0001752724-23-219521.txt : 20230927
0001752724-23-219521.hdr.sgml : 20230927
20230927135904
ACCESSION NUMBER: 0001752724-23-219521
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230731
FILED AS OF DATE: 20230927
DATE AS OF CHANGE: 20230927
PERIOD START: 20230731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Hartford Funds Exchange-Traded Trust
CENTRAL INDEX KEY: 0001501825
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23222
FILM NUMBER: 231284030
BUSINESS ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
BUSINESS PHONE: 610-386-4068
MAIL ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: Hartford Active Exchange-Traded Fund Trust
DATE OF NAME CHANGE: 20100921
0001501825
S000073404
Hartford Sustainable Income ETF
C000230284
Hartford Sustainable Income ETF
HSUN
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001501825
XXXXXXXX
S000073404
C000230284
Hartford Funds Exchange-Traded Trust
811-23222
0001501825
549300IA3XO4BB2LUL19
690 LEE ROAD
WAYNE
19087
610-386-4068
Hartford Sustainable Income ETF
S000073404
5493008HCG7WQT8RZC73
2023-07-31
2023-07-31
N
57064471.88
3901864.91
53162606.97
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
549900.00000000
0.00000000
0.00000000
2084399.33000000
CAD
EUR
GBP
USD
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
2145000.00000000
PA
USD
1880645.50000000
3.537534382129
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP23
000000000
-41.00000000
NC
17705.99000000
0.033305345635
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEU3 Comdty
2023-09-07
-4767549.12000000
EUR
17705.99000000
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAC1
45000.00000000
PA
USD
46899.12000000
0.088218247134
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
440000.00000000
PA
USD
316339.43000000
0.595041229220
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F 2.88000 99D0UTL09 CCPOIS
000000000
190000.00000000
OU
Notional Amount
USD
17254.22000000
0.032455556609
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-03-15
2181.41000000
USD
0.00000000
USD
190000.00000000
USD
15072.81000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754QAF5
80000.00000000
PA
USD
85200.65000000
0.160264243715
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
10.42000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810TE8
125628.30000000
PA
USD
80176.37000000
0.150813465647
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.13000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7649.85000000
0.014389531356
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
38900000.00000000
JPY
283662.37000000
USD
2023-09-20
7649.85000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
433732.00000000
PA
USD
433732.00000000
0.815859162521
Long
RA
CORP
US
N
2
Repurchase
N
5.28000000
2023-08-01
454000.00000000
USD
443216.50000000
USD
ADAS
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
30000.00000000
PA
USD
30226.69000000
0.056857049950
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
189000.00000000
PA
133402.01000000
0.250932032124
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.88000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AE0
40000.00000000
PA
USD
40000.00000000
0.075240854953
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.75000000
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
Ionis Pharmaceuticals, Inc.
USD
XXXX
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
85000000.00000000
PA
97655.25000000
0.183691612518
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
975843.00000000
PA
USD
657874.47000000
1.237475939378
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
200000.00000000
PA
USD
164880.00000000
0.310142804119
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAE8
17852.35000000
PA
USD
17806.86000000
0.033495084261
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
8.92000000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
000000000
200000.00000000
PA
USD
84782.31000000
0.159477337234
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.38000000
N
N
N
N
N
N
STEM INC
549300GVWIYFILN5V546
Stem Inc
85859NAA0
30000.00000000
PA
USD
18488.33000000
0.034776943896
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.50000000
N
N
N
N
Y
Stem Inc
Stem Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797GF8
1065000.00000000
PA
USD
1063933.78000000
2.001282180537
Long
STIV
UST
US
N
2
2023-08-08
None
0.00000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
100000.00000000
PA
USD
98405.75000000
0.185103319059
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Installed Building Products, Inc.
549300I95Y9P9YM5FI86
Installed Building Products Inc 2021 Term Loan B
45780YAW6
113275.00000000
PA
USD
113487.96000000
0.213473278434
Long
LON
CORP
US
N
2
2028-12-14
Variable
7.68000000
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify Inc
82509LAA5
45000.00000000
PA
USD
40770.00000000
0.076689241411
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.13000000
N
N
N
N
Y
Shopify Inc
Shopify Inc
USD
XXXX
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
20000.00000000
PA
USD
20087.39000000
0.037784809934
Long
DBT
CORP
XX
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XGQ1
65000.00000000
PA
USD
71893.64000000
0.135233473483
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Floating
10.68000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
150000.00000000
PA
127679.64000000
0.240168131845
Long
DBT
NUSS
HU
N
2
2032-04-28
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
90000.00000000
PA
USD
92337.30000000
0.173688434903
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
8.82000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
200000.00000000
PA
USD
203650.00000000
0.383070002783
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
400000.00000000
PA
397810.78000000
0.748290579926
Long
DBT
CORP
DE
N
2
2032-06-24
Fixed
4.00000000
N
N
N
N
N
N
FS LUXEMBOURG SARL
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
000000000
200000.00000000
PA
USD
206089.80000000
0.387659318731
Long
DBT
CORP
LU
N
2
2025-12-15
Fixed
10.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R09
20753DAB4
85000.00000000
PA
USD
90551.85000000
0.170329965291
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
9.82000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
24000.00000000
PA
USD
68352.00000000
0.128571572945
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2.00000000
N
N
N
N
Y
MercadoLibre Inc
MercadoLibre Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
826257.70000000
PA
USD
757437.85000000
1.424756785210
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
190741.22000000
0.358788311693
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAF3
155000.00000000
PA
USD
166431.25000000
0.313060738526
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
10.67000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS
000000000
125000.00000000
OU
Notional Amount
USD
2769.33000000
0.005209168921
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-06-21
0.00000000
USD
-1303.44000000
USD
125000.00000000
USD
4072.77000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
400000.00000000
PA
444282.84000000
0.835705518073
Long
DBT
CORP
FR
N
2
2028-09-23
Fixed
7.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
