0001752724-21-278274.txt : 20211222
0001752724-21-278274.hdr.sgml : 20211222
20211222103041
ACCESSION NUMBER: 0001752724-21-278274
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211222
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Goldman Sachs Trust II
CENTRAL INDEX KEY: 0001557156
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22781
FILM NUMBER: 211511483
BUSINESS ADDRESS:
STREET 1: 200 WEST STREET
STREET 2: 15TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10282
BUSINESS PHONE: 212-902-1000
MAIL ADDRESS:
STREET 1: 200 WEST STREET
STREET 2: 15TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10282
0001557156
S000048067
Goldman Sachs Multi-Manager Non-Core Fixed Income Fund
C000151918
Class R6 Shares
GNCFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001557156
XXXXXXXX
S000048067
C000151918
Goldman Sachs Trust II
811-22781
0001557156
54930076LXUZ0NBAPG06
200 WEST STREET
15TH FLOOR
NEW YORK
10282
212-902-1000
Goldman Sachs Multi-Manager Non-Core Fixed Income Fund
S000048067
54930036MMS0I6NRVI09
2021-10-31
2021-10-31
N
2686583174.95
1247838065.65
1438745109.30
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
77831979.14000000
0.00000000
0.00000000
22436793.10000000
BRL
CAD
CNY
EUR
IDR
MXN
MYR
RUB
USD
ZAR
N
HAZINE MUSTESARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
421790AG1
716000.00000000
PA
USD
701590.50000000
0.048764058029
Long
DBT
CORP
TR
N
2
2026-06-22
Fixed
5.12500000
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2021-EBO1
55349B109
3000000.00000000
PA
USD
3000000.00000000
0.208515044159
Long
ABS-MBS
CORP
US
N
3
2022-04-15
Floating
1.83800000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAE2
580000.00000000
PA
USD
589715.00000000
0.040988149755
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
231400000.00000000
PA
3182074.35000000
0.221170124536
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
1637000.00000000
PA
USD
1690202.50000000
0.117477549642
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
1009000.00000000
PA
USD
1055666.25000000
0.073374098245
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
1005000.00000000
PA
USD
1045200.00000000
0.072646641385
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
45000.00000000
PA
USD
49162.50000000
0.003417040286
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
Lifescan Global Corporation
549300VL0F83S4LR4105
Lifescan Global Corporation 2018 1st Lien Term Loan
53227PAC4
2110524.06000000
PA
USD
2094251.92000000
0.145561010526
Long
LON
CORP
US
N
2
2024-10-01
Floating
6.13000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2021-20
14020KAA0
3000000.00000000
PA
USD
3031480.50000000
0.210703096775
Long
ABS-MBS
CORP
US
N
2
2024-05-28
Floating
4.25000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1073000.00000000
PA
USD
515040.00000000
0.035797862781
Long
DBT
CORP
KY
N
2
2023-02-04
Fixed
8.50000000
N
N
N
N
N
N
AVIANCA HOLDINGS SA
529900VB3L5MRBU13P27
Avianca Holdings SA
05367GAL4
2154912.00000000
PA
USD
2157153.11000000
0.149932958663
Long
DBT
CORP
PA
N
2
2022-03-31
Fixed
9.00000000
N
N
Y
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15137NAA1
1250000.00000000
PA
USD
1278125.00000000
0.088836096938
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
1121724.28000000
PA
USD
1120445.51000000
0.077876581665
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
40188000.00000000
PA
6264341.64000000
0.435403157898
Long
DBT
NUSS
BR
N
2
2023-01-01
None
0.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
48720000000.00000000
PA
3637535.44000000
0.252826954301
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
400000.00000000
PA
USD
424450.00000000
0.029501403497
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan G
89364MBS2
243109.54000000
PA
USD
240515.56000000
0.016717037538
Long
LON
CORP
US
N
2
2024-08-22
Floating
2.33700000
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT Holdings I Corp 2020 Term Loan
12656AAC3
125000.00000000
PA
USD
125156.25000000
0.008698986998
Long
LON
CORP
US
N
2
2027-11-08
None
0.00000000
N
N
N
N
N
N
Epic Y-Grade Services, LP
549300TTOB7LU4ZHIL80
Epic Y-Grade Services, LP 2020 Term Loan
29427BAF6
2225520.70000000
PA
USD
1896143.64000000
0.131791491609
Long
LON
CORP
US
N
2
2027-06-30
Floating
7.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
565000.00000000
PA
USD
575593.75000000
0.040006652066
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
VINE ENERGY HOLDINGS LLC
254900PNIMG4CPJH6R25
Vine Energy Holdings LLC
92735LAA0
1699000.00000000
PA
USD
1822177.50000000
0.126650473959
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-186.61000000
-0.00001297033
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
10970447000.00000000
IDR
772621.10000000
USD
2021-11-01
-186.61000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1710000.00000000
PA
USD
1859625.00000000
0.129253262998
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
1772000.00000000
PA
USD
1910375.48000000
0.132780675857
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6474000.00000000
PA
1621353.19000000
0.112692177337
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18100000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings Inc
18453H106
71047.00000000
NS
USD
206036.30000000
0.014320556064
Long
EC
CORP
US
N
1
N
N
N
Illuminate Merger Sub Corp.
N/A
Illuminate Merger Sub Corp. Term Loan
000000000
1000000.00000000
PA
USD
995540.00000000
0.069195022354
Long
LON
CORP
US
N
2
2028-07-21
Floating
4.00000000
N
N
N
N
N
N
MED ParentCo LP
549300660CLPRNK19Z91
MED ParentCo LP 1st Lien Term Loan
58401DAC8
246307.17000000
PA
USD
245553.47000000
0.017067197546
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.33700000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
7327000.00000000
PA
USD
7388033.91000000
0.513505405665
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
97164000.00000000
PA
3179260.84000000
0.220974571482
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
74730DAC7
1800000.00000000
PA
USD
1770750.00000000
0.123076004815
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
000000000
990000.00000000
PA
USD
979110.00000000
0.068053054962
Long
DBT
CORP
KZ
N
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380RM64
12079531.01000000
PA
USD
939253.60000000
0.065282835293
Long
ABS-MBS
USGA
US
N
2
2063-04-16
Variable
0.83500000
N
N
N
N
N
N
Ditech Holding Corporation
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation 2013 Term Loan
93317CAL0
234151.81000000
PA
USD
46244.98000000
0.003214258015
Long
LON
CORP
US
N
2
2022-06-30
None
0.00000000
Y
N
N
N
N
N
WideOpenWest Finance LLC
54930045JY28O5B5WE54
WideOpenWest Finance LLC 2017 Term Loan B
96758DBA0
448977.64000000
PA
USD
448254.79000000
0.031155955777
Long
LON
CORP
US
N
2
2023-08-18
Floating
4.25000000
N
N
N
N
N
N
RAKUTEN GROUP INC
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
1342000.00000000
PA
USD
1343677.50000000
0.093392324416
Long
DBT
CORP
JP
N
2
2026-04-22
Fixed
5.12500000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1000000.00000000
PA
1098199.88000000
0.076330398824
Long
DBT
CORP
ES
N
2
2028-09-14
Fixed
3.62500000
N
N
N
N
N
N
ALI GROUP
N/A
ALI GROUP
000000000
500000.00000000
PA
USD
496250.00000000
0.034491863554
Long
LON
CORP
US
N
2
2028-10-12
None
0.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
633000.00000000
PA
USD
660377.25000000
0.045899530481
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAE8
685000.00000000
PA
USD
709831.25000000
0.049336831479
Long
DBT
CORP
DE
N
2
2027-05-15
Fixed
6.00000000
N
N
Y
N
N
N
BAFFINLAND IRON CORP/LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
4890000.00000000
PA
USD
5146725.00000000
0.357723196883
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN
N/A
Bioceanico Sovereign Certificate Ltd
000000000
1131999.86000000
PA
USD
840863.65000000
0.058444240370
Long
DBT
CORP
KY
N
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
630000.00000000
PA
USD
623700.00000000
0.043350277680
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
Dynatrace LLC
N/A
Dynatrace LLC 2018 1st Lien Term Loan
26814UAC8
238810.29000000
PA
USD
238153.56000000
0.016552866693
Long
LON
CORP
US
N
2
2025-08-22
Floating
2.33700000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
998730.96000000
PA
USD
992738.57000000
0.069000308920
Long
LON
CORP
LU
N
2
2026-10-30
Floating
3.08700000
N
N
N
N
N
N
Belk, Inc.
N/A
Belk, Inc. 2021 FLSO Term Loan
07783AAK1
508450.33000000
PA
USD
383666.45000000
0.026666742254
Long
LON
CORP
US
N
2
2025-07-31
Floating
13.00000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
971000.00000000
PA
USD
985565.00000000
0.068501709832
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAD0
535000.00000000
PA
USD
577800.00000000
0.040159997505
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
Y
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
650000000.00000000
PA
730346.31000000
0.050762731027
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD Term Loan B
45673YAB2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-02-25
None
0.00000000
N
N
N
N
N
N
BELK EQUITY
N/A
BELK EQUITY
000000000
68.00000000
NS
USD
1224.00000000
0.000085074138
Long
EC
CORP
US
N
2
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
6235000.00000000
PA
1380017.80000000
0.095918157502
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
3.25000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
738000.00000000
PA
USD
791182.13000000
0.054991125591
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Intelsat Luxembourg SA
54930027UF5LR7S2XC75
Intelsat Luxembourg SA
458204AQ7
255000.00000000
PA
USD
2550.00000000
0.000177237787
Long
DBT
CORP
LU
N
2
2023-06-01
None
0.00000000
Y
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AD3
615000.00000000
PA
USD
788737.50000000
0.054821211547
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.87500000
N
N
N
N
N
N
Vyaire Medical, Inc.
549300ZVN6ARCNECB069
Vyaire Medical, Inc. Term Loan B
92921XAB6
581333.62000000
PA
USD
494964.88000000
0.034402541270
Long
LON
CORP
US
N
2
2025-04-16
Floating
5.75000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAA6
475000.00000000
PA
USD
287375.00000000
0.019974003605
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JE36
3728973.32000000
PA
USD
441131.58000000
0.030660856961
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1800000.00000000
PA
USD
1804500.00000000
0.125421799061
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
880000.00000000
PA
USD
871200.00000000
0.060552768823
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan
000000000
1418602.48000000
PA
USD
1467728.68000000
0.102014503508
Long
LON
CORP
LU
N
2
2025-02-28
Floating
6.50000000
N
N
Y
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
1260000.00000000
PA
USD
1334643.66000000
0.092764427234
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
272438.95000000
PA
USD
250796.40000000
0.017431607473
Long
LON
CORP
US
N
2
2026-04-22
Floating
3.08600000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
580000.00000000
PA
USD
575215.00000000
0.039980327042
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
1208000.00000000
PA
USD
1211020.00000000
0.084171962926
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
6445.54000000
0.000447997352
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4246446.73000000
CAD
3438000.00000000
USD
2022-01-25
6445.54000000
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAD8
554000.00000000
PA
USD
610542.63000000
0.042435774485
Long
DBT
NUSS
ID
N
2
2025-05-28
Fixed
4.32500000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2020 1st Lien Term Loan
83578BAM5
1240625.00000000
PA
USD
1241071.63000000
0.086260701911
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.25000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Delayed Draw Term Loan
43162TAT7
84388.19000000
PA
USD
84124.90000000
0.005847102412
Long
LON
CORP
US
N
2
2028-07-14
Floating
3.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAR2
760000.00000000
PA
USD
893000.00000000
0.062067978144
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
79869.98000000
0.005551364135
N/A
DFE
RU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2700000.00000000
USD
200487420.00000000
RUB
2022-01-13
79869.98000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
750000.00000000
PA
170935.77000000
0.011880893209
Long
DBT
NUSS
RO
N
2
2025-07-28
Fixed
3.65000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
642000.00000000
PA
USD
693079.13000000
0.048172475132
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2021 Term Loan B
40416VAE5
1250000.00000000
PA
USD
1239587.50000000
0.086157547434
Long
LON
CORP
US
N
2
2028-07-27
Floating
2.58800000
N
N
N
N
N
N
American Greetings Corp
549300WMJOT8C9DNMF90
American Greetings Corp
026375AR6
1410000.00000000
PA
USD
1462875.00000000
0.101677148408
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
SAGICOR FINANCIAL CO
N/A
Sagicor Financial Co Ltd
000000000
200000.00000000
PA
USD
207300.00000000
0.014408389551
Long
DBT
CORP
BM
N
2
2028-05-13
Fixed
5.30000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
993563.62000000
PA
USD
986191.38000000
0.068545246383
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.88200000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAG6
1180000.00000000
PA
USD
1227200.00000000
0.085296554064
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-02-01
Floating
2.58700000
N
N
N
N
N
N
NEW RESIDENTIAL INV CORP
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828TAA0
3770000.00000000
PA
USD
3774712.50000000
0.262361447875
Long
DBT
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishing Company 2019 Term Loan B
44157YAB0
15694.19000000
PA
USD
15659.82000000
0.001088436019
Long
LON
CORP
US
N
2
2024-11-22
Floating
7.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1570000.00000000
PA
USD
1754475.00000000
0.121944810700
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1525000.00000000
PA
USD
1475437.50000000
0.102550305155
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
410000.00000000
PA
USD
437751.88000000
0.030425950863
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
4.75000000
N
N
N
N
N
N
RAYONIER AM PROD INC
549300ZGRDDK1QM6MM16
Rayonier AM Products Inc
75508EAB4
959000.00000000
PA
USD
987770.00000000
0.068654968389
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
BANCO EST RIO GRANDE SUL
254900W2BN097WLYIM20
Banco do Estado do Rio Grande do Sul SA
000000000
1220000.00000000
PA
USD
1181341.25000000
0.082109140970
Long
DBT
CORP
BR
N
2
2031-01-28
Fixed
5.37500000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2020 Term Loan B
00169QAF6
377493.72000000
PA
USD
375674.20000000
0.026111240800
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.25000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
650000.00000000
PA
USD
575250.00000000
0.039982759717
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
Gulf Finance, LLC
549300GL13V5C6ULWJ40
Gulf Finance, LLC Term Loan B
40227UAB2
2315144.57000000
PA
USD
2221450.67000000
0.154401961517
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.25000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
1458000.00000000
PA
USD
1822623.93000000
0.126681503083
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
10985.47000000
0.000763545254
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1357000.00000000
USD
98660685.00000000
RUB
2022-01-13
10985.47000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-28574.43000000
-0.00198606617
N/A
DFE
PL
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3001691.14000000
USD
11870000.00000000
PLN
2021-12-01
-28574.43000000
N
N
N
KKR APPLE BIDCO, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
000000000
500000.00000000
PA
USD
498750.00000000
0.034665626091
Long
LON
CORP
US
N
2
2028-09-22
None
0.00000000
N
N
N
N
N
N
HAYA REAL ESTATE SA
959800DZPPAB9N57RN35
Haya Real Estate SA
000000000
254000.00000000
PA
241629.04000000
0.016794429981
Long
DBT
CORP
ES
N
2
2022-11-15
Fixed
5.25000000
N
N
N
N
N
N
Avis Budget Finance PLC
549300W3BJJPGKCIOI13
Avis Budget Finance Plc
000000000
1047000.00000000
PA
1229273.56000000
0.085440676882
Long
DBT
CORP
JE
N
2
2026-01-30
Fixed
4.75000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAJ4
1890000.00000000
PA
USD
1899450.00000000
0.132021300209
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
3879.37000000
0.000269635668
N/A
DFE
RU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1657000.00000000
USD
119784530.00000000
RUB
2022-01-13
3879.37000000
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp. 2021 DIP Term Loan B
35906EAQ3
995000.00000000
PA
USD
993010.00000000
0.069019174666
Long
LON
CORP
US
N
2
2028-05-01
Floating
4.50000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
1433000.00000000
PA
USD
1418670.00000000
0.098604679232
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
2989000.00000000
PA
USD
2536540.13000000
0.176302259073
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-79953.49000000
-0.00555716849
N/A
DFE
PL
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2607000.00000000
USD
10089090.00000000
PLN
2021-12-01
-79953.49000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-7856.28000000
-0.00054605085
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2647575.00000000
MYR
630000.00000000
USD
2021-11-19
-7856.28000000
N
N
N
Medline Industries, Inc.
N/A
Medline Industries, Inc. USD Term Loan B
58503UAC7
4500000.00000000
PA
USD
4504455.00000000
0.313082211079
Long
LON
CORP
US
N
2
2028-10-23
None
0.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1504000.00000000
PA
USD
1436320.00000000
0.099831442742
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
GOGO Intermediate Holdings LLC
N/A
GOGO Intermediate Holdings LLC Term Loan B
38046JAB0
1247500.00000000
PA
USD
1248023.95000000
0.086743923015
Long
LON
CORP
US
N
2
2028-04-30
Floating
4.50000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
1222115.86000000
PA
USD
1215491.99000000
0.084482788656
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.12500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
1400000.00000000
PA
USD
1438500.00000000
0.099982963674
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
1191000.00000000
PA
USD
1235662.50000000
0.085884740251
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
19585000000.00000000
PA
1452891.12000000
0.100983218681
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HS76
7375392.09000000
PA
USD
824947.93000000
0.057338018017
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
550000000.00000000
PA
600541.79000000
0.041740665953
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
549300R1HR1VWWHIAK47
ICON Luxembourg S.A.R.L. US Term Loan
000000000
423096.11000000
PA
USD
423049.57000000
0.029404066590
Long
LON
CORP
US
N
2
2028-07-03
Floating
3.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-2855.39000000
-0.00019846392
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
360713.47000000
USD
5080000000.00000000
IDR
2021-11-01
-2855.39000000
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-3 Ltd
05683PAA5
500000.00000000
PA
USD
499788.50000000
0.034737807049
Long
ABS-CBDO
CORP
KY
N
2
2034-07-24
Floating
6.68600000
N
N
N
N
N
N
VOYAGER AVIATION HOLD
549300KHOKL1CX4NIJ92
Voyager Aviation Holdings LLC
92918XAA3
1020000.00000000
PA
USD
932280.00000000
0.064798135123
Long
DBT
CORP
US
N
2
2026-05-09
Fixed
8.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
13814000.00000000
PA
3452249.03000000
0.239948619646
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAA0
1437000.00000000
PA
USD
1437000.00000000
0.099878706152
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
2120000.00000000
PA
USD
2085550.00000000
0.144956183448
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
460000.00000000
PA
USD
516350.00000000
0.035888914350
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAR1
454000.00000000
PA
USD
448892.50000000
0.031200279820
Long
DBT
NUSS
AE
N
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXM8
200000.00000000
PA
USD
207000.00000000
0.014387538047
Long
DBT
NUSS
IL
N
2
2030-01-15
Fixed
2.50000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. 2018 Term Loan B
000000000
2180872.57000000
PA
USD
2025943.38000000
0.140813224448
Long
LON
CORP
LU
N
2
2025-02-24
Floating
6.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
N/A
Venezuela Government International Bond
P97475AG5
85000.00000000
PA
USD
8500.00000000
0.000590792625
Long
DBT
NUSS
VE
N
2
2020-12-09
None
0.00000000
Y
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
26296000000.00000000
PA
2089945.01000000
0.145261658683
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B3
78466DBD5
372323.52000000
PA
USD
368213.07000000
0.025592654850
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.83700000
N
N
N
N
N
N
GTRC REORG EQTY
N/A
GTRC REORG EQTY
000000000
7504.00000000
NS
USD
1303519.84000000
0.090601165666
Long
EC
CORP
US
N
3
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422AAA4
158771.09000000
PA
USD
159047.65000000
0.011054609254
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
2.57900000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
737000.00000000
PA
USD
756346.25000000
0.052569857239
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Boyd Gaming Corporation
254900787YGRYS2A1Z35
Boyd Gaming Corporation Term Loan B3
10330JAU2
185524.63000000
PA
USD
185185.12000000
0.012871294491
Long
LON
CORP
US
N
2
2023-09-15
Floating
2.32400000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
543000.00000000
PA
USD
523995.00000000
0.036420280188
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
2462000.00000000
PA
USD
2566635.00000000
0.178394003455
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
Syniverse Holdings, Inc.
