322113776
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
10.25000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
200000.00000000
PA
USD
194286.15000000
0.015748308272
Long
DBT
NUSS
BS
Y
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1290000.00000000
PA
USD
1209001.55000000
0.097998385941
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Kenan Advantage Group Inc/The
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The 2024 Term Loan B3
48853UBN9
2182500.00000000
PA
USD
2186319.38000000
0.177217118037
Long
LON
CORP
US
N
2
2029-01-25
Floating
9.08000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAD0
562000.00000000
PA
USD
572445.17000000
0.046400852587
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
6.50000000
N
N
N
N
N
N
UGI Energy Services LLC
5493001O7RUKEUP5XR11
UGI Energy Services LLC 2023 Term Loan B
90276DAC3
1468782.80000000
PA
USD
1477699.78000000
0.119778335558
Long
LON
CORP
US
N
2
2030-02-22
Floating
8.68000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
1316000.00000000
PA
USD
1240863.11000000
0.100580997563
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
531161.92000000
0.043054544333
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
1502000.00000000
PA
USD
1312414.84000000
0.106380786696
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060642
28000000.00000000
PA
USD
28274531.60000000
2.291856830176
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6Q4
9947.35000000
PA
USD
10127.76000000
0.000820928751
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
698101.42000000
0.056586207340
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
685000.00000000
PA
USD
669389.33000000
0.054258883213
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
1649603.37000000
PA
USD
433020.88000000
0.035099497861
Long
LON
CORP
US
N
2
2029-10-25
Floating
14.43900000
N
N
N
N
N
N
Nouryon Finance B.V.
549300K7VB5G6LULFT41
Nouryon Finance B.V. 2023 USD Term Loan B
000000000
1323488.95000000
PA
USD
1329003.93000000
0.107725453329
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.41900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392PAB1
294721.56000000
PA
USD
304123.83000000
0.024651452652
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
159197.79000000
0.012904140995
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
240000.00000000
PA
299057.19000000
0.024240764558
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AV8
450000.00000000
PA
USD
452849.45000000
0.036706747956
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
4.90000000
N
N
N
N
N
N
Windsor Holdings III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC 2024 USD Term Loan B
97360BAD7
1144568.91000000
PA
USD
1151722.47000000
0.093355499100
Long
LON
CORP
US
N
2
2030-08-01
Floating
9.32600000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
125000.00000000
PA
130488.24000000
0.010577022754
Long
DBT
CORP
NL
Y
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
1248000.00000000
PA
USD
1166736.48000000
0.094572494021
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Conair Holdings LLC
549300804G00T34FLV17
Conair Holdings LLC Term Loan B
20600RAB8
1515125.00000000
PA
USD
1505276.69000000
0.122013645074
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.19200000
N
N
N
N
N
N
IAP Worldwide Services LLC
N/A
IAP WORLDWIDE SERVICES
000000000
30.61000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Pregis TopCo Corporation
549300LJXHJYHS1GM034
Pregis TopCo Corporation 1st Lien Term Loan
74045BAC1
622375.00000000
PA
USD
624125.12000000
0.050589889140
Long
LON
CORP
US
N
2
2026-07-31
Floating
9.08000000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
579063AB4
1841000.00000000
PA
USD
1690298.50000000
0.137011011077
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
IVC Acquisition Ltd
5493000Y4FS5LU4IPV32
IVC Acquisition Ltd 2023 GBP Term Loan B
000000000
1000000.00000000
PA
1249790.80000000
0.101304651896
Long
LON
CORP
GB
N
2
2028-12-12
Floating
11.21400000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
529000.00000000
PA
USD
482802.91000000
0.039134694168
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
53600.00000000
PA
USD
9944.33000000
0.000806060413
Long
DBT
NUSS
VE
Y
2
2026-10-21
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4J1
1159.02000000
PA
USD
1164.28000000
0.000094373378
Long
ABS-MBS
USGSE
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
800000.00000000
PA
USD
741217.77000000
0.060081101708
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
INTL CONSOLIDATED AIRLIN
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
000000000
200000.00000000
PA
213023.66000000
0.017267120002
Long
DBT
CORP
ES
Y
2
2029-03-25
Fixed
3.75000000
N
N
N
N
N
N
Central Parent Inc
N/A
Central Parent Inc 2023 Term Loan B
15477BAD9
2257937.50000000
PA
USD
2266808.94000000
0.183741383423
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.30900000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAE1
611000.00000000
PA
USD
619259.50000000
0.050195495182
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.37500000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-2 Ltd
13887VAE2
1000000.00000000
PA
USD
984763.00000000
0.079822217378
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.32600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384E8K4
4922969.58000000
PA
USD
5195010.91000000
0.421093491675
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Floating
6.72300000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
200000.00000000
PA
USD
193593.32000000
0.015692149351
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
BW NHHC Holdco Inc
549300Y5ZHAEE7MHCH51
BW NHHC Holdco Inc 2022 1st Lien Second Out Term Loan
05606CAR1
3740494.10000000
PA
USD
3198122.46000000
0.259231130947
Long
LON
CORP
US
N
2
2026-01-15
Floating
13.30200000
N
N
N
N
N
N
Jordan Government International Bonds
5493000JZ4MYPVMBVN50
Jordan Government International Bonds
000000000
500000.00000000
PA
USD
461207.00000000
0.037384188287
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
425000.00000000
PA
USD
473347.15000000
0.038368235913
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618GFMP7
1121153.29000000
PA
USD
1140580.58000000
0.092452367721
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AVNB1
408917.00000000
PA
USD
395003.93000000
0.032017947024
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618G7AE3
2495820.00000000
PA
USD
2527651.56000000
0.204884578604
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
7.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-18924.80000000
-0.00153399295
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1505400.46000000
USD
1376346.00000000
EUR
2024-04-30
-18924.80000000
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2024 Incremental Term Loan B
40416VAF2
375000.00000000
PA
USD
375000.00000000
0.030396482724
Long
LON
CORP
US
N
2
2031-02-09
Floating
7.56400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297PLR0
2489.65000000
PA
USD
2534.80000000
0.000205464011
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BKMT3
2917926.78000000
PA
USD
2953442.76000000
0.239398058217
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.00000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
1034000.00000000
PA
USD
838142.82000000
0.067937583329
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
323000.00000000
PA
USD
306331.91000000
0.024830433627
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAE9
525000.00000000
PA
USD
503965.65000000
0.040850088463
Long
DBT
CORP
GB
N
2
2026-09-14
Fixed
4.00000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
100000.00000000
PA
105331.89000000
0.008537917265
Long
DBT
CORP
FR
Y
2
2026-04-15
Fixed
2.87500000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
800000.00000000
PA
USD
780282.75000000
0.063247603014
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
MX Holdings US Inc
549300RKTIVJWNROR778
MX Holdings US Inc 2023 USD Term Loan B1D
55404TAD4
248750.00000000
PA
USD
249423.62000000
0.020217602016
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.19500000
N
N
N
N
N
N
Monitronics International Inc
SCAKOG18M6QWWML8YF46
Monitronics International Inc 2023 Exit Term Loan
60945HAG9
1434476.76000000
PA
USD
1442247.32000000
0.116904655324
Long
LON
CORP
US
N
2
2028-06-30
Floating
13.07400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASS96
413434.20000000
PA
USD
13394.69000000
0.001085737235
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Floating
0.66700000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
600000.00000000
PA
USD
477606.00000000
0.038713446741
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
720900.00000000
PA
USD
722199.78000000
0.058539555029
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618GBWP5
9380674.00000000
PA
USD
9399003.37000000
0.761857716164
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Fixed
5.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09629XAE9
1000000.00000000
PA
USD
944049.00000000
0.076522050984
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
12.41900000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
1242000.00000000
PA
USD
1064820.63000000
0.086311471691
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Belfor Holdings Inc.
894500EVD0KMNJVDKH09
Belfor Holdings Inc. 2023 EUR Term Loan B
07768YAP7
1000000.00000000
PA
1082895.59000000
0.087776578916
Long
LON
CORP
DE
N
2
2030-11-01
Floating
8.08000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
FirstEnergy Pennsylvania Electric Co
708696CA5
200000.00000000
PA
USD
198490.29000000
0.016089084455
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
19.00000000
NC
USD
15632.26000000
0.001267108589
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
2161945.87000000
USD
15632.26000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
655000.00000000
PA
USD
662559.36000000
0.053705264373
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.62500000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
300000.00000000
PA
USD
297984.37000000
0.024153804679
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
1854000.00000000
PA
USD
1362245.04000000
0.110419887532
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
Y
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15531.07000000
0.001258906402
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
2325000.00000000
GBP
2950968.35000000
USD
2024-05-31
15531.07000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
1646.00000000
NC
USD
501333.74000000
0.040636752978
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
175646385.01000000
USD
501333.74000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
517000.00000000
PA
USD
511138.51000000
0.041431501037
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
507262.83000000
PA
USD
545504.56000000
0.044217119824
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
2.46100000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
225000.00000000
PA
260926.19000000
0.021149969137
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
9.62500000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
1551000.00000000
PA
USD
1591726.16000000
0.129021004597
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
111167.18000000
0.009010910043
Long
DBT
CORP
DE
Y
2
2026-08-03
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1B20
881774.04000000
PA
USD
20562.88000000
0.001666771271
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
NEW CINEWORLD LIMITED
N/A
NEW CINEWORLD LIMITED
000000000
12854.00000000
NS
USD
229364.21000000
0.018591640658
Long
EC
CORP
US
N
2
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
1379000.00000000
PA
USD
1383516.23000000
0.112144072490
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
338564.85000000
PA
USD
351178.00000000
0.028465536027
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
60.48000000
0.000004902344
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
145893.00000000
GBP
184226.47000000
USD
2024-04-30
60.48000000
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
57906HAD9
2751000.09000000
PA
USD
2753580.53000000
0.223197768026
Long
LON
CORP
US
N
2
2029-03-01
Floating
9.17600000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2021 Term Loan B3
36740UAT9
3597347.03000000
PA
USD
3607725.38000000
0.292432432498
Long
LON
CORP
US
N
2
2027-03-31
Floating
7.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA20
1140196.76000000
PA
USD
1175510.53000000
0.095283694712
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Bryant Park Funding Ltd
N/A
Bryant Park Funding 2023-21 Ltd
117650AJ0
3000000.00000000
PA
USD
3048945.00000000
0.247139210719
Long
ABS-CBDO
CORP
KY
N
2
2036-10-18
Floating
10.93500000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756BW9
600000.00000000
PA
USD
480666.75000000
0.038961542833
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
Sound Inpatient Physicians Holdings LLC
N/A
Sound Inpatient Physicians 2018 1st Lien Term Loan
46322EAB9
472500.03000000
PA
USD
264600.02000000
0.021447759831
Long
LON
CORP
US
N
2
2025-06-27
Floating
8.57400000
N
N
N
N
N
N
HOWDEN UK REFINANCE / US
N/A
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
44287DAA1
840000.00000000
PA
USD
847922.88000000
0.068730328462
Long
DBT
CORP
GB
N
2
2032-02-15
Fixed
8.12500000
N
N
N
N
N
N
Virgin Media SFA Finance Ltd
213800HHBSIDEKJOHR77
Virgin Media SFA Finance Ltd EUR Term Loan O
000000000
600000.00000000
PA
631200.99000000
0.051163439968
Long
LON
CORP
GB
N
2
2029-01-31
Floating
6.35900000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
1979000.00000000
PA
USD
1679241.07000000
0.136114725797
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABAD5
1595615.04000000
PA
USD
150486.28000000
0.012198009627
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
0.71500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BN0
1433000.00000000
PA
USD
1339374.09000000
0.108566030368
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAE5
450000.00000000
PA
USD
462449.72000000
0.037484919799
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.95000000
N
N
N
N
N
N
Dedalus Finance GmbH
391200XH4I9QLL23DB49
Dedalus Finance GmbH 2021 EUR Term Loan B2
000000000
500000.00000000
PA
526164.27000000
0.042649448381
Long
LON
CORP
DE
N
2
2027-07-17
Floating
7.61200000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
1295000.00000000
PA
USD
1341503.45000000
0.108738630513
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.37500000
N
N
N
N
N
N
Packaging Coordinators Midco Inc
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc 2020 1st Lien Term Loan
69515EAH5
1335090.50000000
PA
USD
1339448.24000000
0.108572040765
Long
LON
CORP
US
N
2
2027-11-30
Floating
9.07100000
N
N
N
N
N
N
Allied Universal Holdco LLC
549300ONXPZT3KQZDR65
Allied Universal Holdco LLC 2021 EUR Term Loan
01957TAK3
975000.00000000
PA
1040796.06000000
0.084364105219
Long
LON
CORP
LU
N
2
2028-05-12
Floating
7.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UJH3
199450.31000000
PA
USD
191110.40000000
0.015490890592
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
6.00000000
N
N
N
N
N
N
Gainwell Acquisition Corp
N/A
Gainwell Acquisition Corp Term Loan B
59909TAC8
3048473.72000000
PA
USD
2925583.65000000
0.237139874335
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.40900000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
364520.00000000
PA
USD
145808.00000000
0.011818800941
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
Alkermes Inc
549300YHRMYLL071E243
Alkermes Inc 2021 Term Loan B
01642UAH8
1076335.47000000
PA
USD
1078016.71000000
0.087381110138
Long
LON
CORP
US
N
2
2026-03-12
Floating
7.94300000
N
N
N
N
N
N
MALLINCKRODT INT FINANCE S.A.
549300MQQ92LN1A0B514
MALLINCKRODT INT FINANCE S.A.
000000000
31584.00000000
NS
USD
1468656.00000000
0.119045271285
Long
EC
CORP
US
N
2
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
1175000.00000000
PA
USD
1194911.37000000
0.096856274173
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83300000
N
N
N
N
N
N
HEIMSTADEN BOSTAD AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
300000.00000000
PA
236272.66000000
0.019151620874
Long
DBT
CORP
SE
Y
2
2024-11-19
Fixed
3.24800000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638DF6
700000.00000000
PA
USD
600641.65000000
0.048686382767
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAG5
1984000.00000000
PA
USD
2162395.33000000
0.175277899443
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
500000.00000000
PA
499642.36000000
0.040499654304
Long
DBT
CORP
NL
Y
2
2026-04-20
Fixed
2.49900000
N
N
N
N
N
N
Hertz Corp/The
549300PD0C69OJ0NLB27
Hertz Corp/The 2021 Term Loan B
42804VBB6
1025485.45000000
PA
USD
994614.24000000
0.080620732169
Long
LON
CORP
US
N
2
2028-06-30
Floating
8.69200000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
1328000.00000000
PA
USD
1225033.25000000
0.099297872054
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
538842.71000000
PA
USD
537233.73000000
0.043546708780
Long
LON
CORP
US
N
2
2028-05-12
Floating
9.44500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
29489.95000000
0.002390375348
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
3560000.00000000
EUR
3879040.79000000
USD
2024-05-31
29489.95000000
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAX0
450000.00000000
PA
USD
456709.28000000
0.037019615305
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.35000000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH 2023 EUR Term Loan B1
000000000
500000.00000000
PA
510880.20000000
0.041410563129
Long
LON
CORP
DE
N
2
2026-07-31
Floating
8.36600000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
000000000
100000.00000000
PA
108224.29000000
0.008772367363
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
6.37500000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
1823000.00000000
PA
USD
1599509.83000000
0.129651927773
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
833723.04000000
PA
USD
834988.63000000
0.067681913244
Long
LON
CORP
US
N
2
2028-12-22
Floating
9.07100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LDCD4
214901.04000000
PA
USD
218110.00000000
0.017679404925
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCT5
325000.00000000
PA
USD
323810.92000000
0.026247234761
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
494000.00000000
PA
422604.17000000
0.034255147606
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
1219000.00000000
PA
USD
1149382.30000000
0.093165811268
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
145917.18000000
PA
USD
148494.16000000
0.012036533784
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
1347810.39000000
PA
USD
172470.00000000
0.013979950334
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
3.50000000
N
N
N
N
N
N
Sinclair Television Group Inc
549300CQGEN0CH65UD62
Sinclair Television Group Inc 2021 TERM LOAN B3
82925BAF2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-04-01
None
0.00000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
907000.00000000
PA
USD
876603.62000000
0.071055111443
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF MONTENEGRO
747800V014106FYLL014
Montenegro Government International Bond
000000000
100000.00000000
PA
98730.63000000
0.008002837037
Long
DBT
NUSS
ME
Y
2
2027-12-16
Fixed
2.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
1073000.00000000
PA
USD
1018548.47000000
0.082560775925
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
230000.00000000
PA
USD
136274.91000000
0.011046074526
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
1223858.70000000
0.099202666217
Long
LON
CORP
US
N
2
2028-01-31
Floating
10.69200000
N
N
N
N
N
N
ATHENA HOLDCO SAS
2549000RJO0263KQGB75
ATHENA HOLDCO SAS 2024 EUR TERM LOAN B
000000000
1000000.00000000
PA
1080956.90000000
0.087619433964
Long
LON
CORP
FR
N
2
2031-03-06
None
0.00000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
1862000.00000000
PA
USD
1710015.93000000
0.138609252465
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
2173344.08000000
PA
USD
2175284.88000000
0.176322691400
Long
LON
CORP
US
N
2
2025-08-27
Floating
9.44500000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
000000000
270000.00000000
PA
283343.10000000
0.022967023051
Long
DBT
CORP
DE
Y
2
2028-07-15
Fixed
6.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BMID88LK1 CDS USD R F 1.00000 BMID88LL9 SOVEREIGN / Short: BMID88LK1 CDS USD P V 03MEVENT BMID88LM7 SOVEREIGN
000000000
300000.00000000
OU
Notional Amount
USD
-3052.75000000
-0.00024744763
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Vietnam Government International Bonds
Vietnam Government International Bonds
Y
sell protection
2029-06-20
0.00000000
USD
-2700.45000000
USD
300000.00000000
USD
-352.30000000
N
N
N
Ameriforge Group Inc
549300T5I2LOKUMVKN83
Ameriforge Group Inc Exit Term Loan
03074EAN4
877811.71000000
PA
USD
700318.18000000
0.056765891892
Long
LON
CORP
US
N
3
2023-12-29
Floating
13.32000000
N
N
Y
N
N
N
LGC Group Holdings Ltd
N/A
LGC Group Holdings Ltd EUR Term Loan B
000000000
1000000.00000000
PA
1050670.34000000
0.085164487569
Long
LON
CORP
LU
N
2
2027-04-21
Floating
7.08000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618G7AF0
498854.50000000
PA
USD
505216.87000000
0.040951508962
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
7.00000000
N
N
N
N
N
N
Boels Topholding BV
724500V913SEHSEW2O75
Boels Topholding BV 2021 EUR Term Loan B
000000000
862068.97000000
PA
930307.16000000
0.075408174712
Long
LON
CORP
NL
N
2
2027-02-06
Floating
7.14100000
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
584491.82000000
0.047377321357
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Regatta IX Funding Ltd
254900JVS76S6N8G1I74
Regatta IX Funding Ltd
75887WAA7
450000.00000000
PA
USD
447750.00000000
0.036293400372
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
11.57800000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
2227000.00000000
PA
USD
2001971.45000000
0.162274374918
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
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
1851772.11000000
0.150099623869
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc 2024 Term Loan B
02474RAJ2
2345875.00000000
PA
USD
2349393.81000000
0.190435488955
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.33000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
400000.00000000
PA
471103.98000000
0.038186410638
Long
DBT
CORP
NL
Y
2
2028-08-23
Fixed
7.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAR3
300000.00000000
PA
USD
299734.10000000
0.024295633046
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
5.43500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEL3
41404548.18000000
PA
USD
40477601.79000000
3.281004596078
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAY1
4000000.00000000
PA
USD
4007152.00000000
0.324808870777
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
9.12700000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
100000.00000000
PA
119499.46000000
0.009686302057
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B66P1
2262968.55000000
PA
USD
2029524.11000000
0.164507718794
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
406000.00000000
PA
370068.47000000
0.029996746280
Long
DBT
NUSS
BJ
Y
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
000000000
100000.00000000
PA
104965.84000000
0.008508246245
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
GEE Holdings 2 LLC
N/A
GEE Holdings 2 LLC 2021 2nd Lien Takeback Term Loan
36167BAE8
772498.40000000
PA
USD
463499.04000000
0.037569974832
Long
LON
CORP
US
N
2
2026-03-23
Floating
8.25000000
N
N
Y
N
N
N
Option Care Health Inc
549300DI3Q5ACSYJRI17
Option Care Health Inc 2021 Term Loan B
68404YAB0
415437.50000000
PA
USD
417203.11000000
0.033817352335
Long
LON
CORP
US
N
2
2028-10-27
Floating
8.19500000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
2512000.00000000
PA
USD
2678964.22000000
0.217149572352
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
1083000.00000000
PA
USD
1089425.44000000
0.088305870843
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
PROGROUP AG
529900YI5W5TQ8F2FP82
ProGroup AG
000000000
164000.00000000
PA
177505.88000000
0.014388145106
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC USD Term Loan B
73108RAB4
2786916.22000000
PA
USD
2762031.85000000
0.223882809099
Long
LON
CORP
US
N
2
2028-06-02
Floating
9.57400000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN24
000000000
-28.00000000
NC
-8156.11000000
-0.00066111215
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEM4 Comdty
2024-06-06
-3303440.00000000
EUR
-8156.11000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817FAE3
3500000.00000000
PA
USD
3517094.00000000
0.285086098695
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
11.72600000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc 2024 Incremental Term Loan B
15963CAD8
1150000.00000000
PA
USD
1153773.15000000
0.093521721657
Long
LON
CORP
US
N
2
2028-11-03
Floating
9.08000000
N
N
N
N
N
N
EnergySolutions LLC
549300X3SKIUYR2MFH75
EnergySolutions LLC 2023 Term Loan B
29276MAP2
4470835.67000000
PA
USD
4492353.80000000
0.364138012461
Long
LON
CORP
US
N
2
2030-09-20
Floating
9.31300000
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
3
2022-12-19
None
0.00000000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
2307000.00000000
PA
USD
1995950.65000000
0.161786345203
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
VM CONSOLIDATED INC
549300GCTGJLEBXJUK89
VM Consolidated Inc
91835HAA0
1899000.00000000
PA
USD
1823364.16000000
0.147796952505
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
501881.42000000
0.040681146433
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
615000.00000000
PA
USD
615450.67000000
0.049886761755
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
1673319.70000000
0.135634755608
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
1108244.45000000
0.089831288743
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90470TAD0
620000.00000000
PA
USD
45247.20000000
0.003667615288
Long
DBT
CORP
MX
N
2
2026-02-12
None
0.00000000
Y
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1789000.00000000
PA
USD
1537226.34000000
0.124603397032
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
2117500.00000000
PA
USD
2121114.57000000
0.171931793021
Long
LON
CORP
US
N
2
2027-01-29
Floating
7.68000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
734.19000000
0.000059511449
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
175692.62000000
EUR
190294.91000000
USD
2024-04-05
734.19000000
N
N
N
GVC Holdings (Gibraltar) Limited
213800ATWJIEYQ8NF838
GVC Holdings (Gibraltar) Limited 2022 EUR Term Loan B
000000000
1850000.00000000
PA
2003634.27000000
0.162409158596
Long
LON
CORP
GI
N
2
2028-06-30
Floating
7.65200000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
Jazz Financing Lux Sarl 2024 Term Loan B
000000000
1423054.44000000
PA
USD
1431552.92000000
0.116037796271
Long
LON
CORP
LU
N
2
2028-05-05
Floating
8.44500000
N
N
N
N
N
N
EP Purchaser LLC
549300GGODRVQG1GH476
EP Purchaser LLC 2021 Term Loan B
26881KAC8
416500.00000000
PA
USD
414053.06000000
0.033562017827
Long
LON
CORP
US
N
2
2028-11-06
Floating
9.07100000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
627000.00000000
PA
USD
571190.98000000
0.046299191348
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
ACNR HOLDINGS, INC.(MURRAY)
N/A
ACNR HOLDINGS, INC.(MURRAY)
000000000
14636.00000000
NS
USD
1227594.50000000
0.099505480031
Long
EC
CORP
US
N
2
N
N
N
Kraton Polymers Holdings BV
254900ZHV9AI95Q0FV69
Kraton Polymers Holdings BV 2022 EUR Term Loan
23292DAC4
500000.00000000
PA
525265.05000000
0.042576560047
Long
LON
CORP
NL
N
2
2029-03-15
Floating
7.18800000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AZ1
675000.00000000
PA
USD
673917.60000000
0.054625932495
Long
DBT
CORP
AU
N
2
2028-02-28
Fixed
4.75000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
1837000.00000000
PA
USD
1745984.73000000
0.141524785819
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
INEOS Quattro Holdings UK Ltd
N/A
INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B
000000000
2297125.00000000
PA
USD
2295689.30000000
0.186082347060
Long
LON
CORP
US
N
2
2029-04-02
Floating
9.68000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AB3
100000.00000000
PA
USD
102102.35000000
0.008276139514
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
950000.00000000
PA
USD
938695.47000000
0.076088108365
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B
000000000
1000000.00000000
PA
1079086.17000000
0.087467797665
Long
LON
CORP
DE
N
2
2029-07-15
None
0.00000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
2498000.00000000
PA
USD
2242004.71000000
0.181730819827
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
2646616.86000000
0.214527583100
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc 2023 USD Term Loan B4
44969CBN9
1321687.50000000
PA
USD
1328048.78000000
0.107648031462
Long
LON
CORP
US
N
2
2031-01-02
Floating
7.30900000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
549300WNOVFRGYOAEB12
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
1099687.50000000
PA
USD
1103696.96000000
0.089462681539
Long
LON
CORP
US
N
2
2028-09-22
Floating
9.32100000
N
N
N
N
N
N
Astra Acquisition Corp
N/A
Astra Acquisition Corp 2021 1st Lien Term Loan
04629UAH9
1068633.73000000
PA
USD
452833.54000000
0.036705458334
Long
LON
CORP
US
N
2
2028-10-25
Floating
10.57000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
179033.00000000
PA
USD
152886.47000000
0.012392562517
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
2992429.55000000
PA
USD
2992429.55000000
0.242558221653
Long
LON
CORP
CA
N
2
2025-03-28
Floating
8.44200000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08182JAA9
3000000.00000000
PA
USD
3008487.00000000
0.243859794991
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
12.27800000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BA9
300000.00000000
PA
USD
291471.22000000
0.023625866408
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BD8
414000.00000000
PA
USD
409047.91000000
0.033156313945
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Albion Financing 3 SARL
259400QTZA08U7DIP580
Albion Financing 3 SARL 2023 USD Add on Term Loan B
00847NAB2
297000.00000000
PA
USD
298485.00000000
0.024194384389
Long
LON
CORP
LU
N
2
2026-08-17
Floating
10.82400000
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
1798104.71000000
0.145749490010
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.96800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4A0
2139.24000000
PA
USD
2144.88000000
0.000173858154
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
965081.25000000
PA
945983.97000000
0.076678894404
Long
LON
CORP
US
N
2
2025-09-01
Floating
8.65200000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
174.15000000
0.000014116126
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
10577.00000000
EUR
11597.48000000
USD
2024-04-30
174.15000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
800000.00000000
PA
USD
821688.00000000
0.066603800257
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
CCRR Parent, Inc
N/A
CCRR Parent, Inc Term Loan B
12510MAB5
510929.04000000
PA
USD
463668.10000000
0.037583678377
Long
LON
CORP
US
N
2
2028-03-06
Floating
9.19200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381BDB2
23011.83000000
PA
USD
23028.81000000
0.001866652867
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-15480.87000000
-0.00125483732
N/A
DFE
XX
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1584275.21000000
USD
1449559.49000000
EUR
2024-06-20
-15480.87000000
N
N
N
NFP Corp
VO2L9FZNXDJNQNEYH039
NFP Corp 2020 Term Loan
62910PAF0
3059108.58000000
PA
USD
3066373.96000000
0.248551954936
Long
LON
CORP
US
N
2
2027-02-16
Floating
8.69500000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
600000.00000000
PA
USD
531658.40000000
0.043094787655
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
Skillsoft Corp
N/A
Skillsoft Corp
83066P309
7153.00000000
NS
USD
64377.00000000
0.005218224982
Long
EC
CORP
US
N
1
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
136000.00000000
PA
USD
132557.99000000
0.010744791074
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
Match Group, Inc.