32000.00000000
PA
USD
30732.37000000
0.057808244838
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
198497.47000000
PA
USD
196331.86000000
0.369304425027
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.68000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
230000.00000000
PA
USD
218889.99000000
0.411736749711
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
200000.00000000
PA
USD
196800.00000000
0.370185006373
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
TELECOM ARGENTINA SA
549300MKPIRSJD8SB782
Telecom Argentina SA
000000000
210000.00000000
PA
USD
195417.60000000
0.367584682425
Long
DBT
CORP
AR
N
2
2026-07-18
Fixed
8.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
569.34000000
0.001070940708
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
6100000.00000000
JPY
43851.51000000
USD
2023-09-20
569.34000000
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAL2
100000.00000000
PA
USD
32589.64000000
0.061301809405
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.72000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAF2
15000.00000000
PA
USD
15215.63000000
0.028620925246
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
8.97000000
N
N
N
N
N
N
Heathrow Finance PLC
549300F740QSGMPHQJ60
Heathrow Finance PLC
000000000
100000.00000000
PA
110164.79000000
0.207222324635
Long
DBT
CORP
GB
N
2
2027-03-01
Variable
3.88000000
N
N
N
N
N
N
AEGEA FINANCE SARL
213800V6WTKUT1XWIZ47
Aegea Finance Sarl
000000000
200000.00000000
PA
USD
189347.94000000
0.356167522233
Long
DBT
CORP
LU
N
2
2029-05-20
Fixed
6.75000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAA4
125000.00000000
PA
USD
119973.78000000
0.225673244481
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
175000.00000000
PA
USD
182592.71000000
0.343460790218
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
9.42000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
205000.00000000
PA
USD
179387.83000000
0.337432342438
Long
DBT
CORP
VG
N
2
2027-04-27
Fixed
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AH0
10000.00000000
PA
USD
11002.55000000
0.020696031716
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S9D0VK8V4 CDS USD R F 5.00000 1 CCPCDX / Short: S9D0VK8V4 CDS USD P V 03MEVENT 2 CCPCDX
000000000
1675000.00000000
OU
Notional Amount
USD
69916.14000000
0.131513753716
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S40
2I65BRZI4
Y
sell protection
2028-06-20
0.00000000
USD
-798.15000000
USD
1675000.00000000
USD
70714.29000000
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
200000.00000000
PA
196683.97000000
0.369966751463
Long
DBT
CORP
NL
N
2
2027-06-29
Fixed
4.38000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
215000.00000000
PA
USD
208550.00000000
0.392287007515
Long
DBT
CORP
CZ
N
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
2000000.00000000
PA
60743.09000000
0.114259050603
Long
DBT
NUSS
XX
N
2
2023-12-06
Fixed
10.00000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AT3
120000.00000000
PA
USD
118941.98000000
0.223732406627
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25000000
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278AB7
76000.00000000
PA
USD
95798.00000000
0.180198085571
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.00000000
N
N
N
N
Y
MIDDLEBY CORP
MIDDLEBY CORP
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAJ5
27000.00000000
PA
USD
35680.50000000
0.067115783129
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.13000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
35000.00000000
PA
USD
30716.82000000
0.057778994956
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US 10YR ULTRA FUT SEP23
000000000
23.00000000
NC
USD
-65259.02000000
-0.12275361145
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
2755899.65000000
USD
-65259.02000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
31000.00000000
0.058311662589
Long
DBT
NUSS
UA
N
2
2029-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners LLC
69362NAC0
100000.00000000
PA
USD
89649.93000000
0.168633434493
Long
ABS-O
CORP
US
N
2
2052-01-25
Variable
5.44000000
N
N
N
N
N
N
EMERIA SASU
969500SA2FHM81LPJ311
Emeria SASU
000000000
100000.00000000
PA
101985.91000000
0.191837676541
Long
DBT
CORP
FR
N
2
2028-03-31
Fixed
7.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
125000.00000000
PA
USD
132228.34000000
0.248724333768
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
575000.00000000
PA
USD
548585.94000000
1.031901878531
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
500000.00000000
PA
118547.54000000
0.222990456556
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754FAL6
200000.00000000
PA
USD
211588.22000000
0.398001964274
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
9.53000000
N
N
N
N
N
N
STONECO LTD
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
250000.00000000
PA
USD
198465.70000000
0.373318223675
Long
DBT
CORP
KY
N
2
2028-06-16
Fixed
3.95000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
325000.00000000
PA
USD
269562.75000000
0.507053294342
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043QAA5
40000.00000000
PA
USD
39032.19000000
0.073420383658
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.00000000
N
N
N
N
N
Alnylam Pharmaceuticals Inc
Alnylam Pharmaceuticals Inc
USD
XXXX
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
55000.00000000
PA
USD
55275.00000000
0.103973456439
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
8.47000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AK4
30000.00000000
PA
USD
29983.65000000
0.056399886515
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DJ6
200000.00000000
PA
USD
207908.80000000
0.391080896610
Long
DBT
NUSS
TR
N
2
2030-07-13
Fixed
9.13000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
15000.00000000
PA
USD
12689.44000000
0.023869107862
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.88000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AP9
100000.00000000
PA
USD
84726.00000000
0.159371416920
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
110000.00000000
PA
USD
93504.40000000
0.175883774948
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
216000.00000000
PA
USD
199261.23000000
0.374814632609
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
30000.00000000
PA
USD
29697.08000000
0.055860842220
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.38000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
100000.00000000
PA
96912.41000000
0.182294314601
Long
DBT
CORP
IT
N
2
2027-04-24
Fixed
1.75000000
N
N
N
N
N
Nexi SpA
Nexi SpA
EUR
XXXX
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
20000.00000000
PA
USD
15389.35000000
0.028947696279
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
250000.00000000
PA
USD
218889.18000000
0.411735226083
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
60000.00000000
PA
USD
53933.71000000
0.101450461280
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
200000.00000000
PA
USD
194720.39000000
0.366273215513
Long
DBT
CORP
CR
N
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
100000.00000000
PA
103644.98000000
0.194958422671
Long
DBT
CORP
XX
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAE6
230000.00000000
PA
USD
231146.14000000
0.434790829822
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