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc. 2018 1st Lien Term Loan
87164GAM5
5011058.52000000
PA
USD
5005897.13000000
0.347934953706
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.00000000
N
N
N
N
N
N
iQor US Inc.
549300LKMK4MMQCMDH78
iQor US Inc. 2020 Exit Term Loan
46264NAN3
60438.23000000
PA
USD
61571.45000000
0.004279524538
Long
LON
CORP
US
N
2
2024-11-19
Floating
8.50000000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
1618000.00000000
PA
USD
1610492.48000000
0.111937303528
Long
DBT
NUSS
CN
N
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
Everi Holdings Inc.
5299006DK5S7BG10K532
Everi Holdings Inc. 2021 Term Loan B
30034UAC4
1250000.00000000
PA
USD
1247575.00000000
0.086712718739
Long
LON
CORP
US
N
2
2028-08-03
Floating
3.00000000
N
N
N
N
N
N
SUGAR HSP GMNG PROP/FIN
N/A
Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp
865033AC8
1644000.00000000
PA
USD
1627560.00000000
0.113123581757
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AT6
605000.00000000
PA
USD
601975.00000000
0.041840281235
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-30339.73000000
-0.00210876338
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
142608015.00000000
RUB
1947000.00000000
USD
2022-01-13
-30339.73000000
N
N
N
Traverse Midstream Partners LLC
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC 2017 Term Loan
89435TAB0
672030.16000000
PA
USD
671049.00000000
0.046641270622
Long
LON
CORP
US
N
2
2024-09-27
Floating
5.25000000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
1800000.00000000
PA
2046986.77000000
0.142275845580
Long
DBT
CORP
NL
N
2
2028-07-20
Fixed
3.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
550000.00000000
PA
USD
637312.50000000
0.044296414693
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
875000.00000000
PA
USD
936250.00000000
0.065074070031
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
800000.00000000
PA
USD
822000.00000000
0.057133122099
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5250000.00000000
PA
1191582.65000000
0.082820969628
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
15900000.00000000
PA
2419388.75000000
0.168159650681
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
500000.00000000
PA
493519.46000000
0.034302077331
Long
DBT
CORP
LU
N
2
2029-01-14
Fixed
2.25000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
64000000.00000000
PA
648847.98000000
0.045098188400
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc. 2021 Term Loan B2
05349UBD3
2375000.00000000
PA
USD
2377303.75000000
0.165234532137
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.09000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
1125293.71000000
PA
USD
1102787.84000000
0.076649285052
Long
LON
CORP
US
N
2
2026-08-28
Floating
2.63000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAA4
642000.00000000
PA
USD
651951.00000000
0.045313863851
Long
DBT
NUSS
RO
N
2
2022-02-07
Fixed
6.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5250000.00000000
PA
1307048.42000000
0.090846419671
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
66129.07000000
0.004596301983
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2380000.00000000
USD
34724200000.00000000
IDR
2021-11-01
66129.07000000
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
942000.00000000
PA
USD
946710.00000000
0.065801092485
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAC8
1000000.00000000
PA
USD
1001467.00000000
0.069606978576
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
1.09200000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
58239000000.00000000
PA
4799296.45000000
0.333575170402
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
13297.54000000
0.000924245713
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2385882.00000000
BRL
430000.00000000
USD
2022-01-03
13297.54000000
N
N
N
Fly Funding II S.a.r.l.
54930033GL3A930IIN33
Fly Funding II S.a.r.l. 2019 Term Loan B
000000000
1148261.16000000
PA
USD
1125651.90000000
0.078238451878
Long
LON
CORP
LU
N
2
2025-08-11
Floating
1.88000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
240700000.00000000
PA
3319808.00000000
0.230743303907
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
1019000.00000000
PA
USD
1019318.44000000
0.070847743176
Long
DBT
CORP
MX
N
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
398000.00000000
PA
USD
398433.82000000
0.027693148523
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
6741000.00000000
PA
1823245.89000000
0.126724732422
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
650000.00000000
PA
USD
712548.20000000
0.049525673129
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
645000.00000000
PA
USD
635157.30000000
0.044146617485
Long
DBT
CORP
ZA
N
2
2027-07-23
Fixed
4.31400000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAC6
375000.00000000
PA
USD
374531.25000000
0.026031800044
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
Monitronics International Inc
SCAKOG18M6QWWML8YF46
Monitronics International Inc
609453105
65182.00000000
NS
USD
387832.90000000
0.026956331423
Long
EC
CORP
US
Y
2
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227M303
15104.00000000
NS
USD
1006379.52000000
0.069948423351
Long
EC
CORP
US
N
1
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B1
829229AQ6
525910.76000000
PA
USD
519336.88000000
0.036096517488
Long
LON
CORP
US
N
2
2024-01-03
Floating
2.34000000
N
N
N
N
N
N
NUVISTA ENERGY LTD
549300MG32TDSM60SX75
NuVista Energy Ltd
67072QAD6
1900000.00000000
PA
1581286.36000000
0.109907331728
Long
DBT
CORP
CA
N
2
2026-07-23
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CY0
1490000.00000000
PA
USD
1443601.40000000
0.100337536556
Long
DBT
NUSS
ID
N
2
2031-07-28
Fixed
2.15000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
46000000.00000000
PA
2854411.85000000
0.198395937650
Long
DBT
NUSS
EG
N
2
2026-04-06
Fixed
14.48300000
N
N
N
N
N
N
STONECO LTD
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
1111000.00000000
PA
USD
990734.25000000
0.068860998629
Long
DBT
CORP
KY
N
2
2028-06-16
Fixed
3.95000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI AQUA MERGER SUB INC 2021 1ST LIEN DDTL
000000000
138888.89000000
PA
USD
139351.39000000
0.009685620413
Long
LON
CORP
US
N
2
2028-07-31
None
0.00000000
N
N
N
N
N
N
FIELDWOOD EQUITY
N/A
FIELDWOOD EQUITY
000000000
18455.00000000
NS
USD
1891637.50000000
0.131478292282
Long
EC
CORP
US
N
2
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
1489000.00000000
PA
USD
1853805.00000000
0.128848743812
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
581000.00000000
PA
USD
550679.06000000
0.038274956171
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
140000.00000000
PA
USD
14000.00000000
0.000973070206
Long
DBT
NUSS
VE
N
2
2022-08-23
None
0.00000000
Y
N
N
N
N
N
Hexion Holdings Corp
549300LBB370MUHGLV84
Hexion Holdings Corp
42830K103
42218.00000000
NS
USD
971014.00000000
0.067490342363
Long
EC
CORP
US
N
1
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC Investment Corp
552848AB9
1500000.00000000
PA
USD
2002322.10000000
0.139171427034
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
9.00000000
N
N
N
N
N
MGIC Investment Corp
MGIC Investment Corp
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-86.41000000
-0.00000600592
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5080000000.00000000
IDR
357771.67000000
USD
2021-11-01
-86.41000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
1251000.00000000
PA
USD
1263510.00000000
0.087820281148
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-1734.17000000
-0.00012053351
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
417942960.00000000
HUF
1340678.00000000
USD
2021-11-04
-1734.17000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
884000.00000000
PA
USD
667696.25000000
0.046408237684
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
Y
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
205000.00000000
PA
USD
20756.25000000
0.001442663461
Long
DBT
NUSS
VE
N
2
2031-08-05
None
0.00000000
Y
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2018 Incremental Term Loan
64072UAH5
177715.75000000
PA
USD
173939.29000000
0.012089652911
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.34000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
143890.40000000
PA
USD
143737.52000000
0.009990478443
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
Parker Drilling Co
5493003B4WZ1YZYFR583
Parker Drilling Co
701081606
17981.00000000
NS
USD
80914.50000000
0.005623963513
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
631000.00000000
PA
USD
591483.63000000
0.041111078409
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
3787000.00000000
PA
USD
3849485.50000000
0.267558546341
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-13547.45000000
-0.00094161571
N/A
DFE
PL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1053011.17000000
USD
4150000.00000000
PLN
2021-12-01
-13547.45000000
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
805000.00000000
PA
USD
813050.00000000
0.056511052217
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
27080000.00000000
PA
1056456.25000000
0.073429007207
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA USD 2017 1st Lien Term Loan
000000000
498701.30000000
PA
USD
488547.74000000
0.033956517860
Long
LON
CORP
LU
N
2
2026-01-31
Floating
2.87400000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-47740.98000000
-0.00331823751
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7500000.00000000
USD
6432127.84000000
EUR
2022-01-25
-47740.98000000
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B5
000000000
500000.00000000
PA
USD
505535.00000000
0.035137217616
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
8.62500000
N
N
N
N
N
N
MAV ACQUISITION CORP
N/A
Mav Acquisition Corp
57767XAA8
1650000.00000000
PA
USD
1621125.00000000
0.112676316987
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
B3BS7ACMDUWISF18KY76
Valeant Pharmaceuticals International Inc 2018 Term Loan B
C9413PAZ6
2338487.21000000
PA
USD
2332500.68000000
0.162120494097
Long
LON
CORP
CA
N
2
2025-06-02
Floating
3.08700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382E7H4
4943275.90000000
PA
USD
938789.88000000
0.065250604428
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Floating
5.96400000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
4559752.00000000
PA
USD
5258818.98000000
0.365514290613
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
William Morris Endeavor Entertainment, LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
96925HAF9
865684.08000000
PA
USD
847530.68000000
0.058907632388
Long
LON
CORP
US
N
2
2025-05-18
Floating
2.84000000
N
N
N
N
N
N
PPD, Inc.
N/A
PPD, Inc. Initial Term Loan
69355HAB4
1993740.60000000
PA
USD
1989075.25000000
0.138250704530
Long
LON
CORP
US
N
2
2028-01-13
Floating
2.50000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
891000.00000000
PA
1049308.31000000
0.072932189532
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
5.50000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
130000.00000000
PA
USD
131300.00000000
0.009126008432
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
H.B. Fuller Company
JSMX3Z5FOYM8V0Q52357
H.B. Fuller Company 2017 Term Loan B
40409VAR5
260681.08000000
PA
USD
260503.82000000
0.018106321843
Long
LON
CORP
US
N
2
2024-10-20
Floating
2.08600000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
726420000.00000000
PA
2325633.36000000
0.161643180919
Long
DBT
NUSS
HU
N
2
2023-08-23
Fixed
1.50000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
343000.00000000
PA
USD
331461.48000000
0.023038235046
Long
DBT
NUSS
MN
N
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
425000.00000000
PA
USD
439875.00000000
0.030573518349
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
1034000.00000000
PA
USD
1002980.00000000
0.069712139663
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
1225000.00000000
PA
USD
1237250.00000000
0.085995079462
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
1110000.00000000
PA
USD
1121100.00000000
0.077922072002
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
J.C. Penney Corporation, Inc.
N/A
J.C. Penney Corporation, Inc. 2020 Opco Takeback Term Loan
70812UAB0
278376.45000000
PA
USD
276736.81000000
0.019234596052
Long
LON
CORP
US
N
2
2026-12-07
Floating
9.50000000
N
N
N
N
N
N
SAGICOR FINANCIAL CO
N/A
Sagicor Financial Co Ltd
78669QAA8
264000.00000000
PA
USD
273636.00000000
0.019019074207
Long
DBT
CORP
BM
N
2
2028-05-13
Fixed
5.30000000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B
000000000
1236111.11000000
PA
USD
1240227.36000000
0.086202020912
Long
LON
CORP
US
N
2
2028-07-31
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-17405.31000000
-0.00120975632
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2738000.00000000
USD
2348175.61000000
EUR
2022-01-25
-17405.31000000
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
137309.00000000
PA
USD
146234.09000000
0.010164002577
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Revlon Consumer Products Corporation
2MKZBE7NMX7EJWQLHS95
Revlon Consumer Products Corporation 2016 Term Loan B
761520AY1
2725290.79000000
PA
USD
1576117.43000000
0.109548065172
Long
LON
CORP
US
Y
2
2023-09-07
Floating
4.25000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
464000.00000000
PA
USD
494160.00000000
0.034346598073
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6034.57000000
0.000419432876
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2326182.48000000
EUR
2700000.00000000
USD
2022-01-04
6034.57000000
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
722000.00000000
PA
USD
719292.50000000
0.049994435800
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx High Yield Corporate Bond ETF
464288513
626948.00000000
NS
USD
54500589.64000000
3.788064285168
Long
EC
RF
US
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
998729.00000000
PA
USD
531823.19000000
0.036964378649
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659XAA4
1000000.00000000
PA
USD
1001308.90000000
0.069595989833
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Floating
3.80500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AN6
1900000.00000000
PA
USD
1846538.75000000
0.128343702999
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
RAKUTEN GROUP INC
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
740000.00000000
PA
USD
776075.00000000
0.053941104298
Long
DBT
CORP
JP
N
2
2031-04-22
Fixed
6.25000000
N
N
N
N
N
N
Ceridian HCM Holding Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc. 2018 Term Loan B
15677GAF1
1728442.14000000
PA
USD
1707147.73000000
0.118655328102
Long
LON
CORP
US
N
2
2025-04-30
Floating
2.57400000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
966000.00000000
PA
USD
948189.38000000
0.065903916814
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
5657000.00000000
PA
USD
5822467.25000000
0.404690671917
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Venture CDO Ltd
549300UP09C89Q3HWD39
Venture 32 CLO Ltd
92325QAA5
1000000.00000000
PA
USD
999676.00000000
0.069482495095
Long
ABS-CBDO
CORP
KY
N
2
2031-07-18
Floating
1.22200000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1400000.00000000
PA
USD
1487150.00000000
0.103364382640
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC Non-Extended Term Loan
88023HAC4
84632.06000000
PA
USD
84621.90000000
0.005881646405
Long
LON
CORP
US
N
2
2024-05-01
Floating
2.83700000
N
N
N
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
1582000.00000000
PA
USD
1556292.50000000
0.108170133120
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
75597.06000000
PA
USD
74368.61000000
0.005168991332
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.33700000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
390000.00000000
PA
USD
412425.00000000
0.028665605695
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Onex TSG Intermediate Corp.
5493006IJC5WXT1WJK88
Onex TSG Intermediate Corp. 2021 Term Loan B
68276QAJ5
498750.00000000
PA
USD
497971.95000000
0.034611547714
Long
LON
CORP
US
N
2
2028-02-28
Floating
5.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
288388000.00000000
PA
3656189.15000000
0.254123480689
Long
DBT
NUSS
RU
N
2
2027-10-06
Fixed
6.00000000
N
N
N
N
N
N
Seattle Spinco, Inc.
213800AAQDP1DDU8BK05
Seattle Spinco, Inc. USD Term Loan B3
81271EAB7
2477734.41000000
PA
USD
2450628.00000000
0.170330935212
Long
LON
CORP
US
N
2
2024-06-21
Floating
2.83700000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
3675.00000000
NS
USD
45643.50000000
0.003172452139
Long
EC
CORP
US
N
1
N
N
N
Eagle Broadband Investments LLC
254900W09ZHD1OM4I757
Eagle Broadband Investments LLC Term Loan
26943PAB5
1117500.00000000
PA
USD
1116807.15000000
0.077623697399
Long
LON
CORP
US
N
2
2027-11-12
Floating
3.75000000
N
N
N
N
N
N
Citgo Petroleum Corporation
YX52P86PXMLYDOTUQ225
Citgo Petroleum Corporation 2019 Term Loan B
17302UAM4
395749.98000000
PA
USD
395833.09000000
0.027512384747
Long
LON
CORP
US
N
2
2024-03-28
Floating
7.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
890000.00000000
PA
USD
874425.00000000
0.060776922496
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
1650000.00000000
PA
USD
1769625.00000000
0.122997811673
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 USD Term Loan B
000000000
210000.00000000
PA
USD
209775.30000000
0.014580435314
Long
LON
CORP
US
N
2
2028-10-04
None
0.00000000
N
N
N
N
N
N
NASCAR Holdings, Inc
254900HRWKQR5V0WN013
NASCAR Holdings, Inc Term Loan B
63108EAB4
1208095.48000000
PA
USD
1203565.12000000
0.083653811381
Long
LON
CORP
US
N
2
2026-10-19
Floating
2.58700000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B94986864 CDS USD R V 03MEVENT FLO CCPCDX / Short: B94986864 CDS USD P F 5.00000 FIX CCPCDX
000000000
1984000.00000000
OU
Notional Amount
USD
-174592.79000000
-0.01213507443
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-20
0.00000000
USD
-167846.40000000
USD
1984000.00000000
USD
-6746.39000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
552000.00000000
PA
USD
569353.50000000
0.039572923398
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
887000.00000000
PA
1069196.28000000
0.074314503179
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
TELECOM ITALIA FIN SA
549300O482B6CBF38D50
Telecom Italia Finance SA
000000000
579000.00000000
PA
946497.66000000
0.065786333790
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
2195.00000000
NS
USD
101255.35000000
0.007037754592
Long
EC
CORP
US
N
1
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CL6
611000.00000000
PA
USD
616346.25000000
0.042839155178
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
AKUMIN ESCROW INC
N/A
Akumin Escrow Inc
01021FAB5
685000.00000000
PA
USD
647325.00000000
0.044992333653
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
468000.00000000
PA
USD
119340.00000000
0.008294728456
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
N
Y
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
121770000.00000000
PA
1674336.43000000
0.116374778213
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
3803000.00000000
PA
USD
3783985.00000000
0.263005933124
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Belk, Inc.