5493003RFFE030RC9167
Match Group, Inc. 2020 Term Loan B
57665VAF4
675000.00000000
PA
USD
674437.73000000
0.054668092822
Long
LON
CORP
US
N
2
2027-02-13
Floating
7.23300000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052649
4650000.00000000
PA
USD
4629111.27000000
0.375223201992
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384EDD4
5000000.00000000
PA
USD
5106285.50000000
0.413901650629
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1615000.00000000
PA
USD
1592460.58000000
0.129080534690
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Crown Finance US Inc
N/A
Crown Finance US Inc 2023 Exit Term Loan
22834KAP6
285933.84000000
PA
USD
291563.30000000
0.023633330163
Long
LON
CORP
US
N
2
2028-07-31
Floating
7.00000000
N
N
Y
N
N
N
IAP Worldwide Services Inc
N/A
IAP Worldwide Services Inc 2nd Lien Term Loan
44920JAM5
216219.16000000
PA
USD
172326.67000000
0.013968332393
Long
LON
CORP
US
N
3
2023-07-18
Floating
12.15200000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC 2023 USD Term Loan
000000000
595507.50000000
PA
USD
599336.02000000
0.048580551941
Long
LON
CORP
US
N
2
2029-11-22
Floating
9.30200000
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
1792668.29000000
0.145308828552
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Fender Musical Instruments Corp
549300G8G1R16J8L5Q60
Fender Musical Instruments Corp 2021 Term Loan B
000000000
318144.52000000
PA
USD
312576.99000000
0.025336642870
Long
LON
CORP
US
N
2
2028-12-01
Floating
9.42900000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
2121937.24000000
PA
USD
1575538.40000000
0.127708868685
Long
LON
CORP
US
N
2
2027-03-15
None
0.00000000
N
N
N
N
N
N
INEOS US Finance LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC 2021 USD Term Loan B
45672JAL4
614062.50000000
PA
USD
610071.09000000
0.049450707594
Long
LON
CORP
US
N
2
2028-11-08
Floating
7.93000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
194244.07000000
0.015744897381
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
42161465.26000000
EUR
45680136.77000000
USD
2024-04-03
194244.07000000
N
N
N
Vibrant CLO Ltd
5493008IYL3HLPE46G85
Vibrant CLO XI Ltd
92558MAA2
575000.00000000
PA
USD
558493.48000000
0.045269966443
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
12.34900000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300LMDE3RUP8Z3L60
Mallinckrodt International Finance S.A. 2023 Second Out Term Loan
000000000
2455735.58000000
PA
USD
2695169.80000000
0.218463152705
Long
LON
CORP
IE
N
2
2028-11-14
Floating
14.82600000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
2193000.00000000
PA
USD
2316992.22000000
0.187809103966
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1162000.00000000
PA
1024971.42000000
0.083081402829
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC 2024 Term Loan B6
38017BAV8
174562.50000000
PA
USD
174635.29000000
0.014155462868
Long
LON
CORP
US
N
2
2029-11-09
Floating
7.33000000
N
N
N
N
N
N
Parts Europe SA
969500DL3O9K7T2M4M15
Parts Europe SA EUR Term Loan B
000000000
1500000.00000000
PA
1620142.34000000
0.131324343063
Long
LON
CORP
FR
N
2
2031-02-03
Floating
7.64100000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BJ5
500000.00000000
PA
USD
494606.27000000
0.040091442510
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Belfor Holdings Inc
N/A
Belfor Holdings Inc 2023 USD Term Loan B
07768YAM4
587044.52000000
PA
USD
590713.55000000
0.047881637913
Long
LON
CORP
US
N
2
2030-11-01
Floating
9.08000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
381834.70000000
PA
USD
152733.88000000
0.012380193986
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359H6F6
10058.51000000
PA
USD
10046.33000000
0.000814328256
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
8.00000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
2252000.00000000
PA
USD
2216299.94000000
0.179647260901
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
277000.00000000
PA
USD
262390.81000000
0.021268687261
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
AlixPartners LLP
5493005G2MHUFTGARL57
AlixPartners LLP 2021 USD Term Loan B
01642PBB1
1928027.41000000
PA
USD
1932714.44000000
0.156660589563
Long
LON
CORP
US
N
2
2028-02-04
Floating
7.94500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
16425.64000000
0.001331417819
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2324428.44000000
GBP
2951141.30000000
USD
2024-05-31
16425.64000000
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
1610000.00000000
PA
USD
1432686.84000000
0.116129708750
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
611000.00000000
PA
USD
490157.28000000
0.039730819449
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Innio Group Holding GmbH
549300KQQI7KQCL6ZI60
Innio Group Holding GmbH 2023 EUR Term Loan B
000000000
578209.96000000
PA
626363.71000000
0.050771343173
Long
LON
CORP
AT
N
2
2028-11-02
Floating
8.18200000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1647000.00000000
PA
USD
1417178.44000000
0.114872639916
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
COVIS MIDCO 1 SARL
N/A
COVIS MIDCO 1 SARL
000000000
560.00000000
NS
USD
285.60000000
0.000023149961
Long
EC
CORP
LU
N
2
N
N
N
CARS.COM INC
5493002G6J07LNGX4M98
Cars.com Inc
14575EAA3
1770000.00000000
PA
USD
1722754.63000000
0.139641816930
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
501244.58000000
PA
USD
512427.67000000
0.041535996849
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
1013066.12000000
PA
USD
1049888.29000000
0.085101096718
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
352792.78000000
0.028596425713
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
198085.53000000
0.016056275708
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
1340000.00000000
PA
USD
1374803.82000000
0.111437868170
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.50000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AB6
665000.00000000
PA
USD
624369.70000000
0.050609714132
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
870851.79000000
0.070588883707
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHD0
33.51000000
PA
USD
33.48000000
0.000002713797
Long
ABS-MBS
USGSE
US
N
2
2024-09-17
Fixed
7.00000000
N
N
N
N
N
N
National CineMedia Inc
5493000MOLIVSOGKEB48
National CineMedia Inc
635309206
58526.00000000
NS
USD
301408.90000000
0.024431387791
Long
EC
CORP
US
N
1
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
2651000.00000000
PA
USD
1155345.57000000
0.093649177757
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
Y
N
N
N
N
N
Allegheny Ludlum LLC
KCBRRAMO64UL0JAYG446
Allegheny Ludlum LLC
016900AC6
465000.00000000
PA
USD
473827.55000000
0.038407175834
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.95000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc. 2023 Term Loan B2
26812CAJ5
496102.44000000
PA
USD
497497.48000000
0.040325796149
Long
LON
CORP
CA
N
2
2028-08-24
None
0.00000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2023 Term Loan B
88023HAG5
822261.17000000
PA
USD
825565.02000000
0.066918060981
Long
LON
CORP
US
N
2
2028-08-31
Floating
8.08000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
2324000.00000000
PA
USD
2271303.30000000
0.184105684053
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC 2024 Term Loan B6
89334GBE3
1248516.13000000
PA
USD
1249116.67000000
0.101250008747
Long
LON
CORP
US
N
2
2028-12-01
Floating
7.32700000
N
N
N
N
N
N
National Mentor Holdings Inc
5493004QULJVJP3CNZ62
National Mentor Holdings Inc 2021 Term Loan C
63689EAT2
58309.04000000
PA
USD
54931.96000000
0.004452635661
Long
LON
CORP
US
N
2
2028-03-02
Floating
9.15900000
N
N
N
N
N
N
DXP Enterprises Inc/TX
N/A
DXP Enterprises Inc/TX 2023 Term Loan B
23338DAQ9
673312.50000000
PA
USD
676118.19000000
0.054804306351
Long
LON
CORP
US
N
2
2030-10-11
Floating
10.29100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AL5Y3
924537.46000000
PA
USD
177479.11000000
0.014385975202
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.50000000
N
N
N
N
N
N
PAPREC HOLDING S
969500ASAFSVN9KVC873
Paprec Holding SA
000000000
129000.00000000
PA
132998.68000000
0.010780512210
Long
DBT
CORP
FR
Y
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc 2023 Term Loan B
98310CAE2
771125.00000000
PA
USD
774673.72000000
0.062792950258
Long
LON
CORP
US
N
2
2030-05-24
Floating
7.67700000
N
N
N
N
N
N
Greystar Real Estate Partners LLC
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC 2024 Term Loan B
39806LAC1
598500.00000000
PA
USD
599996.25000000
0.048634068394
Long
LON
CORP
US
N
2
2030-08-21
Floating
8.57600000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC 2023 EUR Term Loan
000000000
496256.25000000
PA
537616.96000000
0.043577772365
Long
LON
CORP
US
N
2
2029-11-22
Floating
8.40200000
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc 2024 Term Loan B
93369PAK0
1250000.00000000
PA
USD
1254773.75000000
0.101708556305
Long
LON
CORP
US
N
2
2031-01-30
Floating
9.08000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1316000.00000000
PA
USD
1303314.42000000
0.105643131338
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
800000.00000000
PA
USD
473967.49000000
0.038418518991
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
Y
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
708000.00000000
PA
USD
708573.48000000
0.057435044116
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Finance Department Government of Sharjah
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
640000.00000000
PA
USD
666424.96000000
0.054018599423
Long
DBT
NUSS
AE
Y
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
776000.00000000
PA
USD
756606.60000000
0.061328478522
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
513000.00000000
PA
USD
515041.23000000
0.041747844933
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
1282000.00000000
PA
USD
1214332.58000000
0.098430504771
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC 2023 Term Loan
23340DAQ5
2981990.69000000
PA
USD
2978263.20000000
0.241409935752
Long
LON
CORP
US
N
2
2030-01-31
Floating
8.68000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1276000.00000000
PA
USD
1188102.87000000
0.096304395633
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
3864.40000000
0.000313237780
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
676857.00000000
CAD
503767.71000000
USD
2024-04-30
3864.40000000
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
200000.00000000
PA
USD
103000.00000000
0.008348900588
Long
DBT
NUSS
GH
Y
2
2035-02-11
Fixed
7.87500000
N
Y
N
N
N
N
SERTA SSB EQUIPMENT COMPANY
N/A
SERTA SSB EQUIPMENT COMPANY
000000000
246099.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
-105.00000000
NC
USD
-197420.76000000
-0.01600239125
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
-13347579.24000000
USD
-197420.76000000
N
N
N
Albion Financing 3 SARL
259400QTZA08U7DIP580
Albion Financing 3 SARL USD Term Loan
01330EAB4
1519000.00000000
PA
USD
1528177.80000000
0.123869946926
Long
LON
CORP
LU
N
2
2026-08-17
Floating
10.82700000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2023 PIK First Out New Money Term Loan
000000000
195.17000000
PA
USD
197.12000000
0.000015978012
Long
LON
CORP
US
N
2
2027-02-28
Floating
13.31200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5A9
9005.37000000
PA
USD
9117.88000000
0.000739070618
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAA2
2218405.00000000
PA
USD
1929524.97000000
0.156402059777
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
267.81000000
PA
USD
267.69000000
0.000021698225
Long
ABS-MBS
USGSE
US
N
2
2024-06-17
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618G7AB9
499014.98000000
PA
USD
509790.48000000
0.041322233382
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
8.00000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
300000.00000000
PA
USD
219577.40000000
0.017798348388
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
124000.00000000
PA
USD
18741.96000000
0.001519172435
Long
DBT
NUSS
VE
Y
2
2038-03-31
None
0.00000000
Y
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
524.19000000
0.000042489419
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
86979.51000000
EUR
94369.33000000
USD
2024-04-05
524.19000000
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-4-R Ltd
14314TAA6
1250000.00000000
PA
USD
1204917.50000000
0.097667343927
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
11.22600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CPL0
1329264.82000000
PA
USD
1331483.43000000
0.107926434873
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
367000.00000000
PA
USD
362694.47000000
0.029399029844
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC 2022 Incremental Term Loan B2
11565HAD8
246875.00000000
PA
USD
247183.59000000
0.020036031261
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.34300000
N
N
N
N
N
N
Select Medical Corp
549300X05KS0JKR8CB50
Select Medical Corp 2023 Term Loan B1
816194AX2
2841804.18000000
PA
USD
2849795.33000000
0.230996678709
Long
LON
CORP
US
N
2
2027-03-06
Floating
8.33000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 EUR Term Loan B
000000000
913043.48000000
PA
986760.69000000
0.079984144710
Long
LON
CORP
CA
N
2
2026-04-30
Floating
7.08000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2022-6 Ltd
14317GAS2
5400000.00000000
PA
USD
5480870.40000000
0.444264486473
Long
ABS-CBDO
CORP
KY
N
2
2036-10-25
Floating
10.07500000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
3078000.00000000
PA
USD
3012075.86000000
0.244150698247
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
550000.00000000
PA
USD
533892.05000000
0.043275841265
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
2611795.64000000
PA
USD
2321348.82000000
0.188162238144
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.88400000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2024 Term Loan B
83578BAQ6
385733.87000000
PA
USD
387823.39000000
0.031435911931
Long
LON
CORP
US
N
2
2029-10-09
Floating
8.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31363WH81
2815.50000000
PA
USD
2817.33000000
0.000228365127
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
1571700.00000000
PA
USD
1581611.14000000
0.128201108516
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1756.94000000
-0.00014241279
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
122000.85000000
USD
111446.97000000
EUR
2024-04-05
-1756.94000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050643
9737000.00000000
PA
USD
9506506.71000000
0.770571645276
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.00000000
N
N
N
N
N
N
Advisor Group, Inc.
549300XL60BDV6UW5C86
Advisor Group, Inc. 2023 Term Loan B
00775KAG3
1133874.99000000
PA
USD
1137773.25000000
0.092224813167
Long
LON
CORP
US
N
2
2028-08-17
Floating
9.82700000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
000000000
100000.00000000
PA
105057.54000000
0.008515679199
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
242531.21000000
PA
USD
231314.14000000
0.018749696694
Long
LON
CORP
US
N
2
2026-08-30
Floating
9.16300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5J0
12992.90000000
PA
USD
13093.35000000
0.001061311432
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
8.05500000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2024 Term Loan B
000000000
2604472.50000000
PA
USD
2612611.47000000
0.211771198434
Long
LON
CORP
CA
N
2
2030-05-06
Floating
8.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359KK48
59068.81000000
PA
USD
58970.26000000
0.004779969304
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
7.00000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC 2020 USD Term Loan Q
000000000
1150000.00000000
PA
USD
1142253.60000000
0.092587978184
Long
LON
CORP
US
N
2
2029-01-31
Floating
8.69000000
N
N
N
N
N
N
CPM Holdings Inc
549300FBUISJCXV8IB65
CPM Holdings Inc 2023 Term Loan
12620BAR1
301608.84000000
PA
USD
302456.96000000
0.024516340691
Long
LON
CORP
US
N
2
2028-09-28
Floating
9.82600000
N
N
N
N
N
N
Voya CLO Ltd
254900MS3D9HONB0N824
Voya CLO 2015-3 Ltd
92913DAJ3
3000000.00000000
PA
USD
2674299.00000000
0.216771422274
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
11.77900000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDB3
1607000.00000000
PA
USD
1573064.50000000
0.127508341062
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
1032000.00000000
PA
USD
923159.40000000
0.074828796676
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
375000.00000000
PA
USD
363750.00000000
0.029484588242
Long
LON
CORP
US
N
2
2024-09-30
Floating
8.94200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CGC4
537717.94000000
PA
USD
562585.54000000
0.045601657726
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
1490744.74000000
0.120835724628
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECR4
200000.00000000
PA
USD
201107.63000000
0.016301238936
Long
DBT
CORP
GB
N
2
2030-03-12
Fixed
5.69000000
N
N
N
N
N
N
Genuine Financial Holdings, LLC
N/A
Genuine Financial Holdings, LLC 2023 Term Loan B
37190DAL7
399000.00000000
PA
USD
396630.74000000
0.032149811830
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.33000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
950000.00000000
PA
USD
957004.16000000
0.077572161110
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
200000.00000000
PA
USD
119991.48000000
0.009726183863
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
N
Y
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
683000.00000000
PA
USD
621479.25000000
0.050375422096
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
300000.00000000
PA
291590.47000000
0.023635532490
Long
DBT
NUSS
AL
Y
2
2031-11-23
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WS49
1929348.00000000
PA
USD
1908083.50000000
0.154664072384
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
1368224.14000000
0.110904537158
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
435000.00000000
PA
540016.16000000
0.043772245008
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
1831789.60000000
0.148479895815
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
140000.00000000
PA
USD
142233.00000000
0.011529021139
Long
DBT
NUSS
RO
Y
2
2034-01-30
Fixed
6.37500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVIII Ltd
08186QAE1
4500000.00000000
PA
USD
4519894.50000000
0.366370386892
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.32600000
N
N
N
N
N
N
SUMMER BIDCO BV
724500EOJYP21L3XM206
Summer BidCo BV
000000000
200000.00000000
PA
219492.01000000
0.017791426906
Long
DBT
CORP
NL
Y
2
2029-02-15
Fixed
10.00000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2023 EUR Term Loan
05988HAH0
482280.48000000
PA
521841.08000000
0.042299022328
Long
LON
CORP
US
N
2
2028-12-29
Floating
8.33000000
N
N
N
N
N
N
SolarWinds Holdings Inc
549300GUYI8M0E3S0X29
SolarWinds Holdings Inc 2024 Term Loan
83417UAL0
1812250.00000000
PA
USD
1817588.89000000
0.147328824785
Long
LON
CORP
US
N
2
2027-02-05
Floating
8.58000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
908000.00000000
PA
USD
866024.89000000
0.070197628287
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
200000.00000000
PA
213443.98000000
0.017301190001
Long
DBT
CORP
DE
Y
2
2075-08-12
Fixed
4.38200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CNT6
25644.84000000
PA
USD
26220.35000000
0.002125350442
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
2045000.00000000
PA
USD
1715405.10000000
0.139046083966
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
000000000
225000.00000000
PA
253771.39000000
0.020570020458
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.25000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
1991000.00000000
PA
USD
1827256.78000000
0.148112477722
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
1587047.00000000
0.128641724581
Long
LON
CORP
DE
N
2
2028-03-10
Floating
7.52500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
229000.00000000
PA
USD
34216.22000000
0.002773473973
Long
DBT
NUSS
VE
Y
2
2025-04-21
None
0.00000000
Y
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
1465000.00000000
PA
USD
1396540.11000000
0.113199752872
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC 2021 Term Loan
62871NAM7
1102500.00000000
PA
USD
1102729.32000000
0.089384247266
Long
LON
CORP
US
N
2
2028-11-23
Floating
8.20900000
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
3198115.68000000
0.259230581379
Long
LON
CORP
NL
N
2
2029-01-31
Floating
6.85900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBM0
2000000.00000000
PA
USD
1880016.40000000
0.152389029397
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.40900000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAC7
2678000.00000000
PA
USD
2877409.24000000
0.233234987344
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
1482000.00000000
PA
USD
1392321.96000000
0.112857841076
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Long: BMID0L973 CDS USD R F 1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE
000000000
271000.00000000
OU
Notional Amount
USD
-13240.97000000
-0.00107327710
N/A
DCR
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Ivory Coast Government International Bonds
Ivory Coast Government International Bonds
Y
sell protection
2027-06-20
0.00000000
USD
-22637.87000000
USD
271000.00000000
USD
9396.90000000
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
1771000.00000000
PA
USD
1370163.05000000
0.111061699943
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S96HKQYD6 CDS USD R F 1.00000 Z96HKREJ3 CCPCORPORATE / Short: S96HKQYD6 CDS USD P V 03MEVENT Z96HKR6B9 CCPCORPORATE
000000000
462091.00000000
OU
Notional Amount
USD
-16440.72000000
-0.00133264016
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Panama Government International Bonds
Panama Government International Bonds
Y
sell protection
2029-06-20
0.00000000
USD
-17887.50000000
USD
462091.00000000
USD
1446.78000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
995000.00000000
PA
USD
889157.34000000
0.072072681931
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp 2021 Incremental Term Loan B
000000000
2639250.00000000
PA
USD
2644747.56000000
0.214376062713
Long
LON
CORP
PA
N
2
2028-10-18
Floating
8.69500000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
288000.00000000
PA
USD
236670.62000000
0.019183878432
Long
DBT
NUSS
NG
Y
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
200000.00000000
PA
USD
199490.63000000
0.016170169302
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
OXFORD FIN LLC/CO-ISS II
N/A
Oxford Finance LLC / Oxford Finance Co-Issuer II Inc
69145LAC8
789000.00000000
PA
USD
748973.64000000
0.060709771491
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.37500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4037.30000000
0.000327252585
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
378033.98000000
EUR
413166.81000000
USD
2024-06-20
4037.30000000
N
N
N
Groupe Solmax Inc
549300UUEKZ3HF9FNI46
Groupe Solmax Inc Term Loan
000000000
195488.68000000
PA
USD
192531.91000000
0.015606114336
Long
LON
CORP
CA
N
2
2028-05-29
Floating
10.31400000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
479000.00000000
PA
USD
488302.66000000
0.039580488983
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BN3
201000.00000000
PA
USD
144006.92000000
0.011672810282
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1562000.00000000
PA
USD
1383904.20000000
0.112175520286
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
933940AA6
1234000.00000000
PA
USD
1277272.68000000
0.103532258538
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
7.62500000
N
N
N
N
N
N
Platea BC Bidco AB
254900AWWXX5NUVV4A03
Platea BC Bidco AB EUR TERM LOAN
000000000
416666.67000000
PA
447610.34000000
0.036282079912
Long
LON
CORP
SE
N
2
2031-02-21
None
0.00000000
N
N
N
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC 2020 USD Term Loan B
24440EAB3
2047884.06000000
PA
USD
2039948.51000000
0.165352692380
Long
LON
CORP
US
N
2
2027-04-09
Floating
9.05900000
N
N
N
N
N
N
Kraton Corp
894500IZY1GHOLAVZL83
Kraton Corp 2022 USD Term Loan
23292DAB6
442125.00000000
PA
USD
431127.14000000
0.034945996434
Long
LON
CORP
US
N
2
2029-03-15
Floating
8.84100000
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
300000.00000000
PA
301217.59000000
0.024415880721
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
1378245.89000000
0.111716873027
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp 2023 Incremental Term Loan
29426NAT1
825000.00000000
PA
USD
830242.05000000
0.067297168346
Long
LON
CORP
US
N
2
2027-07-30
Floating
9.07700000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
75000.00000000
PA
USD
5053.50000000
0.000409623001
Long
DBT
NUSS
LB
N
2
2020-06-19
None
0.00000000
Y
N
N
N
N
N
SUNRISE HOLDCO IV BV
213800G1DU7LKI6ZCD69
Sunrise HoldCo IV BV
90320LAG2
593000.00000000
PA
USD
569769.98000000
0.046184008943
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18789.91000000
0.001523059132
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1759403.08000000
EUR
1922914.31000000
USD
2024-06-20
18789.91000000
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
1118000.00000000
PA
USD
1112684.25000000
0.090191166887
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
210843.44000000
0.017090397283
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
760.61000000
PA
USD
765.88000000
0.000062080155
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
1028000.00000000
PA
USD
978740.60000000
0.079334057971
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Boluda Towage SL
N/A
Boluda Towage SL EUR TERM LOAN B
000000000
1000000.00000000
PA
1080872.75000000
0.087612612993
Long
LON
CORP
ES
N
2
2026-07-30
None
0.00000000
N
N
N
N
N
N
Scientific Games Holdings LP
549300W5GPFXXB6TQ330
Scientific Games Holdings LP 2022 EUR Term Loan B
80875CAC1
1000000.00000000
PA
1075189.37000000
0.087151933628
Long
LON
CORP
US
N
2
2029-04-04
Floating
7.67900000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
564937.50000000
PA
USD
566274.71000000
0.045900691839
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.10500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJ6V0
553954.17000000
PA
USD
400941.56000000
0.032499235205
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
None
0.00000000
N
N
N
N
N
N
PROJECT JUBILEE II VUE ENT
N/A
PROJECT JUBILEE II VUE ENT
000000000
644824.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
2
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2023 Term Loan
31774BAF1
1218875.00000000
PA
USD
1222048.95000000
0.099055972791
Long
LON
CORP
US
N
2
2029-06-27
Floating
8.31300000
N
N
N
N
N
N
Northstar Group Services Inc
549300XH4ERCEE5LSB06
Northstar Group Services Inc 2020 Term Loan B
66707RAC1
209032.07000000
PA
USD
209772.46000000
0.017003586550
Long
LON
CORP
US
N
2
2026-11-12
Floating
10.94500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
1330000.00000000
PA
USD
1183566.60000000
0.095936697893
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
318000.00000000
PA
USD
104787.30000000
0.008493774277
Long
DBT
NUSS
UA
Y
2
2028-09-01
Fixed
7.75000000
N
Y
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BC4
250000.00000000
PA
USD
250199.48000000
0.020280491123
Long
DBT
CORP
US
N
2
2028-12-08
Fixed
4.85000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
450000.00000000
PA
USD
415035.09000000
0.033641618515
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.62500000
N
N
N
N
N
N
Spectrum Brands Inc
549300VU3EH2E73C1Q04
Spectrum Brands Inc
000000000
200000.00000000
PA
214450.76000000
0.017382796857
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
AI Convoy Luxembourg Sarl
222100GQMVQ4KP4KJS35
AI Convoy Luxembourg Sarl EUR Term Loan B
00135BAB9
1000000.00000000
PA
1077231.63000000
0.087317473683
Long
LON
CORP
LU
N
2
2027-01-18
Floating
7.61200000
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
3
2025-02-10
None
0.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
690000.00000000
PA
USD
643642.42000000
0.052171908533
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KHW1
530.06000000
PA
USD
529.21000000
0.000042896326
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
1188888.89000000
PA
1284636.13000000
0.104129119820
Long
LON
CORP
NO
N
2
2028-06-26
Floating
6.33000000
N
N
N
N
N
N
Citco Funding LLC
N/A
Citco Funding LLC 2023 Term Loan B
17302JAH0
773062.50000000
PA
USD
776202.68000000
0.062916883608
Long
LON
CORP
KY
N
2
2028-04-27
Floating
8.42200000
N
N
N
N
N
N
DexKo Global Inc.