8.58000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754HAD0
157627.69000000
PA
USD
161359.21000000
0.303520122877
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
9.28000000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc 2018 USD Term Loan B3
44969CBJ8
250000.00000000
PA
USD
249915.00000000
0.470095456644
Long
LON
CORP
US
N
2
2025-06-11
Floating
7.29000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
200000.00000000
PA
USD
192874.86000000
0.362801734137
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
100000.00000000
PA
92516.11000000
0.174024780335
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.38000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc Term Loan C
33718FAB6
53921.57000000
PA
USD
52414.46000000
0.098592719558
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.50000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
155000.00000000
PA
USD
148031.08000000
0.278449625473
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
ZORLU YENILENEBILIR
7890003XL281DFSLEQ74
Zorlu Yenilenebilir Enerji AS
000000000
400000.00000000
PA
USD
360824.00000000
0.678717656196
Long
DBT
CORP
TR
N
2
2026-06-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
331185.33000000
PA
USD
323513.60000000
0.608535996330
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
579063AB4
193000.00000000
PA
USD
166766.20000000
0.313690786635
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
200000.00000000
PA
216441.67000000
0.407131407461
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
3.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S9D0VHQQ2 CDS EUR R F 5.00000 1 CCPITRAXX / Short: S9D0VHQQ2 CDS EUR P V 03MEVENT 2 CCPITRAXX
000000000
2240000.00000000
OU
Notional Amount
130962.52000000
0.246343299292
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S39
2I667KKC1
Y
sell protection
2028-06-20
15625.77000000
EUR
0.00000000
EUR
2240000.00000000
EUR
153548.95000000
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding Inc 2021 Term Loan B5
05350NAL8
117855.59000000
PA
USD
117753.06000000
0.221496022695
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.67000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
200000.00000000
PA
USD
166250.00000000
0.312719803402
Long
DBT
CORP
CH
N
2
2027-02-12
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F 2.97000 99D0UXBE1 CCPOIS
000000000
280000.00000000
OU
Notional Amount
USD
20820.94000000
0.039164633163
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-03-15
891.90000000
USD
0.00000000
USD
280000.00000000
USD
19929.04000000
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy Inc
29355AAK3
74000.00000000
PA
USD
66677.22000000
0.125421275968
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2175.96000000
-0.00409302726
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
185000.00000000
CAD
138470.98000000
USD
2023-09-20
-2175.96000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
100000.00000000
PA
USD
92442.04000000
0.173885453082
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
80000.00000000
PA
USD
80644.80000000
0.151694592489
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
90308.00000000
0.169871278229
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
Y
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
57906HAD9
153450.00000000
PA
USD
148188.20000000
0.278745171551
Long
LON
CORP
US
N
2
2029-03-01
Variable
8.96000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
300000.00000000
PA
USD
263738.25000000
0.496097285351
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
200000.00000000
PA
USD
189747.52000000
0.356919140754
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc 2020 1st Lien Term Loan
69515EAH5
137537.68000000
PA
USD
136269.58000000
0.256325992585
Long
LON
CORP
US
N
2
2027-11-30
Variable
9.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP23
000000000
-7.00000000
NC
7798.96000000
0.014670010453
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Futures
RXU3 Comdty
2023-09-07
-938073.56000000
EUR
7798.96000000
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AR4
40000.00000000
PA
USD
36782.29000000
0.069188273669
Long
DBT
US
N
2
2028-03-15
Fixed
7.55000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21636.55000000
0.040698813006
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
4972000.00000000
EUR
5512437.01000000
USD
2023-08-31
21636.55000000
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
163000.00000000
PA
USD
140546.75000000
0.264371440774
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1630000.00000000
PA
82179.41000000
0.154581226700
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP23
000000000
-9.00000000
NC
19835.20000000
0.037310435154
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBU3 Comdty
2023-09-07
-1229210.29000000
EUR
19835.20000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
000000000
200000.00000000
PA
USD
204375.20000000
0.384434119484
Long
DBT
CORP
AT
N
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
60000.00000000
PA
USD
58899.11000000
0.110790484810
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
89282.11000000
0.167941557212
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
Y
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AC7
25000.00000000
PA
USD
26143.85000000
0.049177140644
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
9.82000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
000000000
200000.00000000
PA
USD
187500.00000000
0.352691507596
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAB5
58000.00000000
PA
USD
62988.00000000
0.118481774295
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
200000.00000000
PA
170688.04000000
0.321067851500
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YAF9
25000.00000000
PA
USD
26336.00000000
0.049538578901
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
10.32000000
N
N
N
N
N
N
SOLAR EDGE TECHNOLOGIES
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417MAD6
55000.00000000
PA
USD
61930.00000000
0.116491653682
Long
DBT
CORP
US
N
2
2025-09-15
None
0.00000000
N
N
N
N
Y
SOLAR EDGE TECHNOLOGIES
SOLAR EDGE TECHNOLOGIES
USD
XXXX
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
000000000
230000.00000000
PA
USD
217350.00000000
0.408839995605
Long
DBT
CORP
LU
N
2
2028-01-10
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US 2YR NOTE (CBT) SEP23
000000000
62.00000000
NC
USD
-37958.16000000
-0.07140011027
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
12625895.66000000
USD
-37958.16000000
N
N
N
FRST STU BID/FRST TRANS
N/A
First Student Bidco Inc / First Transit Parent Inc
337120AA7
285000.00000000
PA
USD
241487.13000000
0.454242453038
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
Invesco CLO LTD
54930008KXQ75MGXPQ71
Invesco US CLO 2023-1 Ltd
46146KAA1
250000.00000000
PA
USD
252170.00000000
0.474337159843
Long
ABS-CBDO
CORP
US
N
2
2035-04-22
Floating
13.23000000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887109
17.00000000
NS
USD
4736.54000000
0.008909532978
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
75000.00000000
PA
USD
71557.61000000
0.134601393871
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
300000.00000000
PA
USD
260823.00000000
0.490613637790