N/A
Belk, Inc. 2021 FLFO Term Loan
07783AAJ4
112851.94000000
PA
USD
112663.48000000
0.007830676835
Long
LON
CORP
US
N
2
2025-07-31
Floating
8.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
205000.00000000
PA
USD
20756.25000000
0.001442663461
Long
DBT
NUSS
VE
N
2
2026-10-21
None
0.00000000
Y
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
2106000.00000000
PA
USD
2111265.00000000
0.146743504902
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
550000.00000000
PA
USD
715000.00000000
0.049696085524
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
473267.00000000
PA
USD
606314.19000000
0.042141876700
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
1082000.00000000
PA
USD
1114460.00000000
0.077460558704
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
8540000.00000000
PA
2052257.19000000
0.142642166199
Long
DBT
NUSS
RO
N
2
2023-04-26
Fixed
5.85000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
1000000.00000000
PA
1225359.86000000
0.085168655106
Long
DBT
CORP
ES
N
2
2026-03-15
Fixed
5.75000000
N
N
N
N
N
N
DIRECTV HOLDINGS/FING
N/A
DIRECTV Holdings LLC / DIRECTV Financing Co Inc
25461LAA0
885000.00000000
PA
USD
917081.25000000
0.063741745780
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
HOUGHTON MIFFLIN HARCOUR
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishers Inc
44157TAA3
1810000.00000000
PA
USD
1914075.00000000
0.133037811049
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
9.00000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates
23246LAD1
338615.02000000
PA
USD
341526.53000000
0.023737806494
Long
ABS-O
CORP
US
N
2
2047-11-25
Floating
0.26900000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
500000.00000000
PA
USD
559375.00000000
0.038879367608
Long
DBT
CORP
IT
N
2
2025-09-17
Fixed
7.70000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
785000.00000000
PA
USD
705764.06000000
0.049054141379
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Second Lien Term Loan B4
04649VBA7
750000.00000000
PA
USD
746407.50000000
0.051879064274
Long
LON
CORP
US
N
2
2029-01-20
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
1034000.00000000
PA
USD
1262514.00000000
0.087751054154
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. 2021 Term Loan B
49387TAW6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-12-22
Floating
4.25000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
1815000.00000000
PA
USD
1794581.25000000
0.124732396197
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2020 Term Loan B
85769EAZ4
96600.34000000
PA
USD
95590.87000000
0.006644044826
Long
LON
CORP
US
N
2
2027-02-08
Floating
2.50000000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
39843PAG8
476363.64000000
PA
USD
469456.37000000
0.032629571907
Long
LON
CORP
US
N
2
2027-11-15
Floating
2.07400000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation 2021 Term Loan B
92537EAC2
250000.00000000
PA
USD
248125.00000000
0.017245931777
Long
LON
CORP
US
N
2
2027-03-02
None
0.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
9308.00000000
0.000646952677
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
5521000.00000000
PLN
1392170.46000000
USD
2021-12-01
9308.00000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
1598000.00000000
PA
USD
1532881.50000000
0.106542951221
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAC6
305000.00000000
PA
USD
305266.27000000
0.021217536589
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.35200000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
1691000.00000000
PA
USD
1809370.00000000
0.125760288483
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
1000000.00000000
PA
USD
1151250.00000000
0.080017648196
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
750000.00000000
PA
USD
761250.00000000
0.052910692455
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Equinox Holdings, Inc.
549300W05QKLNGQIIA73
Equinox Holdings, Inc. 2017 1st Lien Term Loan
29446CAP9
2257088.06000000
PA
USD
2145655.62000000
0.149133825451
Long
LON
CORP
US
N
2
2024-03-08
Floating
4.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1376000.00000000
PA
USD
1224640.00000000
0.085118621226
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2021 Term Loan B3
36740UAT9
498743.72000000
PA
USD
497287.39000000
0.034563967361
Long
LON
CORP
US
N
2
2027-03-31
Floating
3.25000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
1000000.00000000
PA
USD
1122500.00000000
0.078019379023
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B94931851 CDS USD R V 03MEVENT 1949318515_PRO CCPCDX / Short: B94931851 CDS USD P F 5.00000 1949318515_FEE CCPCDX
000000000
3478000.00000000
OU
Notional Amount
USD
-306065.39000000
-0.02127307943
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-20
0.00000000
USD
-293911.14000000
USD
3478000.00000000
USD
-12154.25000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
240000000.00000000
PA
267907.06000000
0.018620884148
Long
DBT
NUSS
CL
N
2
2025-03-01
Fixed
2.50000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
550000.00000000
PA
USD
561190.30000000
0.039005540062
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DT6
673000.00000000
PA
USD
676701.50000000
0.047034147718
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AY6
1422000.00000000
PA
USD
1354455.00000000
0.094141414712
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
5984368.10000000
PA
USD
5951214.70000000
0.413639265324
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
1607000.00000000
PA
USD
1599768.50000000
0.111191933140
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
1270000.00000000
PA
USD
1266825.00000000
0.088050690272
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-5731.51000000
-0.00039836868
N/A
DFE
TR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
274959.48000000
USD
2795000.00000000
TRY
2022-03-29
-5731.51000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
2771000.00000000
PA
USD
1634890.00000000
0.113633053515
Long
DBT
CORP
KY
N
2
2025-02-05
Fixed
7.35000000
N
N
N
N
N
N
CCC Intelligent Solutions Inc.
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc. Term Loan B
12511BAC6
1125000.00000000
PA
USD
1121343.75000000
0.077939013849
Long
LON
CORP
US
N
2
2028-09-21
None
0.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
3700000.00000000
PA
USD
4082173.00000000
0.283731494453
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
2437000.00000000
PA
USD
2418722.50000000
0.168113342965
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC USD Term Loan B3
55280FAG6
366895.26000000
PA
USD
362881.43000000
0.025222079133
Long
LON
CORP
US
N
2
2024-06-21
Floating
2.83700000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
1118743.74000000
PA
USD
1120645.60000000
0.077890488923
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
Turning Point Brands Inc
90041LAF2
985000.00000000
PA
USD
1002237.50000000
0.069660532190
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
MetroNet Systems Holdings, LLC
549300V3JVIFMP2JGN73
MetroNet Systems Holdings, LLC 2021 1st Lien Term Loan
000000000
498750.00000000
PA
USD
499218.83000000
0.034698212127
Long
LON
CORP
US
N
2
2028-05-26
Floating
4.50000000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
1276000.00000000
PA
USD
548680.00000000
0.038136011476
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
2610000.00000000
PA
USD
2605595.63000000
0.181101962617
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan B
42804VBB6
1327815.86000000
PA
USD
1329037.45000000
0.092374767525
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
2240000.00000000
PA
USD
2212000.00000000
0.153745092560
Long
DBT
CORP
JP
N
2
2026-07-06
Fixed
4.00000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point Clo XXX Ltd
83615HAA3
1000000.00000000
PA
USD
989392.00000000
0.068767705523
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
6.48400000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
3237000.00000000
PA
USD
3131797.50000000
0.217675631337
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
118390000.00000000
PA
4906127.84000000
0.341000487736
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
2217000.00000000
PA
USD
2150490.00000000
0.149469839104
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc. 2017 Term Loan B
18948TAB9
2691105.94000000
PA
USD
2537201.59000000
0.176348233860
Long
LON
CORP
US
N
2
2024-09-18
Floating
2.88200000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
175164951.00000000
PA
10407611.05000000
0.723381159228
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
2216000.00000000
PA
USD
2248963.00000000
0.156314206419
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
1020000.00000000
PA
USD
1173000.00000000
0.081529382266
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
903000.00000000
PA
1027385.21000000
0.071408424143
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
1198000.00000000
PA
USD
1214981.65000000
0.084447317467
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
GPD COS INC
N/A
GPD Cos Inc
64051NAA1
1037000.00000000
PA
USD
1109590.00000000
0.077122069282
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.12500000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
2121250.00000000
PA
USD
2123901.56000000
0.147621809191
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.00000000
N
N
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
Guara Norte Sarl
400666AA1
1581486.90000000
PA
USD
1550153.69000000
0.107743455041
Long
DBT
CORP
LU
N
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
NOBLE CORP
N/A
NOBLE CORP
65500J106
6556.00000000
NS
USD
164948.96000000
0.011464779892
Long
EC
CORP
KY
N
2
N
N
N
RESTORATION HARDWARE INC
5493008MTS3OGGMHGK69
RESTORATION HARDWARE INC
000000000
1000000.00000000
PA
USD
998750.00000000
0.069418133451
Long
LON
CORP
US
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2020 Term Loan
75025KAF5
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CK1
2253000.00000000
PA
USD
2151862.83000000
0.149565257674
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2287000000.00000000
PA
175954.12000000
0.012229693700
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
1835000.00000000
PA
USD
1919868.75000000
0.133440505728
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
1496875.00000000
PA
USD
1498746.09000000
0.104170369046
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.08700000
N
N
N
N
N
N
EAB Global, Inc.
N/A
EAB Global, Inc. 2021 Term Loan
26835CAC3
1000000.00000000
PA
USD
994380.00000000
0.069114396537
Long
LON
CORP
US
N
2
2028-08-16
None
0.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
491250.00000000
PA
USD
484966.91000000
0.033707632218
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.33700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LJX0
5127608.44000000
PA
USD
450648.58000000
0.031322336186
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
1018000.00000000
PA
USD
996685.63000000
0.069274649384
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
590000.00000000
PA
USD
606225.00000000
0.042135677548
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
265000.00000000
PA
USD
273612.50000000
0.019017440840
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
813000.00000000
PA
USD
847422.42000000
0.058900107776
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
27650000000.00000000
PA
1995562.03000000
0.138701568269
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CF0
505000.00000000
PA
USD
520150.00000000
0.036153033406
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
BANCA MONTE DEI PASCHI S
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
000000000
1724000.00000000
PA
1442393.06000000
0.100253550867
Long
DBT
CORP
IT
N
2
2028-01-18
Fixed
5.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
455000.00000000
PA
USD
528937.50000000
0.036763808723
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
Skillsoft Corp
N/A
Skillsoft Corp
83066P200
17299.00000000
NS
USD
190951.55000000
0.013272090293
Long
EC
CORP
US
N
2
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
600000.00000000
PA
USD
627000.00000000
0.043579644229
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co USD Term Loan
68621XAE3
3617500.00000000
PA
USD
3624300.90000000
0.251907087403
Long
LON
CORP
US
N
2
2028-06-02
Floating
3.50000000
N
N
N
N
N
N
Polaris Newco LLC
549300F7JH48O4IYRX29
Polaris Newco LLC USD Term Loan B
73108RAB4
1250000.00000000
PA
USD
1252400.00000000
0.087048080435
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
Atotech B.V.
549300RVASWYF4HCO804
Atotech B.V. 2021 USD Term Loan B
000000000
2506345.00000000
PA
USD
2502685.74000000
0.173949209197
Long
LON
CORP
NL
N
2
2028-03-18
Floating
3.00000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc. 2020 Term Loan B
000000000
1250000.00000000
PA
USD
1252887.50000000
0.087081964129
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.34000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
1030000.00000000
PA
USD
1063475.00000000
0.073916845529
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
3100084.80000000
PA
USD
3084274.37000000
0.214372535486
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.83700000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
2858432.89000000
PA
USD
2841996.90000000
0.197533036368
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
1518617.63000000
PA
USD
1508260.66000000
0.104831679374
Long
LON
CORP
US
N
2
2023-06-27
Floating
1.83700000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1214000.00000000
PA
USD
1221815.13000000
0.084922278595
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
61317652.87000000
PA
1567105.50000000
0.108921690845
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.87500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
89343000.00000000
PA
4598584.63000000
0.319624692398
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
1403000.00000000
PA
USD
1473150.00000000
0.102391312434
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAC7
425000.00000000
PA
USD
575875.00000000
0.040026200351
Long
DBT
CORP
US
N
2
2030-08-16
Fixed
8.12500000
N
N
N
N
N
N
Rackspace Technology Global, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc. 2021 Term Loan B
000000000
3026591.68000000
PA
USD
3004467.29000000
0.208825543216
Long
LON
CORP
US
N
2
2028-02-15
Floating
3.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
6521.65000000
0.000453287379
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
650000.00000000
USD
9319700000.00000000
IDR
2021-11-01
6521.65000000
N
N
N
M360 2018-CRE1, Ltd.
N/A
M360 2021-CRE3 Ltd
55379AAC8
1000000.00000000
PA
USD
1013041.50000000
0.070411464369
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
2.33600000
N
N
N
N
N
N
Apttus Corporation
N/A
Apttus Corporation 2021 Term Loan
03835XAC6
538899.97000000
PA
USD
540786.12000000
0.037587347230
Long
LON
CORP
US
N
2
2028-05-08
Floating
5.00000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAL6
915000.00000000
PA
USD
910425.00000000
0.063279103026
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.87500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
1463000.00000000
PA
USD
1539807.50000000
0.107024342953
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
LCPR Loan Financing LLC
N/A
LCPR Loan Financing LLC 2021 Term Loan B
50183CAC1
954207.92000000
PA
USD
954685.02000000
0.066355396367
Long
LON
CORP
US
N
2
2028-10-15
Floating
3.84000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
1204000.00000000
PA
USD
1109486.00000000
0.077114840761
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
OHA Loan Funding Ltd
54930016024GMIAF7A82
OHA Loan Funding 2016-1 Ltd
67110UAL3
280000.00000000
PA
USD
280392.84000000
0.019488708471
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.39200000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
235000.00000000
PA
USD
175075.00000000
0.012168590452
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
2290000.00000000
PA
USD
2231032.50000000
0.155067946752
Long
DBT
NUSS
CN
N
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380NE70
11239510.80000000
PA
USD
654319.36000000
0.045478476748
Long
ABS-MBS
USGA
US
N
2
2061-11-16
Variable
0.54100000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2018 Term Loan B1
68162RAD3
92896.40000000
PA
USD
90858.25000000
0.006315104003
Long
LON
CORP
US
N
2
2024-10-10
Floating
4.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
17670000.00000000
PA
2750149.82000000
0.191149203720
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-4972.27000000
-0.00034559769
N/A
DFE
CL
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
475840.09000000
USD
387429000.00000000
CLP
2022-01-31
-4972.27000000
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
92943HAB5
250000.00000000
PA
USD
250562.50000000
0.017415350250
Long
LON
CORP
US
N
2
2028-09-22
Floating
4.25000000
N
N
N
N
N
N
ASTRA ACQUISITION CORP
N/A
ASTRA ACQUISITION CORP
04629UAH9
1000000.00000000
PA
USD
971250.00000000
0.067506745546
Long
LON
CORP
US
N
2
2028-10-25
None
0.00000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan
000000000
748746.87000000
PA
USD
728987.44000000
0.050668282747
Long
LON
CORP
LU
N
2
2028-03-27
Floating
5.75000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 9 Ltd
67690AAL5
1500000.00000000
PA
USD
1498662.00000000
0.104164524370
Long
ABS-CBDO
CORP
KY
N
2
2035-07-19
Floating
3.13400000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
115000.00000000
PA
USD
121037.50000000
0.008412713219
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B3
88632NAP5
358706.19000000
PA
USD
352540.03000000
0.024503299974
Long
LON
CORP
US
N
2
2026-06-30
Floating
3.84000000
N
N
N
N
N
N
REPUBLIC OF GEORGIA
2138007T8RLEVDMLQ257
Georgia Government International Bond
000000000
329000.00000000
PA
USD
329925.31000000
0.022931463527
Long
DBT
NUSS
GE
N
2
2026-04-22
Fixed
2.75000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
1575000.00000000
PA
USD
889875.00000000
0.061850774973
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1065000.00000000
PA
USD
975806.25000000
0.067823427769
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HHK9
7154983.89000000
PA
USD
821273.38000000
0.057082618365
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
31146100.00000000
PA
1517555.45000000
0.105477713890
Long
DBT
NUSS
MX
N
2
2022-06-09
Fixed
6.50000000
N
N
N
N
N
N
Park River Holdings Inc
N/A
Park River Holdings Inc Term Loan
70082HAC0
1368748.01000000
PA
USD
1362766.58000000
0.094719111202
Long
LON
CORP
US
N
2
2027-12-28
Floating
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC21
000000000
-75.00000000
NC
USD
235059.46000000
0.016337811227
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYZ1 Comdty
2021-12-21
-11110059.46000000
USD
235059.46000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
1220000.00000000
PA
USD
1253550.00000000
0.087128011202
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
635400PUWMHSPI2DDA35
ICON Luxembourg S.A.R.L. LUX Term Loan
000000000
1698153.89000000
PA
USD
1697967.09000000
0.118017227584
Long
LON
CORP
LU
N
2
2028-07-03
Floating
3.00000000
N
N
N
N
N
N
MOUNTAIN PROVINCE DIAMON
549300Y5548SJTH51N28
Mountain Province Diamonds Inc
62426EAA3
3440000.00000000
PA
USD
3074500.00000000
0.213693167756
Long
DBT
CORP
CA
N
2
2022-12-15
Fixed
8.00000000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
2079000.00000000
PA
USD
1990642.50000000
0.138359636264
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
Greenway Health, LLC
549300U56GIYUK0LTY73
Greenway Health, LLC 2017 1st Lien Term Loan
39678DAC4
124108.94000000
PA
USD
118958.42000000
0.008268206733
Long
LON
CORP
US
N
2
2024-02-16
Floating
4.75000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157FAC4
1662000.00000000
PA
USD
1634992.50000000
0.113640177779
Long
DBT
CORP
MX
N
2
2028-09-20
Fixed
6.37500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CD0
1497000.00000000
PA
USD
1495503.00000000
0.103944958028
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.87500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
283045000.00000000
PA
3959975.11000000
0.275238128310
Long
DBT
NUSS
RU
N
2
2022-12-07
Fixed
7.40000000
N
N
N
N
N
N
TEVA PHARMACEUT FIN BV
549300Q840R30TDKVK53
Teva Pharmaceutical Finance Co BV
88165FAG7
1800000.00000000
PA
USD
1815750.00000000
0.126203730477
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95000000
N
N
N
N
N
N
Transocean Pontus Ltd
N/A
Transocean Pontus Ltd
89382PAA3
1886050.00000000
PA
USD
1886050.00000000
0.131089933012
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.33700000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2021 Term Loan
86880NAX1
3744162.90000000
PA
USD
3750939.83000000
0.260709128097
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.50000000
N
N
N
N
N
N
EMPIRE RESORTS INC
549300WBFN23L9HI5N68
Empire Resorts Inc
292052AF4
120000.00000000
PA
USD
122100.00000000
0.008486562297
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAB5
250000.00000000
PA
USD
251964.28000000
0.017512780990
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
3.68900000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
467786000.00000000
PA
5817773.94000000
0.404364463336
Long
DBT
NUSS
RU
N
2
2025-07-16
Fixed
4.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
1300000.00000000
PA
USD
1450350.20000000
0.100806611999
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
775000.00000000
PA
USD
839906.25000000
0.058377696269
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
1007000.00000000
PA
USD
1027140.00000000
0.071391380819
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
2093782.79000000
PA
USD
2085533.29000000
0.144955022020
Long
LON
CORP
NL
N
2
2026-07-21
Floating
2.38200000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
1220000.00000000
PA
USD
1197125.00000000
0.083206190746
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
692000.00000000
PA
USD
715701.00000000
0.049744808540
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
225000.00000000
PA
USD
217297.35000000
0.015103255510
Long
DBT
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
763360000.00000000
PA
2273506.97000000
0.158020135415
Long
DBT
NUSS
HU
N
2
2025-11-26
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
4987000.00000000
PA
USD
4508248.00000000
0.313345843600
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.83700000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
1167000.00000000
PA
USD
1123237.50000000
0.078070638971
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
564.81000000
0.000039257127
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2693400.62000000
USD
2326182.48000000
EUR
2022-01-04
564.81000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
2074000.00000000
PA
USD
2313547.00000000
0.160803118290
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Term Loan B1
43162TAR1
352320.67000000
PA
USD
351221.43000000
0.024411650662
Long
LON
CORP
US
N
2
2028-07-14
Floating
3.25000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
994375.00000000
PA
USD
989940.09000000
0.068805800527
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.33800000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company Term Loan B1
46124CAB3
710745.78000000
PA
USD
705415.19000000
0.049029893164
Long
LON
CORP
US
N
2
2024-07-31
Floating
2.83700000
N
N
N
N
N
N
Vision Solutions, Inc.