549300TEZ43H3FGR8I24
DexKo Global Inc. 2021 EUR German Term Loan
25213YAZ8
690631.36000000
PA
735374.61000000
0.059607471009
Long
LON
CORP
DE
N
2
2028-10-04
Floating
7.90200000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
400000.00000000
PA
414362.51000000
0.033587101004
Long
DBT
CORP
SE
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
Turing Midco LLC
5493007EOKV4X1NPV034
Turing Midco LLC 2021 Term Loan B
90010LAC6
164223.76000000
PA
USD
163265.84000000
0.013233886093
Long
LON
CORP
US
N
2
2028-03-24
Floating
7.94500000
N
N
N
N
N
N
ECI Macola/Max Holding LLC
549300MZ2LKM75L5EI42
ECI Macola/Max Holding LLC 2020 Term Loan
26825UAK7
1262096.74000000
PA
USD
1266514.08000000
0.102660195607
Long
LON
CORP
US
N
2
2027-11-09
Floating
9.31400000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KL0
475000.00000000
PA
USD
489758.15000000
0.039698467054
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
US Anesthesia Partners Inc
549300J001GMNRO7SQ51
US Anesthesia Partners Inc 2021 Term Loan
90350HAL3
1485653.17000000
PA
USD
1423573.67000000
0.115391019911
Long
LON
CORP
US
N
2
2028-10-01
Floating
9.69000000
N
N
N
N
N
N
Veritas US Inc
549300RFUWCPWS8FQ104
Veritas US Inc 2021 USD Term Loan B
000000000
2388576.12000000
PA
USD
2216648.80000000
0.179675538546
Long
LON
CORP
US
N
2
2025-09-01
Floating
10.44500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BT1
500000.00000000
PA
USD
514913.20000000
0.041737467168
Long
DBT
CORP
US
N
2
2027-10-20
Fixed
6.61500000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
1292000.00000000
PA
USD
1290850.12000000
0.104632808992
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
1567782.40000000
0.127080188365
Long
ABS-CBDO
CORP
KY
N
2
2030-07-24
Floating
12.58000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
2549004JK1JYCMYC3T80
Golub Capital Partners CLO 37B Ltd
38175VAA8
3000000.00000000
PA
USD
3007503.00000000
0.243780034620
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
11.32900000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AmWINS Group Inc 2023 Incremental Term Loan B
03234TAZ1
666562.50000000
PA
USD
668593.52000000
0.054194377013
Long
LON
CORP
US
N
2
2028-02-19
Floating
8.19500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQX45
2117894.97000000
PA
USD
116793.44000000
0.009466959416
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Floating
0.66700000
N
N
N
N
N
N
Four Seasons Hotels Ltd
5493009FUVX8LHYY2202
Four Seasons Hotels Ltd 2024 Term Loan B
000000000
1011117.41000000
PA
USD
1013645.20000000
0.082163330160
Long
LON
CORP
CA
N
2
2029-11-30
Floating
7.43000000
N
N
N
N
N
N
AlixPartners LLP
5493005G2MHUFTGARL57
AlixPartners LLP 2021 EUR Term Loan B
01642PBC9
972500.00000000
PA
1049290.65000000
0.085052653641
Long
LON
CORP
US
N
2
2028-02-04
Floating
6.90200000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
153490.00000000
0.012441483022
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
365604.02000000
0.029634870074
Long
DBT
CORP
GB
Y
2
2026-04-07
Fixed
4.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
950000.00000000
PA
USD
978445.44000000
0.079310133102
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359UNJ0
56003.08000000
PA
USD
56671.63000000
0.004593648592
Long
ABS-MBS
USGSE
US
N
2
2028-07-20
Fixed
6.50000000
N
N
N
N
N
N
Delta Topco Inc
N/A
Delta Topco Inc 2020 Term Loan B
24780DAC1
1361500.00000000
PA
USD
1364647.79000000
0.110614647929
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.12100000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
425000.00000000
PA
479838.86000000
0.038894436315
Long
DBT
CORP
LU
Y
2
2030-06-15
Fixed
7.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJB2
114.02000000
PA
USD
114.25000000
0.000009260795
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
7861.47000000
0.000637229432
Long
EC
CORP
US
N
3
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
ITT Holdings LLC 2023 Term Loan B
45070BAG0
798000.00000000
PA
USD
800094.75000000
0.064853509989
Long
LON
CORP
US
N
2
2030-10-05
Floating
8.67700000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
230000.00000000
PA
212409.92000000
0.017217371903
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
95.81000000
PA
USD
95.81000000
0.000007766098
Long
ABS-MBS
USGSE
US
N
2
2024-09-20
Fixed
8.50000000
N
N
N
N
N
N
EVOCA SPA
529900D5Y7OY9J1UW733
EVOCA SpA
000000000
344000.00000000
PA
363794.66000000
0.029488208260
Long
DBT
CORP
IT
Y
2
2029-04-09
Floating
9.14200000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAD8
692000.00000000
PA
USD
707630.20000000
0.057358584398
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
ADLER FINANCING SARL
213800BAQB59IVKP7S93
Adler Financing Sarl
000000000
200000.00000000
PA
246786.92000000
0.020003878267
Long
DBT
CORP
LU
N
2
2025-06-30
Fixed
12.50000000
N
N
Y
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
400000.00000000
PA
400499.91000000
0.032463436254
Long
DBT
CORP
NL
Y
2
2029-06-17
Fixed
3.87500000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
000000000
600000.00000000
PA
681752.66000000
0.055261021205
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.37500000
N
N
N
N
N
N
Bayou Intermediate II LLC
254900VZ9IQX23DFBM47
Bayou Intermediate II LLC Term Loan B
07301HAC7
735000.00000000
PA
USD
730406.25000000
0.059204749226
Long
LON
CORP
US
N
2
2028-08-02
Floating
10.07700000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2023 Term Loan
74274NAJ2
1125000.00000000
PA
USD
1128375.00000000
0.091463016517
Long
LON
CORP
US
N
2
2028-09-15
Floating
9.82300000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
47897.26000000
0.003882421963
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
10457849.56000000
EUR
11342541.80000000
USD
2024-04-30
47897.26000000
N
N
N
Rackspace Technology Global, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc. 2021 Term Loan B
75009XAB6
2810357.11000000
PA
USD
922499.72000000
0.074775324805
Long
LON
CORP
US
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ 2021 Term Loan B
85350EAB2
1096506.25000000
PA
USD
1098293.56000000
0.089024696593
Long
LON
CORP
US
N
2
2028-09-22
Floating
7.69300000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299AW4
1400000.00000000
PA
USD
1362421.61000000
0.110434199817
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
-149.00000000
NC
USD
-27768.95000000
-0.00225087575
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
-15917559.18000000
USD
-27768.95000000
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
110000.00000000
PA
111302.19000000
0.009021853588
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.87500000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016268AA2
1000000.00000000
PA
USD
987456.00000000
0.080040504653
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
11.57900000
N
N
N
N
N
N
SCUR-Alpha 1503 GmbH
254900GAG6U7Z5TROP43
SCUR-Alpha 1503 GmbH USD Term Loan B1
000000000
915784.63000000
PA
USD
850534.98000000
0.068942058202
Long
LON
CORP
DE
N
2
2030-03-29
Floating
10.81300000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan B1
000000000
1275000.00000000
PA
1364904.88000000
0.110635486947
Long
LON
CORP
LU
N
2
2027-01-29
Floating
5.99100000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
675000.00000000
PA
USD
669599.23000000
0.054275897138
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
U.S. Silica Company
549300LB0THBBEFBXE82
U.S. Silica Company 2023 Term Loan B
90343KAV4
325000.00000000
PA
USD
325812.50000000
0.026409477406
Long
LON
CORP
US
N
2
2030-03-25
None
0.00000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
740000.00000000
PA
USD
374536.20000000
0.030358888354
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
Y
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
300000.00000000
PA
USD
303530.40000000
0.024603350826
Long
DBT
NUSS
BH
Y
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
393000.00000000
PA
USD
299076.93000000
0.024242364629
Long
DBT
NUSS
EG
Y
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
525000.00000000
PA
USD
490446.62000000
0.039754272565
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
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
898036.50000000
0.072792402554
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2023 EUR Term Loan B
12546FAG7
2000000.00000000
PA
2172085.19000000
0.176063333209
Long
LON
CORP
US
N
2
2028-12-08
Floating
8.33000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DD6
994000.00000000
PA
USD
994929.00000000
0.080646245760
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.11300000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
100000.00000000
PA
125356.08000000
0.010161023786
Long
DBT
CORP
JE
Y
2
2026-08-28
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
291000.00000000
PA
USD
52619.69000000
0.004265209328
Long
DBT
NUSS
VE
N
2
2027-09-15
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
538000.00000000
PA
USD
517941.83000000
0.041982959700
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Realtruck Group Inc
54930007KT5CX7XNSD31
Realtruck Group Inc 2023 Incremental Term Loan
89778PAH0
675000.00000000
PA
USD
670359.38000000
0.054337512835
Long
LON
CORP
US
N
2
2028-01-31
Floating
10.44500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUP2
126683.53000000
PA
USD
128332.39000000
0.010402275401
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
1533174.88000000
0.124274996675
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
100000.00000000
PA
88760.22000000
0.007194662650
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
520000.00000000
PA
USD
308062.05000000
0.024970674082
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
N
Y
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
550000.00000000
PA
USD
504179.38000000
0.040867412837
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Wood Mackenzie Limited
254900ZE51SEX2EFFH74
Wood Mackenzie Limited 2024 Term Loan B
72706RAB2
1200000.00000000
PA
USD
1204969.20000000
0.097671534589
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.81400000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
2549003NV71H6I4TDQ63
Benefit Street Partners CLO XXXII Ltd
08181FAJ9
3000000.00000000
PA
USD
3003807.00000000
0.243480446886
Long
ABS-CBDO
CORP
JE
N
2
2036-10-25
Floating
9.61400000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1249.44000000
0.000101276217
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
274444.00000000
EUR
297653.34000000
USD
2024-04-30
1249.44000000
N
N
N
Engineered Machinery Holdings Inc
5493008AR0NPSLW8EW07
Engineered Machinery Holdings Inc 2021 EUR Incremental Term Loan
26658NAL3
975000.00000000
PA
1043332.15000000
0.084569673795
Long
LON
CORP
US
N
2
2028-05-21
Floating
7.65200000
N
N
N
N
N
N
Recess Holdings Inc
N/A
Recess Holdings Inc 2024 Term Loan B
72811HAH3
775000.00000000
PA
USD
778875.00000000
0.063133494618
Long
LON
CORP
US
N
2
2030-02-20
Floating
9.84300000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320XAM6
1100000.00000000
PA
USD
1084924.50000000
0.087941036857
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
10.82900000
N
N
N
N
N
N
REXEL SA
969500N6AVPA51648T62
Rexel SA
000000000
150000.00000000
PA
167965.60000000
0.013614835889
Long
DBT
CORP
FR
Y
2
2030-09-15
Fixed
5.25000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAY8
6289163.83000000
PA
USD
5704086.69000000
0.462357793414
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
4.46300000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2819.89000000
-0.00022857263
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
345359.34000000
USD
317161.47000000
EUR
2024-04-30
-2819.89000000
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
2306000.00000000
PA
USD
2213926.49000000
0.179454875482
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
250000.00000000
PA
USD
228419.34000000
0.018515052059
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
1171000.00000000
PA
USD
1049909.04000000
0.085102778657
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
El Salvador Government International Bonds
529900AKDMUSFSDOM949
El Salvador Government International Bonds
000000000
150000.00000000
PA
USD
104115.38000000
0.008439310265
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12500000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAD8
1840000.00000000
PA
USD
1906160.27000000
0.154508180577
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
7.75000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BY9
175000.00000000
PA
USD
175213.92000000
0.014202365046
Long
DBT
CORP
US
N
2
2027-01-12
Fixed
5.35000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
300000.00000000
PA
USD
283169.40000000
0.022952943400
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
1507423.50000000
0.122187659669
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
11.63800000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FENW8
1042497.96000000
PA
USD
823648.87000000
0.066762743060
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
757000.00000000
PA
USD
692400.42000000
0.056124099746
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PKS3
8639.03000000
PA
USD
9173.50000000
0.000743579024
Long
ABS-MBS
USGSE
US
N
2
2031-01-17
Fixed
9.00000000
N
N
N
N
N
N
TK Elevator Midco GmbH
254900K869UN2ZWVB351
TK Elevator Midco GmbH EUR Term Loan B
000000000
1500000.00000000
PA
1613939.50000000
0.130821557679
Long
LON
CORP
DE
N
2
2027-07-30
Floating
7.49100000
N
N
N
N
N
N
Solis IV BV
549300XOR2688C8LK689
Solis IV BV EUR Term Loan B2
000000000
1000000.00000000
PA
1069667.81000000
0.086704370952
Long
LON
CORP
NL
N
2
2029-02-26
Floating
7.94500000
N
N
N
N
N
N
INTER MEDIA COMMUNICATIO
81560082CE2ED97AFD36
Inter Media and Communication SpA
000000000
400000.00000000
PA
424521.40000000
0.034410553069
Long
DBT
CORP
IT
Y
2
2027-02-09
Fixed
6.75000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
2472000.00000000
PA
USD
2427046.68000000
0.196729819945
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAG1
1440000.00000000
PA
USD
1301336.97000000
0.105482844605
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.50000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
PHOENIX SERVICES INTERNATIONAL
5493009O25GX6RO6AZ98
PHOENIX SERVICES INTERNATIONAL
000000000
17026.00000000
NS
USD
161747.00000000
0.013110773043
Long
EC
CORP
US
N
2
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BK9
251000.00000000
PA
USD
209211.62000000
0.016958126381
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAL2
1501000.00000000
PA
USD
1385097.58000000
0.112272252431
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
553437.50000000
PA
USD
554648.42000000
0.044958296310
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.17700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383X2T0
10563958.31000000
PA
USD
10905819.62000000
0.883996153795
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
6.00000000
N
Y
N
N
N
N
Nouryon Finance BV
549300GD4NJGLPVYB245
Nouryon Finance BV 2023 EUR Term Loan B
000000000
750000.00000000
PA
809965.17000000
0.065653579459
Long
LON
CORP
NL
N
2
2028-04-03
Floating
8.17800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE70
374992.75000000
PA
USD
385384.01000000
0.031238182405
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
142654.79000000
0.011563210292
Long
DBT
NUSS
MK
Y
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BY62
4325523.00000000
PA
USD
4414382.44000000
0.357817865535
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2020 Term Loan B2
76173FAW7
759620.10000000
PA
USD
762641.11000000
0.061817619533
Long
LON
CORP
US
N
2
2026-02-05
Floating
8.69500000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
1008000.00000000
PA
USD
997368.52000000
0.080843986634
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc 2020 Term Loan
45174UAF5
443548.65000000
PA
USD
389629.99000000
0.031582350026
Long
LON
CORP
US
N
2
2026-05-01
Floating
8.44500000
N
N
N
N
N
N
Foundational Education Group Inc
2549005UVCGEKD6KRA02
Foundational Education Group Inc 1st Lien Term Loan
35051BAE9
539000.00000000
PA
USD
534283.75000000
0.043307591404
Long
LON
CORP
US
N
2
2028-08-31
Floating
9.32400000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
1177451.27000000
PA
USD
1180836.44000000
0.095715398529
Long
LON
CORP
US
N
2
2028-09-25
Floating
9.81400000
N
N
N
N
N
N
Pakistan Government International Bonds
529900LOP29R5WKHOD86
Pakistan Government International Bonds
000000000
200000.00000000
PA
USD
171030.00000000
0.013863227840
Long
DBT
NUSS
PK
Y
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
Belron Luxembourg S.a r.l.
XUF7S72S4FGMSKXZ0D16
Belron Luxembourg S.a r.l. 2021 EUR Term Loan B
08078UAG8
900000.00000000
PA
975061.41000000
0.079035832811
Long
LON
CORP
GB
N
2
2028-04-13
Floating
6.34700000
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
1596276.03000000
0.129389804717
Long
LON
CORP
NL
N
2
2029-04-30
Floating
6.35900000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
250000.00000000
PA
USD
278521.75000000
0.022576217499
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
MaxLinear Inc
549300EMOI0SM2IY4F64
MaxLinear Inc 2021 Term Loan B
57776UAH8
285714.27000000
PA
USD
277857.13000000
0.022522345204
Long
LON
CORP
US
N
2
2028-06-23
Floating
7.69500000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
25041.82000000
0.002029821997
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
4318616.98000000
GBP
5476587.62000000
USD
2024-04-30
25041.82000000
N
N
N
American Money Management Corporation
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd
00176EAG2
2000000.00000000
PA
USD
1894628.00000000
0.153573406055
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
11.74300000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
-58.00000000
NC
USD
-12912.60000000
-0.00104666032
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
-6413306.16000000
USD
-12912.60000000
N
N
N
Renaissance Holdings Corp
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp 2024 Term Loan
75972JAJ3
947624.99000000
PA
USD
950416.69000000
0.077038198662
Long
LON
CORP
US
N
2
2030-04-05
Floating
9.57700000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
100000.00000000
PA
106251.61000000
0.008612467274
Long
DBT
CORP
FR
Y
2
2025-01-30
Fixed
2.62500000
N
N
N
N
N
N
Brown Group Holding LLC
25490094PF4HHK9QS109
Brown Group Holding LLC Term Loan B
11565HAB2
218979.97000000
PA
USD
219043.91000000
0.017755105136
Long
LON
CORP
US
N
2
2028-06-07
Floating
8.18000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DU7
962000.00000000
PA
USD
941374.70000000
0.076305279481
Long
DBT
NUSS
ID
N
2
2034-02-10
Fixed
4.70000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp 2023 Term Loan B
68371YAP8
1265364.38000000
PA
USD
1268065.93000000
0.102785984358
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.17700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TU46
2963281.97000000
PA
USD
2846585.26000000
0.230736479143
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Floating
5.00000000
N
N
N
N
N
N
Homeserve USA Holding Corp
N/A
Homeserve USA Holding Corp Term Loan
000000000
900000.00000000
PA
USD
903234.60000000
0.073213746439
Long
LON
CORP
US
N
2
2030-10-21
Floating
8.32900000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HT0
650000.00000000
PA
USD
271106.36000000
0.021975146101
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DUX4
20160481.91000000
PA
USD
2670681.22000000
0.216478174842
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
1971942.00000000
0.159840269163
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
12.42800000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WAL6
3500000.00000000
PA
USD
2922991.75000000
0.236929781952
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
3.05200000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
34751.43000000
0.002816856644
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4175000.00000000
EUR
4549322.99000000
USD
2024-05-31
34751.43000000
N
N
N
Isolved Inc
N/A
Isolved Inc Term Loan B
46488HAB2
500000.00000000
PA
USD
503541.50000000
0.040815708015
Long
LON
CORP
US
N
2
2030-10-14
Floating
9.32700000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAA3
1539000.00000000
PA
USD
1627777.22000000
0.131943205724
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
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
1527107.27000000
0.123783172668
Long
DBT
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
976000.00000000
PA
USD
842150.52000000
0.068262436619
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
512000.00000000
PA
USD
473011.35000000
0.038341016876
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
100000.00000000
PA
109115.20000000
0.008844582111
Long
DBT
CORP
IT
Y
2
2028-06-01
Floating
8.06700000
N
N
N
N
N
N
City Brewing Co LLC
N/A
City Brewing Co LLC Closing Date Term Loan
17776EAB1
1133485.48000000
PA
USD
889786.10000000
0.072123647511
Long
LON
CORP
US
N
2
2028-04-05
Floating
9.07800000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAE2
350000.00000000
PA
USD
364704.55000000
0.029561961476
Long
DBT
NUSS
AE
N
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4S8
4198731.66000000
PA
USD
751871.92000000
0.060944698205
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Fixed
3.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
878000.00000000
PA
USD
919433.70000000
0.074526801541
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
REPSOL INTL FINANCE
5493002YCY6HTK0OUR29
Repsol International Finance BV
000000000
100000.00000000
PA
107859.96000000
0.008742835762
Long
DBT
CORP
NL
Y
2
2075-03-25
Fixed
4.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAZ0
1692000.00000000
PA
USD
1550905.64000000
0.125712203981
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc 2024 Term Loan B
89841EAB1
4234324.36000000
PA
USD
4257591.97000000
0.345108855368
Long
LON
CORP
US
N
2
2031-02-10
Floating
8.81400000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
1623000.00000000
PA
USD
1750386.02000000
0.141881542447
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
200000.00000000
PA
175830.96000000
0.014252380634
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFEL4
946509.66000000
PA
USD
876093.27000000
0.071013743857
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TSC4
63590.60000000
PA
USD
64291.55000000
0.005211298637
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
823299.68000000
0.066734438666
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
ACProducts, Inc.