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
ATLANTICA JERSEY LTD
213800OA1OT1SY5CO984
Atlantica Sustainable Infrastructure Jersey Ltd
04916EAB0
42000.00000000
PA
USD
40008.90000000
0.075257596044
Long
DBT
CORP
JE
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
Y
Atlantica Sustainable Infrastructure PLC
Atlantica Sustainable Infrastructure PLC
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
295000.00000000
PA
USD
274580.47000000
0.516491732910
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AN3
45000.00000000
PA
USD
40967.73000000
0.077061175767
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
4068.78000000
0.007653462145
N/A
DFE
KZ
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
86612.58000000
USD
42700000.00000000
KZT
2024-03-20
4068.78000000
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
140000.00000000
PA
USD
134490.36000000
0.252979241736
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.13000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
45000.00000000
PA
USD
33185.42000000
0.062422484320
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
145000.00000000
PA
USD
132312.50000000
0.248882640527
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
JOLLIBEE WORLDWIDE PTE L
213800FIP2SRT2BTBR79
Jollibee Worldwide Pte Ltd
000000000
200000.00000000
PA
USD
190000.00000000
0.357394061030
Long
DBT
CORP
SG
N
2
2025-01-23
Fixed
3.90000000
N
N
N
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
100000.00000000
PA
60320.31000000
0.113463792387
Long
DBT
NUSS
BG
N
2
2050-09-23
Fixed
1.38000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
160000.00000000
PA
USD
152808.42000000
0.287435904123
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
BANCO DE CREDITO SOCIAL
95980020140005881190
Banco de Credito Social Cooperativo SA
000000000
100000.00000000
PA
93562.43000000
0.175992930619
Long
DBT
CORP
ES
N
2
2031-11-27
Fixed
5.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
95000.00000000
PA
USD
87011.37000000
0.163670246737
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3M4
165000.00000000
PA
USD
176881.93000000
0.332718690977
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
8.93000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRHY5YZIPQD14
Freddie Mac STACR REMIC Trust 2023-HQA1
35564KY37
25000.00000000
PA
USD
26750.17000000
0.050317641524
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
10.57000000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAD8
80000.00000000
PA
USD
72000.00000000
0.135433538916
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2022-REV1
05356GAA1
150000.00000000
PA
USD
149157.15000000
0.280567787212
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
6.54000000
N
N
N
N
N
N
Zelis Healthcare Corporation
549300U8NGLZN5R1Y309
Zelis Healthcare Corporation 2021 Term Loan
98932TAD5
195485.03000000
PA
USD
195180.07000000
0.367137883418
Long
LON
CORP
US
N
2
2026-09-30
Variable
8.93000000
N
N
N
N
N
N
FORVIA
969500F0VMZLK2IULV85
Forvia
000000000
200000.00000000
PA
205625.65000000
0.386786242661
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AC0
50000.00000000
PA
USD
41448.88000000
0.077966229202
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.13000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F713
1049.00000000
NS
USD
47970.77000000
0.090234043689
Long
EP
CORP
US
N
1
N
N
N
Home Re Ltd
N/A
Home RE 2022-1 Ltd
43730GAC5
165000.00000000
PA
USD
169096.74000000
0.318074582187
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
10.57000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
60000.00000000
PA
USD
54977.26000000
0.103413401135
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US ULTRA BOND CBT SEP23
000000000
-5.00000000
NC
USD
3179.29000000
0.005980312443
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
-664273.04000000
USD
3179.29000000
N
N
N
Zephyr German BidCo GmbH
529900TJ6NYOFABGF758
Zephyr German BidCo GmbH EUR Term Loan B1
000000000
150000.00000000
PA
156774.40000000
0.294895997272
Long
LON
CORP
DE
N
2
2028-03-10
Floating
7.46000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
2772130.10000000
PA
76887.80000000
0.144627595188
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
100000.00000000
PA
61565.31000000
0.115805663997
Long
DBT
NUSS
MX
N
2
2051-10-25
Fixed
2.13000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
First Student Bidco Inc Term Loan B
33718FAD2
143856.44000000
PA
USD
139835.65000000
0.263033846475
Long
LON
CORP
US
N
2
2028-07-21
Variable
8.50000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group Inc 2021 Term Loan B
00213NAM4
220323.78000000
PA
USD
219980.07000000
0.413787213490
Long
LON
CORP
US
N
2
2028-07-10
Floating
10.75000000
N
N
N
N
N
N
IVC Acquisition Ltd
5493000Y4FS5LU4IPV32
IVC Acquisition Ltd 2021 EUR Term Loan B5
000000000
290000.00000000
PA
318048.20000000
0.598255462113
Long
LON
CORP
GB
N
2
2026-02-13
Floating
7.69000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
1670000000.00000000
PA
110166.84000000
0.207226180729
Long
DBT
NUSS
XX
N
2
2025-01-24
Fixed
5.75000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
810000.00000000
PA
112442.86000000
0.211507422996
Long
DBT
NUSS
XX
N
2
2025-01-21
Fixed
2.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
25000.00000000
PA
USD
24865.27000000
0.046772104336
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7 Inc
753422AD6
50000.00000000
PA
USD
51275.00000000
0.096449370944
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
159000.00000000
PA
USD
136025.98000000
0.255867775778
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.63000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
183053.53000000
PA
USD
183739.98000000
0.345618829610
Long
LON
CORP
US
N
2
2030-06-20
Variable
9.58000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
316800.00000000
PA
USD
313660.51000000
0.590002123441
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.59000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
35000.00000000
PA
USD
30463.70000000
0.057302870826
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
AEGEA FINANCE SARL
213800V6WTKUT1XWIZ47
Aegea Finance Sarl
00775CAB2
400000.00000000
PA
USD
378695.88000000
0.712335044467
Long
DBT
CORP
LU
N
2
2029-05-20
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AD5
25000.00000000
PA
USD
26036.82000000
0.048975814927
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
11.92000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
255000.00000000
PA
254118.31000000
0.478001972595
Long
DBT
CORP
SE
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co. Inc 2019 Term Loan
02474RAH6
195678.18000000
PA
USD
195286.82000000
0.367338682450
Long
LON
CORP
US
N
2
2027-01-15
Variable
7.42000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAB2
15000.00000000
PA
USD
15510.95000000
0.029176428478
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
8.67000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
100000.00000000
PA
USD
86682.00000000
0.163050694727
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
2485000.00000000
PA
148780.12000000
0.279858585723
Long
DBT
NUSS
XX
N
2
2023-07-30
Fixed
7.50000000
N
N
N
N
N
N
PEOPLECERT WISDOM ISSUER
213800PZ81RFLCN9GD51
PeopleCert Wisdom Issuer PLC
000000000
200000.00000000
PA
212461.47000000
0.399644566188