N/A
Vision Solutions, Inc. 2021 Incremental Term Loan
000000000
875000.00000000
PA
USD
875000.00000000
0.060816887879
Long
LON
CORP
US
N
2
2028-04-24
None
0.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-158.53000000
-0.00001101862
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9319700000.00000000
IDR
656363.12000000
USD
2021-11-01
-158.53000000
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AB8
1996000.00000000
PA
USD
2029566.33000000
0.141065037641
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DD9
2059000.00000000
PA
USD
1956050.00000000
0.135955284042
Long
DBT
NUSS
TR
N
2
2033-09-20
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
252000.00000000
PA
USD
249480.00000000
0.017340111072
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc. 2020 Term Loan B
23918VAY0
93287.89000000
PA
USD
92588.23000000
0.006435346289
Long
LON
CORP
US
N
2
2026-08-12
Floating
1.83700000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
14790000.00000000
PA
864749.49000000
0.060104426031
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
231000.00000000
PA
USD
34721.61000000
0.002413326014
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
Voya CLO Ltd
54930054YW6PM1FPVU95
Voya CLO 2017-1 Ltd
92916MAD3
1000000.00000000
PA
USD
998489.00000000
0.069399992642
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
3.45200000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6058.96000000
-0.00042112810
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1170000.00000000
USD
850297.50000000
GBP
2022-01-25
-6058.96000000
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
275000.00000000
PA
USD
306281.25000000
0.021288082789
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AU4
986000.00000000
PA
USD
1008185.00000000
0.070073913265
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
860000.00000000
PA
USD
873975.00000000
0.060745645239
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1806000.00000000
PA
USD
1523812.50000000
0.105912610242
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
15675000.00000000
PA
3596760.65000000
0.249992901922
Long
DBT
NUSS
RO
N
2
2024-04-29
Fixed
3.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
13495150.00000000
PA
778813.99000000
0.054131477838
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc. 2019 Term Loan B4
05508TAU6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-10-10
Floating
2.58700000
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
Cobra AcquisitionCo LLC
19106CAA4
1625000.00000000
PA
USD
1592500.00000000
0.110686735941
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.37500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
381000.00000000
PA
USD
402907.50000000
0.028004091718
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
VOYAGER AVIATION HLD EQUITY
N/A
VOYAGER AVIATION HLD EQUITY
000000000
240.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
83614670.00000000
PA
3759241.12000000
0.261286109381
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
190000.00000000
PA
USD
19237.50000000
0.001337102720
Long
DBT
NUSS
VE
N
2
2038-03-31
None
0.00000000
Y
N
N
N
N
N
CPI CG INC
N/A
CPI CG Inc
12598FAA7
575000.00000000
PA
USD
620281.25000000
0.043112657411
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165AAH1
25000.00000000
PA
USD
19875.00000000
0.001381412167
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Cornerstone Chemical Co
BL03B05TRUKQ14Y1HC46
Cornerstone Chemical Co
21925AAE5
5195000.00000000
PA
USD
4623550.00000000
0.321359910807
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
1100000.00000000
PA
1270595.29000000
0.088312744334
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.50000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
39964000.00000000
PA
1077944.55000000
0.074922551814
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380P2F0
8608387.65000000
PA
USD
672828.14000000
0.046764929774
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.91100000
N
N
N
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
610000.00000000
PA
USD
678625.00000000
0.047167840614
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
1724000.00000000
PA
USD
1792960.00000000
0.124619711192
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-63406.27000000
-0.00440705372
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2183000.00000000
USD
22004640.00000000
TRY
2022-03-29
-63406.27000000
N
N
N
Virtusa Corporation
C77OMXDER63WLJCSKT03
Virtusa Corporation Term Loan B
92828KAJ1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
Zelis Healthcare Corporation
549300U8NGLZN5R1Y309
Zelis Healthcare Corporation 2021 Term Loan
98932TAD5
500000.00000000
PA
USD
497615.00000000
0.034586737899
Long
LON
CORP
US
N
2
2026-09-30
None
0.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1370000000.00000000
PA
1593003.33000000
0.110721719900
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAQ8
1400000.00000000
PA
USD
1400000.00000000
0.097307020607
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
0.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
107439500.00000000
PA
5243011.59000000
0.364415597739
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-4407.34000000
-0.00030633223
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
680000.00000000
USD
7013690.00000000
TRY
2022-03-29
-4407.34000000
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
628000.00000000
PA
USD
691585.00000000
0.048068625605
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q123
670.00000000
NS
USD
10378.30000000
0.000721343894
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
California Resources Corp
California Resources Corp
36.00000000
36.00000000
USD
2024-10-23
XXXX
9942.80000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
1500000.00000000
PA
USD
1355625.00000000
0.094222735579
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
RAYONIER AM PROD INC
549300ZGRDDK1QM6MM16
Rayonier AM Products Inc
75508EAA6
372000.00000000
PA
USD
368280.00000000
0.025597306821
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2021 Term Loan B
000000000
500000.00000000
PA
USD
500210.00000000
0.034767103413
Long
LON
CORP
CA
N
2
2026-10-30
Floating
4.34000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
7006644.00000000
PA
USD
2536405.13000000
0.176292875896
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
2074000.00000000
PA
USD
2126238.88000000
0.147784264652
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
945000.00000000
PA
USD
975712.50000000
0.067816911674
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
Labrador Aviation Finance Limited
N/A
Labrador Aviation Finance Ltd 2016-1A
50543LAA0
958832.23000000
PA
USD
944829.92000000
0.065670417497
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
880000.00000000
PA
USD
911900.00000000
0.063381622923
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
29425000.00000000
PA
922375.16000000
0.064109699073
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
46175000.00000000
PA
2904645.58000000
0.201887433793
Long
STIV
NUSS
EG
N
2
2021-12-07
None
0.00000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
439000.00000000
PA
USD
438451.25000000
0.030474560585
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Birkenstock GmbH & Co. KG
5299000ZMFOERHT5OW39
Birkenstock GmbH & Co. KG USD Term Loan B
000000000
1122500.00000000
PA
USD
1121804.05000000
0.077971007008
Long
LON
CORP
US
N
2
2028-04-27
Floating
4.25000000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC Term Loan B
94767KAN1
563294.89000000
PA
USD
564235.59000000
0.039217202988
Long
LON
CORP
US
N
2
2027-10-30
Floating
4.00000000
N
N
N
N
N
N
Klockner-Pentaplast of America, Inc.
5299004QDA11QZOG5N31
Klockner-Pentaplast of America, Inc. 2021 Term Loan B
49865NAT7
1034430.00000000
PA
USD
1028285.49000000
0.071470998118
Long
LON
CORP
US
N
2
2026-02-12
Floating
5.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-402411.84000000
-0.02796964086
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10369328.51000000
USD
39792350.00000000
PLN
2021-12-01
-402411.84000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
2361000.00000000
PA
USD
2250033.00000000
0.156388576785
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AAdvantage Loyalty IP Ltd. 2021 Term Loan
02376CBJ3
1750000.00000000
PA
USD
1821645.00000000
0.126613462539
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.50000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
2207000.00000000
PA
USD
2332068.48000000
0.162090454030
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
35092000.00000000
PA
1410723.88000000
0.098052384045
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
East Valley Tourist Development Authority
N/A
East Valley Tourist Development Authority Term Loan B
27571VAD5
727281.47000000
PA
USD
716372.25000000
0.049791463781
Long
LON
CORP
US
N
2
2022-03-07
Floating
9.00000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
2175000.00000000
PA
USD
2210343.75000000
0.153629974879
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
29654.67000000
0.002061148274
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4600000.00000000
EUR
5359211.60000000
USD
2022-01-25
29654.67000000
N
N
N
PEARL MERGER SUB INC
N/A
Pearl Merger Sub Inc
70478JAA2
2952000.00000000
PA
USD
2929860.00000000
0.203639962427
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
28273000.00000000
PA
4737612.95000000
0.329287857826
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
4911000.00000000
PA
USD
4621864.88000000
0.321242786517
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAE8
705000.00000000
PA
USD
461775.00000000
0.032095678172
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
1754000.00000000
PA
USD
1707957.50000000
0.118711611178
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
1565000.00000000
PA
USD
1592387.50000000
0.110678916627
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Carestream Health, Inc.
5493008C1W5RQW9E4I05
Carestream Health, Inc. 2020 Extended Term Loan
14173VAN3
1325316.21000000
PA
USD
1328629.50000000
0.092346412954
Long
LON
CORP
US
N
2
2023-05-08
Floating
7.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
7350.81000000
0.000510918157
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1258431.68000000
USD
42014000.00000000
THB
2021-12-01
7350.81000000
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan
000000000
124759.44000000
PA
USD
123894.86000000
0.008611314068
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
705000.00000000
PA
USD
736725.00000000
0.051206081969
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KazTransGas JSC
000000000
1240000.00000000
PA
USD
1363070.00000000
0.094740200414
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1889000.00000000
PA
USD
1971643.75000000
0.137039127866
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
391000.00000000
PA
USD
392020.51000000
0.027247391318
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
1745000.00000000
PA
USD
1858409.30000000
0.129168765751
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AH9
586000.00000000
PA
USD
620720.50000000
0.043143187489
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
Perforce Software, Inc.
N/A
Perforce Software, Inc. 2020 Term Loan B
71376GAF8
245625.00000000
PA
USD
243519.99000000
0.016925860489
Long
LON
CORP
US
N
2
2026-07-01
Floating
3.83700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FZ98
6715147.20000000
PA
USD
1295916.64000000
0.090072705138
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Floating
6.06400000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-43223.30000000
-0.00300423610
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1105455.50000000
USD
330712490.00000000
HUF
2021-11-04
-43223.30000000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
410000.00000000
PA
USD
425887.50000000
0.029601316956
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
396865.56000000
PA
USD
396123.42000000
0.027532564137
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
543000.00000000
PA
USD
610196.25000000
0.042411699338
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
659000.00000000
PA
USD
702658.75000000
0.048838306761
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-87575.90000000
-0.00608696421
N/A
DFE
TR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1402964.50000000
USD
13655755.00000000
TRY
2022-03-29
-87575.90000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
3378668.00000000
PA
USD
2225697.55000000
0.154697140974
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
2755000.00000000
PA
USD
2739158.75000000
0.190385269238
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
3669000.00000000
PA
USD
4109280.00000000
0.285615566887
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. USD Term Loan B
000000000
2048699.36000000
PA
USD
1903303.17000000
0.132289114847
Long
LON
CORP
LU
N
2
2024-09-24
Floating
6.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-17663.19000000
-0.00122768028
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
93303622.00000000
THB
2793354.35000000
USD
2021-12-01
-17663.19000000
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
533000.00000000
PA
USD
551655.00000000
0.038342788895
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
1713000.00000000
PA
USD
1674243.38000000
0.116368310771
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
497500.00000000
PA
USD
496524.90000000
0.034510970483
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
1650000.00000000
PA
USD
1625250.00000000
0.112963025173
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
FINANCE OF AMERICA FUNDI
N/A
Finance of America Funding LLC
317386AA8
1960000.00000000
PA
USD
1891400.00000000
0.131461784841
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
807479.00000000
PA
USD
808488.35000000
0.056193994667
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
WINDSTREAM CORPORATION
N/A
WINDSTREAM CORPORATION
000000000
16319.00000000
NS
USD
318220.50000000
0.022117920536
Long
EC
CORP
US
N
2
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
1000000.00000000
PA
USD
1072500.00000000
0.074544128287
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168AAA8
1000000.00000000
PA
USD
1057500.00000000
0.073501553066
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
STRATHCONA RESOURCES LTD
549300MK8E4L4BHGLO91
Strathcona Resources Ltd
86304TAA6
1670000.00000000
PA
USD
1657475.00000000
0.115202824272
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
516000.00000000
PA
USD
536801.25000000
0.037310378782
Long
DBT
NUSS
JO
N
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
26400000.00000000
PA
1170799.46000000
0.081376433701
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
793000.00000000
PA
USD
800930.00000000
0.055668651439
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
1010000.00000000
PA
USD
1215228.97000000
0.084464507447
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-74903.24000000
-0.00520615079
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
19178843.13000000
USD
16488823.49000000
EUR
2022-01-25
-74903.24000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1425468.00000000
PA
USD
851717.13000000
0.059198611657
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
174493.42000000
0.012128167725
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6171364.31000000
USD
26340000.00000000
MYR
2021-11-19
174493.42000000
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
925667.00000000
PA
USD
886326.15000000
0.061604112102
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
Y
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
93712000.00000000
PA
3079314.05000000
0.214027768372
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
6994000.00000000
PA
1655606.98000000
0.115072987515
Long
DBT
NUSS
MY
N
2
2030-10-15
Fixed
3.46500000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAM4
1480000.00000000
PA
USD
1265400.00000000
0.087951645626
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.12500000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AC8
1135000.00000000
PA
USD
1037106.25000000
0.072084085172
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.12500000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2017 Repriced Term Loan
90351NAE5
491048.61000000
PA
USD
487100.58000000
0.033855932982
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.13200000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
200000.00000000
PA
USD
170100.00000000
0.011822803003
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
Intrado Corporation
5493005Z5DB0O5S30R71
Intrado Corporation 2017 Term Loan
68162RAC5
2706278.05000000
PA
USD
2657077.92000000
0.184680239941
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1497000.00000000
PA
USD
1309875.00000000
0.091042881156
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
180000.00000000
PA
USD
191700.00000000
0.013324111321
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
19670000.00000000
PA
4359431.88000000
0.303002376989
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
825000.00000000
PA
USD
922092.19000000
0.064090031239
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2021 Term Loan
03765VAK6
3745662.28000000
PA
USD
3738433.15000000
0.259839851119
Long
LON
CORP
US
N
2
2026-09-23
Floating
3.50000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
1050000.00000000
PA
USD
1090687.50000000
0.075808250742
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
500000.00000000
PA
USD
500875.00000000
0.034813324247
Long
LON
CORP
US
N
2
2028-08-02
Floating
3.50000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
2100000.00000000
PA
USD
2619750.00000000
0.182085762312
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
GTRC WT TR II
N/A
GTRC WT TR II
000000000
1986.00000000
NS
USD
97244.49000000
0.006758979708
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
GTRC REORG EQTY COMMON
GTRC REORG EQTY COMMON
1.00000000
1.00000000
USD
2099-12-31
XXXX
25827.93000000
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
1150000.00000000
PA
USD
1213250.00000000
0.084326959108
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
565000.00000000
PA
USD
368415.31000000
0.025606711544
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
MLN US HoldCo LLC
549300QKU7NPW6O86862
MLN US HoldCo LLC 2018 1st Lien Term Loan
55292HAB9
177682.60000000
PA
USD
158961.96000000
0.011048653369
Long
LON
CORP
US
N
2
2025-11-30
Floating
4.58700000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
000000000
939000.00000000
PA
1102178.62000000
0.076606941206
Long
DBT
CORP
NL
N
2
2029-06-15
Fixed
3.87500000
N
N
N
N
N
N
INFORMATICA LLC
5493007SV33RZV7RPS40
INFORMATICA LLC
000000000
1500000.00000000
PA
USD
1496250.00000000
0.103996878274
Long
LON
CORP
US
N
2
2028-10-27
None
0.00000000
N
N
N
N
N
N
VALARIS LTD
N/A
VALARIS LTD
000000000
2295.00000000
NS
USD
80829.90000000
0.005618083389
Long
EC
CORP
US
N
2
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc. 7 Year Term Loan
855031AQ3
746183.20000000
PA
USD
716410.49000000
0.049794121652
Long
LON
CORP
US
N
2
2026-04-16
Floating
5.12600000
N
N
N
N
N
N
Octagon Loan Funding Ltd
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd
67590RAY1
2000000.00000000
PA
USD
2000162.00000000
0.139021289252
Long
ABS-CBDO
CORP
KY
N
2
2031-11-18
Floating
1.30500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
3775000.00000000
PA
USD
3814637.50000000
0.265136435588
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
400000.00000000
PA
USD
320500.00000000
0.022276357217
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
165000.00000000
PA
USD
16500.00000000
0.001146832742
Long
DBT
NUSS
VE
N
2
2027-09-15
None
0.00000000
Y
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2021 Term Loan
000000000
1125000.00000000
PA
USD
1125000.00000000
0.078193141559
Long
LON
CORP
US
N
2
2028-09-29
None
0.00000000
N
N
N
N
N
N
Fieldwood Energy LLC
549300KTQCELOBO6BF21
Fieldwood Energy LLC Exit 1st Lien TL
31659HAQ4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2022-04-11
None
0.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
1000000.00000000
PA
USD
1011270.00000000
0.070288336235
Long
DBT
CORP
IT
N
2
2022-01-14
Fixed
6.57200000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
88535000.00000000
PA
2634546.53000000
0.183114195347
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
750000.00000000
PA
USD
743437.50000000
0.051672634380
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
39177000000.00000000
PA
2817812.81000000
0.195852120836
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
127493400.00000000
PA
6697691.88000000
0.465523172708
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
1175000.00000000
PA
USD
1163250.00000000
0.080851708372
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
McClatchy Company, The
N/A
McClatchy Company, The 2020 Term Loan
000000000
715096.23000000
PA
USD
706157.53000000
0.049081489517
Long
LON
CORP
US
N
3
2026-07-15
Floating
10.00000000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2020 Term Loan B2
76173FAW7
994060.95000000
PA
USD
987162.17000000
0.068612721156
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.33700000
N
N
N
N
N
N
Ahead DB Holdings, LLC
254900L07WFL833JX193
Ahead DB Holdings, LLC 2021 Term Loan B
00866HAF2
757415.00000000
PA
USD
759543.34000000
0.052792071027
Long
LON
CORP
US
N
2
2027-10-18
Floating
4.50000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc. 2020 Term Loan
45174UAF5
3075430.97000000
PA
USD
3051811.66000000
0.212116214350
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.08700000
N
N
N
N
N
N
BANIJAY GROUP SAS
969500TVFVKI682L1144
Banijay Group SAS
000000000
1469000.00000000
PA
1750620.09000000
0.121676875124
Long
DBT
CORP
FR
N
2
2026-03-01
Fixed
6.50000000
N
N
N
N
N
N
SRAM, LLC
5493005GYDYQG38FCT53
SRAM, LLC 2021 Term Loan B
85232BAT3
725595.25000000
PA
USD
723781.26000000
0.050306427130
Long
LON
CORP
US
N
2
2028-05-12
Floating
3.25000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAB2
671296.78000000
PA
USD
674008.08000000
0.046846941521
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
634000.00000000
PA
USD
648455.20000000
0.045070888221
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-LOTS Trust
12597RAA2
2044860.00000000
PA
USD
2043479.72000000
0.142032088018
Long
ABS-MBS
CORP
US
N
2
2022-07-15
Floating
4.72500000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
10017.33000000
0.000696254669
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2658898.09000000
PLN
676000.00000000
USD
2021-12-01
10017.33000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1441000.00000000
PA
USD
1419385.00000000
0.098654375318
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
Brown Group Holding, LLC
N/A
Brown Group Holding, LLC Term Loan B
11565HAB2
498665.79000000
PA
USD
497109.95000000
0.034551634392
Long
LON
CORP
US
N
2
2028-06-07
Floating
3.25000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
1163071.67000000
PA
USD
957207.98000000
0.066530754739
Long
LON
CORP
US
N
2
2025-02-28
Floating
3.50000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
696760000.00000000
PA
2175992.79000000
0.151242410899
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
456.66000000
0.000031740160
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
662557.78000000
USD
2752000.00000000
MYR
2021-11-19
456.66000000
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc. 2018 Term Loan B
24664GAD3
487424.67000000
PA
USD
472304.76000000
0.032827549296
Long
LON
CORP
US
N
2
2025-03-31
Floating
2.33700000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
800000.00000000
PA
USD
1022000.00000000
0.071034125043
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
Maxar Technologies Ltd.