254900KTNXVUUHWHBF39
ACProducts, Inc. 2021 Term Loan B
00488YAB2
1730625.00000000
PA
USD
1582800.20000000
0.128297490494
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.81400000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications Inc 2021 First Lien Term Loan B
914908BC1
6733608.91000000
PA
USD
6746699.05000000
0.546869122984
Long
LON
CORP
US
N
2
2026-03-15
Floating
8.69500000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
599000.00000000
PA
USD
604109.47000000
0.048967474849
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
2549001ZYXDVCT6R4I31
Regatta XII Funding Ltd
75888LAN2
2000000.00000000
PA
USD
1990512.00000000
0.161345502987
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
11.92600000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAH4
968000.00000000
PA
USD
879345.82000000
0.071277386736
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
200000.00000000
PA
255585.33000000
0.020717053514
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5C5
4245.75000000
PA
USD
4304.14000000
0.000348881912
Long
ABS-MBS
USGSE
US
N
2
2028-09-20
Fixed
8.19900000
N
N
N
N
N
N
Murphy Oil USA Inc
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AD0
560000.00000000
PA
USD
555215.53000000
0.045004264709
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
984500904E015Z0C1F82
Stagwell Global LLC
59565JAA9
1492000.00000000
PA
USD
1356126.54000000
0.109923938520
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
972000.00000000
PA
USD
800830.80000000
0.064913172206
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
EPHIOS SUBCO SARL
213800E4EG6VFUFVEH64
Ephios Subco 3 Sarl
000000000
160000.00000000
PA
181698.86000000
0.014728016690
Long
DBT
CORP
LU
Y
2
2031-01-31
Fixed
7.87500000
N
N
N
N
N
N
ClubCorp Holdings Inc
549300XWSO7KBICXNW37
ClubCorp Holdings Inc 2023 Term Loan B2
18948TAF0
1805235.01000000
PA
USD
1810650.72000000
0.146766435547
Long
LON
CORP
US
N
2
2026-09-18
Floating
10.56400000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
417000.00000000
PA
USD
400916.72000000
0.032497221742
Long
DBT
NUSS
SV
Y
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLC7
6496.35000000
PA
USD
6577.09000000
0.000533121073
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
188330.99000000
PA
USD
2824.96000000
0.000228983594
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
1010936.11000000
0.081943738674
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92840JAB5
2192000.00000000
PA
USD
1618711.38000000
0.131208353327
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
479000.00000000
PA
USD
489753.07000000
0.039698055283
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAD0
825000.00000000
PA
USD
842956.13000000
0.068327737180
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.50000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
1690000.00000000
PA
USD
1691872.52000000
0.137138596868
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
1297000.00000000
PA
USD
1164370.21000000
0.094380690594
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
000000000
450000.00000000
PA
524114.24000000
0.042483278511
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group Inc 2024 Term Loan
067809AM5
498750.00000000
PA
USD
499685.16000000
0.040503123556
Long
LON
CORP
US
N
2
2030-09-03
Floating
7.82700000
N
N
N
N
N
N
Hightower Holding LLC
254900MKOSB7RTMA9K12
Hightower Holding LLC 2021 Term Loan B
43117LAG8
1014103.29000000
PA
USD
1017115.18000000
0.082444597326
Long
LON
CORP
US
N
2
2028-04-21
Floating
9.58600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3L7
13.96000000
PA
USD
13.94000000
0.000001129938
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
6.50000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
733000.00000000
PA
USD
677013.90000000
0.054876910174
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H060648
38000000.00000000
PA
USD
38352127.00000000
3.108719375451
Long
ABS-MBS
USGA
US
N
2
2054-04-20
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PBB6
2770000.00000000
PA
USD
2155130.64000000
0.174689043379
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.42500000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
300000.00000000
PA
USD
297417.86000000
0.024107884915
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
2888000.00000000
PA
USD
2382861.08000000
0.193148255073
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22.45000000
0.000001819736
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
6088.23000000
EUR
6597.84000000
USD
2024-04-30
22.45000000
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
1207000.00000000
PA
USD
1130590.38000000
0.091642589210
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF MONTENEGRO
747800V014106FYLL014
Montenegro Government International Bond
000000000
515000.00000000
PA
USD
524705.18000000
0.042531178504
Long
DBT
NUSS
ME
Y
2
2031-03-12
Fixed
7.25000000
N
N
N
N
N
N
INEOS Enterprises Holdings US Finco LLC
N/A
INEOS Enterprises Holdings US Finco LLC 2023 USD 1st Lien Term Loan B
000000000
1050000.00000000
PA
USD
1045406.25000000
0.084737794714
Long
LON
CORP
US
N
2
2030-07-08
Floating
9.19300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382J3U8
11284149.77000000
PA
USD
1369302.24000000
0.110991925019
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
591478.21000000
0.047943619178
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4
000000000
825618.24000000
PA
890161.46000000
0.072154073175
Long
LON
CORP
DE
N
2
2025-07-15
Floating
6.28000000
N
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
610000.00000000
PA
USD
558119.99000000
0.045239692357
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
INEOS Enterprises Holdings II Ltd
213800M8Z1KMM5H1JM42
INEOS Enterprises Holdings II Ltd 2023 EUR 1st Lien Term Loan B
000000000
500000.00000000
PA
538600.71000000
0.043657512471
Long
LON
CORP
GB
N
2
2030-07-07
Floating
7.95200000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
93127.83000000
0.007548689268
Long
DBT
CORP
IT
Y
2
2029-01-18
Fixed
1.62500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
50.95000000
0.000004129868
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
8973.96000000
CAD
6678.81000000
USD
2024-04-30
50.95000000
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBE1
1081000.00000000
PA
USD
947138.26000000
0.076772458020
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.87500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
257000.00000000
PA
USD
257524.28000000
0.020874219541
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
1582000.00000000
PA
USD
1508223.90000000
0.122252537921
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
480000.00000000
PA
USD
490268.28000000
0.039739816808
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319YAA3
1000000.00000000
PA
USD
989188.00000000
0.080180895874
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
11.53600000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
600000.00000000
PA
USD
514670.98000000
0.041717833472
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
1214000.00000000
PA
USD
1260240.05000000
0.102151639755
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
Octagon 68 Ltd
N/A
Octagon 68 Ltd
675950AA7
2000000.00000000
PA
USD
2018730.00000000
0.163632777519
Long
ABS-CBDO
CORP
KY
N
2
2036-10-20
Floating
12.59100000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
600000.00000000
PA
USD
496345.76000000
0.040232440850
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
371328.58000000
0.030098887378
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
380000.00000000
PA
USD
379208.46000000
0.030737609075
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
PHOENIX SERVICES INTERNATIONAL
5493009O25GX6RO6AZ98
PHOENIX SERVICES INTERNATIONAL
000000000
1554.00000000
NS
USD
14763.00000000
0.001196648731
Long
EC
CORP
US
N
2
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
1657000.00000000
PA
USD
1576125.97000000
0.127756495515
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAQ7
848000.00000000
PA
USD
857778.29000000
0.069529181261
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.37500000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629UAA3
1000000.00000000
PA
USD
911543.00000000
0.073887202805
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
11.52900000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
1291875.00000000
PA
USD
1290028.91000000
0.104566243937
Long
LON
CORP
US
N
2
2028-02-11
Floating
9.18000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH73
10.28000000
PA
USD
10.28000000
0.000000833268
Long
ABS-MBS
USGSE
US
N
2
2024-08-17
Fixed
7.50000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
560000.00000000
PA
USD
479943.46000000
0.038902914908
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21698.14000000
0.001758792367
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
2031716.67000000
EUR
2220535.54000000
USD
2024-06-20
21698.14000000
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CV9
750000.00000000
PA
USD
754178.47000000
0.061131660891
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.12500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21947.91000000
0.001779038045
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
2055103.59000000
EUR
2246095.94000000
USD
2024-06-20
21947.91000000
N
N
N
AMS-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
000000000
200000.00000000
PA
199527.92000000
0.016173191928
Long
DBT
CORP
AT
Y
2
2025-03-05
None
0.00000000
N
N
N
N
N
ams AG
ams AG
EUR
XXXX
N
N
N
United Petfood Finance BV
984500FD3FH360C3C633
United Petfood Finance BV EUR Term Loan B
000000000
750000.00000000
PA
793713.65000000
0.064336275333
Long
LON
CORP
BE
N
2
2028-04-24
Floating
6.85200000
N
N
N
N
N
N
Matador Bidco Sarl
549300CNVJU6794GIZ49
Matador Bidco Sarl Term Loan
000000000
1528725.56000000
PA
USD
1533693.92000000
0.124317068649
Long
LON
CORP
LU
N
2
2026-10-15
Floating
9.93000000
N
N
N
N
N
N
Covis Finco Sarl
549300NNIZ3SBBEUQM24
Covis Finco Sarl 2022 USD Term Loan B
000000000
689532.74000000
PA
USD
277536.93000000
0.022496390661
Long
LON
CORP
LU
N
2
2027-02-18
None
0.00000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
000000000
800000.00000000
PA
USD
700749.25000000
0.056800833257
Long
DBT
CORP
US
Y
2
2031-04-06
Fixed
4.62500000
N
N
N
N
N
N
TUI AG
529900SL2WSPV293B552
TUI AG
000000000
400000.00000000
PA
438971.94000000
0.035581874641
Long
DBT
CORP
DE
Y
2
2029-03-15
Fixed
5.87500000
N
N
N
N
N
N
FIBER BIDCO SPA
81560079496BA27EC472
Fiber Bidco Spa
000000000
100000.00000000
PA
117460.86000000
0.009521058671
Long
DBT
CORP
IT
Y
2
2027-10-25
Fixed
11.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
200000.00000000
PA
USD
192869.00000000
0.015633437937
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618F6XF8
983434.36000000
PA
USD
1000628.87000000
0.081108261760
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAV1
825000.00000000
PA
USD
864015.90000000
0.070034785007
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
9.87500000
N
N
N
N
N
N
Speedster Bidco GmbH
254900LE837QB2YYV824
Speedster Bidco GmbH EUR 1st Lien Term Loan
000000000
1000000.00000000
PA
1059970.03000000
0.085918295213
Long
LON
CORP
DE
N
2
2027-03-31
Floating
6.60800000
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
1057272.90000000
0.085699673172
Long
LON
CORP
IE
N
2
2028-09-29
Floating
7.85800000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAK0
1292000.00000000
PA
USD
1340687.73000000
0.108672510462
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
Rain Carbon GmbH
529900OO18PWCCZRYG63
Rain Carbon GmbH 2023 EUR Term Loan B
000000000
996004.40000000
PA
1067823.38000000
0.086554866460
Long
LON
CORP
DE
N
2
2028-10-31
Floating
8.91500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
236000.00000000
PA
USD
233561.25000000
0.018931841335
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
-9.00000000
NC
USD
1052.50000000
0.000085312794
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
-1841411.88000000
USD
1052.50000000
N
N
N
Bright Bidco BV
549300IL6Q1JWU688H15
Bright Bidco B.V. 2022 Exit Term Loan
000000000
361173.58000000
PA
USD
97516.87000000
0.007904452944
Long
LON
CORP
NL
N
2
2027-10-31
Floating
8.00000000
N
N
Y
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-HT1 LLC
91835TAC0
6000000.00000000
PA
USD
5722916.10000000
0.463884054309
Long
ABS-CBDO
CORP
US
N
2
2037-01-18
Floating
9.94100000
N
N
N
N
N
N
Mosel Bidco SE
9845004C6B4E09AB1C38
Mosel Bidco SE USD Term Loan B
000000000
250000.00000000
PA
USD
250937.50000000
0.020340313022
Long
LON
CORP
DE
N
2
2030-09-16
Floating
10.05900000
N
N
N
N
N
N
Vibrant CLO Ltd
N/A
Vibrant CLO 1X LTD
92558JAA9
1000000.00000000
PA
USD
923618.00000000
0.074865969548
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
11.82900000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
800000.00000000
PA
USD
763676.95000000
0.061901581913
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Aegion Corp
549300AG3DVJURRIT691
Aegion Corp 2024 Term Loan
00771PAK7
463539.96000000
PA
USD
465857.66000000
0.037761158171
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.58000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
1630000.00000000
PA
USD
1564588.75000000
0.126821319759
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CK4
200000.00000000
PA
USD
201806.63000000
0.016357897979
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TLC63
17767.76000000
PA
USD
17878.49000000
0.001449181899
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
13324.27000000
PA
USD
13400.88000000
0.001086238979
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
2325146.00000000
PA
USD
239612.81000000
0.019422364372
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Floating
0.75700000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA USD Term Loan B
000000000
123142.88000000
PA
USD
123508.49000000
0.010011263153
Long
LON
CORP
NO
N
2
2028-06-26
Floating
8.33200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HAU79
2054756.65000000
PA
USD
2181287.13000000
0.176809217503
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
6.50000000
N
Y
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384ELZ6
4207671.86000000
PA
USD
4271331.41000000
0.346222537103
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Floating
5.64200000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DZ5
900000.00000000
PA
USD
703057.87000000
0.056987963732
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
1905000.00000000
PA
USD
1764171.16000000
0.142998928500
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
1100000.00000000
PA
1058843.49000000
0.085826980937
Long
DBT
CORP
NL
Y
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1487000.00000000
PA
USD
1425026.75000000
0.115508802634
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
ARENA LUX FIN SARL
222100KX2LPK5KRSIG74
Arena Luxembourg Finance Sarl
000000000
200000.00000000
PA
195751.70000000
0.015867101779
Long
DBT
CORP
LU
Y
2
2028-02-01
Fixed
1.87500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
475000.00000000
PA
USD
461418.12000000
0.037401301101
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBM2
1800015.00000000
PA
USD
2052769.51000000
0.166391927860
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493001ND55H5MJDIQ39
Benefit Street Partners CLO XVII Ltd
08182AAE0
3000000.00000000
PA
USD
3014745.00000000
0.244367051494
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
11.92600000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAG0
230000.00000000
PA
USD
232583.73000000
0.018852606215
Long
DBT
NUSS
IN
N
2
2033-01-18
Fixed
5.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAP9
2000000.00000000
PA
USD
1844365.00000000
0.149499223625
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618F5VL9
2568173.25000000
PA
USD
2612032.13000000
0.211724238706
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383LCP3
4286872.62000000
PA
USD
4184603.27000000
0.339192589345
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Floating
3.22900000
N
N
N
N
N
N
Foundever Group
549300BCU0GW2NDZ8U96
Foundever Group 2021 EUR Term Loan
82981MAD4
500000.00000000
PA
464194.59000000
0.037626354228
Long
LON
CORP
LU
N
2
2028-08-28
Floating
7.58000000
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
1316000.00000000
PA
USD
1197641.33000000
0.097077557325
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
000000000
100000.00000000
PA
117109.16000000
0.009492550823
Long
DBT
CORP
DE
Y
2
2028-05-15
Fixed
8.75000000
N
N
Y
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
200000.00000000
PA
USD
183673.80000000
0.014888099969
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
2429000.00000000
PA
USD
2228333.51000000
0.180622669441
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. EUR Term Loan
000000000
500000.00000000
PA
207453.67000000
0.016815631723
Long
LON
CORP
NL
N
2
2029-06-14
Floating
8.86000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
418000.00000000
PA
USD
386010.50000000
0.031288963985
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
ALMAVIVA THE ITALIAN INN
815600A862DA4DD9E211
Almaviva-The Italian Innovation Co SpA
000000000
100000.00000000
PA
107756.87000000
0.008734479566
Long
DBT
CORP
IT
Y
2
2026-10-30
Fixed
4.87500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAF3
1227000.00000000
PA
USD
1220595.98000000
0.098938198985
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
7.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
300000.00000000
PA
266448.95000000
0.021597629081
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAB9
156000.00000000
PA
USD
148290.46000000
0.012020022414
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
COVIS MIDCO 1 SARL
N/A
COVIS MIDCO 1 SARL
000000000
560.00000000
NS
USD
285.60000000
0.000023149961
Long
EC
CORP
LU
N
2
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd 2024 Term Loan B
44332EAX4
5339379.92000000
PA
USD
5346294.42000000
0.433356122603
Long
LON
CORP
US
N
2
2030-06-20
Floating
8.57400000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2941.02000000
0.000238391102
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
797557.82000000
EUR
864316.20000000
USD
2024-04-30
2941.02000000
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
1555000.00000000
PA
USD
1440234.78000000
0.116741524291
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc 2018 Term Loan B
46284NAQ2
869500.00000000
PA
USD
869680.86000000
0.070493971297
Long
LON
CORP
US
N
2
2026-01-02
Floating
7.19500000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
1089000.00000000
PA
1209502.64000000
0.098039002937
Long
DBT
NUSS
AL
Y
2
2028-06-09
Fixed
5.90000000
N
N
N
N
N
N
VIET NAM DEBT AND ASSET
N/A
Viet Nam Debt & Asset Trading Corp
000000000
2600000.00000000
PA
USD
2347800.00000000
0.190306299040
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
500000.00000000
PA
538925.98000000
0.043683877975
Long
DBT
CORP
LU
Y
2
2026-01-05
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TM7F7
165504.50000000
PA
USD
168669.04000000
0.013671854827
Long
ABS-MBS
USGSE
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BCJT5
993931.92000000
PA
USD
1023463.08000000
0.082959140880
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.50000000
N
N
N
N
N
N
Orion Engineered Carbons GmbH
N/A
Orion Engineered Carbons GmbH 2021 USD Term Loan
000000000
365625.00000000
PA
USD
364710.94000000
0.029562479432
Long
LON
CORP
US
N
2
2028-09-24
Floating
7.55900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BY39
8122619.05000000
PA
USD
7790673.20000000
0.631490835557
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Floating
2.72300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AW6P7
1316370.00000000
PA
USD
1135820.51000000
0.092066529360
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
2.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PF2
375000.00000000
PA
USD
373360.47000000
0.030263586870
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
5.17400000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638DU3
250000.00000000
PA
USD
205375.00000000
0.016647140371
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJAH1
457315.10000000
PA
USD
463904.90000000
0.037602872742
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
5.40100000
N
N
N
N
N
N
8th Avenue Food & Provisions Inc
549300PBCACU45IZ2V05
8th Avenue Food & Provisions Inc 2021 Incremental Term Loan
28253PAE9
586500.00000000
PA
USD
576969.38000000
0.046767572777
Long
LON
CORP
US
N
2
2025-10-01
Floating
10.19200000
N
N
N
N
N
N
Emrld Borrower LP
5493000GJYE7GAQCUC61
Emrld Borrower LP Term Loan B
26872NAC3
716122.13000000
PA
USD
716211.65000000
0.058054173456
Long
LON
CORP
US
N
2
2030-05-31
Floating
7.79000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7726.50000000
0.000626289130
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
469267.00000000
EUR
514542.35000000
USD
2024-04-30
7726.50000000
N
N
N
SeaWorld Parks & Entertainment Inc
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc 2024 Term Loan B
78488CAJ9
877550.62000000
PA
USD
878428.17000000
0.071203004517
Long
LON
CORP
US
N
2
2028-08-25
Floating
7.83000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
946000.00000000
PA
USD
801056.62000000
0.064931476562
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
2046570.27000000
PA
USD
1176552.17000000
0.095368127225
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Floating
0.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Long: BMID2FBE6 CDS USD R F 1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE
000000000
312073.00000000
OU
Notional Amount
USD
-15247.79000000
-0.00123594449
N/A
DCR
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Ivory Coast Government International Bonds
Ivory Coast Government International Bonds
Y
sell protection
2027-06-20
0.00000000
USD
-26099.93000000
USD
312073.00000000
USD
10852.14000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384B3M1
10000000.00000000
PA
USD
10180591.50000000
0.825211129740
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
2825000.00000000
PA
USD
2351440.56000000
0.190601392957
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
1971624.00000000
0.159814492946
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
11.27600000
N
N
N
N
N
N
American Money Management Corporation
549300D0GYBG49KJD582
AMMC CLO 15 Ltd
00175NAE8
500000.00000000
PA
USD
479928.50000000
0.038901702291
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
12.48600000
N
N
N
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC EUR Term Loan B
92943EAC0
1500000.00000000
PA
1621915.97000000
0.131468108699
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.15200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUJD2
80750.70000000
PA
USD
7825.48000000
0.000634312180
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Floating
0.71700000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2023-3 Ltd
696926AJ3
3500000.00000000
PA
USD
3570829.50000000
0.289441752554
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
10.05800000
N
N
N
N
N
N
Garrett LX I Sarl
549300LKYJ4RR1ELO069
Garrett LX I Sarl 2021 USD Term Loan B
36649XAC2
635375.00000000
PA
USD
637228.39000000
0.051652004661
Long
LON
CORP
LU
N
2
2028-04-30
Floating
8.82400000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
1195000.00000000
PA
USD
1219881.10000000
0.098880252751
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
2612018.12000000
PA
USD
2605691.81000000
0.211210309566
Long
LON
CORP
US
N
2
2028-05-19
Floating
9.32100000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
1085000.00000000
PA
USD
1036129.43000000
0.083985840850
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAG6
3000000.00000000
PA
USD
2091632.40000000
0.169542048298
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.42500000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630HAE1
2500000.00000000
PA
USD
2448280.00000000
0.198450935264
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
12.70900000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAB3
200000.00000000
PA
USD
204478.40000000
0.016574464408
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.04200000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
1511000.00000000
PA
USD
1309339.07000000
0.106131473123
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
MILLER HOMES GROUP FIN
98450057058CDE2E9650
Miller Homes Group Finco PLC
000000000
200000.00000000
PA
215337.36000000
0.017454662248
Long
DBT
CORP
GB
Y
2
2028-05-15
Floating
9.15100000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAU4
600000.00000000
PA
USD
604661.06000000
0.049012185238
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
500000.00000000
PA
USD
416058.87000000
0.033724603344
Long
DBT
NUSS
SV
Y
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Virgin Media SFA Finance Ltd
213800HHBSIDEKJOHR77
Virgin Media SFA Finance Ltd GBP Term Loan M
000000000
1500000.00000000
PA
1882353.76000000
0.152578489458
Long
LON
CORP
GB
N
2
2027-11-15
Floating
8.47100000
N
N
N
N
N
N
APi Group DE Inc
549300XP4G7B4QYA0G83
APi Group DE Inc 2023 Incremental Term Loan
00186XAL7
1305497.58000000
PA
USD
1308489.78000000
0.106062631980
Long
LON
CORP
US
N
2
2029-01-03
Floating
7.94200000
N
N
N
N
N
N
HUSKY INJECTION / TITAN
N/A
Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC
44805RAA3
565000.00000000
PA
USD
584982.92000000
0.047417128591
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
9.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
550000.00000000
PA
USD
506457.81000000
0.041052096192
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