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
5.75000000
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC Group NV
48241FAB0
400000.00000000
PA
USD
399490.12000000
0.751449454360
Long
DBT
CORP
BE
N
2
2029-01-19
Fixed
5.80000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1913.66000000
-0.00359963536
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
220000.00000000
AUD
146600.30000000
USD
2023-09-20
-1913.66000000
N
N
N
CREDIT MUTUEL ARKEA
96950041VJ1QP0B69503
Credit Mutuel Arkea SA
000000000
300000.00000000
PA
288795.00000000
0.543229567660
Long
DBT
CORP
FR
N
2
2029-06-11
Fixed
1.25000000
N
N
N
N
N
N
DAH SING BANK LTD
54930092R8KXPUNCUI17
Dah Sing Bank Ltd
000000000
250000.00000000
PA
USD
216930.77000000
0.408051415015
Long
DBT
CORP
HK
N
2
2031-11-02
Fixed
3.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
125000.00000000
PA
USD
98837.50000000
0.185915450037
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
200000.00000000
PA
207432.95000000
0.390185812590
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
American Money Management Corporation
549300ZW9D4NPX7LOC22
AMMC CLO 22 Ltd
00176NAJ6
549000.00000000
PA
USD
469148.50000000
0.882478356008
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
11.36000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
123000.00000000
PA
USD
112794.69000000
0.212169222746
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.63000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
100000.00000000
PA
103716.48000000
0.195092915700
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
125000.00000000
PA
USD
116466.30000000
0.219075599632
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
15026.13000000
0.028264471696
Long
DBT
CORP
KY
N
2
2027-04-12
None
0.00000000
Y
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
230000.00000000
PA
USD
217362.97000000
0.408864392452
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.63000000
N
N
N
N
N
N
ITELYUM REGENERATION SPA
815600051FBC23AA8A45
Itelyum Regeneration Spa
000000000
100000.00000000
PA
102098.59000000
0.192049630029
Long
DBT
CORP
IT
N
2
2026-10-01
Fixed
4.63000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
188000.00000000
PA
USD
170610.00000000
0.320921056592
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
190000.00000000
PA
USD
168030.30000000
0.316068585753
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
8800000.00000000
PA
104446.09000000
0.196465327704
Long
DBT
NUSS
XX
N
2
2026-10-06
Fixed
6.20000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4
000000000
250000.00000000
PA
275102.87000000
0.517474378476
Long
LON
CORP
DE
N
2
2025-07-15
Floating
6.28000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-NPL6 LLC
69362GAB7
105000.00000000
PA
USD
89675.36000000
0.168681268867
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
5.07000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
157000.00000000
PA
USD
127843.47000000
0.240476299576
Long
DBT
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDQ0
135000.00000000
PA
USD
131058.00000000
0.246522899213
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
68000.00000000
PA
USD
67184.00000000
0.126374539980
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.13000000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754LAF6
10000.00000000
PA
USD
10052.65000000
0.018909249513
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
8.22000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
80000.00000000
PA
USD
67812.33000000
0.127556442140
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
400000.00000000
PA
USD
365865.69000000
0.688201182847
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
100000.00000000
PA
89903.50000000
0.169110405083
Long
DBT
CORP
NL
N
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
200000.00000000
PA
USD
168124.00000000
0.316244837456
Long
DBT
CORP
FR
N
2
2026-05-26
Fixed
4.75000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AN1
20000.00000000
PA
USD
19577.99000000
0.036826617646
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
1675000.00000000
PA
USD
1613234.38000000
3.034528349804
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
200000.00000000
PA
199561.63000000
0.375379691429
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
3.75000000
N
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
000000000
200000.00000000
PA
USD
164976.72000000
0.310324736507
Long
DBT
MX
N
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
VENA ENERGY CAP PTE LTD
254900WSETM7TQMYGS40
Vena Energy Capital Pte Ltd
000000000
200000.00000000
PA
USD
187897.39000000
0.353439006680
Long
DBT
CORP
SG
N
2
2025-02-26
Fixed
3.13000000
N
N
N
N
N
N
Emrld Borrower LP
98450099EE3A0ZD5F786
Emrld Borrower LP Term Loan B
26872NAC3
121055.04000000
PA
USD
121040.51000000
0.227679786411
Long
LON
CORP
US
N
2
2030-05-31
Variable
8.26000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
150000.00000000
PA
USD
125652.57000000
0.236355169848
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
55000.00000000
PA
USD
43462.47000000
0.081753835030
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods Inc 2021 Term Loan B
90351HAE8
104216.67000000
PA
USD
104233.34000000
0.196065140407
Long
LON
CORP
US
N
2
2028-11-22
Variable
8.18000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
45000.00000000
PA
26136.56000000
0.049163427998
Long
DBT
NUSS
HU
N
2
2050-11-17
Fixed
1.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
145000.00000000
PA
USD
134502.42000000
0.253001926854
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US 5YR NOTE (CBT) SEP23
000000000
55.00000000
NC
USD
-115632.89000000
-0.21750793760
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
5990750.11000000
USD
-115632.89000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAJ4
20000.00000000
PA
USD
20325.00000000
0.038231759423
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
10.97000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAG5
50000.00000000
PA
USD
53282.69000000
0.100225878746
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
12.07000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2023 Term Loan B11
04649VBC3
200000.00000000
PA
USD
191500.00000000
0.360215593091
Long
LON
CORP
US
N
2
2028-08-19
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-517.62000000
-0.00097365428
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
171000.00000000
CAD
129450.33000000
USD
2023-08-31
-517.62000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
45850000.00000000
PA
102580.92000000
0.192956903068
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
PARTS EUROPE SA
969500DL3O9K7T2M4M15
Parts Europe SA
000000000
120000.00000000
PA
132504.51000000
0.249243815441
Long
DBT
CORP
FR
N
2
2025-07-16
Fixed
6.50000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
400000.00000000
PA
USD
54195.86000000
0.101943571034
Long
DBT
CORP
KY
N
2
2030-10-22
Fixed
3.88000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
59846.00000000
0.112571605139
Long
DBT
NUSS
UA
N
2
2035-03-15
Fixed
7.25000000
N
Y
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
000000000
100000.00000000
PA
99104.95000000
0.186418529204
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.50000000
N
N
N
N
N
N
Xplornet Communications, Inc.