5493007AITUJ9X4UWV14
Maxar Technologies Ltd. Term Loan B
000000000
2250736.93000000
PA
USD
2235071.80000000
0.155348698358
Long
LON
CORP
CA
N
2
2024-10-04
Floating
2.84000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1194000.00000000
PA
USD
366558.00000000
0.025477619185
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAC9
820000.00000000
PA
USD
846650.00000000
0.058846420712
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
BONOS TESORERIA GENL REP
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica
000000000
789893780.00000000
PA
946637.64000000
0.065796063102
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
1.50000000
N
N
N
N
N
N
COPPER EARNOUT TR
N/A
COPPER EARNOUT TR
21751C209
5500.00000000
NS
USD
61875.00000000
0.004300622785
Long
EC
CORP
US
Y
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAE0
2254000.00000000
PA
USD
2107490.00000000
0.146481123471
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
607000.00000000
PA
USD
690529.27000000
0.047995247075
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
Broadstreet Partners, Inc.
549300BS9N54G8DD0R75
Broadstreet Partners, Inc. 2020 Term Loan B
11132VAP4
1000000.00000000
PA
USD
986770.00000000
0.068585463375
Long
LON
CORP
US
N
2
2027-01-27
None
0.00000000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2018 Term Loan B
000000000
1869649.79000000
PA
USD
1379801.55000000
0.095903127043
Long
LON
CORP
NL
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAJ7
15000.00000000
PA
USD
14250.00000000
0.000990446459
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
BELDEN INC
68BKYO1JC791TTJHUE82
Belden Inc
000000000
756000.00000000
PA
899017.86000000
0.062486249592
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.37500000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
615000.00000000
PA
USD
636525.00000000
0.044241679494
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3980000.00000000
PA
935334.17000000
0.065010415253
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
LANNETT CO INC
5299001DJ6C90XX17G45
Lannett Co Inc
51602UAD0
2285000.00000000
PA
USD
2102200.00000000
0.146113441944
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FLR3
1597741.45000000
PA
USD
145768.34000000
0.010131630617
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
4920.96000000
0.000342031397
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1832652.58000000
BRL
325000.00000000
USD
2022-01-03
4920.96000000
N
N
N
Noble Corp
N/A
Noble Corp
000000000
4391.00000000
NS
USD
110477.56000000
0.007678744434
Long
EC
CORP
KY
N
2
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
131052863.39000000
NS
USD
131052863.39000000
9.108831198999
Long
EC
RF
US
N
1
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
9374000.00000000
PA
2360317.12000000
0.164053876169
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1730000.00000000
PA
446918.69000000
0.031063090127
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
CEMEX MATERIALS LLC
N/A
CEMEX Materials LLC
766879AA8
1098000.00000000
PA
USD
1242112.50000000
0.086333047596
Long
DBT
CORP
US
N
2
2025-07-21
Fixed
7.70000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. 2021 Term Loan B
000000000
250000.00000000
PA
USD
249312.50000000
0.017328468982
Long
LON
CORP
NL
N
2
2028-09-29
None
0.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1600000000.00000000
PA
117734.25000000
0.008183120779
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
477700.00000000
0.033202545531
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1603000.00000000
PA
USD
1267171.50000000
0.088074773760
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
620000.00000000
PA
USD
705250.00000000
0.049018411631
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
260000.00000000
PA
USD
244400.00000000
0.016987025597
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
2569000.00000000
PA
USD
2570233.12000000
0.178644090839
Long
LON
CORP
US
N
2
2027-07-22
Floating
5.75000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
3201000.00000000
PA
USD
3385057.50000000
0.235278471365
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
248109.13000000
PA
USD
246300.41000000
0.017119113622
Long
LON
CORP
US
N
2
2026-12-02
Floating
3.38200000
N
N
N
N
N
N
MARIPOSA BORROWER INC
549300VXED5TMJSBCI17
MARIPOSA BORROWER INC
570ESCAA1
605000.00000000
PA
USD
201464.40000000
0.014002786087
Long
DBT
CORP
US
Y
3
2021-10-15
None
0.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
100000.00000000
PA
USD
104950.10000000
0.007294558245
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
115973.50000000
PA
USD
114342.91000000
0.007947405642
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.33700000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
358495.44000000
PA
USD
336835.15000000
0.023411732058
Long
LON
CORP
US
N
2
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
7650000.00000000
PA
1933663.98000000
0.134399343393
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
1390000.00000000
PA
USD
1362200.00000000
0.094679731051
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1000000.00000000
PA
USD
1076250.00000000
0.074804772092
Long
DBT
CORP
DE
N
2
2025-04-09
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
355.82000000
0.000024731274
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1473224.87000000
USD
20918320000.00000000
IDR
2021-11-01
355.82000000
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
840000.00000000
PA
USD
864150.00000000
0.060062758470
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
889000.00000000
PA
USD
837882.50000000
0.058237035495
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2021 Incremental Term Loan
90385KAG6
2116234.30000000
PA
USD
2118625.64000000
0.147255106294
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
992000.00000000
PA
USD
997146.00000000
0.069306647407
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B94991202 CDS USD R V 03MEVENT FLO CCPCDX / Short: B94991202 CDS USD P F 5.00000 FIX CCPCDX
000000000
2234000.00000000
OU
Notional Amount
USD
-196592.89000000
-0.01366419171
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-20
0.00000000
USD
-191207.51000000
USD
2234000.00000000
USD
-5385.38000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
2255000.00000000
PA
USD
2449493.75000000
0.170252099149
Long
DBT
CORP
GB
N
2
2023-09-15
Fixed
7.75000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
887000.00000000
PA
USD
880152.36000000
0.061175002737
Long
DBT
CORP
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-106.16000000
-0.00000737865
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
921000.00000000
USD
286708589.40000000
HUF
2021-11-04
-106.16000000
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
990000.00000000
PA
USD
957825.00000000
0.066573640724
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2020 Term Loan B
76857MAK1
1534169.60000000
PA
USD
1398012.05000000
0.097168848113
Long
LON
CORP
US
N
2
2025-12-31
Floating
7.00000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
3215000.00000000
PA
USD
3201947.10000000
0.222551380317
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
000000000
1237000.00000000
PA
USD
1224243.44000000
0.085091058317
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
EG Group Limited
2138003OUK4UQHRJLT65
EG Group Limited 2018 USD Term Loan B
000000000
393877.54000000
PA
USD
392215.38000000
0.027260935760
Long
LON
CORP
GB
N
2
2025-02-07
Floating
4.13200000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
1014000.00000000
PA
USD
1049490.00000000
0.072944817898
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
8900000.00000000
PA
1421070.33000000
0.098771514204
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc. 2021 Term Loan B
90932RAJ3
1993750.00000000
PA
USD
2020446.31000000
0.140431150517
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
1232000.00000000
PA
USD
1157279.20000000
0.080436707830
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan
55278RAF6
89955.72000000
PA
USD
89371.01000000
0.006211733365
Long
LON
CORP
US
N
2
2024-05-17
Floating
2.33700000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1684.35000000
0.000117070771
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
300000.00000000
GBP
412343.34000000
USD
2022-01-25
1684.35000000
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
1196000.00000000
PA
USD
1325168.00000000
0.092105821346
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
Pitney Bowes Inc.
549300N2O26NW4ST6W55
Pitney Bowes Inc. 2021 Term Loan B
72448FAS4
1593250.00000000
PA
USD
1593250.00000000
0.110738864702
Long
LON
CORP
US
N
2
2028-03-17
Floating
4.09000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
3094245.00000000
PA
USD
3095358.93000000
0.215142967992
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AH7
1015000.00000000
PA
USD
1270018.75000000
0.088272671913
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
8.70000000
N
N
N
N
N
N
MALAYSIA WAKALA SUKUK
254900MRLMI21YQTK511
Malaysia Wakala Sukuk Bhd
000000000
1320000.00000000
PA
USD
1305397.50000000
0.090731672452
Long
DBT
CORP
MY
N
2
2031-04-28
Fixed
2.07000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAJ1
350000.00000000
PA
USD
336000.00000000
0.023353684945
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
Noble Corp
N/A
Noble Corp
000000000
4901.00000000
NS
USD
61752.60000000
0.004292115371
N/A
DE
KY
N
2
N/A
N/A
Call
Purchased
Noble Finance Co
Noble Finance Co
23.13000000
23.13000000
USD
2028-02-05
XXXX
61703.59000000
N
N
N
PENN VIRGINIA ESC LLC
N/A
Penn Virginia Escrow LLC
70789PAA2
1219000.00000000
PA
USD
1267760.00000000
0.088115677461
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.25000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp
767754AJ3
230000.00000000
PA
USD
207000.00000000
0.014387538047
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
7.70000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
1493000.00000000
PA
2086018.47000000
0.144988744463
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Viant Medical Holdings, Inc.
549300E68YOWU15QSF58
Viant Medical Holdings, Inc. 2018 1st Lien Term Loan
58506PAF8
852572.66000000
PA
USD
826995.48000000
0.057480333010
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.83700000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AK1
950000.00000000
PA
USD
1007000.00000000
0.069991549822
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
638000.00000000
PA
USD
633215.00000000
0.044011617895
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
GTRC JRPFD EQ
N/A
GTRC JRPFD EQ
000000000
104.00000000
NS
USD
10196.16000000
0.000708684250
Long
EC
CORP
US
N
3
N
N
N
CBAM CLO Management
25490038OT2B8HTRW786
CBAM 2018-5 Ltd
12481QAC9
975000.00000000
PA
USD
975085.80000000
0.067773352882
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.14200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
620000.00000000
PA
USD
640150.00000000
0.044493635172
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
ESC CB CHESAPEAKE ENER
N/A
ESC CB CHESAPEAKE ENER
165ESCAF1
195000.00000000
PA
USD
5362.50000000
0.000372720641
Long
DBT
CORP
US
Y
2
2024-10-01
None
0.00000000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
1733000.00000000
PA
USD
1758821.70000000
0.122246928148
Long
DBT
NUSS
CN
N
2
2022-12-03
Fixed
1.87500000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company Term Loan B4
000000000
1057920.64000000
PA
USD
1036571.80000000
0.072046938217
Long
LON
CORP
CA
N
2
2026-11-19
Floating
1.83700000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
59891000000.00000000
PA
4519038.57000000
0.314095842327
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
444000.00000000
PA
USD
414474.00000000
0.028808021470
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SO
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions Inc
37960XAA5
1113000.00000000
PA
USD
1135260.00000000
0.078906263010
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
Messer Industries GmbH
529900HNC1EZT3TC1260
Messer Industries GmbH 2018 USD Term Loan
000000000
250000.00000000
PA
USD
248202.50000000
0.017251318416
Long
LON
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
1011000.00000000
PA
USD
1035001.14000000
0.071937769470
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.37500000
N
N
N
N
N
N
WINDSTREAM CORPORATION WTS
N/A
WINDSTREAM CORPORATION WTS
000000000
27912.00000000
NS
USD
544284.00000000
0.037830467431
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
WINDSTREAM CORPORATION
WINDSTREAM CORPORATION
1.00000000
1.00000000
USD
2099-12-31
XXXX
297593.15000000
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
492500.00000000
PA
USD
485605.00000000
0.033751982673
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.63200000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
1254000.00000000
PA
USD
1304160.00000000
0.090645659997
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2559000000.00000000
PA
180985.92000000
0.012579429033
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
3782000.00000000
PA
USD
3693359.38000000
0.256706998072
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
AHP Health Partners, Inc.
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc. 2021 Term Loan B
00130MAJ3
500000.00000000
PA
USD
501405.00000000
0.034850161905
Long
LON
CORP
US
N
2
2028-08-04
Floating
4.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3927000.00000000
PA
963447.39000000
0.066964425023
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
Valaris Ltd
N/A
Valaris Ltd
000000000
6713.00000000
NS
USD
236431.86000000
0.016433199909
Long
EC
CORP
BM
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada 2021 Term Loan B
000000000
500000.00000000
PA
USD
504895.00000000
0.035092734406
Long
LON
CORP
CA
N
2
2028-08-11
Floating
4.25000000
N
N
N
N
N
N
Academy, Ltd.
549300BN53IR80C35Z14
Academy, Ltd. 2021 Term Loan
000000000
1244375.00000000
PA
USD
1245619.38000000
0.086576793342
Long
LON
CORP
US
N
2
2027-11-05
Floating
4.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
2525000.00000000
PA
USD
2361664.06000000
0.164147495253
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
325000.00000000
PA
USD
329468.75000000
0.022899730318
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
INGRAM MICRO INC.
549300KJMEWPKRQZHX63
Ingram Micro Inc. 2021 Term Loan B
45258FAB6
1247500.00000000
PA
USD
1249995.00000000
0.086880920874
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
939000.00000000
PA
1310721.78000000
0.091101736612
Long
DBT
CORP
IT
N
2
2027-01-11
Fixed
7.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
90641500.00000000
PA
4471428.67000000
0.310786715527
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AG6
3968542.15000000
PA
USD
3053793.18000000
0.212253939927
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
Phoenix Guarantor Inc
N/A
Phoenix Guarantor Inc 2020 Term Loan B
71913BAE2
343875.00000000
PA
USD
341564.16000000
0.023740421968
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.33800000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
1025000.00000000
PA
1452871.22000000
0.100981835532
Long
DBT
CORP
GB
N
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
1796000.00000000
PA
USD
1778938.00000000
0.123645111875
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-78520.65000000
-0.00545757893
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6237067.50000000
USD
4500000.00000000
GBP
2021-11-12
-78520.65000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
88245000.00000000
PA
15285311.60000000
1.062405807755
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B94986863 CDS USD R V 03MEVENT FLO CCPCDX / Short: B94986863 CDS USD P F 5.00000 FIX CCPCDX
000000000
2162000.00000000
OU
Notional Amount
USD
-190256.86000000
-0.01322380585
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-20
0.00000000
USD
-182507.81000000
USD
2162000.00000000
USD
-7749.05000000
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
1219000.00000000
PA
USD
1252522.50000000
0.087056594799
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
M360 2018-CRE1, Ltd.
N/A
M360 2021-CRE3 Ltd
55379AAE4
1200000.00000000
PA
USD
1199999.40000000
0.083405975960
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
3.08600000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
1243000.00000000
PA
USD
1552196.25000000
0.107885423204
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
250000.00000000
PA
USD
250625.00000000
0.017419694314
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FZ64
1639140.53000000
PA
USD
310906.60000000
0.021609567809
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Floating
6.06400000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1679000.00000000
PA
USD
1666407.50000000
0.115823677816
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Term Loan
000000000
553746.07000000
PA
USD
549908.61000000
0.038221406032
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
WeWork Cos Inc
549300D8U9TF7WBED521
WeWork Cos Inc
96208LAA9
1965000.00000000
PA
USD
1994475.00000000
0.138626014233
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.87500000
N
N
N
N
N
N
Getty Images Inc
5493005NV20IG4VEKZ40
Getty Images Inc
374276AJ2
845000.00000000
PA
USD
895700.00000000
0.062255641684
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
9.75000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2021 USD Delayed Draw Term Loan
000000000
40000.00000000
PA
USD
39957.20000000
0.002777225774
Long
LON
CORP
US
N
2
2028-10-04
None
0.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
3547000.00000000
PA
USD
3750509.13000000
0.260679192287
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
323000.00000000
PA
USD
327945.94000000
0.022793887387
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAT0
1019000.00000000
PA
USD
1001167.50000000
0.069586161824
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
CHL GMSR Issuer Trust
N/A
CHL GMSR Issuer Trust
17026XAA9
1975000.00000000
PA
USD
1977705.36000000
0.137460440158
Long
ABS-MBS
CORP
US
N
2
2023-05-25
Floating
2.83900000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
000000000
567000.00000000
PA
USD
558849.38000000
0.038842834383
Long
DBT
CORP
KY
N
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
IRIS HOLDINGS INC
N/A
Iris Holdings Inc
46272EAA1
615000.00000000
PA
USD
624224.99000000
0.043386767118
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
Y
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-13436.88000000
-0.00093393054
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2632177.02000000
USD
1913076.45000000
GBP
2022-01-25
-13436.88000000
N
N
N
Grinding Media Inc.