Foundever Worldwide Corp
5493007DS8CM3ZGION43
Foundever Worldwide Corp 2021 USD Term Loan
82981MAC6
1852500.00000000
PA
USD
1597616.38000000
0.129498449852
Long
LON
CORP
US
N
2
2028-08-28
Floating
9.19500000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP EUR Term Loan B
58503UAD5
1000000.00000000
PA
1078400.02000000
0.087412180207
Long
LON
CORP
US
N
2
2028-10-23
Floating
7.08000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
489000.00000000
PA
USD
483939.63000000
0.039226833607
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
451076.88000000
0.036563068240
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
559000.00000000
PA
USD
515016.06000000
0.041745804721
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
200000.00000000
PA
176774.09000000
0.014328828194
Long
DBT
CORP
LU
Y
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
2153595.33000000
PA
USD
2158490.45000000
0.174961380463
Long
LON
CORP
US
N
2
2028-03-13
Floating
8.19500000
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDIN
N/A
Jefferson Capital Holdings LLC
472481AA8
1275000.00000000
PA
USD
1252218.43000000
0.101501428998
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
1021125.00000000
PA
USD
1021307.78000000
0.082784438109
Long
LON
CORP
US
N
2
2028-03-10
Floating
8.69200000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300Y43K78UTRMTN21
Palmer Square CLO 2019-1 Ltd
69700WAG2
2000000.00000000
PA
USD
1995014.00000000
0.161710422895
Long
ABS-CBDO
CORP
KY
N
2
2034-11-14
Floating
12.06800000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC 2023 USD Term Loan
08078UAJ2
826625.01000000
PA
USD
828346.87000000
0.067143550196
Long
LON
CORP
US
N
2
2028-04-13
Floating
7.57800000
N
N
N
N
N
N
MIWD Holdco II LLC
254900X3SPV5RVFJEY72
MIWD Holdco II LLC 2024 Term Loan B2
000000000
1275000.00000000
PA
USD
1282570.95000000
0.103961721931
Long
LON
CORP
US
N
2
2031-03-21
None
0.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
367000.00000000
PA
USD
356461.37000000
0.028893791666
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
100000.00000000
PA
114493.27000000
0.009280513876
Long
DBT
CORP
LU
Y
2
2028-07-31
Fixed
7.87500000
N
N
N
N
N
N
IQERA GROUP SAS
549300TKER1HK6VEM485
Iqera Group SAS
000000000
333119.44000000
PA
351479.38000000
0.028489965072
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
1008203.77000000
0.081722262606
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
1794758.51000000
0.145478256115
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
500000.00000000
PA
502339.49000000
0.040718276345
Long
DBT
CORP
DE
Y
2
2082-03-25
Fixed
5.37500000
N
N
N
N
N
N
CeramTec AcquiCo GmbH
9845001D9F4A861EIB39
CeramTec AcquiCo GmbH 2022 EUR Term Loan B
000000000
760003.74000000
PA
812307.08000000
0.065843408330
Long
LON
CORP
DE
N
2
2029-03-16
Floating
7.45200000
N
N
N
N
N
N
Aruba Investments Holdings LLC
254900GMIYFF4FZ0A357
Aruba Investments Holdings LLC 2020 EUR Term Loan
04317JAC2
970000.00000000
PA
1009857.45000000
0.081856305421
Long
LON
CORP
US
N
2
2027-11-24
Floating
7.83000000
N
N
N
N
N
N
EMERIA SASU
969500SA2FHM81LPJ311
Emeria SASU
000000000
100000.00000000
PA
92589.06000000
0.007505018033
Long
DBT
CORP
FR
Y
2
2028-03-31
Fixed
3.37500000
N
N
N
N
N
N
Berlin Packaging LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2021 Term Loan B5
08511LAX6
1218750.00000000
PA
USD
1221567.75000000
0.099016968025
Long
LON
CORP
US
N
2
2028-03-11
Floating
9.32100000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
957000.00000000
PA
USD
886101.80000000
0.071825008148
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
1854163.69000000
PA
USD
1855274.33000000
0.150383504321
Long
LON
CORP
US
N
2
2027-10-19
Floating
8.19500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
475000.00000000
PA
USD
473757.36000000
0.038401486423
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B66T3
502881.90000000
PA
USD
392928.13000000
0.031849688307
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Floating
0.00000000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
300000.00000000
PA
352996.88000000
0.028612969505
Long
DBT
CORP
IT
Y
2
2031-04-16
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3J2
5097.20000000
PA
USD
5088.93000000
0.000412494860
Long
ABS-MBS
USGSE
US
N
2
2029-07-15
Fixed
6.50000000
N
N
N
N
N
N
Imprivata Inc
N/A
Imprivata Inc 2022 Incremental Term Loan
45323KAD2
221062.50000000
PA
USD
221476.99000000
0.017952324000
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.56300000
N
N
N
N
N
N
Spring Education Group Inc
N/A
Spring Education Group Inc Term Loan
84840EAC1
349125.00000000
PA
USD
351219.75000000
0.028468920168
Long
LON
CORP
US
N
2
2030-10-04
Floating
9.80900000
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
Altice France SA/France 2023 USD Term Loan B14
000000000
1068302.18000000
PA
USD
841287.97000000
0.068192520656
Long
LON
CORP
FR
N
2
2028-08-15
Floating
10.81400000
N
N
N
N
N
N
CTR PARTNERSHIP/CARETRST
N/A
CTR Partnership LP / CareTrust Capital Corp
126458AE8
1591000.00000000
PA
USD
1475004.01000000
0.119559823755
Long
DBT
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
811000.00000000
PA
USD
803492.06000000
0.065128886722
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
225000.00000000
PA
USD
195013.90000000
0.015807297712
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
000000000
260000.00000000
PA
268788.66000000
0.021787279627
Long
DBT
CORP
FR
Y
2
2027-02-15
Fixed
2.75000000
N
N
N
N
N
N
teamblue Finco SARL
549300DR8PIYMOZ4YU85
teamblue Finco SARL EUR Term Loan
000000000
1000000.00000000
PA
1044866.13000000
0.084694014052
Long
LON
CORP
LU
N
2
2028-03-30
Floating
7.04200000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DT2
600000.00000000
PA
USD
488746.99000000
0.039616505168
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
American Residential Services LLC
549300UXCBZIG9PCNR39
American Residential Services LLC 2020 Term Loan B
02927HAE8
556312.50000000
PA
USD
556660.20000000
0.045121365740
Long
LON
CORP
US
N
2
2027-10-15
Floating
9.07100000
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
425095.00000000
0.034457047529
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
16979.94000000
PA
USD
17053.69000000
0.001382325849
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
7.50000000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
300000.00000000
PA
343823.53000000
0.027869402639
Long
DBT
CORP
NL
Y
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
1528000.00000000
PA
USD
1383064.77000000
0.112107478367
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAC6
1603000.00000000
PA
USD
1627045.38000000
0.131883884759
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
7.62500000
N
N
N
N
N
N
PROJECT JUBILEE II VUE ENT
N/A
PROJECT JUBILEE II VUE ENT
000000000
807.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
2
N
N
N
Sandy BidCo BV
2549003HW5A2AVSVPG96
Sandy BidCo BV EUR Term Loan B
000000000
1000000.00000000
PA
1079449.74000000
0.087497267663
Long
LON
CORP
NL
N
2
2029-08-17
Floating
7.72600000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND JUN24
000000000
-11.00000000
NC
-32279.19000000
-0.00261646357
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBM4 Comdty
2024-06-06
-1463880.00000000
EUR
-32279.19000000
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
737432.72000000
0.059774295823
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.71900000
N
N
N
N
N
N
Radnet Management Inc
549300T3TJ6A0P5TXM13
Radnet Management Inc 2021 Term Loan
75049EAM6
959523.71000000
PA
USD
961522.40000000
0.077938397388
Long
LON
CORP
US
N
2
2028-04-21
Floating
8.57400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-WEHO
12657CAA2
71952.71000000
PA
USD
70921.56000000
0.005748709262
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Floating
9.40900000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
845000.00000000
PA
USD
852262.78000000
0.069082108983
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
Fleet Midco I Ltd
N/A
Fleet Midco I Ltd 2024 Term Loan B
33902UAB9
725000.00000000
PA
USD
726812.50000000
0.058913449600
Long
LON
CORP
GB
N
2
2031-02-21
Floating
8.58000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
203000.00000000
PA
182026.19000000
0.014754549172
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
ABERTIS FINANCE BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
000000000
700000.00000000
PA
733006.55000000
0.059415522490
Long
DBT
CORP
NL
Y
2
2025-11-24
Fixed
3.24800000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BE1
250000.00000000
PA
USD
264250.00000000
0.021419388159
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAG1
4100000.00000000
PA
USD
3492774.83000000
0.283114852746
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.06600000
N
N
N
N
N
N
AppLovin Corp
549300LLVXMUAOL3SQ07
AppLovin Corp 2024 Term Loan (2030)
03835EAH7
1574749.99000000
PA
USD
1575734.21000000
0.127724740512
Long
LON
CORP
US
N
2
2030-08-16
Floating
7.83000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
628000.00000000
PA
USD
564170.58000000
0.045730136769
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
400000.00000000
PA
USD
116302.64000000
0.009427176500
Long
DBT
NUSS
UA
Y
2
2035-03-15
Fixed
7.25300000
N
Y
N
N
N
N
Brookfield Property REIT Inc.
5493006ZQ6LH85EKNL31
Brookfield Property REIT Inc. 1st Lien Term Loan B
11283HAB3
702102.21000000
PA
USD
700785.77000000
0.056803793469
Long
LON
US
N
2
2025-08-27
Floating
7.92700000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAH5
320000.00000000
PA
USD
315381.44000000
0.025563963980
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AC1
150000.00000000
PA
USD
154608.65000000
0.012532157756
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.00000000
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
299220.51000000
0.024254002834
Long
LON
CORP
US
N
2
2025-03-24
Floating
13.41200000
N
N
N
N
N
N
Ensemble RCM LLC
254900PDXJVVI20WAQ37
Ensemble RCM LLC 2024 Term Loan B
29359BAE1
1567407.56000000
PA
USD
1573214.81000000
0.127520524783
Long
LON
CORP
US
N
2
2029-08-01
Floating
8.31700000
N
N
N
N
N
N
LHMC FINCO 2 SARL
254900VNJ7A4DAOPXL60
LHMC Finco 2 Sarl
000000000
157772.30000000
PA
170663.02000000
0.013833481437
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
174030.59000000
0.014106447526
Long
DBT
NUSS
HR
Y
2
2041-03-04
Fixed
1.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
590000.00000000
PA
USD
549553.20000000
0.044545291599
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WBH4
1300000.00000000
PA
USD
1185549.30000000
0.096097410176
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
4.75200000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
1278000.00000000
PA
USD
1238556.32000000
0.100394015423
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
-269.00000000
NC
USD
-474218.68000000
-0.03843887977
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
-31923468.82000000
USD
-474218.68000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384D7J0
12000000.00000000
PA
USD
12195548.40000000
0.988538070009
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.00000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 2024 Term Loan B1
12768EAH9
2275000.00000000
PA
USD
2279834.38000000
0.184797190255
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.04000000
N
N
N
N
N
N
INEOS Finance PLC
2138002D68XDR4LZCG32
INEOS Finance PLC 2022 EUR Term Loan B
000000000
1194464.18000000
PA
1287976.17000000
0.104399854401
Long
LON
CORP
GB
N
2
2027-11-08
Floating
7.83000000
N
N
N
N
N
N
Ivanti Software Inc
254900GHAXAYKWDX9F60
Ivanti Software Inc 2021 Term Loan B
46583DAG4
1441720.00000000
PA
USD
1348909.28000000
0.109338927003
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.83900000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACR6
900000.00000000
PA
USD
944679.23000000
0.076573135719
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJ48
3260.33000000
PA
USD
3305.92000000
0.000267968907
Long
ABS-MBS
USGSE
US
N
2
2026-11-17
Fixed
7.50000000
N
N
N
N
N
N
Pakistan Government International Bonds
529900LOP29R5WKHOD86
Pakistan Government International Bonds
000000000
200000.00000000
PA
USD
157908.00000000
0.012799594117
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BS69
2500000.00000000
PA
USD
2550720.63000000
0.206754494837
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
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
1504372.39000000
0.121940344969
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HV5
400000.00000000
PA
USD
162023.28000000
0.013133167550
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
TI AUTOMOTIVE FINANCE
549300MZ54ZRN8UFQS35
TI Automotive Finance PLC
000000000
112000.00000000
PA
113708.19000000
0.009216877421
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
118732.31000000
PA
USD
118404.38000000
0.009597537843
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Ammeraal Beltech Holding B.V.
724500HW03Y0R2FX0U51
Ammeraal Beltech Holding B.V. 2023 EUR Term Loan B
000000000
500000.00000000
PA
541216.92000000
0.043869575356
Long
LON
CORP
NL
N
2
2028-12-30
Floating
8.90200000
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
Spin Holdco Inc 2021 Term Loan
84850XAK8
3792750.00000000
PA
USD
3522516.56000000
0.285525636698
Long
LON
CORP
US
N
2
2028-03-04
Floating
9.58500000
N
N
N
N
N
N
Asplundh Tree Expert LLC
N/A
Asplundh Tree Expert LLC 2021 Term Loan B
04538FAD1
1085625.00000000
PA
USD
1087236.07000000
0.088128406450
Long
LON
CORP
US
N
2
2027-09-07
Floating
7.18000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1148000.00000000
PA
USD
1152745.83000000
0.093438449885
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
528000.00000000
PA
USD
486726.24000000
0.039452708654
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DC7
350000.00000000
PA
USD
336100.60000000
0.027243402884
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.80000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
347000.00000000
PA
USD
51356.84000000
0.004162846132
Long
DBT
NUSS
VE
Y
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1653000.00000000
PA
USD
1590462.55000000
0.128918579799
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
100000.00000000
PA
100602.75000000
0.008154586006
Long
DBT
CORP
DE
Y
2
2027-05-06
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDR2
639323.80000000
PA
USD
660398.89000000
0.053530142536
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
968000.00000000
PA
USD
956882.62000000
0.077562309407
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
4431000.00000000
PA
USD
4191431.34000000
0.339746054176
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
AEGLETES B.V.
N/A
AEGLETES B.V.
000000000
11215.00000000
NS
USD
23327.20000000
0.001890839551
Long
EC
CORP
US
N
2
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 EUR Term Loan B
39479UAR4
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-12-01
Floating
8.16200000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
Aenova Holding GmbH 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1082086.45000000
0.087710992222
Long
LON
CORP
DE
N
2
2026-03-06
Floating
8.40300000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp 2020 Term Loan
29426NAN4
768382.97000000
PA
USD
771864.51000000
0.062565243316
Long
LON
CORP
US
N
2
2027-07-30
Floating
8.69200000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
525000.00000000
PA
USD
490773.58000000
0.039780775055
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
100500.00000000
PA
USD
15141.61000000
0.001227337831
Long
DBT
NUSS
VE
Y
2
2023-05-07
None
0.00000000
Y
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
976000.00000000
PA
USD
983689.90000000
0.079735234803
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
36400.00000000
0.002950485256
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-645.96000000
-0.00005235976
N/A
DFE
XX
N
2
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
129553.43000000
USD
119357.00000000
EUR
2024-04-30
-645.96000000
N
N
N
Altar Bidco Inc
N/A
Altar Bidco Inc 2021 Term Loan
02090CAE0
1255875.00000000
PA
USD
1255650.20000000
0.101779598965
Long
LON
CORP
US
N
2
2029-02-01
Floating
7.94700000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
139000.00000000
PA
144603.11000000
0.011721135826
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
121000.00000000
PA
123675.70000000
0.010024816742
Long
DBT
CORP
IT
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Libbey Glass Inc.
A7JTTZYG0P336HI4K290
Libbey Glass Inc. 2022 Term Loan
52989XAC7
9534337.80000000
PA
USD
9057620.91000000
0.734186180036
Long
LON
CORP
US
N
2
2027-11-22
Floating
11.97400000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1681.66000000
0.000136310797
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
327726.00000000
EUR
355276.35000000
USD
2024-04-05
1681.66000000
N
N
N
Freeport LNG Investments LLLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments LLLP Term Loan B
35670CAB4
656453.48000000
PA
USD
652720.23000000
0.052907731186
Long
LON
CORP
US
N
2
2028-12-21
Floating
9.07900000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc EUR Term Loan
98919XAC5
960000.00000000
PA
916960.62000000
0.074326340385
Long
LON
CORP
US
N
2
2027-03-09
Floating
7.08000000
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC 2021 Term Loan B
90266UAJ2
2728626.49000000
PA
USD
2735106.98000000
0.221700352177
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.33600000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64131XAL9
1000000.00000000
PA
USD
996758.00000000
0.080794499539
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
12.07900000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAB8
441000.00000000
PA
USD
405056.78000000
0.032832803774
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384C7X1
3934315.37000000
PA
USD
4163510.88000000
0.337482897429
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Floating
7.04800000
N
N
N
N
N
N
Brookhaven Park CLO Ltd
N/A
Brookhaven Park CLO LTD
113520AJ9
3000000.00000000
PA
USD
3011781.00000000
0.244126797695
Long
ABS-CBDO
CORP
KY
N
2
2037-04-19
Floating
0.00000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
700000.00000000
PA
USD
678776.19000000
0.055019756621
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HWC62
1671550.81000000
PA
USD
1334494.46000000
0.108170500797
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
326224.26000000
PA
USD
9871.58000000
0.000800163495
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
3.50000000
N
N
N
N
N
N
Saphilux Sarl
222100CX5OA6ONWOBW66
Saphilux Sarl 2024 EUR Term Loan B
000000000
500000.00000000
PA
539888.32000000
0.043761882645
Long
LON
CORP
LU
N
2
2028-07-18
Floating
7.91200000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
850000.00000000
PA
USD
832377.97000000
0.067470300227
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc.
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc. 2024 Term Loan
92943LAC4
3050000.00000000
PA
USD
3049576.05000000
0.247190361920
Long
LON
CORP
US
N
2
2031-01-27
Floating
8.07900000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
400000.00000000
PA
USD
296720.00000000
0.024051318277
Long
DBT
NUSS
ZM
Y
2
2024-04-14
Fixed
8.50000000
N
Y
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAC6
1650695.00000000
PA
USD
1516658.57000000
0.122936229390
Long
DBT
NUSS
SR
N
2
2033-07-15
Fixed
7.95000000
N
N
Y
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAZ1
843000.00000000
PA
USD
763550.20000000
0.061891307902
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2479.02000000
0.000200942636
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
289686.00000000
EUR
315344.53000000
USD
2024-04-30
2479.02000000
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2023 PIK First Out Incremental Term Loan
000000000
1062778.82000000
PA
USD
1073406.61000000
0.087007427938
Long
LON
CORP
US
N
2
2027-02-28
Floating
11.50000000
N
N
Y
N
N
N
Hubbard Radio LLC
N/A
Hubbard Radio LLC 2015 Term Loan B
44344HAH8
615938.44000000
PA
USD
409599.06000000
0.033200988669
Long
LON
CORP
US
N
2
2025-03-28
Floating
9.70000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
201000.00000000
PA
USD
235648.33000000
0.019101014378
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
41000.00000000
PA
USD
7254.83000000
0.000588056839
Long
DBT
NUSS
VE
N
2
2034-01-13
None
0.00000000
Y
N
N
N
N
N
eircom Finco Sarl
6354009LHESIJBCL1Y98
eircom Finco Sarl 2019 EUR Term Loan B
000000000
1480092.45000000
PA
1596131.73000000
0.129378108150
Long
LON
CORP
LU
N
2
2026-05-15
Floating
7.11800000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05366DAA6
105000.00000000
PA
USD
108196.82000000
0.008770140719
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.37500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
1634000.00000000
PA
USD
1371814.23000000
0.111195540114
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2024 Term Loan B
44988LAK3
294727.27000000
PA
USD
295145.78000000
0.023923716274
Long
LON
CORP
US
N
2
2027-12-15
Floating
8.07700000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
400000.00000000
PA
420552.95000000
0.034088881278
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQWC8
435446.49000000
PA
USD
15430.18000000
0.001250728532
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-794.39000000
-0.00006439109
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
116159.24000000
USD
106924.86000000
EUR
2024-04-05
-794.39000000
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
1691000.00000000
PA
USD
1690826.84000000
0.137053836884
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
525000.00000000
PA
USD
483634.41000000
0.039202093302
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
1365000.00000000
PA
USD
1247917.82000000
0.101152833218
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2265.73000000
0.000183653927
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
212153.56000000
EUR
231870.18000000
USD
2024-06-20
2265.73000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
1466000.00000000
PA
USD
1257508.12000000
0.101930196920
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
1984974.00000000
0.160896607730
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
11.77900000
N
N
N
N
N
N
Aragorn Parent Corp
N/A
Aragorn Parent Corp Term Loan
37610GAG3
951377.03000000
PA
USD
956371.76000000
0.077520900482
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.57700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAC0
1850000.00000000
PA
USD
1515626.38000000
0.122852562869
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.14200000
N
N
N
N
N
N
Vue International Bidco p.l.c.
9845009F4EIBBC5BB612
Vue International Bidco p.l.c. 2022 EUR Term Loan
000000000
121128.80000000
PA
129155.15000000
0.010468966095
Long
LON
CORP
JE
N
2
2027-06-30
Floating
12.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWTA8
2670919.48000000
PA
USD
1411216.63000000
0.114389391770
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
1443332.02000000
0.116992578163
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.87500000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC Term Loan B
01862LAW8
949142.87000000
PA
USD
953888.58000000
0.077319620647
Long
LON
CORP
US
N
2
2027-10-08
Floating
8.92600000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965KAA5
1479000.00000000
PA
USD
1528596.79000000
0.123903909118
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
SEADRILL FINANCE LTD
213800WMN3OHFUDHD642
Seadrill Finance Ltd
81172QAA2
513000.00000000
PA
USD
538672.57000000
0.043663337248
Long
DBT
CORP
BM
N
2
2030-08-01
Fixed
8.37500000
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
1009042.25000000
0.081790227520
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
2370834.39000000
PA
USD
2375279.70000000
0.192533728976
Long
LON
CORP
US
N
2
2028-03-06
Floating
9.19500000
N
N
N
N
N
N
Cornerstone OnDemand Inc
549300Z402F16H5EGH48
Cornerstone OnDemand Inc 2021 Term Loan
86803YAB9
1326375.00000000
PA
USD
1303992.42000000
0.105698088178
Long
LON
CORP
US
N
2
2028-10-16
Floating
9.19500000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAC6
1090000.00000000
PA
USD
1091700.40000000
0.088490272929
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KUB7
10290921.53000000
PA
USD
1362202.08000000
0.110416405311
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
736000.00000000
PA
USD
747447.01000000
0.060586027004
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
200000.00000000
PA
272308.81000000
0.022072613436
Long
DBT
CORP
GB
Y
2
2086-08-30
Fixed
8.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
1024000.00000000
PA
USD
1025477.90000000
0.083122456723
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
727593.71000000
PA
760802.42000000
0.061668580309
Long
LON
CORP
US
N
2
2028-03-06
Floating
7.58000000
N
N
N
N
N
N
VeriFone Systems Inc
254900LTTVM8MM9RKV75
VeriFone Systems Inc 2018 1st Lien Term Loan
92346NAB5
1209371.93000000
PA
USD
1075080.85000000
0.087143137291
Long
LON
CORP
US
N
2
2025-08-20
Floating
9.58500000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876WAG8
3350000.00000000
PA
USD
3299753.35000000
0.267469055193
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.57600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AU6K0
1808585.68000000
PA
USD
110147.75000000
0.008928277813
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
0.21700000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
1000000.00000000
PA
USD
985308.69000000
0.079866449529
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
R1 RCM, Inc.