N/A
Xplornet Communications Inc 2021 Term Loan
000000000
142216.26000000
PA
USD
114595.02000000
0.215555681956
Long
LON
CORP
CA
N
2
2028-10-02
Variable
9.43000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
239000.00000000
PA
USD
213364.86000000
0.401343862087
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH77
150000.00000000
PA
USD
163771.32000000
0.308057353343
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
10.82000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
400000.00000000
PA
USD
352583.14000000
0.663216422398
Long
DBT
CORP
HK
N
2
2026-04-07
Fixed
2.70000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
200000.00000000
PA
204028.72000000
0.383782383198
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
3.88000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 5YR BOND FUT SEP23
000000000
31.00000000
NC
-11448.21000000
-0.02153432770
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 5 Year Canadian Bond Futures
XQU3 Comdty
2023-09-20
3394068.71000000
CAD
-11448.21000000
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
05466AAA1
200000.00000000
PA
USD
183540.00000000
0.345242662955
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
200000.00000000
PA
181141.98000000
0.340731936080
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
40000.00000000
PA
USD
37188.74000000
0.069952814806
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.38000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
211.42000000
0.000397685538
N/A
DFE
US
N
2
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
26000.00000000
EUR
28950.48000000
USD
2023-09-20
211.42000000
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
400000.00000000
PA
USD
399500.00000000
0.751468038851
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-9675.92000000
-0.01820061233
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
233000.00000000
GBP
290177.97000000
USD
2023-09-20
-9675.92000000
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
250000.00000000
PA
USD
12500.00000000
0.023512767173
Long
DBT
CORP
MX
N
2
2029-01-28
None
0.00000000
Y
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAN6
42000.00000000
PA
USD
33936.00000000
0.063834341342
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.25000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments Inc 2022 USD Term Loan B
55314NAS3
198500.00000000
PA
USD
197942.22000000
0.372333546606
Long
LON
CORP
US
N
2
2029-08-17
Variable
8.16000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
49000.00000000
PA
USD
60168.03000000
0.113177350452
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.13000000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
10000.00000000
PA
USD
7824.63000000
0.014718296272
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTJ8
115000.00000000
PA
USD
122547.45000000
0.230514372760
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
10.32000000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC 2023 Term Loan
38017BAU0
169726.53000000
PA
USD
169874.19000000
0.319536982254
Long
LON
CORP
US
N
2
2029-11-09
Variable
7.85000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
000000000
200000.00000000
PA
USD
133200.00000000
0.250552046996
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
100000.00000000
PA
109014.67000000
0.205058924332
Long
DBT
CORP
LU
N
2
2030-06-15
Fixed
7.38000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer Inc 2021 2nd Lien Term Loan
24022KAJ8
200000.00000000
PA
USD
185750.00000000
0.349399720192
Long
LON
CORP
US
N
2
2029-02-19
Variable
12.26000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
581200000.00000000
PA
122959.97000000
0.231290331697
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AQ0
25000.00000000
PA
USD
25116.02000000
0.047243770445
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.38000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BZ3
125000.00000000
PA
USD
104657.26000000
0.196862542988
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.63000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAH9
100000.00000000
PA
USD
87478.15000000
0.164548269894
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.13000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92660FAF1
170000.00000000
PA
127798.67000000
0.240392029819
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
5.63000000
N
N
N
N
N
N
Hayward Industries, Inc.