254900IYFJ03EGFQ8C34
Grinding Media Inc. 2021 Term Loan B
39854KAB6
250000.00000000
PA
USD
250312.50000000
0.017397973997
Long
LON
CORP
US
N
2
2028-10-12
None
0.00000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
244240.97000000
PA
USD
241901.14000000
0.016813342296
Long
LON
CORP
US
N
2
2025-05-04
Floating
3.62500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
88628648.00000000
PA
4826103.46000000
0.335438392026
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-1444.24000000
-0.00010038192
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
860798119.40000000
HUF
2763396.85000000
USD
2021-11-04
-1444.24000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
939000.00000000
PA
USD
384990.00000000
0.026758735616
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.37500000
N
N
N
N
N
N
Delos Finance Sarl
549300HX549YWOJQT076
Delos Finance Sarl 2018 Term Loan B
000000000
130000.00000000
PA
USD
129816.70000000
0.009022911644
Long
LON
CORP
LU
N
2
2023-10-06
Floating
1.88200000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
755000.00000000
PA
USD
768212.50000000
0.053394621120
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Allegiant Travel Company
549300JM9OZXOHWL2K18
Allegiant Travel Company 2020 Term Loan
01748LAE8
742424.22000000
PA
USD
737323.77000000
0.051247699487
Long
LON
CORP
US
N
2
2024-02-05
Floating
3.12400000
N
N
N
N
N
N
TRILOGY INT S PAC/TISP
N/A
Trilogy International South Pacific LLC / TISP Finance Inc
89623TAA4
725482.00000000
PA
USD
710972.36000000
0.049416144347
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
8.87500000
N
N
N
N
N
N
HGIM Corp.
549300W0Q0ZDXP0FKI37
HGIM Corp. 2018 Exit Term Loan
40419BAM8
208915.16000000
PA
USD
159820.10000000
0.011108298403
Long
LON
CORP
US
N
2
2023-07-02
Floating
7.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
687000.00000000
PA
USD
563039.44000000
0.039134064565
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
165000.00000000
PA
USD
170981.25000000
0.011884054298
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
70730000.00000000
PA
2969400.45000000
0.206388221986
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
PAREXEL INTERNATIONAL CORP
N/A
PAREXEL INTERNATIONAL CORP
71911KAC8
3638000.00000000
PA
USD
3640510.22000000
0.253033716428
Long
LON
CORP
US
N
2
2028-08-11
None
0.00000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
179319.99000000
PA
USD
179133.50000000
0.012450676554
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
1119000.00000000
PA
USD
1119000.00000000
0.077776111471
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
CTR PARTNERSHIP/CARETRST
N/A
CTR Partnership LP / CareTrust Capital Corp
126458AE8
845000.00000000
PA
USD
857884.56000000
0.059627278970
Long
DBT
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
670000.00000000
PA
769454.55000000
0.053480949824
Long
DBT
CORP
FR
N
2
2026-01-15
Fixed
6.62500000
N
N
N
N
N
N
SARACEN DEVELOPMENT LLC
N/A
Saracen Development LLC
80313LAA5
1531955.00000000
PA
USD
1694725.22000000
0.117791901362
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
14.00000000
N
N
Y
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
1545000.00000000
PA
USD
1591350.00000000
0.110606805174
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
481720000.00000000
PA
1471858.60000000
0.102301553658
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
1800000.00000000
PA
USD
1876500.00000000
0.130426160121
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DT2
6111000.00000000
PA
USD
5906281.50000000
0.410516182597
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
1088000.00000000
PA
USD
1145120.00000000
0.079591582455
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
4185223.37000000
PA
USD
4115330.14000000
0.286036081957
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.62900000
N
N
N
N
N
N
Cenveo Inc
N/A
Cenveo Inc
15670S402
10879.00000000
NS
USD
76153.00000000
0.005293015385
Long
EC
CORP
US
N
2
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
3319000.00000000
PA
USD
3476652.50000000
0.241644783188
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST
12657CAA2
2746752.60000000
PA
USD
2745497.33000000
0.190825832334
Long
ABS-MBS
CORP
US
N
2
2023-04-15
Floating
4.06000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-41643.52000000
-0.00289443347
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
675000.00000000
USD
6575213.48000000
TRY
2022-03-29
-41643.52000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
175000.00000000
PA
USD
186812.50000000
0.012984405562
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC Term Loan
25277BAB4
2691800.67000000
PA
USD
1413195.35000000
0.098224163603
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.34000000
N
N
N
N
N
N
ABERTIS FINANCE BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
000000000
900000.00000000
PA
1062508.38000000
0.073849660591
Long
DBT
CORP
NL
N
2
2025-11-24
Fixed
3.24800000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1400000.00000000
PA
USD
1463000.00000000
0.101685836535
Long
DBT
CORP
DE
N
2
2025-10-30
Fixed
6.00000000
N
N
N
N
N
N
IBERCAJA BANCO SA
549300OLBL49CW8CT155
Ibercaja Banco SA
000000000
700000.00000000
PA
814573.00000000
0.056616908355
Long
DBT
CORP
ES
N
2
2030-07-23
Fixed
2.75000000
N
N
N
N
N
N
SYCAMORE BUYER LLC
N/A
SYCAMORE BUYER LLC
000000000
250000.00000000
PA
USD
249140.00000000
0.017316479367
Long
LON
CORP
US
N
2
2028-09-24
None
0.00000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAP7
725000.00000000
PA
USD
619875.00000000
0.043084420999
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 Term Loan B1
64072UAE2
1249596.36000000
PA
USD
1219531.07000000
0.084763524971
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.34000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
638000.00000000
PA
USD
594137.50000000
0.041295535683
Long
DBT
NUSS
BH
N
2
2051-01-25
Fixed
6.25000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AA4
737000.00000000
PA
USD
754503.75000000
0.052441794249
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
5.37500000
N
N
N
N
N
N
COPPER PPTY CTL PASS THRU TR
N/A
COPPER PPTY CTL PASS THRU TR
217519107
41250.00000000
NS
USD
876562.50000000
0.060925489465
Long
STIV
CORP
US
N
2
N
N
N
Cablevision Lightpath LLC
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC Term Loan B
12687HAB3
1114685.14000000
PA
USD
1115242.48000000
0.077514944988
Long
LON
CORP
US
N
2
2027-11-30
Floating
3.75000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
1145000.00000000
PA
USD
1158007.20000000
0.080487307481
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Carestream Dental Equipment, Inc
549300E3FODU7LS3DY31
Carestream Dental Equipment, Inc 2017 1st Lien Term Loan
14173MAC7
336000.00000000
PA
USD
335791.68000000
0.023339205661
Long
LON
CORP
US
N
2
2024-09-01
Floating
4.25000000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2021 Term Loan
84850XAK8
497500.00000000
PA
USD
498798.48000000
0.034668995694
Long
LON
CORP
US
N
2
2028-03-04
Floating
4.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
175000.00000000
PA
USD
17500.00000000
0.001216337757
Long
DBT
NUSS
VE
N
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAB8
615000.00000000
PA
USD
624963.00000000
0.043438062514
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
M360 2018-CRE1, Ltd.
N/A
M360 2021-CRE3 Ltd
55379AAG9
1300000.00000000
PA
USD
1299998.83000000
0.090356437814
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
3.83600000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAC4
946000.00000000
PA
USD
657470.00000000
0.045697462027
Long
DBT
CORP
XX
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607AF6
1183000.00000000
PA
USD
1199266.25000000
0.083355018359
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
Unisys Corp
909214BV9
550000.00000000
PA
USD
598125.00000000
0.041572686929
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
6.87500000
N
N
N
N
N
N
OT MERGER CORP
N/A
OT Merger Corp
688777AA9
1258000.00000000
PA
USD
1235985.00000000
0.085907155618
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
CONSTELLATION AUTOMOTIVE
254900HVTSU7VICDRM89
Constellation Automotive Financing PLC
000000000
830000.00000000
PA
1092233.20000000
0.075915684643
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
2857449.85000000
PA
USD
2853649.44000000
0.198342946332
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.00000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AL5
342369.88000000
PA
USD
263624.81000000
0.018323246299
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
Liberty Interactive LLC
Liberty Interactive LLC
USD
XXXX
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
203000.00000000
PA
USD
20300.00000000
0.001410951798
Long
DBT
NUSS
VE
N
2
2023-05-07
None
0.00000000
Y
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
765000.00000000
PA
USD
860625.00000000
0.059817753293
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2067.62000000
0.000143709958
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
250000.00000000
EUR
291717.45000000
USD
2022-01-25
2067.62000000
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
2302000.00000000
PA
USD
2198410.00000000
0.152800519410
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Project Silver
N/A
Project Silver
827304AA4
3011037.76000000
PA
USD
2961803.98000000
0.205860229227
Long
ABS-O
CORP
KY
N
2
2044-07-15
Fixed
3.96700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380NFK0
2583633.16000000
PA
USD
184634.43000000
0.012833018774
Long
ABS-MBS
USGA
US
N
2
2061-02-16
Variable
0.88500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
14015.49000000
0.000974146838
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9263683.50000000
CAD
7500000.00000000
USD
2022-01-25
14015.49000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-10212.99000000
-0.00070985402
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1230382.24000000
USD
40500000.00000000
THB
2021-12-01
-10212.99000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
225000.00000000
PA
USD
323284.73000000
0.022469909917
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
152000.00000000
PA
USD
15390.00000000
0.001069682176
Long
DBT
NUSS
VE
N
2
2034-01-13
None
0.00000000
Y
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
1222000.00000000
PA
USD
1252550.00000000
0.087058506187
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2195.12000000
-0.00015257184
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1244168.70000000
USD
1536905.42000000
CAD
2022-01-25
-2195.12000000
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
1235743.47000000
PA
USD
1224547.63000000
0.085112201048
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.33700000
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
793000.00000000
PA
USD
802912.50000000
0.055806445131
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
1342000.00000000
PA
USD
1315160.00000000
0.091410215158
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
22685000.00000000
PA
678798.98000000
0.047179933096
Long
DBT
NUSS
TH
N
2
2024-06-17
Fixed
0.75000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
140000.00000000
PA
USD
141925.00000000
0.009864499214
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73939VAA2
433897.00000000
PA
USD
464812.16000000
0.032306776022
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
599000.00000000
PA
USD
699332.50000000
0.048607115706
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
90386.81000000
0.006282336559
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
9897579.00000000
PLN
2569464.95000000
USD
2021-12-01
90386.81000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
23926.75000000
0.001663029110
N/A
DFE
ID
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
748880.96000000
USD
10970447000.00000000
IDR
2021-11-01
23926.75000000
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC Term Loan B
01862LAW8
1231785.72000000
PA
USD
1233978.30000000
0.085767679905
Long
LON
CORP
US
N
2
2027-10-08
Floating
4.25000000
N
N
N
N
N
N
NORTHWEST ACQ/DOMINION
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
1260000.00000000
PA
USD
126.00000000
0.000008757631
Long
DBT
CORP
CA
N
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-417.16000000
-0.00002899471
N/A
DFE
RU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
297140.10000000
USD
21400000.00000000
RUB
2022-01-13
-417.16000000
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
385000.00000000
PA
USD
398475.00000000
0.027696010740
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2018 Term Loan C
389376AY0
242741.64000000
PA
USD
241013.32000000
0.016751634354
Long
LON
CORP
US
N
2
2026-01-02
Floating
2.58200000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
865000.00000000
PA
USD
843375.00000000
0.058618791789
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
SYLVAMO CORP
5493001AOYU1ZOWOC971
Sylvamo Corp
87133LAA8
1305000.00000000
PA
USD
1311525.00000000
0.091157564430
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2019-1 LLC
12326QAA2
377903.64000000
PA
USD
385810.25000000
0.026815747105
Long
ABS-O
CORP
US
N
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
Flexential Intermediate Corporation
549300M6D163XS0DO113
Flexential Intermediate Corporation 2017 1st Lien Term Loan
70469CAC4
1126808.01000000
PA
USD
1082445.58000000
0.075235395971
Long
LON
CORP
US
N
2
2024-08-01
Floating
3.58700000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
55667000.00000000
PA
3411287.58000000
0.237101593461
Long
DBT
NUSS
EG
N
2
2026-01-12
Fixed
14.06000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
755000.00000000
PA
USD
794637.50000000
0.055231291134
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
48142029.00000000
PA
2589157.74000000
0.179959446830
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
BW NHHC Holdco, Inc.
549300Y5ZHAEE7MHCH51
BW NHHC Holdco, Inc. 2018 1st Lien Term Loan
05606CAE0
428725.46000000
PA
USD
377145.50000000
0.026213503529
Long
LON
CORP
US
N
2
2025-05-15
Floating
5.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NXV4
12275544.71000000
PA
USD
1430057.99000000
0.099396201645
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
1387000.00000000
PA
USD
1457390.25000000
0.101295930778
Long
DBT
NUSS
CN
N
2
2023-10-19
Fixed
3.25000000
N
N
N
N
N
N
BONOS TESORERIA GENL REP
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica
000000000
60761060.00000000
PA
67532.78000000
0.004693866867
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
2.00000000
N
N
N
N
N
N
POLYUS FINANCE PLC
213800HYXYT461CS2B79
Polyus Finance PLC
73181LAB7
416000.00000000
PA
USD
411632.00000000
0.028610488219
Long
DBT
CORP
GB
N
2
2028-10-14
Fixed
3.25000000
N
N
N
N
N
N
iQor US Inc.
549300LKMK4MMQCMDH78
iQor US Inc. 2020 Second Out Term Loan
46264NAL7
167022.49000000
PA
USD
158115.18000000
0.010989797913
Long
LON
CORP
US
N
2
2025-11-19
Floating
8.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
2290000.00000000
PA
USD
2622050.00000000
0.182245623846
Long
DBT
CORP
GB
N
2
2025-09-27
Fixed
7.50000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
1521000.00000000
PA
USD
1524802.50000000
0.105981420207
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
600000.00000000
PA
USD
588000.00000000
0.040868948655
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
10025000000.00000000
PA
2598856.66000000
0.180633570408
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CP0
1474000.00000000
PA
USD
1481532.14000000
0.102973913198
Long
DBT
NUSS
PH
N
2
2046-07-06
Fixed
3.20000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
914000.00000000
PA
USD
974723.88000000
0.067748197627
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST
12658RAA8
2316000.00000000
PA
USD
2317036.87000000
0.161045681755
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
3.80000000
N
N
N
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
000000000
1870000.00000000
PA
USD
1833184.38000000
0.127415507316
Long
DBT
CORP
UA
N
2
2028-06-24
Fixed
6.25000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CE8
6242000.00000000
PA
USD
5702067.00000000
0.396322250768
Long
DBT
NUSS
BR
N
2
2031-09-12
Fixed
3.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
45054000000.00000000
PA
3593507.68000000
0.249766804194
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
1125000.00000000
PA
USD
1123593.75000000
0.078095400132
Long
LON
CORP
PA
N
2
2028-10-18
Floating
4.00000000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
600000.00000000
PA
USD
601926.00000000
0.041836875490
Long
DBT
CORP
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
ARTIC CANADIAN DIAMOND
N/A
ARTIC CANADIAN DIAMOND
000000000
627.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
1994000.00000000
PA
USD
1957111.00000000
0.136029028863
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
1684000.00000000
PA
USD
1557700.00000000
0.108267961429
Long
DBT
CORP
MX
N
2
2029-01-28
Fixed
9.87500000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
1257000.00000000
PA
USD
1326135.00000000
0.092173032695
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
248934.15000000
PA
USD
246444.81000000
0.017129150146
Long
LON
CORP
US
N
2
2027-07-31
Floating
3.33700000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC 2021 Term Loan B2
46269KAL8
498911.51000000
PA
USD
499225.82000000
0.034698697967
Long
LON
CORP
US
N
2
2026-11-04
Floating
3.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
800000.00000000
PA
952543.89000000
0.066206577095
Long
DBT
CORP
DE
N
2
2027-10-30
Fixed
4.62500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
21936400000.00000000
PA
5888409.72000000
0.409274004265
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAS3
624000.00000000
PA
USD
589374.24000000
0.040964465226
Long
DBT
NUSS
KR
N
2
2030-09-16
Fixed
1.00000000
N
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
Beasley Mezzanine Holdings LLC
07403VAA7
1400000.00000000
PA
USD
1408750.00000000
0.097915189486
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.62500000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET 2018-2 US Ltd
04546KAA6
1549655.70000000
PA
USD
1495865.45000000
0.103970150121
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
80000.00000000
PA
USD
78000.00000000
0.005421391148
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1000000.00000000
PA
1192124.87000000
0.082858656637
Long
DBT
CORP
ES
N
2
2026-01-14
Fixed
4.37500000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
000000000
700000.00000000
PA
841074.29000000
0.058458880906
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.37500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
652621.36000000
PA
USD
651927.95000000
0.045312261761
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
5400000.00000000
PA
USD
6085800.00000000
0.422993618582
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
3296000.00000000
PA
USD
3247590.00000000
0.225723790754
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
000000000
947000.00000000
PA
1137853.37000000
0.079086515230
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.37500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
12000000000.00000000
PA
2922616.70000000
0.203136516753
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
400000.00000000
PA
USD
372325.00000000
0.025878454605
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
1104076.85000000
PA
USD
1095796.27000000
0.076163335876
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.34000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LBH3
3931828.45000000
PA
USD
433956.30000000
0.030162139019
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAF4
480000.00000000
PA
USD
469200.00000000
0.032611752906
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
000000000
514000.00000000
PA
629567.59000000
0.043758104610
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
415000.00000000
PA
USD
439900.00000000
0.030575255975
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
Mashantucket (Western) Pequot Tribe, CT
549300G9L0I436CFM593
Mashantucket (Western) Pequot Tribe, CT Term Loan B
57475BAH4
1435422.20000000
PA
USD
1383388.15000000
0.096152413729
Long
LON
CORP
US
N
2
2022-02-16
Floating
8.37500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BF5
265000.00000000
PA
USD
373604.88000000
0.025967412683
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
Y
Air Canada
Air Canada
USD
XXXX
N
N
N
RESOLUTE FOREST PRODUCTS
N/A
Resolute Forest Products Inc
76117WAC3
1408000.00000000
PA
USD
1432640.00000000
0.099575664288
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AP3
610000.00000000
PA
USD
622200.00000000
0.043246020158
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
SECURE ENERGY SE
549300EZKELHYBQO9X11
Secure Energy Services Inc
81373CAC6
100000.00000000
PA
81407.56000000
0.005658233656
Long
DBT
CORP
CA
N
2
2026-12-30
Fixed
7.25000000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
1660000.00000000
PA
1890539.99000000
0.131402009833
Long
DBT
CORP
LU
N
2
2027-03-15
Fixed
4.50000000
N
N
N
N
N
N
SALEM MEDIA GROUP INC.