N/A
R1 RCM, Inc. 2022 Term Loan B
74919EAP9
225000.00000000
PA
USD
225871.88000000
0.018308561862
Long
LON
CORP
US
N
2
2029-06-21
Floating
8.32600000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
800000.00000000
PA
USD
743089.36000000
0.060232807716
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
1890000.00000000
PA
USD
1650738.66000000
0.133804397762
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
975000.00000000
PA
USD
979613.70000000
0.079404829089
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.55900000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc 2023 Term Loan B
81527CAP2
1214820.00000000
PA
USD
1218236.07000000
0.098746911082
Long
LON
CORP
US
N
2
2028-02-24
Floating
9.07700000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AU1
500000.00000000
PA
USD
494057.20000000
0.040046936385
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.70000000
N
N
N
N
N
N
Oceankey US II Corp
254900Q3ECXZMSZNNZ82
Oceankey US II Corp 2021 Term Loan
67526KAC3
612500.00000000
PA
USD
606834.38000000
0.049188348661
Long
LON
CORP
US
N
2
2028-12-15
Floating
8.93000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
148000.00000000
PA
USD
143132.39000000
0.011601923253
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
100000.00000000
PA
126111.48000000
0.010222254461
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
400000.00000000
PA
467692.22000000
0.037909862628
Long
DBT
NUSS
RO
Y
2
2029-09-27
Fixed
6.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1178.38000000
0.000095516286
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
257285.57000000
EUR
279050.90000000
USD
2024-04-30
1178.38000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
33766.60000000
0.002737028996
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4177020.48000000
EUR
4550522.97000000
USD
2024-05-31
33766.60000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EAJ4
4488667.00000000
PA
USD
2306494.36000000
0.186958175912
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.31200000
N
N
N
N
N
N
INEOS Quattro Holdings UK Ltd
213800HKSMBSJQ32CA45
INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B
000000000
1000000.00000000
PA
1068173.60000000
0.086583254343
Long
LON
CORP
GB
N
2
2029-04-02
Floating
8.33000000
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
936000.00000000
PA
USD
943783.78000000
0.076500552971
Long
LON
NUSS
KE
N
2
2025-06-29
Floating
12.06200000
N
N
N
N
N
N
CCI Buyer Inc
254900TMV7DAFRQALU04
CCI Buyer Inc Term Loan
12510EAC1
450000.00000000
PA
USD
447910.65000000
0.036306422225
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.30200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2EJ5
2116802.70000000
PA
USD
120876.42000000
0.009797914699
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Floating
0.81700000
N
N
N
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings Inc 2023 Term Loan
86880NAZ6
942539.56000000
PA
USD
947899.78000000
0.076834184765
Long
LON
CORP
US
N
2
2030-12-19
Floating
8.82900000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
892000.00000000
PA
USD
865266.22000000
0.070136132554
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5B7
12686.87000000
PA
USD
12720.31000000
0.001031073821
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.00000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
2051000.00000000
PA
USD
1699500.65000000
0.137756912393
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
339317.27000000
PA
USD
341353.17000000
0.027669161959
Long
LON
CORP
US
N
2
2029-05-13
Floating
8.57700000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
262000.00000000
PA
USD
274306.66000000
0.022234553738
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
Paraguay Government International Bonds
529900UXKJTJPCU0HK83
Paraguay Government International Bonds
000000000
577000.00000000
PA
USD
556518.92000000
0.045109913966
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AK2
464000.00000000
PA
USD
471726.91000000
0.038236903654
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
573000.00000000
PA
USD
572706.17000000
0.046422008539
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Apleona Holding GmbH
254900SF1BAAOJQ1X773
Apleona Holding GmbH 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1061824.57000000
0.086068619195
Long
LON
CORP
DE
N
2
2028-04-28
Floating
6.61200000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
21711061.89000000
NS
USD
21711061.89000000
1.759839780439
Long
STIV
RF
US
N
1
N
N
N
WestJet Loyalty LP
N/A
WestJet Loyalty LP Term Loan B
000000000
500000.00000000
PA
USD
500677.00000000
0.040583519415
Long
LON
CORP
CA
N
2
2031-02-14
Floating
9.06800000
N
N
N
N
N
N
GIP Pilot Acquisition Partners LP
254900NQOAOPPA12X060
GIP Pilot Acquisition Partners LP Term Loan
31773HAB8
475000.00000000
PA
USD
476880.05000000
0.038654603203
Long
LON
CORP
US
N
2
2030-10-04
Floating
8.32700000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300A8L0VCZ9626397
Palmer Square CLO 2018-1 Ltd
69703PAS8
3000000.00000000
PA
USD
3008346.00000000
0.243848365913
Long
ABS-CBDO
CORP
KY
N
2
2037-04-18
Floating
9.22400000
N
N
N
N
N
N
LSCS Holdings Inc
N/A
LSCS Holdings Inc 2021 1st Lien Term Loan
000000000
708687.50000000
PA
USD
700271.84000000
0.056762135698
Long
LON
CORP
US
N
2
2028-12-16
Floating
9.94500000
N
N
N
N
N
N
Hungary Government International Bonds
5299003F3UFKGCCMAP43
Hungary Government International Bonds
000000000
600000.00000000
PA
USD
476988.00000000
0.038663353337
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFPA6
1419702.04000000
PA
USD
26518.47000000
0.002149515240
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
0.81500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAL2
740000.00000000
PA
USD
789543.74000000
0.063998273741
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.87500000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
50000.00000000
PA
USD
50566.62000000
0.004098793043
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.05500000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
846000.00000000
PA
USD
856882.10000000
0.069456538531
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
SHERWOOD FINANCING PLC
259400SSZWSSPNYW7K08
Sherwood Financing PLC
000000000
150000.00000000
PA
168981.66000000
0.013697194957
Long
DBT
CORP
GB
Y
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
895000.00000000
PA
USD
868815.25000000
0.070423807299
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
3095000.00000000
PA
USD
2913895.46000000
0.236192461360
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
1593000.00000000
PA
USD
1588620.84000000
0.128769295782
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
1079475.00000000
PA
USD
1040568.56000000
0.084345664686
Long
LON
CORP
US
N
2
2027-07-31
Floating
8.69200000
N
N
N
N
N
N
PUBLIC POWER CORP
213800T9Y5XCOVRZ4Y57
Public Power Corp SA
000000000
300000.00000000
PA
322387.86000000
0.026131885378
Long
DBT
CORP
GR
Y
2
2026-03-30
Fixed
4.37500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
932000.00000000
PA
USD
931135.10000000
0.075475285282
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
3.02000000
PA
USD
3.01000000
0.000000243982
Long
ABS-MBS
USGSE
US
N
2
2025-01-15
Fixed
7.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18699.28000000
0.001515712910
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1750917.03000000
EUR
1913639.61000000
USD
2024-06-20
18699.28000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CN62
8499999.92000000
PA
USD
8682449.44000000
0.703775798419
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.00000000
N
N
N
N
N
N
ACUSHNET CO
549300H805O14KEFES79
Acushnet Co
005095AA2
1142000.00000000
PA
USD
1184417.31000000
0.096005654137
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.37500000
N
N
N
N
N
N
Lealand Finance Co BV
N/A
Lealand Finance Co BV 2020 Take Back Term Loan
000000000
236176.03000000
PA
USD
77938.09000000
0.006317450149
Long
LON
CORP
NL
N
2
2025-06-30
Floating
6.44400000
N
N
Y
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
260000.00000000
PA
USD
187439.20000000
0.015193313079
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
200000.00000000
PA
215832.99000000
0.017494836671
Long
DBT
CORP
NL
Y
2
2026-08-15
Floating
7.65100000
N
N
N
N
N
N
Elsan SAS
969500KPGB0PD8HGDD09
Elsan SAS 2021 EUR Term Loan B5
000000000
1500000.00000000
PA
1596023.58000000
0.129369341805
Long
LON
CORP
FR
N
2
2028-06-16
Floating
7.19300000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
2671804.70000000
PA
USD
2670877.58000000
0.216494091250
Long
LON
CORP
US
N
2
2028-05-12
Floating
9.18000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
380000.00000000
PA
USD
341344.93000000
0.027668494047
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1512.74000000
0.000122618600
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
260881.03000000
GBP
330832.26000000
USD
2024-04-30
1512.74000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
1274000.00000000
PA
USD
1059142.79000000
0.085851241383
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
1000000.00000000
PA
USD
988386.50000000
0.080115928459
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
VZ VENDOR FINANCING
724500DRKUUR3GFOSK76
VZ Vendor Financing II BV
000000000
100000.00000000
PA
93461.20000000
0.007575711336
Long
DBT
CORP
NL
Y
2
2029-01-15
Fixed
2.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
400000.00000000
PA
305103.07000000
0.024730827190
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
642300.00000000
PA
USD
611148.45000000
0.049538035473
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
567000.00000000
PA
USD
532070.31000000
0.043128175962
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
1464000.02000000
PA
USD
1454944.89000000
0.117933885903
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
1812000.00000000
PA
USD
1838179.78000000
0.148997866471
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
100000.00000000
PA
107865.21000000
0.008743261312
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
905000.00000000
PA
850799.37000000
0.068963488938
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
3165000.00000000
PA
USD
2970465.49000000
0.240777874532
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
400000.00000000
PA
USD
407019.66000000
0.032991909503
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
6.33900000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
636300.00000000
PA
USD
663874.70000000
0.053811882265
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
000000000
125000.00000000
PA
116268.33000000
0.009424395424
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
25490077VXHBSKJ52J14
MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan
58404KAH8
1078000.00000000
PA
USD
911359.53000000
0.073872331224
Long
LON
CORP
US
N
2
2028-12-18
Floating
9.42400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618GMGB0
1673500.00000000
PA
USD
1703361.18000000
0.138069836482
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382T5V2
9443372.06000000
PA
USD
1190645.85000000
0.096510522693
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
2865664.14000000
PA
USD
2873275.34000000
0.232899904625
Long
LON
CORP
US
N
2
2027-11-02
Floating
8.68400000
N
N
N
N
N
N
Lonza Group AG
549300Y0CIXN5D40L888
Lonza Group AG USD Term Loan B
000000000
1709178.63000000
PA
USD
1611434.12000000
0.130618478373
Long
LON
CORP
US
N
2
2028-07-03
Floating
9.33400000
N
N
N
N
N
N
Serbia International Bonds
254900W94OCY91V32O78
Serbia International Bonds
000000000
1003000.00000000
PA
USD
797410.08000000
0.064635897922
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
CD+R HYDRA BUYER INC
4PQUHN3JPFGFNF3BB653
CD+R HYDRA BUYER INC 2024 TERM LOAN B
000000000
850000.00000000
PA
USD
852125.00000000
0.069070940910
Long
LON
CORP
GB
N
2
2031-03-25
None
0.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PAN0
3200000.00000000
PA
USD
1843780.80000000
0.149451869958
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
3.93200000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AQ0
308000.00000000
PA
USD
310591.51000000
0.025175705248
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.37500000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAF0
808000.00000000
PA
USD
816705.39000000
0.066199923407
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1TS3
3710750.76000000
PA
USD
651617.48000000
0.052818345263
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.00000000
N
N
N
N
N
N
Anticimex International AB
54930005SBU6WYFBEB41
Anticimex International AB 2021 EUR Term Loan B2
000000000
1000000.00000000
PA
1070158.69000000
0.086744160354
Long
LON
CORP
SE
N
2
2028-11-16
Floating
7.35200000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd
15034MAE9
1500000.00000000
PA
USD
1473024.00000000
0.119399329515
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
12.07900000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
655000.00000000
PA
USD
577182.27000000
0.046784829063
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
199473.74000000
0.016168800244
Long
DBT
CORP
NL
Y
2
2028-02-24
Fixed
2.88000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
1100000.00000000
PA
USD
1119511.00000000
0.090744524723
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
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
1849492.87000000
0.149914874857
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
46458.99000000
0.003765839698
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
10631276.00000000
EUR
11528406.86000000
USD
2024-04-30
46458.99000000
N
N
N
Jordan Government International Bonds
5493000JZ4MYPVMBVN50
Jordan Government International Bonds
000000000
200000.00000000
PA
USD
200003.60000000
0.016211749259
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC 2021 Term Loan B
89705DAG7
1318307.70000000
PA
USD
1319955.58000000
0.106992018624
Long
LON
CORP
US
N
2
2028-03-10
Floating
8.06400000
N
N
N
N
N
N
Corporation Service Company
N/A
Corporation Service Company Term Loan B
22006VAL3
278153.72000000
PA
USD
279138.94000000
0.022626245246
Long
LON
CORP
US
N
2
2029-11-02
Floating
8.07700000
N
N
N
N
N
N
COVIS MIDCO 1 SARL
N/A
COVIS MIDCO 1 SARL
000000000
560.00000000
NS
USD
285.60000000
0.000023149961
Long
EC
CORP
LU
N
2
N
N
N
Delachaux Group SA
969500XJHVZW0HF1ZQ71
Delachaux Group SA 2023 EUR Add on Term Loan B
000000000
1000000.00000000
PA
1081696.99000000
0.087679423651
Long
LON
CORP
FR
N
2
2029-04-16
Floating
8.16200000
N
N
N
N
N
N
Quimper AB
549300EI2YNCQDXVO313
Quimper AB EUR Term Loan B1
000000000
1875000.00000000
PA
2012729.35000000
0.163146381109
Long
LON
CORP
SE
N
2
2026-02-16
Floating
6.81800000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDK9
625000.00000000
PA
USD
575107.46000000
0.046616650593
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.50000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
29103CAA6
1782000.00000000
PA
USD
1801322.23000000
0.146010293453
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.62500000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
1660000.00000000
PA
USD
1437588.39000000
0.116527015096
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Constant Contact Inc
2549000JW50H0AI5B946
Constant Contact Inc Term Loan
21031HAC5
1715514.72000000
PA
USD
1670482.46000000
0.135404776630
Long
LON
CORP
US
N
2
2028-02-10
Floating
9.58800000
N
N
N
N
N
N
Kazakhstan Government International Bonds
5493007OEK8EF02UO833
Kazakhstan Government International Bonds
000000000
300000.00000000
PA
USD
337216.50000000
0.027333854710
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
664000.00000000
PA
USD
590512.53000000
0.047865343777
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1217.26000000
-0.00009866779
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
127126.26000000
USD
116697.60000000
EUR
2024-04-05
-1217.26000000
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
300000.00000000
PA
USD
309395.16000000
0.025078732362
Long
DBT
NUSS
BH
Y
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
1010000.00000000
PA
USD
943696.23000000
0.076493456405
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DK3
360000.00000000
PA
USD
361890.00000000
0.029333821688
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.62500000
N
N
N
N
N
N
Employbridge Holding Company
549300GS4274Y66CQH05
Employbridge Holding Company 2021 Term Loan B
29216HAB7
2314652.43000000
PA
USD
1941896.17000000
0.157404835689
Long
LON
CORP
US
N
2
2028-07-19
Floating
10.34300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4W2
6207.84000000
PA
USD
6242.12000000
0.000505969313
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
8.28000000
N
N
N
N
N
N
GEE ACQUISITION HOLDINGS CORP
N/A
GEE ACQUISITION HOLDINGS CORP
000000000
37259.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 2023 Term Loan E
389376BB9
637232.14000000
PA
USD
630461.55000000
0.051103502967
Long
LON
CORP
US
N
2
2026-01-02
Floating
7.94000000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK PLC
02007VAA8
1565000.00000000
PA
USD
1611785.68000000
0.130646974872
Long
DBT
CORP
GB
N
2
2029-04-30
Fixed
7.87500000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1009000.00000000
PA
USD
935194.58000000
0.075804335719
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
1069000.00000000
PA
USD
327381.25000000
0.026536636026
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
190041.49000000
0.015404247647
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
266300.00000000
PA
USD
44338.81000000
0.003593983659
Long
DBT
NUSS
VE
Y
2
2028-05-07
None
0.00000000
Y
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
0.01000000
PA
USD
0.01000000
0.000000000810
Long
LON
CORP
US
N
2
2027-12-01
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4C6
1505.62000000
PA
USD
1513.75000000
0.000122700468
Long
ABS-MBS
USGSE
US
N
2
2026-03-20
Fixed
7.50000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AA0
588000.00000000
PA
USD
471154.46000000
0.038190502410
Long
DBT
CORP
IE
N
2
2044-12-15
Fixed
4.90000000
N
N
N
N
N
N
KOHLER ENERGY CO LLC
254900T31FAYMRQSAA12
KOHLER ENERGY CO LLC EUR TERM LOAN B
000000000
1500000.00000000
PA
1595348.75000000
0.129314641916
Long
LON
CORP
US
N
2
2031-01-30
None
0.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
1085000.00000000
PA
USD
1052029.89000000
0.085274689004
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
643969.00000000
0.052198380222
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
525000.00000000
PA
USD
489427.35000000
0.039671653304
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
824000.00000000
PA
USD
751845.12000000
0.060942525870
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
1357000.00000000
PA
USD
1258762.97000000
0.102031911657
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Windsor Holdings III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC 2024 EUR Term Loan B
97360BAE5
500000.00000000
PA
540548.57000000
0.043815400719
Long
LON
CORP
US
N
2
2030-08-01
Floating
7.86200000
N
N
N
N
N
N
Orion Engineered Carbons GmbH
549300OYUPKC8M68U288
Orion Engineered Carbons GmbH 2021 EUR Term Loan
000000000
1000000.00000000
PA
1068511.28000000
0.086610625768
Long
LON
CORP
DE
N
2
2028-09-24
Floating
6.30200000
N
N
N
N
N
N
Loire Finco Luxembourg Sarl
N/A
Loire Finco Luxembourg Sarl USD Term Loan B
000000000
337095.17000000
PA
USD
331196.00000000
0.026845849312
Long
LON
CORP
LU
N
2
2027-04-21
Floating
8.93000000
N
N
N
N
N
N
HLF Financing Sarl LLC
549300VKVJUV5OGV2R51
HLF Financing Sarl LLC 2018 Term Loan B
40421YAF9
857010.00000000
PA
USD
854867.48000000
0.069293238899
Long
LON
CORP
KY
N
2
2025-08-18
Floating
7.94200000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC 2024 Term Loan B2
00687MAH4
555625.00000000
PA
USD
557659.14000000
0.045202337106
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.07700000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
450000.00000000
PA
448491.61000000
0.036353513267
Long
DBT
CORP
ES
Y
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBM0
350000.00000000
PA
USD
356820.03000000
0.028922863673
Long
DBT
CORP
JP
N
2
2028-09-14
Fixed
5.55000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
651000.00000000
PA
USD
587305.44000000
0.047605385762
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
Artera Services LLC 2024 Term Loan
73937UAL2
425000.00000000
PA
USD
427302.23000000
0.034635959605
Long
LON
CORP
US
N
2
2031-02-15
Floating
9.80900000
N
N
N
N
N
N
CHROME HOLDCO
9845000E49865VT3N679
Chrome Holdco SAS
000000000
400000.00000000
PA
310151.65000000
0.025140051389
Long
DBT
CORP
FR
Y
2
2029-05-31
Fixed
5.00000000
N
N
N
N
N
N
Midwest Physician Administrative Services LLC
5493001F7B0DCPKBGK48
Midwest Physician Administrative Services LLC 2021 Term Loan
59835XAC8
460750.00000000
PA
USD
382422.50000000
0.030998130438
Long
LON
CORP
US
N
2
2028-03-12
Floating
8.82100000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
1481000.00000000
PA
USD
1403407.15000000
0.113756376506
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1000000.00000000
PA
USD
987430.00000000
0.080038397163
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
12.27900000
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
1061069.38000000
0.086007405542
Long
LON
CORP
GB
N
2
2029-02-23
Floating
7.15700000
N
N
N
N
N
N
Flint Group Topco Limited
N/A
Flint Group Topco Limited USD First Lien HoldCo Facility
000000000
38029.88000000
PA
USD
30257.52000000
0.002452592490
Long
LON
CORP
JE
N
2
2027-12-31
Floating
6.90000000
N
N
Y
N
N
N
Aernnova Aerospace SA
95980020140005473208
Aernnova Aerospace SA EUR Term Loan B
000000000
795918.37000000
PA
849016.35000000
0.068818962174
Long
LON
CORP
ES
N
2
2027-02-26
Floating
6.95200000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
915000.00000000
PA
USD
934898.51000000
0.075780337088
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
725000.00000000
PA
823561.87000000
0.066755691076
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
925000.00000000
PA
USD
942487.93000000
0.076395514885
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
Recipharm AB
5493001Q7PMOE0LQ5N14
Recipharm AB EUR Term Loan
000000000
1000000.00000000
PA
1053002.82000000
0.085353552071
Long
LON
CORP
SE
N
2
2028-02-17
Floating
6.86500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
000000000
250000.00000000
PA
268520.62000000
0.021765553031
Long
DBT
CORP
XX
Y
2
2026-05-15
Fixed
4.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
89085.12000000
0.007220998162
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
29219568.46000000
EUR
31723066.02000000
USD
2024-06-28
89085.12000000
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AM6
275000.00000000
PA
USD
283254.88000000
0.022959872177
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
Poseidon Bidco SASU
254900LGX7YG7Y9YM766
Poseidon Bidco SASU 2023 EUR TERM LOAN B
000000000
750000.00000000
PA
796277.81000000
0.064544119187
Long
LON
CORP
FR
N
2
2030-02-22
None
0.00000000
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
2581461.12000000
0.209246235566
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
943239.27000000
0.076456416467
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
1166499.90000000
PA
USD
230304.64000000
0.018667869362
Long
ABS-MBS
USGSE
US
N
2
2046-11-15
Fixed
3.50000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1233.61000000
-0.00009999308
N/A
DFE
US
N
2
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
355819.25000000
EUR
383056.86000000
USD
2024-04-30
-1233.61000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
858000.00000000
PA
USD
508187.97000000
0.041192338268
Long
DBT
NUSS
LK
Y
2
2049-04-18
Fixed
5.75000000
N
Y
N
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC 2021 First Out Term Loan
000000000
1039668.43000000
PA
USD
994182.94000000
0.080585772161
Long
LON
CORP
US
N
2
2025-07-22
Floating
9.94300000
N
N
N
N
N
N
Flint Group Midco Limited
N/A
Flint Group Midco Limited USD Opco Term Loan
000000000
75708.32000000
PA
USD
71954.47000000
0.005832434144
Long
LON
CORP
US
N
2
2026-12-31
Floating
9.82700000
N
N
Y
N
N
N
SERTA SIMMONS BEDDING INC
N/A
SERTA SIMMONS BEDDING INC
000000000
246099.00000000
NS
USD
2184128.63000000
0.177039541785
Long
EC
CORP
US
N
2
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
200000.00000000
PA
211806.29000000
0.017168443293
Long
DBT
CORP
IM
Y
2
2026-03-07
Fixed
4.25000000
N
N
N
N
N
N
Ryan Specialty Group, LLC
549300K52N7QBO3PYY45
Ryan Specialty Group, LLC Term Loan
78350UAE5
1664625.00000000
PA
USD
1668786.56000000
0.135267311577
Long
LON
CORP
US
N
2
2027-09-01
Floating
8.08000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
220000.00000000
PA
USD
240248.14000000
0.019473862498
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2U5
750000.00000000
PA
USD
766386.20000000
0.062121186369
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE96
340122.58000000
PA
USD
354232.89000000
0.028713157123
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
1076359.92000000
0.087246815235
Long
LON
CORP
SE
N
2
2028-03-27
Floating
6.90200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MYN6
1352041.20000000
PA
USD
1382206.12000000
0.112037878527
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
6.50000000
N
N
N
N
N
N
Safic - Alcan SAS
969500O0FCNLBB65QM29
Safic - Alcan SAS 2022 EUR Term Loan B
000000000
1000000.00000000
PA
1081547.03000000
0.087667268301
Long
LON
CORP
FR
N
2
2029-06-22
Floating
7.90200000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAC1
519618.40000000
PA
USD
476988.44000000
0.038663389003
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.98300000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
04649VAX8
3065200.00000000
PA
USD
3010921.44000000
0.244057124093
Long
LON
CORP
US
N
2
2026-12-23
Floating
8.69200000
N
N
N
N
N
N
Monogram Food Solutions LLC
549300RKG7DLLYNXX093
Monogram Food Solutions LLC Term Loan B
60976EAH6
537625.00000000
PA
USD
538969.06000000
0.043687369923
Long
LON
CORP
US
N
2
2028-08-28
Floating
9.44500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1354.21000000
-0.00010976858
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
124393.20000000
USD
114037.56000000
EUR
2024-04-05
-1354.21000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
1974000.00000000
PA
USD
1874101.19000000
0.151909558520
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
ITALMATCH CHEMICALS SPA
815600E7294ACCE76074
Italmatch Chemicals SpA
000000000
300000.00000000
PA
343331.25000000
0.027829499758
Long
DBT
CORP
IT
Y
2
2028-02-06
Fixed
10.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BU0
650000.00000000
PA
USD
652835.95000000
0.052917111135
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.37500000
N
N
N
N
N
N
Marcel LUX IV SARL
2138005L24MEKHQKLX11
Marcel LUX IV SARL 2023 EUR Term Loan B4
000000000
1500000.00000000
PA
1625880.75000000
0.131789483010
Long
LON
CORP
DE
N
2
2030-11-07
Floating
8.39300000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
2255000.00000000
PA
USD
2074844.22000000
0.168181243970
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
4.65000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
797.28000000
0.000064625353
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
92935.76000000
EUR
101068.82000000
USD
2024-04-05
797.28000000
N
N
N
Octagon 68 Ltd
N/A
Octagon 68 Ltd
675949AL5
5000000.00000000
PA
USD
5018340.00000000
0.406773026972
Long
ABS-CBDO
CORP
KY
N
2
2036-10-20
Floating
9.55100000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-1.00000000
NC
USD
-477.09000000
-0.00003867162
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
-114132.29000000
USD
-477.09000000
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
826402.39000000
0.066985935922
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
539643.42000000
0.043742031715
Long
DBT
CORP
DE
Y
2
2026-03-31
Fixed
3.00000000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286CW5
720000.00000000
PA
USD
721738.79000000
0.058502188431
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HADD5
5000000.00000000
PA
USD
5066676.25000000
0.410691032273
Long
ABS-MBS
USGSE
US
N
2
2053-08-25
Fixed
6.00000000
N
N
N
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
200000.00000000
PA
217209.17000000
0.017606386089
Long
DBT
CORP
LU
Y
2