549300NV8ZMMEDUHQ091
Hayward Industries Inc 2021 Term Loan
421300AL8
195261.28000000
PA
USD
191193.99000000
0.359639981741
Long
LON
CORP
US
N
2
2028-05-30
Variable
8.18000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
165000.00000000
PA
USD
146763.26000000
0.276064828955
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
135000.00000000
PA
USD
134569.04000000
0.253127240498
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AM3
20000.00000000
PA
USD
19624.89000000
0.036914837549
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.63000000
N
N
N
N
N
N
MAXEON SOLAR TECH
5493007JPB074ITT6Y72
Maxeon Solar Technologies Ltd
57779BAB0
30000.00000000
PA
USD
44865.00000000
0.084392023937
Long
DBT
CORP
SG
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
Y
Maxeon Solar Technologies Ltd
Maxeon Solar Technologies Ltd
USD
XXXX
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
28000.00000000
PA
USD
24651.20000000
0.046369434090
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
100000.00000000
PA
105844.84000000
0.199096406351
Long
DBT
NUSS
CO
N
2
2026-03-22
Fixed
3.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042681
2410000.00000000
PA
USD
2307386.71000000
4.340243719240
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAD4
25000.00000000
PA
USD
26672.19000000
0.050170959477
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
10.62000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
89250.00000000
0.167881157615
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
Y
N
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
000000000
200000.00000000
PA
USD
196600.00000000
0.369808802098
Long
DBT
CORP
IN
N
2
2024-03-13
Fixed
4.40000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
60000.00000000
PA
USD
60464.16000000
0.113734377311
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.13000000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB 2021 EUR Term Loan
000000000
200000.00000000
PA
216218.96000000
0.406712485190
Long
LON
CORP
SE
N
2
2028-03-27
Floating
6.80000000
N
N
N
N
N
N
Surf Holdings, LLC
N/A
Surf Holdings, LLC USD Term Loan
86875TAB3
170472.68000000
PA
USD
169712.37000000
0.319232595376
Long
LON
CORP
US
N
2
2027-03-05
Variable
8.78000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
200000.00000000
PA
219750.65000000
0.413355669566
Long
DBT
CORP
FR
N
2
2030-06-11
Fixed
7.38000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-8 LLC
69360MAB6
200000.00000000
PA
USD
167724.20000000
0.315492805111
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
3.60000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
000000000
210000.00000000
PA
193709.16000000
0.364371070269
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
2.88000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO VII Mortgage LLC 2021-2
74938JAB6
200000.00000000
PA
USD
177836.10000000
0.334513505141
Long
ABS-O
CORP
US
N
2
2026-09-25
Variable
3.84000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL6 Issuer LLC
30328DAA1
180000.00000000
PA
USD
179610.84000000
0.337851829014
Long
ABS-CBDO
CORP
US
N
2
2037-08-17
Floating
7.83000000
N
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation Term Loan B
45784QAB5
199491.09000000
PA
USD
199678.61000000
0.375599733310
Long
LON
CORP
US
N
2
2028-05-04
Variable
8.68000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-283.42000000
-0.00053311907
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
171000.00000000
GBP
219769.85000000
USD
2023-08-31
-283.42000000
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC Term Loan B
50179JAB4
244996.36000000
PA
USD
237161.38000000
0.446105624831
Long
LON
CORP
US
N
2
2027-12-17
Variable
9.17000000
N
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043AB6
7000.00000000
PA
USD
7504.00000000
0.014115184389
Long
DBT
CORP
US
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.com Holdings Inc
Bill.com Holdings Inc
USD
XXXX
N
N
N
SAN MIGUEL INDUSTRIAS
N/A
SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA
000000000
200000.00000000
PA
USD
170918.76000000
0.321501840751
Long
DBT
CORP
PE
N
2
2028-08-02
Fixed
3.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
29000.00000000
PA
USD
24521.94000000
0.046126293268
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2020 Term Loan
74274NAG8
196253.80000000
PA
USD
195190.10000000
0.367156750063
Long
LON
CORP
US
N
2
2025-11-03
Variable
9.32000000
N
N
N
N
N
N
HANNON ARMSTRONG SUSTAIN
254900ZZRL7MWL1X8E92
Hannon Armstrong Sustainable Infrastructure Capital Inc
41068XAD2
50000.00000000
PA
USD
49772.68000000
0.093623474913
Long
DBT
CORP
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital Inc
Hannon Armstrong Sustainable Infrastructure Capital Inc
USD
XXXX
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
100000.00000000
PA
72633.82000000
0.136625767884
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2023-3 Ltd
05682CAG2
250000.00000000
PA
USD
251250.00000000
0.472606620179
Long
ABS-CBDO
CORP
JE
N
2
2036-07-24
Floating
0.00000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AE5
115000.00000000
PA
USD
108566.50000000
0.204215906983
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP23
000000000
5.00000000
NC
-4316.07000000
-0.00811861992
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Long Gilt Futures
G U3 Comdty
2023-09-27
484004.50000000
GBP
-4316.07000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
150000.00000000
PA
135516.13000000
0.254908737031
Long
DBT
NUSS
MX
N
2
2030-01-17
Fixed
1.13000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
81000.00000000
PA
57175.86000000
0.107549014728
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2430000.00000000
PA
102932.36000000
0.193617969220
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
HEALTH CATALYST INC
549300223PL6GWKVJG92
Health Catalyst Inc
42225TAB3
45000.00000000
PA
USD
43768.51000000
0.082329502811
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.50000000
N
N
N
N
Y
Health Catalyst Inc
Health Catalyst Inc
USD
XXXX
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
200000.00000000
PA
USD
151641.60000000
0.285241090764
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
55.00000000
NS
USD
14028.30000000
0.026387532138
Long
EC
CORP
US
N
1
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
160000.00000000
PA
USD
157606.37000000
0.296460950624
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US LONG BOND(CBT) SEP23
000000000
-3.00000000
NC
USD
8080.66000000
0.015199894174
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
-381393.16000000
USD
8080.66000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
200000.00000000
PA
USD
202600.00000000
0.381094930341
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
331199.68000000
PA
USD
323766.35000000
0.609011424482
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
690000.00000000
PA
146032.75000000
0.274690724031
Long
DBT
NUSS
XX
N
2
2027-01-28
Fixed
9.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
200000.00000000
PA
161648.22000000
0.304063756864
Long
DBT
NUSS
MX
N
2
2033-10-25
Fixed
1.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
320000.00000000
PA
USD
293775.00000000
0.552597054101
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
110000.00000000
PA
111564.52000000
0.209855246682
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
80000.00000000
PA
68119.98000000
0.128135138366
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12000000
N
N
N
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC Investment Corp
552848AG8
130000.00000000
PA
USD
123776.84000000
0.232826881627
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
000000000
400000.00000000
PA
USD
362000.00000000
0.680929737332
Long
DBT
CORP
MU
N
2
2026-03-03
Fixed
3.98000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
1690000.00000000
PA
USD
1263803.13000000
2.377240699864
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
30000.00000000
PA
21176.24000000
0.039832960057
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
1940000.00000000
PA
USD
1646423.45000000
3.096957699852
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAA0
125000.00000000
PA
USD
90115.39000000
0.169508974702
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
400000.00000000
PA
USD
395040.00000000
0.743078683524
Long
DBT
CORP
FR
N
2
2025-08-19
Fixed
7.38000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-RN3 LLC
74143JAB7
200000.00000000
PA
USD
171394.00000000
0.322395777349
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
3.97000000
N
N
N
N
N
N
Clean Harbors Inc.