549300CTHBTS2MIXZL54
Salem Media Group Inc
794093AG9
1810000.00000000
PA
USD
1819050.00000000
0.126433097026
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.75000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157FAA8
846000.00000000
PA
USD
877090.50000000
0.060962188113
Long
DBT
CORP
MX
N
2
2025-11-12
Fixed
7.50000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
78488CAH3
500000.00000000
PA
USD
498125.00000000
0.034622185457
Long
LON
CORP
US
N
2
2028-08-25
None
0.00000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXXI Ltd
09631DAA7
1000000.00000000
PA
USD
999972.00000000
0.069503068579
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
6.65400000
N
N
N
N
N
N
Hayward Industries, Inc.
549300NV8ZMMEDUHQ091
Hayward Industries, Inc. 2021 Term Loan
421300AL8
498750.00000000
PA
USD
497089.16000000
0.034550189382
Long
LON
CORP
US
N
2
2028-05-12
None
0.00000000
N
N
N
N
N
N
GTRC WT TR III
N/A
GTRC WT TR III
000000000
161.00000000
NS
USD
7883.37000000
0.000547933747
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
GTRC REORG EQTY COMMON
GTRC REORG EQTY COMMON
1.00000000
1.00000000
USD
2099-12-31
XXXX
2113.13000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
200000.00000000
PA
USD
193300.00000000
0.013435319345
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
145000.00000000
PA
USD
14681.25000000
0.001020420497
Long
DBT
NUSS
VE
N
2
2028-05-07
None
0.00000000
Y
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
33821000000.00000000
PA
2602074.47000000
0.180857224339
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
497500.00000000
PA
USD
498509.93000000
0.034648940022
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
Kingdom of Jordan
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
937000.00000000
PA
USD
967042.56000000
0.067214307367
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3295000.00000000
PA
779417.84000000
0.054173448442
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
VOYAGER AVIATION HLD PFD
N/A
VOYAGER AVIATION HLD PFD
000000000
1441.00000000
NS
USD
144100.00000000
0.010015672621
Long
EP
CORP
US
N
3
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
28344000000.00000000
PA
2103667.97000000
0.146215473220
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAF9
1257000.00000000
PA
USD
1271573.66000000
0.088380745955
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
1061000.00000000
PA
USD
1055164.50000000
0.073339224104
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
5000000.00000000
PA
1302119.23000000
0.090503816248
Long
DBT
NUSS
PL
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
8th Avenue Food & Provisions, Inc.
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan
28253PAC3
486250.00000000
PA
USD
483517.28000000
0.033606875663
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.83800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-TMIC
126390AG8
350000.00000000
PA
USD
357415.13000000
0.024842143871
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
5.25000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
408000000.00000000
PA
1273522.15000000
0.088516175781
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
92537VAA8
800000.00000000
PA
USD
847000.00000000
0.058870747467
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
400000.00000000
PA
USD
424450.00000000
0.029501403497
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. Term Loan B
000000000
2011437.24000000
PA
USD
2004900.07000000
0.139350608877
Long
LON
CORP
US
N
2
2025-11-27
Floating
2.83700000
N
N
N
N
N
N
Arctic Canadian Diamond Company Ltd
N/A
Arctic Canadian Diamond Company Ltd Term Loan A2
000000000
95699.99000000
PA
USD
95221.49000000
0.006618371064
Long
LON
CORP
US
N
3
2024-12-31
Floating
6.00000000
N
N
N
N
N
N
Life Time Fitness Inc
549300PALKE96VYH4X17
Life Time Fitness Inc 2021 Term Loan B
50218KAG3
482867.65000000
PA
USD
486793.36000000
0.033834579652
Long
LON
CORP
US
N
2
2024-12-16
Floating
5.75000000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
1781000.00000000
PA
USD
1843335.00000000
0.128121026308
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.12500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-7044.77000000
-0.00048964684
N/A
DFE
CL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
610292.63000000
USD
496351000.00000000
CLP
2022-01-31
-7044.77000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
24446.43000000
0.001699149476
N/A
DFE
CN
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1807000.00000000
USD
11784350.50000000
CNY
2021-12-20
24446.43000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
861000.00000000
PA
USD
933539.25000000
0.064885659312
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
285000.00000000
PA
USD
195812.81000000
0.013609972241
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
664000.00000000
PA
USD
690560.00000000
0.047997382964
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. USD Term Loan B12
000000000
1491270.70000000
PA
USD
1474121.09000000
0.102458808059
Long
LON
CORP
FR
N
2
2026-01-31
Floating
3.81100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DAX8
12248544.94000000
PA
USD
959078.46000000
0.066660762479
Long
ABS-MBS
USGA
US
N
2
2063-04-16
Variable
0.72200000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
199000.00000000
PA
USD
20148.75000000
0.001400439165
Long
DBT
NUSS
VE
N
2
2025-04-21
None
0.00000000
Y
N
N
N
N
N
Nationstar HECM Loan Trust
N/A
Nationstar HECM Loan Trust 2020-1
63862XAD4
1000000.00000000
PA
USD
994025.60000000
0.069089763959
Long
ABS-O
CORP
US
N
2
2030-09-25
Variable
2.82000000
N
N
N
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
841875.00000000
PA
USD
888178.13000000
0.061732833999
Long
DBT
CORP
XX
N
2
2025-10-15
Fixed
7.62500000
N
N
Y
N
N
N
CBI Buyer, Inc.
254900KQOFMPF9290333
CBI Buyer, Inc. Term Loan
64900YAB8
998125.00000000
PA
USD
994382.03000000
0.069114537632
Long
LON
CORP
US
N
2
2028-01-06
Floating
3.75000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 USD Term Loan B
000000000
482543.87000000
PA
USD
479325.30000000
0.033315512032
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.33700000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
500000.00000000
PA
USD
519687.50000000
0.036120887337
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc. 2021 Term Loan B
15134NAF3
1108675.88000000
PA
USD
1113642.75000000
0.077403755731
Long
LON
CORP
US
N
2
2026-06-29
Floating
5.75000000
N
N
N
N
N
N
Premier Brands Group Holding
N/A
PREMIER BRANDS GROUP HOLDING
000000000
7679.00000000
NS
USD
5528.88000000
0.000384284885
Long
EC
CORP
US
N
2
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
61657100.00000000
PA
2831029.11000000
0.196770719962
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
MMODAL ESCROW CLAIM
N/A
MMODAL ESCROW CLAIM
000000000
2776.00000000
NS
USD
347.00000000
0.000024118240
Long
STIV
CORP
US
N
3
N
N
N
ATI Holdings Acquisition, Inc.
549300EJ9DE34K9D1P94
ATI Holdings Acquisition, Inc. 2016 Term Loan
00216HAB8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2023-05-10
Floating
4.50000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087M35
14000000.00000000
PA
11162330.32000000
0.775837933199
Long
DBT
NUSS
CA
N
1
2023-08-01
Fixed
0.25000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00109LAA1
1891000.00000000
PA
USD
1867362.50000000
0.129791058049
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
AVATION CAPITAL SA
N/A
AVATION CAPITAL SA
000000000
20510.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
Avation Capital SA
Avation Capital SA
1.00000000
1.00000000
USD
2099-12-31
XXXX
0.00000000
N
N
N
QuarterNorth Energy Holding Inc.
549300BC3OH5VUTNXB92
QuarterNorth Energy Holding Inc. 2021 Exit 2nd Lien Term Loan
74771KAB3
1002843.40000000
PA
USD
1004096.95000000
0.069789773289
Long
LON
CORP
US
N
2
2026-08-27
Floating
9.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
5967.45000000
0.000414767700
N/A
DFE
BR
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
753000.00000000
USD
4345563.00000000
BRL
2022-01-03
5967.45000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
13740.59000000
0.000955039910
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
950000.00000000
USD
31988590.00000000
THB
2021-12-01
13740.59000000
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
2760000.00000000
PA
USD
2804850.00000000
0.194951140536
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
Plantronics Inc
5493006O3W5M472F6668
Plantronics Inc 2018 Term Loan B
72749DAC0
455522.02000000
PA
USD
443136.38000000
0.030800200614
Long
LON
CORP
US
N
2
2025-07-02
Floating
2.58700000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
74730DAD5
1226000.00000000
PA
USD
1253968.13000000
0.087157073333
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
6419.31000000
0.000446174236
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
20918320000.00000000
IDR
1480000.00000000
USD
2021-11-01
6419.31000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-144393.95000000
-0.01003610362
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9839000.00000000
USD
321784495.00000000
THB
2021-12-01
-144393.95000000
N
N
N
MEDICAL SOLUTIONS LLC
549300JH2XHZ7TIKYR39
MEDICAL SOLUTIONS LLC
000000000
1000000.00000000
PA
USD
1000500.00000000
0.069539767227
Long
LON
CORP
US
N
2
2028-10-07
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4375.47000000
0.000304117106
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
700000.00000000
EUR
815395.00000000
USD
2022-01-25
4375.47000000
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
1687000.00000000
PA
USD
1821960.00000000
0.126635356618
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
464000.00000000
PA
USD
67657.00000000
0.004702500780
Long
DBT
NUSS
LB
N
2
2028-03-20
None
0.00000000
Y
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
1200000.00000000
PA
USD
1276200.00000000
0.088702299785
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Metro-Goldwyn-Mayer Inc.
8JA4NT75BITP5LG6P072
Metro-Goldwyn-Mayer Inc. 2018 1st Lien Term Loan
591611AK4
472501.93000000
PA
USD
469255.84000000
0.032615634066
Long
LON
CORP
US
N
2
2025-07-03
Floating
2.59000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
677000.00000000
PA
USD
710003.75000000
0.049348821094
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AU9
60000.00000000
PA
USD
60525.00000000
0.004206791015
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
600000.00000000
PA
749954.92000000
0.052125627753
Long
DBT
CORP
DE
N
2
2025-10-09
Fixed
6.12500000
N
N
N
N
N
N
Air Methods Corporation
54930081QGNZXVDOZF63
Air Methods Corporation 2017 Term Loan B
00912YAL6
90447.60000000
PA
USD
86151.34000000
0.005987950154
Long
LON
CORP
US
N
2
2024-04-22
Floating
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2416.42000000
0.000167953307
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
717749.06000000
EUR
834000.00000000
USD
2022-01-25
2416.42000000
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
1244000.00000000
PA
USD
1150239.72000000
0.079947428669
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership USD Term Loan I
000000000
990000.00000000
PA
USD
977209.20000000
0.067920939830
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.59000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
250000.00000000
PA
USD
257500.00000000
0.017897541290
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
ULKER BISKUVI SANAYI AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS
000000000
452000.00000000
PA
USD
474119.75000000
0.032953700202
Long
DBT
CORP
TR
N
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-15470.89000000
-0.00107530443
N/A
DFE
ZA
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
890000.00000000
USD
13472375.00000000
ZAR
2022-01-03
-15470.89000000
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AA1
3770000.00000000
PA
USD
4071600.00000000
0.282996617933
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
Ingersoll-Rand Services Company
N/A
Ingersoll-Rand Services Company 2020 USD Spinco Term Loan
365556AU3
94778.35000000
PA
USD
93386.06000000
0.006490799474
Long
LON
CORP
US
N
2
2027-03-01
Floating
1.83700000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
5550.11000000
0.000385760477
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5753104.03000000
ZAR
379000.00000000
USD
2022-01-03
5550.11000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
735000.00000000
PA
USD
748597.50000000
0.052031280256
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
000000000
270000.00000000
PA
USD
276159.38000000
0.019194461771
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
4292000.00000000
PA
USD
4141780.00000000
0.287874479866
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
70510800.00000000
PA
3610005.35000000
0.250913474990
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
1122000.00000000
PA
USD
1138830.00000000
0.079154395913
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
6316000.00000000
PA
USD
5565975.00000000
0.386863174305
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
1214000.00000000
PA
USD
1198825.00000000
0.083324349271
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.62500000
N
N
N
N
N
N
Carlyle US CLO 2020-1, Ltd
N/A
CARLYLE US CLO 2020-1 LTD
14315UAJ3
500000.00000000
PA
USD
499630.00000000
0.034726790504
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.38200000
N
N
N
N
N
N
Twin River Worldwide Holdings, Inc.
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc. 2021 Term Loan B
05875CAB0
2125000.00000000
PA
USD
2122343.75000000
0.147513533584
Long
LON
CORP
US
N
2
2028-08-06
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-590.65000000
-0.00004105313
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
34724200000.00000000
IDR
2445538.42000000
USD
2021-11-01
-590.65000000
N
N
N
Meredith Corporation
549300YC8BC386CCTS24
Meredith Corporation 2020 Incremental Term Loan B
58943PAR3
493750.00000000
PA
USD
503521.31000000
0.034997256063
Long
LON
CORP
US
N
2
2025-01-31
Floating
5.25000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
000000000
420000.00000000
PA
USD
410130.00000000
0.028506091687
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
NOVO BANCO LUX
5493009W2E2YDCXY6S81
Novo Banco SA/Luxembourg
000000000
1015000.00000000
PA
1161254.47000000
0.080713009030
Long
DBT
CORP
PT
N
2
2043-01-23
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
5595000.00000000
PA
1314624.71000000
0.091373009819
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
4063000.00000000
PA
USD
3919017.44000000
0.272391364854
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Noble Corp
N/A
Noble Corp
000000000
4901.00000000
NS
USD
65673.40000000
0.004564630633
N/A
DE
KY
N
2
N/A
N/A
Call
Purchased
Noble Finance Co
Noble Finance Co
19.27000000
19.27000000
USD
2028-02-05
XXXX
65624.39000000
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
Avolon TLB Borrower 1 (US) LLC Term Loan B3
05400KAE0
554568.84000000
PA
USD
553748.08000000
0.038488268451
Long
LON
CORP
US
N
2
2025-01-15
Floating
2.50000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
564000.00000000
PA
USD
529483.20000000
0.036801737609
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
GTRC WT TR I
N/A
GTRC WT TR I
000000000
1825.00000000
NS
USD
149440.13000000
0.010386838435
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
GTRC REORG EQTY COMMON
GTRC REORG EQTY COMMON
1.00000000
1.00000000
USD
2099-12-31
XXXX
49156.38000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
2371000.00000000
PA
USD
2428496.75000000
0.168792702355
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1179000.00000000
PA
USD
1271846.25000000
0.088399692327
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
113108852.00000000
PA
6487196.60000000
0.450892695173
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
1222000.00000000
PA
USD
1255605.00000000
0.087270844007
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Boardriders, Inc.
54930013HYANWRQLRU09
Boardriders, Inc. 2020 PIK Term Loan B2
09660JAE0
521029.21000000
PA
USD
511129.66000000
0.035526074542
Long
LON
CORP
US
N
2
2024-04-23
Floating
7.50000000
N
N
Y
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
324000.00000000
PA
USD
348867.00000000
0.024248005970
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
NOVO BANCO LUX
5493009W2E2YDCXY6S81
Novo Banco SA/Luxembourg
000000000
95000.00000000
PA
108709.71000000
0.007555869993
Long
DBT
CORP
PT
N
2
2043-01-02
Fixed
3.50000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
28270000.00000000
PA
1251808.54000000
0.087006970999
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
42040000.00000000
PA
6620050.16000000
0.460126683816
Long
DBT
NUSS
CN
N
2
2025-01-10
Fixed
3.23000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
250000.00000000
PA
USD
266095.00000000
0.018494936891
Long
LON
CORP
US
N
2
2027-06-21
Floating
6.25000000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan C
42804VBC4
250669.76000000
PA
USD
250900.38000000
0.017438834605
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
713000.00000000
PA
USD
790226.81000000
0.054924726061
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
865000.00000000
PA
USD
884462.50000000
0.061474579081
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC 2018 Term Loan B
53627MAB9
381036.58000000
PA
USD
377511.99000000
0.026238976421
Long
LON
CORP
US
N
2
2025-03-24
Floating
2.33700000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
144.09000000
0.000010014977
N/A
DFE
ID
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
596578.44000000
USD
8470817320.00000000
IDR
2021-11-01
144.09000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
4720000.00000000
PA
USD
696200.00000000
0.048389391247
Long
DBT
NUSS
LB
N
2
2022-10-04
None
0.00000000
Y
N
N
N
N
N
ICG US CLO Ltd
254900UXTGDH0QOBDH07
ICG US Clo 2020-1 Ltd
449251AJ6
1000000.00000000
PA
USD
1004987.00000000
0.069851636228
Long
ABS-CBDO
CORP
KY
N
2
2031-10-22
Floating
4.37800000
N
N
N
N
N
N
CANWEL BUILDING MATERIAL
529900HEUBRUITK08D78
Doman Building Materials Group Ltd
13874XAD5
2340000.00000000
PA
1867121.85000000
0.129774331667
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
39150000.00000000
PA
5953181.07000000
0.413775937900
Long
DBT
NUSS
CN
N
2
2025-04-22
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-TMIC
126390AA1
1000000.00000000
PA
USD
1010089.01000000
0.070206251508
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
3.25000000
N
N
N
N
N
N
FREEDOM MORTGAGE
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAG2
937750.00000000
PA
USD
888518.13000000
0.061756465704
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAB7
370000.00000000
PA
USD
379712.50000000
0.026391922901
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003071 CDS USD R F 5.00000 2 CCPCDX / Short: SX003071 CDS USD P V 03MEVENT 1 CCPCDX
000000000
36670000.00000000
OU
Notional Amount
USD
3250795.50000000
0.225946589078
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S37.V1
2I65BRYQ7
Y
sell protection
2026-12-20
3366170.36000000
USD
0.00000000
USD
36670000.00000000
USD
-115374.86000000
N
N
N
Kestrel Bidco Inc.