2026-01-05
Floating
8.56700000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CCC7
375000.00000000
PA
USD
371655.64000000
0.030125397975
Long
DBT
CORP
US
N
2
2029-01-05
Fixed
4.85000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1142.99000000
0.000092647668
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
261553.00000000
EUR
283624.41000000
USD
2024-04-30
1142.99000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHN8
306.64000000
PA
USD
308.29000000
0.000024989151
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc 2022 Term Loan
78470DAT5
1176407.61000000
PA
USD
1182730.80000000
0.095868950212
Long
LON
CORP
US
N
2
2029-04-05
Floating
9.92700000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
447000.00000000
PA
USD
441841.84000000
0.035814500950
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
113000.00000000
PA
USD
40110.71000000
0.003251265342
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
1885750.00000000
PA
USD
1744318.75000000
0.141389745999
Long
LON
CORP
US
N
2
2029-04-11
Floating
10.42300000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4957.27000000
0.000401822858
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
600000.00000000
EUR
652317.60000000
USD
2024-04-05
4957.27000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
457000.00000000
PA
USD
443669.91000000
0.035962679345
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Dexko Global Inc
549300SMZ4OV1KBH1M19
Dexko Global Inc 2021 USD Term Loan B
25213YAU9
808500.00000000
PA
USD
801701.32000000
0.064983734195
Long
LON
CORP
US
N
2
2028-10-04
Floating
9.32100000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc 2024 Term Loan
71913BAJ1
1589999.97000000
PA
USD
1570994.70000000
0.127340568689
Long
LON
CORP
US
N
2
2031-02-21
Floating
8.57700000
N
N
N
N
N
N
Pinewood Finance Co Ltd
N/A
Pinewood Finance Co Ltd
000000000
300000.00000000
PA
373011.83000000
0.030235327057
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
959904.22000000
0.077807232107
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Incorporated 2022 Term Loan B
45173JAQ7
869866.07000000
PA
USD
872693.13000000
0.070738137732
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.19500000
N
N
N
N
N
N
LSF12 Badger Bidco LLC
254900AQINKZO1M1LS24
LSF12 Badger Bidco LLC Term Loan B
50221PAB8
299250.00000000
PA
USD
300933.28000000
0.024392835324
Long
LON
CORP
US
N
2
2030-08-30
Floating
11.33000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAP2
1300000.00000000
PA
USD
1352184.60000000
0.109604415557
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.25000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
745000.00000000
PA
USD
683873.50000000
0.055432930742
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BKMV8
3975693.52000000
PA
USD
4091332.33000000
0.331632299968
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NAJ5
3326000.00000000
PA
USD
1988557.53000000
0.161187078951
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.56100000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
410000.00000000
PA
USD
358074.70000000
0.029024563820
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AQ5
650000.00000000
PA
USD
660332.83000000
0.053524787891
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
N
Kouti BV
549300X08HET1O4TQU96
Kouti BV 2021 EUR Term Loan
000000000
2000000.00000000
PA
2125064.60000000
0.172251971738
Long
LON
CORP
NL
N
2
2028-08-31
Floating
7.37700000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
230000.00000000
PA
USD
235991.50000000
0.019128830807
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
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
501956.68000000
0.040687246805
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
791000.00000000
PA
USD
773905.94000000
0.062730716094
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
719874.93000000
0.058351108995
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
525000.00000000
PA
USD
494315.85000000
0.040067901852
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAL1
1675000.00000000
PA
USD
1282071.13000000
0.103921207878
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.36700000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
325000.00000000
PA
USD
326502.87000000
0.026465436926
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
525000.00000000
PA
USD
533186.58000000
0.043218657780
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4L6
787.48000000
PA
USD
788.24000000
0.000063892596
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
PROGROUP AG
529900YI5W5TQ8F2FP82
ProGroup AG
000000000
133000.00000000
PA
143491.34000000
0.011631018766
Long
DBT
CORP
DE
Y
2
2031-04-15
Fixed
5.37500000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC
97360AAA5
2067000.00000000
PA
USD
2169851.85000000
0.175882304727
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAG9
1475000.00000000
PA
USD
1546159.90000000
0.125327527171
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.37500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
2500000.00000000
PA
USD
2417506.25000000
0.195956498570
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PEB7
1342.07000000
PA
USD
1343.08000000
0.000108866421
Long
ABS-MBS
USGSE
US
N
2
2026-04-17
Fixed
7.50000000
N
N
N
N
N
N
Dynasty Acquisition Co Inc
549300L1RCRPOAUCB870
Dynasty Acquisition Co Inc 2023 TERM LOAN B1
26812CAH9
1157572.38000000
PA
USD
1160827.47000000
0.094093525700
Long
LON
CORP
US
N
2
2028-08-24
None
0.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92XVTUE9 CDS USD R F 1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN
000000000
158000.00000000
OU
Notional Amount
USD
-25703.26000000
-0.00208343652
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Egypt Government International Bonds
Egypt Government International Bonds
Y
sell protection
2028-12-20
0.00000000
USD
-45357.16000000
USD
158000.00000000
USD
19653.90000000
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXXIV Ltd
09631KAA1
1000000.00000000
PA
USD
973664.00000000
0.078922562547
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
12.86800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
825000.00000000
PA
USD
730882.32000000
0.059243338168
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HQ3
169000.00000000
PA
USD
168060.96000000
0.013622565512
Long
STIV
UST
US
N
2
2024-05-09
None
0.00000000
N
N
N
N
N
N
KOHLER ENERGY CO LLC
254900T31FAYMRQSAA12
KOHLER ENERGY CO LLC TERM LOAN B
000000000
2275000.00000000
PA
USD
2275000.00000000
0.184405328527
Long
LON
CORP
US
N
2
2031-01-30
None
0.00000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
1461000.00000000
PA
USD
1060713.91000000
0.085978592108
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
200000.00000000
PA
USD
170878.00000000
0.013850907133
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Cloudera Inc
549300PGONC4JOI0RG62
Cloudera Inc 2021 Second Lien Term Loan
74339VAE8
775000.00000000
PA
USD
770156.25000000
0.062426776394
Long
LON
CORP
US
N
2
2029-10-08
Floating
11.43000000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH 2021 EUR Term Loan B
000000000
500000.00000000
PA
510880.20000000
0.041410563129
Long
LON
CORP
DE
N
2
2026-07-31
Floating
8.36600000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2024-32 Ltd
67570CAJ1
4000000.00000000
PA
USD
4015704.00000000
0.325502072698
Long
ABS-CBDO
CORP
JE
N
2
2037-04-23
Floating
9.07500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
1544000.00000000
PA
USD
1420100.33000000
0.115109480393
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
2412107.23000000
0.195518868655
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
3437123.80000000
PA
USD
408462.64000000
0.033108873547
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
0.61500000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
3786271.73000000
PA
USD
3261143.48000000
0.264339443869
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.90600000
N
N
N
N
N
N
Waystar Technologies Inc
549300BIRBTAWWHCSZ09
Waystar Technologies Inc 2024 Term Loan B
63939WAK9
1966111.15000000
PA
USD
1972870.64000000
0.159915542202
Long
LON
CORP
US
N
2
2029-10-22
Floating
9.33000000
N
N
N
N
N
N
Digicel International Finance Ltd
5493007V023VOEW4FK27
Digicel International Finance Ltd 2024 Term Loan
000000000
4968728.01000000
PA
USD
4777740.04000000
0.387270646898
Long
LON
CORP
LC
N
2
2027-05-25
Floating
10.46900000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
170000.00000000
PA
USD
161365.31000000
0.013079834287
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
104264.69000000
0.008451412928
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
1886268.00000000
0.152895767134
Long
ABS-CBDO
CORP
KY
N
2
2030-11-15
Floating
11.51900000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
000000000
400000.00000000
PA
425960.15000000
0.034527174241
Long
DBT
CORP
IE
Y
2
2026-10-01
Fixed
3.62500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBQ9
600000.00000000
PA
USD
597406.58000000
0.048424156768
Long
DBT
CORP
US
N
2
2027-04-26
Fixed
4.94700000
N
N
N
N
N
N
Filtration Group Corp
549300ZA0D9WN5ECE978
Filtration Group Corp 2023 EUR Term Loan
31732FAU0
1333258.91000000
PA
1442018.17000000
0.116886081046
Long
LON
CORP
US
N
2
2028-10-21
Floating
8.08000000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV 2023 USD Term Loan B4
000000000
1100000.00000000
PA
USD
1103781.80000000
0.089469558440
Long
LON
CORP
NL
N
2
2030-10-28
Floating
8.55900000
N
N
N
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC 2021 New Money Last Out Term Loan
000000000
401295.13000000
PA
USD
290938.97000000
0.023582723667
Long
LON
CORP
US
N
2
2025-10-22
Floating
14.44300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617W1W63
1947068.70000000
PA
USD
1879090.59000000
0.152313985750
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.50000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
576000.00000000
PA
USD
297999.36000000
0.024155019728
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
Y
N
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
000000000
225263.15000000
PA
237228.97000000
0.019229136768
Long
DBT
CORP
LU
Y
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
17060.74000000
0.001382897303
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1597491.96000000
EUR
1745955.88000000
USD
2024-06-20
17060.74000000
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc 2021 Term Loan B
78466YAN8
975000.00000000
PA
USD
981905.93000000
0.079590631034
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.94500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
33027.83000000
0.002677146304
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4180000.00000000
EUR
4553006.06000000
USD
2024-05-31
33027.83000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
512000.00000000
PA
479494.61000000
0.038866532344
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAA4
475000.00000000
PA
USD
481627.79000000
0.039039442128
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1A62
281295.20000000
PA
USD
6450.69000000
0.000522875432
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBF1
425000.00000000
PA
USD
436534.45000000
0.035384298314
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWX82
2197262.99000000
PA
USD
2020791.35000000
0.163799864959
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
3.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CB5
825000.00000000
PA
USD
827710.96000000
0.067092005056
Long
DBT
CORP
CA
N
2
2031-07-01
Fixed
7.25000000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAA9
425000.00000000
PA
USD
428416.55000000
0.034726283362
Long
DBT
CORP
US
N
2
2026-08-02
Fixed
6.65000000
N
N
N
N
N
N
Minimax Viking GmbH
549300Z5C6IXF1KV0Z78
Minimax Viking GmbH 2023 EUR Term Loan B2D
000000000
1681881.24000000
PA
1824703.96000000
0.147905553058
Long
LON
CORP
DE
N
2
2028-07-31
Floating
7.08000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 2021 Term Loan D
389376AZ7
928625.00000000
PA
USD
872471.97000000
0.070720211102
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.44000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AM6
437000.00000000
PA
USD
441724.41000000
0.035804982393
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
1565018.74000000
PA
USD
1502869.89000000
0.121818556395
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
5.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1296.35000000
0.000105078614
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
122558.00000000
GBP
156005.73000000
USD
2024-04-30
1296.35000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
995000.00000000
PA
882407.39000000
0.071525549295
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Fugue Finance BV
254900LPOM3DXTS8SI47
Fugue Finance BV 2023 EUR Term Loan B
000000000
1000000.00000000
PA
1083135.09000000
0.087795992136
Long
LON
CORP
NL
N
2
2028-01-31
Floating
8.20200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NT5
456549.27000000
PA
USD
468102.55000000
0.037943122864
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
1647000.00000000
PA
USD
1660164.47000000
0.134568428351
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC 2023 Incremental Term Loan B
89705DAL6
475000.00000000
PA
USD
476484.38000000
0.038622531266
Long
LON
CORP
US
N
2
2028-08-16
Floating
8.82700000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286CX3
490000.00000000
PA
USD
498576.15000000
0.040413230213
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2S3
4168.53000000
PA
USD
4218.15000000
0.000341911796
Long
ABS-MBS
USGSE
US
N
2
2029-10-15
Fixed
8.15500000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
2954000.00000000
PA
USD
2964652.12000000
0.240306658530
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
EIG Management Co LLC
5493007EDFEL0IR8BD89
EIG Management Co LLC 2018 Term Loan B
26858HAB6
259187.50000000
PA
USD
259349.49000000
0.021022166112
Long
LON
CORP
US
N
2
2025-02-22
Floating
9.18000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
300000.00000000
PA
USD
99327.00000000
0.008051177172
Long
DBT
NUSS
UA
Y
2
2029-09-01
Fixed
7.75000000
N
Y
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAC2
465000.00000000
PA
USD
472702.73000000
0.038316000976
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
6.40000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
487500.00000000
PA
USD
502651.50000000
0.040743567029
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.73300000
N
N
N
N
N
N
Hertz Corp/The
549300PD0C69OJ0NLB27
Hertz Corp/The 2021 Term Loan C
42804VBC4
198220.06000000
PA
USD
192273.46000000
0.015585165080
Long
LON
CORP
US
N
2
2028-06-30
Floating
8.69200000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
319000.00000000
PA
USD
281823.04000000
0.022843811111
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384ACL5
4507938.34000000
PA
USD
4340022.82000000
0.351790476456
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Floating
3.04600000
N
N
N
N
N
N
Mariner Wealth Advisors LLC
549300XJJOOU336E5R24
Mariner Wealth Advisors LLC Term Loan B
56846TAD8
783678.18000000
PA
USD
782371.79000000
0.063416934929
Long
LON
CORP
US
N
2
2028-08-18
Floating
8.69200000
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
3130077.48000000
0.253715589457
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
3.98000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819NAE4
3000000.00000000
PA
USD
3007809.00000000
0.243804838150
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
12.36400000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
1135000.00000000
PA
USD
1125673.93000000
0.091244075110
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
400000.00000000
PA
USD
416591.20000000
0.033767752570
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
3484000.00000000
PA
USD
3495802.09000000
0.283360234229
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
30416.32000000
0.002465464387
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
3800000.00000000
EUR
4139487.44000000
USD
2024-05-31
30416.32000000
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
400000.00000000
PA
420751.46000000
0.034104971960
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
980626.98000000
PA
USD
983078.55000000
0.079685680431
Long
LON
CORP
US
N
2
2029-02-03
Floating
8.56300000
N
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2024 Term Loan B2
35039KAD8
1250000.00000000
PA
USD
1256640.00000000
0.101859829468
Long
LON
CORP
US
N
2
2031-01-29
Floating
9.31300000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
2444000.00000000
PA
USD
2520331.01000000
0.204291194679
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
390000.00000000
PA
USD
386953.32000000
0.031365386417
Long
LON
CORP
US
N
2
2028-03-10
Floating
7.69200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KBG8
740295.97000000
PA
USD
756812.45000000
0.061345164165
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
420000.00000000
PA
USD
379905.65000000
0.030794121405
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
63695.16000000
0.005162956881
Long
DBT
NUSS
LB
Y
2
2022-10-04
None
0.00000000
Y
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2022 TERM LOAN H
89364MBU7
1326376.50000000
PA
USD
1330968.42000000
0.107884689560
Long
LON
CORP
US
N
2
2027-02-22
None
0.00000000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
000000000
200000.00000000
PA
238341.25000000
0.019319295168
Long
DBT
CORP
LU
Y
2
2031-07-15
Fixed
8.50000000
N
N
N
N
N
N
Tanzania
N/A
Tanzania 10 Year Term Loan
000000000
2920588.24000000
PA
USD
2983173.53000000
0.241807953781
Long
LON
CORP
TZ
N
2
2031-04-28
Floating
12.17400000
N
N
N
N
N
N
HEATHROW FINANCE PLC
549300F740QSGMPHQJ60
Heathrow Finance PLC
000000000
100000.00000000
PA
116030.44000000
0.009405112706
Long
DBT
CORP
GB
Y
2
2029-09-01
Fixed
4.12500000
N
N
N
N
N
N
Flutter Financing BV
635400VFWPBIKJK6GN11
Flutter Financing BV Term Loan B
000000000
3067312.50000000
PA
USD
3071419.63000000
0.248960943259
Long
LON
CORP
NL
N
2
2030-11-25
Floating
7.55900000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
FirstEnergy Pennsylvania Electric Co
591894CE8
225000.00000000
PA
USD
225363.65000000
0.018267366117
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
1134000.00000000
PA
USD
1045415.32000000
0.084738529904
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
187000.00000000
PA
USD
172994.00000000
0.014022424353
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
35618.93000000
0.002887173841
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4245000.00000000
EUR
4625883.90000000
USD
2024-05-31
35618.93000000
N
N
N
Hertz Corp/The
549300PD0C69OJ0NLB27
Hertz Corp/The 2023 Incremental Term Loan B
42804VBD2
725000.00000000
PA
USD
704911.70000000
0.057138230163
Long
LON
CORP
US
N
2
2028-06-30
Floating
9.07900000
N
N
N
N
N
N
INEOS US Finance LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC 2022 USD Term Loan B
000000000
1010434.98000000
PA
USD
1014119.03000000
0.082201737535
Long
LON
CORP
US
N
2
2027-11-08
Floating
9.18000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AD5
1187000.00000000
PA
USD
1110050.71000000
0.089977699278
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A93D8
2747847.80000000
PA
USD
532576.87000000
0.043169236342
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZW2
164000.00000000
PA
USD
162100.70000000
0.013139443005
Long
STIV
UST
US
N
2
2024-06-20
None
0.00000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
811000.00000000
PA
USD
806043.57000000
0.065335705201
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
609000.00000000
PA
USD
227613.75000000
0.018449753119
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
Y
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
1355000.00000000
PA
USD
1271751.92000000
0.103084760708
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
1080788.60000000
0.087605792022
Long
LON
CORP
FI
N
2
2025-08-08
Floating
7.14800000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
100000.00000000
PA
104909.09000000
0.008503646244
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
264488.95000000
PA
USD
275066.51000000
0.022296145117
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
2499792.20000000
0.202626374457
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
459000.00000000
PA
USD
438206.89000000
0.035519861764
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
521121.77000000
PA
USD
522424.57000000
0.042346318444
Long
LON
CORP
US
N
2
2025-08-01
Floating
7.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RH59
1307108.95000000
PA
USD
1317940.11000000
0.106828650093
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
100000.00000000
PA
101776.65000000
0.008249739155
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
284000.00000000
PA
USD
281609.50000000
0.022826502137
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2021 Term Loan
12546FAF9
466640.95000000
PA
USD
467807.55000000
0.037919210964
Long
LON
CORP
US
N
2
2028-12-08
Floating
8.44500000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1692000.00000000
PA
USD
1694240.21000000
0.137330515397
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
1900000.00000000
PA
USD
1820499.25000000
0.147564730672
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
2648000.00000000
PA
USD
2384552.07000000
0.193285322135
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Pearls Netherlands Bidco BV
2549005MTFX0VLL0UQ17
Pearls Netherlands Bidco BV 2022 EUR Term Loan B
000000000
1000000.00000000
PA
1071807.17000000
0.086877781671
Long
LON
CORP
NL
N
2
2029-02-26
Floating
7.91200000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
Polaris Newco LLC EUR Term Loan B
73108RAC2
975000.00000000
PA
1012621.50000000
0.082080351815
Long
LON
CORP
US
N
2
2028-06-02
Floating
7.90200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618G7AA1
2995732.89000000
PA
USD
3060421.40000000
0.248069456570
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
8.00000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAG3
376000.00000000
PA
USD
348107.72000000
0.028216667459
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
700000.00000000
PA
USD
697297.35000000
0.056521031607
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.06400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUBH2
444942.71000000
PA
USD
432054.21000000
0.035021142213
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
310000.00000000
PA
328252.25000000
0.026607236923
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
3562.50000000
0.000288766585
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
918633.95000000
0.074461975976
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618GBVS0
1995954.84000000
PA
USD
2054010.08000000
0.166492485099
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.50000000
N
N
N
N
N
N
Flint Group Topco Limited
N/A
Flint Group Topco Limited USD Second Lien HoldCo Facility
000000000
50714.88000000
PA
USD
7020.87000000
0.000569092676
Long
LON
CORP
JE
N
2
2027-12-31
Floating
6.90000000
N
N
Y
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
2060000.00000000
PA
USD
2015168.63000000
0.163344102528
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAN7
150000.00000000
PA
USD
154209.37000000
0.012499793203
Long
DBT
CORP
DE
N
2
2027-07-13
Fixed
7.14600000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
200000.00000000
PA
211947.62000000
0.017179899119
Long
DBT
CORP
LU
Y
2
2027-03-15
Fixed
4.50000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756BZ2
1100000.00000000
PA
USD
1082145.47000000
0.087715776224
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-326.80000000
-0.00002648952
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
98593.75000000
EUR
106156.02000000
USD
2024-04-30
-326.80000000
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
332000.00000000
PA
USD
319426.50000000
0.025891845570
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.12500000
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
738122.48000000
0.059830205897
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
320895.92000000
PA
USD
55448.50000000
0.004494504992
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
760.26000000
0.000061624613
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
125205.00000000
GBP
158811.04000000
USD
2024-04-30
760.26000000
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
300000.00000000
PA
USD
316482.52000000
0.025653214537
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
2011218.00000000
0.163023875177
Long
ABS-CBDO
CORP
KY
N
2
2035-07-17
Floating
12.46700000
N
N
N
N
N
N
AI Sirona Luxembourg Acquisition Sarl
549300MQC452SFMN5167
AI Sirona Luxembourg Acquisition Sarl 2023 EUR Term Loan B
000000000
1000000.00000000
PA
1079299.78000000
0.087485112312
Long
LON
CORP
LU
N
2
2028-09-30
Floating
7.83000000
N
N
N
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
410000.00000000
PA
USD
389500.00000000
0.031571813389
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
483000.00000000
PA
USD
500469.14000000
0.040566670848
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
ESC CB NATIONAL CINEME
N/A
ESC CB NATIONAL CINEME
635ESCAA4
1186000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6P6
75526.87000000
PA
USD
77374.53000000
0.006271769505
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
9.00000000
N
N
N
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc Term Loan B
87159JAH7
391000.00000000
PA
USD
390572.25000000
0.031658727065
Long
LON
CORP
US
N
2
2028-12-02
Floating
7.83500000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2023 Term Loan B
74839XAH2
2131500.00000000
PA
USD
2135980.41000000
0.173136777685
Long
LON
CORP
US
N
2
2029-03-19
Floating
8.19500000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
171135.00000000
0.013871738856
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
125000.00000000
PA
126924.26000000
0.010288136203
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
GoTo Group Inc
549300D12V5KRBV00592
GoTo Group Inc 2024 Second Out Term Loan
38349FAD8
796612.49000000
PA
USD
613391.62000000
0.049719860748
Long
LON
CORP
US
N
2
2028-04-30
Floating
10.17300000
N
N
N
N
N
N
Autokiniton US Holdings Inc
254900EHNKMJ1OSEZL85
Autokiniton US Holdings Inc 2024 Term Loan B
05278HAC0
511875.00000000
PA
USD
514206.08000000
0.041680149939
Long
LON
CORP
US
N
2
2028-04-06
Floating
9.44200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55819AAL6
2000000.00000000
PA
USD
2009958.00000000
0.162921742996
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
12.07900000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
189000.00000000
PA
USD
105321.76000000
0.008537096155
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQBQ4
2077823.42000000
PA
USD
2106049.51000000
0.170710660125
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
6.00400000
N
N
N
N
N
N
B&M EUROPEAN VALUE RET
213800UK7ZRLY2K1X530
B&M European Value Retail SA
000000000
200000.00000000
PA
272042.50000000
0.022051027070
Long
DBT
CORP
LU
Y
2
2030-11-15
Fixed
8.12500000
N
N
N
N
N
N
Rubix Group Midco 3 Ltd
N/A
Rubix Group Midco 3 Ltd 2023 EUR Term Loan B
000000000
1000000.00000000
PA
1080114.31000000
0.087551135904
Long
LON
CORP
GB
N
2
2026-09-30
None
0.00000000
N
N
N
N
N
N
Apex Tool Group LLC
549300LWC59TPOM4ZR02
Apex Tool Group LLC 2024 Super Priority 2nd Out Term Loan A
03759DAN8
794933.87000000
PA
USD
784997.20000000
0.063629743542
Long
LON
CORP
US
N
2
2029-02-08
Floating
12.57900000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
400000.00000000
PA
USD
250000.00000000
0.020264321816
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
MajorDrive Holdings IV LLC
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC 2022 Incremental Term Loan B
56085UAC7
1617000.00000000
PA
USD
1625085.00000000
0.131724981674
Long
LON
CORP
US
N
2
2029-06-01
Floating
10.95900000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
948000.00000000
PA
USD
884692.18000000
0.071710748175
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
23644.70000000
0.001916575240
Long
EC
CORP
BM
N
2
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC USD Term Loan B
92943EAB2
2875000.00000000
PA
USD
2886905.38000000
0.234004718692
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.30900000
N
N
N
N
N
N
TMF Group Holding B.V.