5493000SJVZVZJKHJF48
Clean Harbors Inc 2021 Incremental Term Loan B
18449EAF7
197000.00000000
PA
USD
197394.00000000
0.371302333069
Long
LON
CORP
US
N
2
2028-10-08
Variable
7.43000000
N
N
N
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
125000.00000000
PA
USD
108750.00000000
0.204561074405
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
160000.00000000
PA
USD
155166.78000000
0.291872029691
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
70000.00000000
PA
USD
60665.96000000
0.114113967424
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-56126.06000000
-0.10557431848
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2029000.00000000
EUR
2186626.31000000
USD
2023-09-20
-56126.06000000
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc 2021 Term Loan B3
14880BAH4
146992.48000000
PA
USD
144162.87000000
0.271173439785
Long
LON
CORP
US
N
2
2028-02-22
Variable
7.41000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
000000000
200000.00000000
PA
USD
164880.00000000
0.310142804119
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
172000.00000000
PA
USD
145735.08000000
0.274130800399
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
000000000
162160.00000000
PA
USD
158941.48000000
0.298972321070
Long
DBT
CORP
VG
N
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754CAF6
203406.00000000
PA
USD
200100.65000000
0.376393599570
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
8.43000000
N
N
N
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2019 Term Loan B5
89334GAX2
194386.77000000
PA
USD
193537.30000000
0.364047797936
Long
LON
CORP
US
N
2
2026-11-16
Variable
7.17000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
200000.00000000
PA
USD
150004.17000000
0.282161049936
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
200000.00000000
PA
USD
173709.66000000
0.326751583303
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
70000.00000000
PA
USD
60305.00000000
0.113434993949
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.13000000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
100000.00000000
PA
99000.21000000
0.186221511025
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.25000000
N
N
N
N
N
N
CERIDIAN HCM HOLDING INC
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677JAD0
80000.00000000
PA
USD
71053.63000000
0.133653396719
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
USD
XXXX
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
293.00000000
NS
USD
32080.57000000
0.060344237855
Long
EC
CORP
JE
N
1
N
N
N
ASCENDIS PHARMA A/S
549300B66JN3W3J8GH73
Ascendis Pharma A/S
04351PAD3
34000.00000000
PA
USD
30833.75000000
0.057998942785
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
Ascendis Pharma AS
Ascendis Pharma AS
USD
XXXX
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
220000.00000000
PA
207628.41000000
0.390553477027
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.38000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
885000.00000000
PA
22752.85000000
0.042798597165
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB65
155000.00000000
PA
USD
169701.41000000
0.319211979381
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
11.07000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
206000.00000000
PA
USD
178433.78000000
0.335637753996
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd
81141RAF7
44000.00000000
PA
USD
47190.00000000
0.088765398631
Long
DBT
CORP
KY
N
2
2025-12-01
Fixed
2.38000000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
N
CONTINUUM ENERGY LEVANTE
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte Ltd
000000000
186000.00000000
PA
USD
172945.44000000
0.325314069149
Long
DBT
CORP
SG
N
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
200000.00000000
PA
USD
189025.24000000
0.355560516636
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
100000.00000000
PA
77784.93000000
0.146315115893
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.38000000
N
N
N
N
N
N
Symphony CLO Ltd
549300JQYSBIW1AM8R32
Symphony CLO XVIII Ltd
87154GBC8
250000.00000000
PA
USD
233853.25000000
0.439882961593
Long
ABS-CBDO
CORP
KY
N
2
2033-07-23
Floating
8.86000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAB8
200000.00000000
PA
USD
170255.00000000
0.320253294004
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
3.97000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
80000.00000000
PA
USD
80856.00000000
0.152091864203
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
180000.00000000
PA
USD
147124.82000000
0.276744931043
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754DAJ6
44000.00000000
PA
USD
46211.42000000
0.086924668735
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
12.07000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AP6
52000.00000000
PA
USD
42161.34000000
0.079306381690
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAK7
36000.00000000
PA
USD
47682.00000000
0.089690861147
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.38000000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
70000.00000000
PA
USD
66966.68000000
0.125965756415
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint Inc 1st Lien Term Loan
74345HAB7
172375.00000000
PA
USD
169668.71000000
0.319150469983
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.68000000
N
N
N
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
225000.00000000
PA
USD
216821.85000000
0.407846534167
Long
DBT
NUSS
PE
N
2
2027-04-12
Fixed
4.63000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
180000.00000000
PA
USD
164790.00000000
0.309973512196
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
235000.00000000
PA
USD
201512.50000000
0.379049319597
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
US 10YR NOTE (CBT)SEP23
000000000
39.00000000
NC
USD
-114149.17000000
-0.21471702857
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
4458992.92000000
USD
-114149.17000000
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AK3
65000.00000000
PA
USD
68381.10000000
0.128626310667
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
Dexcom Inc
Dexcom Inc
USD
XXXX
N
N
N
Grifols, S.A.
959800HSSNXWRKBK4N60
Grifols, S.A. EUR 2019 Term Loan B
39843PAH6
234875.02000000
PA
252516.00000000
0.474987993238
Long
LON
CORP
ES
N
2
2027-11-15
Floating
5.63000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV L
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC
56085RAA8
80000.00000000
PA
USD
65444.40000000
0.123102315198
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.38000000
N
N
N
N
N
N
Gardner Denver, Inc.
549300MJL50HVCB7RP74
Gardner Denver Inc 2020 USD Term Loan B2
365556AT6
195076.83000000
PA
USD
194907.11000000
0.366624439824
Long
LON
CORP
US
N
2
2027-03-01
Variable
7.17000000
N
N
N
N
N
N
2023-08-29
Hartford Funds Exchange-Traded Trust
John Stanziani
John Stanziani
Assistant Treasurer