N/A
Kestrel Bidco Inc. Term Loan B
000000000
1726970.51000000
PA
USD
1697836.52000000
0.118008152314
Long
LON
CORP
CA
N
2
2026-12-11
Floating
4.00000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc Term Loan B
00769QAG8
77857.21000000
PA
USD
77921.83000000
0.005415957941
Long
LON
CORP
US
N
2
2026-07-31
Floating
2.37500000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
659000.00000000
PA
USD
666001.88000000
0.046290470472
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
171000.00000000
PA
USD
154096.65000000
0.010710489926
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
45757.94000000
0.003180406293
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
14744295.00000000
TRY
1466000.00000000
USD
2022-03-29
45757.94000000
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
835000.00000000
PA
USD
925440.94000000
0.064322786157
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2018 Term Loan B3
65336RAU2
378665.74000000
PA
USD
377560.04000000
0.026242316137
Long
LON
CORP
US
N
2
2024-01-17
Floating
2.33700000
N
N
N
N
N
N
Nielsen Finance LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC USD Term Loan B4
65409YBE4
555192.82000000
PA
USD
554537.69000000
0.038543150306
Long
LON
CORP
US
N
2
2023-10-04
Floating
2.08600000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
China Development Bank
000000000
11210000.00000000
PA
1765664.78000000
0.122722556524
Long
DBT
NUSS
CN
N
2
2029-01-08
Fixed
3.48000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
632000.00000000
PA
733243.97000000
0.050964132928
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
3951342.50000000
PA
USD
3261517.13000000
0.226691796129
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.83700000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
3265000.00000000
PA
USD
3367031.25000000
0.234025556593
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
1500.52000000
0.000104293664
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
300000.00000000
USD
1251450.00000000
MYR
2021-11-19
1500.52000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
369890000.00000000
PA
1284281.52000000
0.089264005952
Long
DBT
NUSS
HU
N
2
2023-11-24
Fixed
6.00000000
N
N
N
N
N
N
Phoenix Guarantor Inc
N/A
Phoenix Guarantor Inc 2021 Term Loan B3
71913BAH5
1491571.09000000
PA
USD
1485052.92000000
0.103218625064
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.58600000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
2643000.00000000
PA
USD
2742112.50000000
0.190590569675
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
1863000.00000000
PA
USD
1881630.00000000
0.130782720847
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
605000.00000000
PA
USD
613318.75000000
0.042628728746
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
ESC CB CHESAPEAKE ENER
N/A
ESC CB CHESAPEAKE ENER
165ESCAJ3
935000.00000000
PA
USD
26881.25000000
0.001868381676
Long
DBT
CORP
US
Y
2
2026-10-01
None
0.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
455000.00000000
PA
USD
484575.00000000
0.033680392507
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Pacific Gas & Electric Company
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Company Revolver
69431EBG7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2022-04-27
Floating
3.25000000
N
N
N
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC Investment Corp
552848AG8
740000.00000000
PA
USD
782550.00000000
0.054391149269
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
1129000.00000000
PA
USD
1212263.75000000
0.084258409788
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
110000.00000000
PA
USD
11000.00000000
0.000764555161
Long
DBT
NUSS
VE
N
2
2019-10-13
None
0.00000000
Y
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
1695000.00000000
PA
USD
1803056.25000000
0.125321451196
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
2583000.00000000
PA
USD
2558461.50000000
0.177825904217
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1195000.00000000
PA
USD
1290973.44000000
0.089729127950
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
700000.00000000
PA
USD
35000.00000000
0.002432675515
Long
DBT
CORP
VE
N
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-914275.81000000
-0.06354675363
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
51607088.96000000
USD
43840000.00000000
EUR
2021-11-12
-914275.81000000
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
876121.33000000
PA
USD
876121.33000000
0.060894825938
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
1000000.00000000
PA
USD
1008750.00000000
0.070113183598
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45774NAB4
965000.00000000
PA
USD
1042200.00000000
0.072438126341
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.37500000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
000000000
638000.00000000
PA
USD
627632.50000000
0.043623606151
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2017 Incremental Term Loan
02376CBA2
100580.00000000
PA
USD
99008.94000000
0.006881617832
Long
LON
CORP
US
N
2
2023-12-15
Floating
2.09000000
N
N
N
N
N
N
Arctic Canadian Diamond Company Ltd
N/A
Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan
000000000
629445.36000000
PA
USD
629760.08000000
0.043771483630
Long
LON
CORP
US
N
3
2027-12-31
Floating
12.50000000
N
N
Y
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp
767754AR5
125000.00000000
PA
USD
103750.00000000
0.007211145277
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
6.87500000
N
N
N
N
N
N
Journey Personal Care Corp.
N/A
Journey Personal Care Corp. 2021 Term Loan B
48114NAB7
1122500.00000000
PA
USD
1116887.50000000
0.077629282127
Long
LON
CORP
US
N
3
2028-03-01
Floating
5.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
679197.23000000
PA
USD
677356.61000000
0.047079681148
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.21200000
N
N
N
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAG0
1400000.00000000
PA
USD
1400000.00000000
0.097307020607
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
4.13200000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
1083000.00000000
PA
USD
1143918.75000000
0.079508089557
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
93000000.00000000
PA
2807820.29000000
0.195157590587
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
190000.00000000
PA
USD
195973.13000000
0.013621115285
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
1000000.00000000
PA
USD
957500.00000000
0.066551051594
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc. 2017 Term Loan
87305VAH3
125911.95000000
PA
USD
125597.17000000
0.008729633149
Long
LON
CORP
US
N
2
2024-09-28
Floating
2.58200000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
2215000.00000000
PA
USD
1710423.00000000
0.118882975792
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
200000.00000000
PA
USD
194750.00000000
0.013536101616
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
VIRTUSA CORPORATION
C77OMXDER63WLJCSKT03
Virtusa Corporation First Lien Term Loan B
92828KAK8
996250.00000000
PA
USD
1000294.78000000
0.069525503408
Long
LON
CORP
US
N
2
2028-02-11
None
0.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
46300000.00000000
PA
7377225.94000000
0.512754197551
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
1000000.00000000
PA
USD
1089439.00000000
0.075721473731
Long
DBT
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
400000.00000000
PA
USD
427500.00000000
0.029713393792
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAQ3
1556000.00000000
PA
USD
1511265.00000000
0.105040496070
Long
DBT
NUSS
AE
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
1790000.00000000
PA
USD
2027175.00000000
0.140898828214
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
915000.00000000
PA
USD
928725.00000000
0.064551044795
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
6711000.00000000
PA
1779230.67000000
0.123665453908
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point Clo XXX Ltd
83614UAL1
1000000.00000000
PA
USD
1001015.00000000
0.069575562309
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
3.47400000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
750000.00000000
PA
USD
784687.50000000
0.054539716237
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
000000000
1128000.00000000
PA
USD
1139280.00000000
0.079185673170
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
Genworth Holdings Inc
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
372491AG5
995000.00000000
PA
USD
1016143.75000000
0.070627086301
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.80000000
N
N
N
N
N
N
NeuStar, Inc.
N/A
NeuStar, Inc. 2018 Term Loan B4
64127UAX5
964791.67000000
PA
USD
964637.30000000
0.067047129735
Long
LON
CORP
US
N
2
2024-08-08
Floating
4.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
2108000.00000000
PA
USD
2241858.00000000
0.155820373289
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2021 Term Loan B2
00709LAH0
497500.00000000
PA
USD
493614.53000000
0.034308685173
Long
LON
CORP
US
N
2
2027-12-23
Floating
3.62500000
N
N
N
N
N
N
NeuStar, Inc.
N/A
NeuStar, Inc. 2nd Lien Term Loan
64127UAR8
223679.97000000
PA
USD
223319.85000000
0.015521849461
Long
LON
CORP
US
N
2
2025-08-08
Floating
9.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
725000.00000000
PA
USD
793875.00000000
0.055178293560
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
1501000.00000000
PA
USD
1455970.00000000
0.101197216281
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
770000.00000000
PA
USD
849887.50000000
0.059071443197
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
475000.00000000
PA
USD
510625.00000000
0.035490998141
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
16141.39000000
PA
USD
15863.92000000
0.001102621993
Long
LON
CORP
US
N
2
2026-09-30
Floating
2.59000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
7384555.97000000
PA
USD
7363288.45000000
0.511785472103
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.83700000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
2400000.00000000
PA
USD
2634000.00000000
0.183076208772
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.12500000
N
N
N
N
N
N
Broadstreet Partners, Inc.
549300BS9N54G8DD0R75
Broadstreet Partners, Inc. 2021 Term Loan B2
11132VAR0
2000000.00000000
PA
USD
1987500.00000000
0.138141216755
Long
LON
CORP
US
N
2
2028-09-15
None
0.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
94750000.00000000
PA
257223.62000000
0.017878331494
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
RAPTOR ACQ/RAPTOR CO-ISS
N/A
Raptor Acquisition Corp / Raptor Co-Issuer LLC
75383KAA2
1120000.00000000
PA
USD
1135400.00000000
0.078915993712
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-15722.53000000
-0.00109279467
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
8470817320.00000000
IDR
581000.00000000
USD
2021-11-01
-15722.53000000
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
1044000.00000000
PA
USD
1002240.00000000
0.069660705952
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
865000.00000000
PA
USD
853106.25000000
0.059295162463
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
725000.00000000
PA
USD
756718.75000000
0.052595747857
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
3240000.00000000
PA
USD
2028645.00000000
0.141001000586
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
630420.00000000
PA
USD
631208.03000000
0.043872123416
Long
LON
CORP
US
N
2
2027-07-30
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380PDA9
4733878.56000000
PA
USD
378056.54000000
0.026276825377
Long
ABS-MBS
USGA
US
N
2
2062-10-16
Variable
0.87200000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
1000000.00000000
PA
USD
875270.00000000
0.060835654233
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC 2021 Term Loan B
00687MAC5
498750.00000000
PA
USD
498660.23000000
0.034659386626
Long
LON
CORP
US
N
2
2028-04-08
Floating
3.58700000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
3075000.00000000
PA
USD
3321538.13000000
0.230863556618
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc. 2020 Term Loan
93369PAF1
491250.00000000
PA
USD
483512.81000000
0.033606564976
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.08700000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
7115.19000000
0.000494541385
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
810000.00000000
USD
3391632.00000000
MYR
2021-11-19
7115.19000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
11253000.00000000
PA
2845510.02000000
0.197777215825
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
IQOR EQUITY
N/A
IQOR EQUITY
000000000
5606.00000000
NS
USD
64469.00000000
0.004480918793
Long
EC
CORP
US
N
2
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
22315000.00000000
PA
5529403.73000000
0.384321287645
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EJZ1
11803476.80000000
PA
USD
1494648.30000000
0.103885552092
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CN5
3210000.00000000
PA
USD
3102015.60000000
0.215605639939
Long
DBT
NUSS
PH
N
2
2032-01-06
Fixed
1.95000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2408306.00000000
PA
USD
2333046.44000000
0.162158427154
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
UTZ Quality Foods, LLC
549300K2HU2ISL0R2Q75
UTZ Quality Foods, LLC 2021 Term Loan B
91809EAE1
259727.49000000
PA
USD
258969.09000000
0.017999650412
Long
LON
CORP
US
N
2
2028-01-20
Floating
3.08700000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
920000.00000000
PA
USD
905740.00000000
0.062953472032
Long
DBT
NUSS
AE
N
2
2028-06-02
Fixed
1.62500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
123507.13000000
0.008584364888
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
19424142.00000000
BRL
3516000.00000000
USD
2022-01-03
123507.13000000
N
N
N
FLEXENTIAL INTERMEDIATE
549300M6D163XS0DO113
Flexential Intermediate Corp
33938DAA7
1910000.00000000
PA
USD
2029375.00000000
0.141051739247
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
11.25000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
1384272.56000000
PA
USD
1377821.85000000
0.095765527965
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.83700000
N
N
N
N
N
N
SS&C European Holdings Sarl
549300KY09TR3J12JU49
SS&C European Holdings Sarl 2018 Term Loan B4
78466DBE3
282914.12000000
PA
USD
279790.75000000
0.019446860197
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.83700000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
458000.00000000
PA
USD
490432.13000000
0.034087492414
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AF6
480000.00000000
PA
USD
314400.00000000
0.021852376627
Long
DBT
CORP
KY
N
2
2031-04-15
Fixed
7.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
1123000.00000000
PA
USD
1160901.25000000
0.080688458469
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
New Albertsons LP
N/A
New Albertsons LP
013104AL8
100000.00000000
PA
USD
122750.00000000
0.008531740556
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.00000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
1250000.00000000
PA
USD
1240625.00000000
0.086229658886
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.75000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
1220000.00000000
PA
USD
1194075.00000000
0.082994200451
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
815000.00000000
PA
USD
847600.00000000
0.058912450476
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
492000.00000000
PA
USD
135300.00000000
0.009404028491
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
150000.00000000
PA
USD
160875.00000000
0.011181619243
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
1213000.00000000
PA
USD
1216165.93000000
0.084529630866
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CC9
448000.00000000
PA
USD
475982.08000000
0.033083141476
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
1617000.00000000
PA
USD
1572532.50000000
0.109298894559
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
835000.00000000
PA
USD
561537.50000000
0.039029672203
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC Term Loan
55759VAB4
500000.00000000
PA
USD
498750.00000000
0.034665626091
Long
LON
CORP
US
N
2
2028-06-21
None
0.00000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
1274000.00000000
PA
USD
375830.00000000
0.026122069682
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
250000.00000000
PA
USD
249400.00000000
0.017334550671
Long
LON
CORP
US
N
2
2028-04-24
None
0.00000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
1405000.00000000
PA
USD
1415537.50000000
0.098386954773
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
3412688.63000000
PA
USD
3250585.92000000
0.225932022217
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
7628000.00000000
PA
1930961.75000000
0.134211524857
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
1575000.00000000
PA
USD
1624218.75000000
0.112891348126
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
INN OF THE MOUNTAIN GODS
N/A
Inn of the Mountain Gods Resort & Casino
45771VAH6
978035.00000000
PA
USD
951892.12000000
0.066161275812
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
9.25000000
N
N
Y
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
1855000.00000000
PA
USD
1868912.50000000
0.129898790822
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
Centuri Group, Inc
N/A
Centuri Group, Inc Term Loan B
000000000
500000.00000000
PA
USD
500315.00000000
0.034774401439
Long
LON
CORP
US
N
2
2028-08-27
None
0.00000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
655000.00000000
PA
USD
510900.00000000
0.035510112020
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
970000.00000000
PA
USD
999100.00000000
0.069442460206
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
Triton Water Holdings, Inc
N/A
Triton Water Holdings, Inc Term Loan
89678QAB2
1247500.00000000
PA
USD
1245092.33000000
0.086540160724
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.00000000
N
N
N
N
N
N
FIELDWOOD TR 2 WARRANTS
N/A
FIELDWOOD TR 2 WARRANTS
000000000
4402.00000000
NS
USD
24211.00000000
0.001682785911
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
GigCapital4 Inc
GigCapital4 Inc
1.00000000
1.00000000
USD
2029-08-01
XXXX
-7052.01000000
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
750000.00000000
PA
USD
791250.00000000
0.054995842897
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
3155.98000000
0.000219356436
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
37047320.80000000
ZAR
2408000.00000000
USD
2022-01-03
3155.98000000
N
N
N
FIELDWOOD TR 1 WARRANTS
N/A
FIELDWOOD TR 1 WARRANTS
000000000
2285.00000000
NS
USD
21707.50000000
0.001508780107
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Fieldwood Energy LLC
Fieldwood Energy LLC
1.00000000
1.00000000
USD
2029-08-01
XXXX
5479.43000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CW4
451000.00000000
PA
USD
436955.86000000
0.030370623481
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc. 1st Lien Term Loan
74345HAB7
965000.00000000
PA
USD
960609.25000000
0.066767160061
Long
LON
CORP
US
N
2
2028-08-31
Floating
3.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-34736.50000000
-0.00241436094
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1258000.00000000
USD
40602704.80000000
THB
2021-12-01
-34736.50000000
N
N
N
SPANISH BROADCASTING SYS
5493005DKYB1X4C9LH64
Spanish Broadcasting System Inc
846425AQ9
1045000.00000000
PA
USD
1089412.50000000
0.075719631848
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
5932400000.00000000
PA
1440291.48000000
0.100107480518
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
1095000.00000000
PA
USD
1108687.50000000
0.077059341007
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
McAfee, LLC
549300713UKUTLV9T378
McAfee, LLC 2018 USD Term Loan B
57906PAG4
1522061.22000000
PA
USD
1523020.12000000
0.105857535859
Long
LON
CORP
US
N
2
2024-09-30
Floating
3.83700000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DB3
3075000.00000000
PA
USD
2945273.44000000
0.204711273801
Long
DBT
NUSS
TR
N
2
2026-01-26
Fixed
4.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
8183000.00000000
PA
2008363.91000000
0.139591363127
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-15623.29000000
-0.00108589700
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
625000.00000000
USD
3489062.50000000
BRL
2022-01-03
-15623.29000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-75872.79000000
-0.00527353938
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2200000.00000000
USD
661320000.00000000
HUF
2021-11-04
-75872.79000000
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
376000.00000000
PA
USD
418300.00000000
0.029073947657
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
Standard Industries Inc. 2021 Term Loan B
000000000
500000.00000000
PA
USD
499285.00000000
0.034702811274
Long
LON
CORP
US
N
2
2028-09-22
None
0.00000000
N
N
N
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
61892.48000000
PA
USD
61969.85000000
0.004307215336
Long
LON
CORP
US
N
2
2025-04-29
Floating
8.00000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
1000000.00000000
PA
USD
1042500.00000000
0.072458977845
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-2062.89000000
-0.00014338119
N/A
DFE
PL
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1760000.00000000
USD
7018464.29000000
PLN
2021-12-01
-2062.89000000
N
N
N
G-III APPAREL GROUP LTD
529900O5KABM3R3SFM87
G-III Apparel Group Ltd
36237HAA9
1142000.00000000
PA
USD
1216230.00000000
0.084534084052
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.87500000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
340000.00000000
PA
USD
348925.00000000
0.024252037261
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Herman Miller, Inc
U98HXD3PNK7HYU2MU887
Herman Miller, Inc Term Loan B
427430AP8
1000000.00000000
PA
USD
998960.00000000
0.069432729504
Long
LON
CORP
US
N
2
2028-07-19
Floating
2.06300000
N
N
N
N
N
N
MOVIDA EUROPE SA
549300YRJE0V6QKU7C86
Movida Europe SA
62459LAA7
1647000.00000000
PA
USD
1552297.50000000
0.107892460587
Long
DBT
CORP
LU
N
2
2031-02-08
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1282000.00000000
PA
USD
1121750.00000000
0.077967250261
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-20579.90000000
-0.00143040625
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
615000.00000000
USD
13200975.00000000
CZK
2021-11-04
-20579.90000000
N
N
N
2021-11-30
Goldman Sachs Trust II
Peter Fortner
Peter Fortner
Vice President