213800H27OKZZZ2CB779
TMF Group Holding B.V. 2024 USD Term Loan B
000000000
375000.00000000
PA
USD
376640.63000000
0.030529467741
Long
LON
CORP
NL
N
2
2028-05-03
Floating
9.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APHR6
793603.00000000
PA
USD
151783.56000000
0.012303163624
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
1740032.94000000
PA
USD
1394600.73000000
0.113042551991
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
Journey Personal Care Corp
5493000G9KGROJ41TP46
Journey Personal Care Corp 2021 Term Loan B
48114NAB7
1517420.91000000
PA
USD
1498453.15000000
0.121460547432
Long
LON
CORP
US
N
2
2028-03-01
Floating
9.69200000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
899000.00000000
PA
USD
802444.88000000
0.065044005152
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Mosel Bidco SE
9845004C6B4E09AB1C38
Mosel Bidco SE EUR Term Loan B
000000000
750000.00000000
PA
812373.98000000
0.065848831063
Long
LON
CORP
DE
N
2
2030-09-16
Floating
8.65200000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS HO
549300GSPW24GZE6R597
Lindblad Expeditions Holdings Inc
535219AA7
761000.00000000
PA
USD
805339.67000000
0.065278648976
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
9.00000000
N
N
N
N
N
N
Nuvei Technologies Corp.
549300I2FE02T4WIS975
Nuvei Technologies Corp. USD Term Loan
000000000
822937.50000000
PA
USD
826023.52000000
0.066955225748
Long
LON
CORP
CA
N
2
2030-12-19
Floating
8.43000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AY2
474000.00000000
PA
USD
486951.10000000
0.039470935196
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXBB0
1069446.01000000
PA
USD
841544.50000000
0.068213314282
Long
ABS-MBS
USGSE
US
N
2
2039-04-15
None
0.00000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123BG4
300000.00000000
PA
USD
268200.00000000
0.021739564444
Long
DBT
NUSS
TR
N
2
2040-05-30
Fixed
6.75000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
175000.00000000
PA
182891.22000000
0.014824666157
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
1959262.50000000
0.158812503289
Long
LON
CORP
US
N
2
2028-12-01
Floating
12.62100000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
1454000.00000000
PA
USD
1445589.48000000
0.117175561747
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
427000.00000000
PA
USD
387016.49000000
0.031370506806
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
SMG US Midco 2 Inc
N/A
SMG US Midco 2 Inc 2020 Term Loan
78453JAD8
235185.98000000
PA
USD
235395.06000000
0.019080484999
Long
LON
CORP
US
N
2
2025-01-23
Floating
8.07400000
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
853040.39000000
0.069145139940
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
883934.28000000
PA
USD
180120.97000000
0.014600117207
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
3169821.73000000
0.256937150546
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
475000.00000000
PA
577518.71000000
0.046812099977
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
143139.65000000
0.011602511729
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
890946.83000000
PA
USD
890946.83000000
0.072217733136
Long
LON
CORP
US
N
2
2026-07-01
Floating
7.67900000
N
N
N
N
N
N
HOWDEN UK REFINANCE / US
N/A
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
44287GAA4
1045000.00000000
PA
USD
1050028.36000000
0.085112450412
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
425000.00000000
PA
442440.39000000
0.035863017789
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
599975.09000000
PA
USD
54692.29000000
0.004433208661
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
0.56700000
N
N
N
N
N
N
IVC Acquisition Ltd
254900WZMD2JOGND1Z32
IVC Acquisition Ltd 2023 USD Term Loan B
000000000
1025000.00000000
PA
USD
1028416.33000000
0.083360637888
Long
LON
CORP
CA
N
2
2028-12-12
Floating
10.80900000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
600000.00000000
PA
USD
635589.89000000
0.051519192296
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1652000.00000000
PA
USD
1520092.76000000
0.123214595516
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
1727000.00000000
PA
USD
1469094.66000000
0.119080827874
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Kestra Advisor Services Holdings A Inc
N/A
Kestra Advisor Services Holdings A Inc 2024 Term Loan
000000000
650000.00000000
PA
USD
651625.00000000
0.052818954813
Long
LON
CORP
US
N
2
2031-03-19
None
0.00000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc 2021 Term Loan B3
14880BAH4
812159.09000000
PA
USD
812666.69000000
0.065872557341
Long
LON
CORP
US
N
2
2028-02-22
Floating
7.44300000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4130.31000000
-0.00033479172
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
367251.12000000
USD
336218.00000000
EUR
2024-04-30
-4130.31000000
N
N
N
TECHEM VERWALTUNGSGESELL
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH
000000000
100000.00000000
PA
106079.53000000
0.008598518936
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
392000.00000000
PA
USD
393960.00000000
0.031933328890
Long
LON
CORP
US
N
2
2026-12-22
Floating
11.49300000
N
N
N
N
N
N
Rackspace Finance LLC
549300QTYCKLMFSE8I97
Rackspace Finance LLC 2024 First Lien First Out Term Loan
75008UAC1
286782.35000000
PA
USD
285348.44000000
0.023129570471
Long
LON
CORP
US
N
2
2028-05-15
Floating
11.58000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
1674000.00000000
PA
USD
1546587.68000000
0.125362201857
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
2297000.00000000
PA
USD
2103256.55000000
0.170484270364
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
86.00000000
NC
USD
-12474.30000000
-0.00101113291
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
17598130.64000000
USD
-12474.30000000
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
1038000.00000000
PA
USD
1026096.63000000
0.083172609299
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384GBJ8
6000000.00000000
PA
USD
6142470.30000000
0.497891979622
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.00000000
N
N
N
N
N
N
Momentive Performance Materials Inc
H2OFQI2FJX0T8IHKL414
Momentive Performance Materials Inc 2023 Term Loan
60877JAG7
792000.00000000
PA
USD
781357.10000000
0.063334686911
Long
LON
CORP
US
N
2
2028-03-29
Floating
9.83000000
N
N
N
N
N
N
PREMIER FOODS FINANCE
2138003G41QDLK9DB177
Premier Foods Finance PLC
000000000
125000.00000000
PA
151387.92000000
0.012271094119
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
153276.26000000
0.012424157837
Long
DBT
CORP
GB
Y
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
1328000.00000000
PA
USD
1391183.58000000
0.112765567082
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
BlackRock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund Inc
09255P107
2188579.00000000
NS
USD
21426188.41000000
1.736748708937
Long
EC
RF
US
N
1
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
427000.00000000
PA
USD
386413.65000000
0.031321642231
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
1107000.00000000
PA
USD
956412.37000000
0.077524192218
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
888750.06000000
PA
USD
891835.80000000
0.072289790633
Long
LON
CORP
US
N
2
2029-04-29
Floating
9.90200000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc 2023 Term Loan B
410346AX8
371250.00000000
PA
USD
371598.23000000
0.030120744476
Long
LON
CORP
US
N
2
2030-03-08
Floating
9.08000000
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
114240.33000000
0.009260011246
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
620593.01000000
PA
USD
592763.14000000
0.048047772118
Long
LON
CORP
US
N
2
2026-09-30
Floating
7.94500000
N
N
N
N
N
N
SkyMiles IP Ltd
2549008L7P4I8VB90936
SkyMiles IP Ltd 2020 Skymiles Term Loan B
24736CBS2
1462500.00000000
PA
USD
1509574.95000000
0.122362050369
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.06800000
N
N
N
N
N
N
LONGVIEW INTERMEDIATE HOLDINGS
N/A
LONGVIEW INTERMEDIATE HOLDINGS
000000000
10730.00000000
NS
USD
80475.00000000
0.006523085192
Long
EC
CORP
US
N
2
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
200000.00000000
PA
222763.52000000
0.018056606632
Long
DBT
CORP
DE
Y
2
2026-08-21
Fixed
7.50000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
1226000.00000000
PA
USD
1171433.31000000
0.094953206320
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
1355000.00000000
PA
USD
1415695.87000000
0.114752466814
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
12002899.23000000
PA
USD
1594270.69000000
0.129227257297
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
313736.14000000
PA
USD
312058.59000000
0.025294622773
Long
LON
CORP
US
N
2
2028-03-20
Floating
8.44500000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
200000.00000000
PA
USD
199350.20000000
0.016158786427
Long
DBT
NUSS
OM
Y
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AR6
600000.00000000
PA
USD
596435.07000000
0.048345408803
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
PIAGGIO & C SPA
8156000256C2431C2E92
Piaggio & C SpA
000000000
200000.00000000
PA
230842.81000000
0.018711491963
Long
DBT
CORP
IT
Y
2
2030-10-05
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QZJ3
315883.00000000
PA
USD
307839.01000000
0.024952595064
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
4.67300000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAL4
300000.00000000
PA
USD
253142.67000000
0.020519058121
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
NCR Atleos LLC
N/A
NCR Atleos LLC Term Loan B
63001PAD3
1300000.00000000
PA
USD
1307312.50000000
0.105967204857
Long
LON
CORP
US
N
2
2029-03-27
Floating
10.16300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392CPT5
166458.74000000
PA
USD
170300.69000000
0.013804111950
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAU5
3000000.00000000
PA
USD
898198.80000000
0.072805558152
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
3.94900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BVGL3
1658084.16000000
PA
USD
1690183.26000000
0.137001670035
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
100000.00000000
PA
992.54000000
0.000080452599
Long
DBT
CORP
FR
Y
2
2024-03-07
Fixed
4.49800000
N
Y
N
N
N
N
Vertical US Newco Inc
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
1185779.27000000
PA
USD
1188676.13000000
0.096350862534
Long
LON
CORP
US
N
2
2027-07-30
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXRJ4
1131314.40000000
PA
USD
67151.77000000
0.005443140311
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Floating
0.81700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A3QY8
375847.66000000
PA
USD
274337.56000000
0.022237058408
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B46Y9
3872637.30000000
PA
USD
347467.35000000
0.028164760804
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
0.61500000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBK1
525000.00000000
PA
USD
491178.50000000
0.039813596772
Long
DBT
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
El Salvador Government International Bonds
529900AKDMUSFSDOM949
El Salvador Government International Bonds
000000000
17000.00000000
PA
USD
12974.06000000
0.001051642108
Long
DBT
NUSS
SV
Y
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
420000.00000000
PA
USD
352102.21000000
0.028540449982
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
SYNLAB BONDCO PLC
213800E4EG6VFUFVEH64
SYNLAB BONDCO PLC 2023 EUR TERM LOAN B
000000000
125000.00000000
PA
134781.26000000
0.010925003309
Long
LON
CORP
LU
N
2
2030-12-23
None
0.00000000
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
Applied Systems Inc 2024 1st Lien Term Loan
03827FBD2
5104475.09000000
PA
USD
5141166.06000000
0.416728974201
Long
LON
CORP
US
N
2
2031-02-24
Floating
8.80900000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
500000.00000000
PA
USD
486186.71000000
0.039408975816
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
1497000.00000000
PA
USD
1406891.68000000
0.114038823056
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
1878000.00000000
PA
USD
1937896.93000000
0.157080668144
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc 2022 Incremental Term Loan
78466YAQ1
367500.01000000
PA
USD
369337.51000000
0.029937496645
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.68000000
N
N
N
N
N
N
LIBERTY UTILITIES CO
549300UN1FEYPC5BKW09
Liberty Utilities Co
531542AA6
500000.00000000
PA
USD
503064.98000000
0.040777082596
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
5.57700000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
1068000.00000000
PA
USD
986252.82000000
0.079942978146
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
597000.00000000
PA
USD
306022.20000000
0.024805329374
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
Y
N
N
N
N
Quartz Acquireco LLC
N/A
Quartz Acquireco LLC Term Loan B
74773KAB1
746250.00000000
PA
USD
749748.42000000
0.060772573056
Long
LON
CORP
US
N
2
2030-06-28
Floating
8.80900000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2022-MH1
14732KAA9
2763303.02000000
PA
USD
2513602.12000000
0.203745769110
Long
ABS-O
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
350457.65000000
0.028407146410
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
433000.00000000
PA
USD
449971.87000000
0.036473499127
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
1237000.00000000
PA
USD
1214744.02000000
0.098463854982
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
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
166495.02000000
0.013495634664
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
2575260.10000000
PA
USD
371847.73000000
0.030140968269
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
1244631.72000000
PA
USD
176713.06000000
0.014323881267
Long
ABS-MBS
USGSE
US
N
2
2045-01-15
Fixed
3.50000000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 EUR Term Loan B2
57906HAC1
982499.99000000
PA
1042414.80000000
0.084495315892
Long
LON
CORP
US
N
2
2029-03-01
Floating
7.66200000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAD2
645000.00000000
PA
USD
647673.33000000
0.052498643163
Long
DBT
CORP
GB
N
2
2032-04-15
Fixed
7.75000000
N
N
N
N
N
N
Filtration Group Corp
549300ZA0D9WN5ECE978
Filtration Group Corp 2021 Incremental Term Loan
31732FAR7
731250.00000000
PA
USD
733927.11000000
0.059490140586
Long
LON
CORP
US
N
2
2028-10-21
Floating
8.94500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACM73
3346445.25000000
PA
USD
166642.93000000
0.013507623847
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Floating
0.76500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280ED7
1150000.00000000
PA
USD
1157241.14000000
0.093802827519
Long
DBT
CORP
GB
N
2
2030-03-04
Fixed
5.54600000
N
N
N
N
N
N
CHG Healthcare Services Inc
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc 2023 Incremental Term Loan
12541HAU7
400000.00000000
PA
USD
401624.80000000
0.032554616786
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.09300000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
475000.00000000
PA
USD
484783.34000000
0.039295222451
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAJ4
2000000.00000000
PA
USD
1972081.60000000
0.159851584760
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.54000000
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
3
2025-02-10
None
0.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-170.14000000
-0.00001379108
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
85402.60000000
USD
79000.00000000
EUR
2024-04-04
-170.14000000
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAC8
2000000.00000000
PA
USD
1828750.00000000
0.148233514085
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.87600000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
2088000.00000000
PA
USD
1830361.68000000
0.148364152494
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
2786000.00000000
PA
USD
2695999.11000000
0.218530374324
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
685862.21000000
PA
USD
701164.24000000
0.056834471221
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
468.14000000
0.000037946158
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
111237.50000000
EUR
120606.42000000
USD
2024-04-30
468.14000000
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
100000.00000000
PA
107925.99000000
0.008748187974
Long
DBT
CORP
US
Y
2
2028-01-15
Floating
8.19200000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
1045000.00000000
PA
USD
1087258.76000000
0.088130245640
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
Magenta Buyer LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
2145138.38000000
PA
USD
1279933.28000000
0.103747919556
Long
LON
CORP
US
N
2
2028-07-27
Floating
10.57400000
N
N
N
N
N
N
Regatta XIV Funding Ltd
N/A
Regatta XIV Funding Ltd
75888NAA6
1000000.00000000
PA
USD
989664.00000000
0.080219479143
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
11.53600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AGE7
5759858.61000000
PA
USD
5759411.93000000
0.466842307285
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Floating
3.04600000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 22 Ltd
74923VAJ9
3000000.00000000
PA
USD
3045861.00000000
0.246889230045
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
10.37200000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
958.77000000
0.000077715295
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
89775.61000000
EUR
98118.96000000
USD
2024-06-20
958.77000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
457000.00000000
PA
USD
496359.87000000
0.040233584569
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
Pegasus Bidco BV
254900U303DPAFR7MA71
Pegasus Bidco BV 2024 EUR Term Loan
000000000
1000000.00000000
PA
1077790.47000000
0.087362771737
Long
LON
CORP
NL
N
2
2029-07-12
Floating
7.65100000
N
N
N
N
N
N
Phoenix Services International, LLC
254900MNVAHG9TQCPA24
Phoenix Services International, LLC 2023 Exit PIK Term Loan
33848XAB0
207125.72000000
PA
USD
195215.99000000
0.015823678580
Long
LON
CORP
US
N
2
2028-06-30
Floating
11.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QZ72
43563.81000000
PA
USD
44509.55000000
0.003607823380
Long
ABS-MBS
USGSE
US
N
2
2027-11-18
Fixed
7.00000000
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
545113.89000000
0.044185453173
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
200000.00000000
PA
221578.08000000
0.017960518082
Long
DBT
CORP
LU
Y
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
N
City Football Group Ltd
213800K6VVWALRH9UJ69
City Football Group Ltd Term Loan
17781XAB2
1347500.00000000
PA
USD
1348342.19000000
0.109292960225
Long
LON
CORP
GB
N
2
2028-07-21
Floating
8.44300000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCF0
475000.00000000
PA
USD
479097.28000000
0.038834325852
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.80000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
1268000.00000000
PA
USD
1204335.62000000
0.097620178313
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BPL6
21931.46000000
PA
USD
22092.36000000
0.001790746770
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
1912000.00000000
PA
USD
1909469.85000000
0.154776446154
Long
DBT
CORP
US
N
2
2024-04-29
Variable
9.67900000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
640643.90000000
PA
USD
256257.56000000
0.020771542654
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BMID8JF81 CDS USD R F 1.00000 BMID8JF99 CORPORATE / Short: BMID8JF81 CDS USD P V 03MEVENT BMID8JFA6 CORPORATE
000000000
640000.00000000
OU
Notional Amount
USD
-22770.54000000
-0.00184571820
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Panama Government International Bonds
Panama Government International Bonds
Y
sell protection
2029-06-20
0.00000000
USD
-20615.43000000
USD
640000.00000000
USD
-2155.11000000
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
883000.00000000
PA
USD
791671.66000000
0.064170757163
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
2803125.00000000
PA
USD
2730322.24000000
0.221312514132
Long
LON
CORP
US
N
2
2028-04-24
Floating
8.44500000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
711000.00000000
PA
USD
367349.53000000
0.029776356379
Long
DBT
NUSS
GH
Y
2
2029-05-16
Fixed
7.62500000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BFVY4
183833.44000000
PA
USD
120384.28000000
0.009758023166
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
343550.13000000
PA
USD
351539.92000000
0.028494872280
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
1804869.00000000
0.146297785008
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
12.57600000
N
N
N
N
N
N
Marcel LUX IV SARL
254900A6AL2000BPNS82
Marcel LUX IV SARL 2023 USD Term Loan B
000000000
1225000.00000000
PA
USD
1236100.95000000
0.100194989792
Long
LON
CORP
US
N
2
2030-11-11
Floating
9.81000000
N
N
N
N
N
N
Electron Bidco Inc
N/A
Electron Bidco Inc 2021 Term Loan
28542CAC3
784000.00000000
PA
USD
786519.78000000
0.063753159746
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.44500000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods Inc 2019 Term Loan B
90351HAD0
1283687.50000000
PA
USD
1287441.00000000
0.104356474973
Long
LON
CORP
US
N
2
2026-09-13
Floating
7.44200000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
257000.00000000
PA
258767.00000000
0.020974951053
Long
DBT
NUSS
CI
Y
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCN91
1988319.38000000
PA
USD
404563.15000000
0.032792791466
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Virgin Media Ireland Ltd
213800K1R3GMY77CNR32
Virgin Media Ireland Ltd EUR Term Loan
000000000
1000000.00000000
PA
1057211.41000000
0.085694688959
Long
LON
CORP
IE
N
2
2029-07-15
Floating
7.35900000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
1268000.00000000
PA
USD
1258715.20000000
0.102028039550
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
702000.00000000
PA
USD
703481.92000000
0.057022336074
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
825000.00000000
PA
USD
760781.59000000
0.061666891886
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CQ1
370000.00000000
PA
USD
362137.50000000
0.029353883366
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint Inc 1st Lien Term Loan
74345HAB7
2450000.00000000
PA
USD
2453062.50000000
0.198838591740
Long
LON
CORP
US
N
2
2028-08-31
Floating
8.69500000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
000000000
255000.00000000
PA
282679.31000000
0.022913218034
Long
DBT
CORP
FR
Y
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
000000000
100000.00000000
PA
97628.47000000
0.007913498938
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
1040094.56000000
0.084307243532
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.39600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384GQP8
3000000.00000000
PA
USD
3057402.30000000
0.247824736514
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
6.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CA7
1125000.00000000
PA
USD
1202654.25000000
0.097483891022
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
8.75000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
1486982.56000000
PA
USD
1468164.50000000
0.119005431628
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
8.68500000
N
N
N
N
N
N
FORVIA SE
969500F0VMZLK2IULV85
Forvia SE
000000000
100000.00000000
PA
97863.99000000
0.007932589550
Long
DBT
CORP
FR
Y
2
2029-06-15
Fixed
2.37500000
N
N
N
N
N
N
Focus Financial Partners LLC
5493007L0E0VKRC2CP39
Focus Financial Partners LLC 2024 Term Loan B7
34416DAZ1
4302790.99000000
PA
USD
4295618.24000000
0.348191161659
Long
LON
CORP
US
N
2
2028-06-30
Floating
8.08000000
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
1976126.00000000
0.160179412853
Long
ABS-CBDO
CORP
KY
N
2
2032-01-14
Floating
12.07600000
N
N
N
N
N
N
IGT Holding IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB 2021 EUR Term Loan B1A
000000000
1000000.00000000
PA
1065364.28000000
0.086355538485
Long
LON
CORP
SE
N
2
2028-03-31
Floating
7.05200000
N
N
N
N
N
N
Ditech Holding Corp
Z4TM9IUZR644E7BFXU45
Ditech Holding Corp 2013 Term Loan
93317CAL0
2173198.07000000
PA
USD
239051.79000000
0.019376889613
Long
LON
CORP
US
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
639000.00000000
PA
USD
599147.17000000
0.048565244272
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
500000.00000000
PA
356986.04000000
0.028936319993
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
1957880.00000000
0.158700441589
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
12.81600000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
225000.00000000
PA
USD
220555.89000000
0.017877662133
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
154915AA0
1071000.00000000
PA
USD
1111163.57000000
0.090067904691
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC 2023 Term Loan B
23340DAR3
1229322.45000000
PA
USD
1233932.41000000
0.100019213822
Long
LON
CORP
US
N
2
2030-01-31
Floating
9.33000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC 2021 Term Loan
04349HAK0
635375.00000000
PA
USD
632822.06000000
0.051294839504
Long
LON
CORP
US
N
2
2028-12-11
Floating
8.92700000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
1094000.00000000
PA
USD
960570.55000000
0.077861243009
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
468567.82000000
0.037980836388
Long
DBT
CORP
FR
Y
2
2028-09-06
Fixed
7.50000000
N
N
N
N
N
N
Oxbow Carbon LLC
IH5EFCAY91O8SVS0VX92
Oxbow Carbon LLC 2023 Term Loan B
69138EBE8
521062.50000000
PA
USD
522039.49000000
0.042315104904
Long
LON
CORP
US
N
2
2030-05-10
Floating
9.43000000
N
N
N
N
N
N
INEOS US Finance LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC 2023 USD Term Loan B
000000000
771125.00000000
PA
USD
772088.91000000
0.062583432571
Long
LON
CORP
US
N
2
2030-02-18
Floating
8.93000000
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
1037607.42000000
0.084105642710
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9Z50
1120507.48000000
PA
USD
50494.21000000
0.004092923685
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.58000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
225000.00000000
PA
USD
166043.25000000
0.013459015413
Long
DBT
NUSS
ZM
Y
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109DE8
275000.00000000
PA
USD
273205.10000000
0.022145264272
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAE1
200000.00000000
PA
USD
208504.44000000
0.016900804289
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
GoTo Group Inc
549300D12V5KRBV00592
GoTo Group Inc 2024 First Out Term Loan
38349FAC0
949862.93000000
PA
USD
907712.76000000
0.073576733941
Long
LON
CORP
US
N
2
2028-04-30
Floating
10.17300000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2023 Second Out Term Loan
000000000
990024.86000000
PA
USD
767269.27000000
0.062192765627
Long
LON
CORP
US
N
2
2027-02-28
Floating
12.31200000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAF9
1220000.00000000
PA
USD
1230999.13000000
0.099781450103
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.25000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-366.24000000
-0.00002968642
N/A
DFE
GB
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
126195.90000000
USD
99680.00000000
GBP
2024-04-30
-366.24000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6658.15000000
0.000539691577
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
500000.00000000
EUR
547325.40000000
USD
2024-05-31
6658.15000000
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC 2024 Term Loan B
68764JAH4
1023298.94000000
PA
USD
1028141.19000000
0.083338335786
Long
LON
CORP
US
N
2
2028-10-05
Floating
8.43600000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1110000.00000000
PA
USD
76270.32000000
0.006182265238
Long
DBT
NUSS
LB
N
2
2020-03-09
None
0.00000000
Y
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
1472000.00000000
PA
USD
1400801.13000000
0.113545139595
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
HEATHROW FINANCE PLC
549300F740QSGMPHQJ60
Heathrow Finance PLC
000000000
220000.00000000
PA
275168.06000000
0.022304376485
Long
DBT
CORP
GB
Y
2
2031-03-01
Fixed
6.62500000
N
N
N
N
N
N
2024-04-25
Eaton Vance Ltd Duration Income Fund
James Kirchner
James Kirchner
Treasurer