0001752724-24-138596.txt : 20240620
0001752724-24-138596.hdr.sgml : 20240620
20240620135607
ACCESSION NUMBER: 0001752724-24-138596
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240620
DATE AS OF CHANGE: 20240620
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RUSSELL INVESTMENT CO
CENTRAL INDEX KEY: 0000351601
ORGANIZATION NAME:
IRS NUMBER: 911151059
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03153
FILM NUMBER: 241055395
BUSINESS ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
BUSINESS PHONE: 800-787-7354
MAIL ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
FORMER COMPANY:
FORMER CONFORMED NAME: RUSSELL FRANK INVESTMENT CO
DATE OF NAME CHANGE: 19920703
0000351601
S000029199
Opportunistic Credit Fund
C000089839
Class Y
RGCYX
C000089840
Class A
RGCAX
C000089841
Class C
RGCCX
C000089843
Class S
RGCSX
C000178390
Class M
RGOTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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C000089843
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RUSSELL INVESTMENT CO
811-03153
0000351601
549300J63VJ9OS4TCK93
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18TH FLOOR
SEATTLE
98101
800-787-7354
Opportunistic Credit Fund
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2024-04-30
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GBP
JPY
USD
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RIC Opportunistic Credit Fund 2019-04-30
CMP000133
CHS/COMMUNITY HEALTH SYS
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CHS/Community Health Systems Inc
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460000.00000000
PA
USD
401322.72000000
0.093488929253
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
AMS-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
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100000.00000000
PA
106720.06000000
0.024860651146
Long
DBT
CORP
AT
Y
2
2029-03-30
Fixed
10.50000000
N
N
N
N
N
N
Morocco Government International Bonds
529900F3MBW9XY5K1X07
Morocco Government International Bonds
000000000
200000.00000000
PA
USD
198320.80000000
0.046199226499
Long
DBT
NUSS
MA
Y
2
2028-03-08
Fixed
5.95000000
N
N
N
N
N
N
State Street Bank & Trust Co.
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000000000
1.00000000
NC
-1717.88000000
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N/A
DFE
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N
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State Street Bank & Trust Co.
571474TGEMMWANRLN572
256744.27000000
USD
1220433.87000000
MYR
2024-05-14
-1717.88000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
15427.74000000
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N/A
DFE
CL
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
864381.03000000
USD
844811448.00000000
CLP
2024-05-14
15427.74000000
N
N
N
Petroleos Mexicanos
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Petroleos Mexicanos
000000000
200000.00000000
PA
189043.91000000
0.044038156443
Long
DBT
CORP
MX
Y
2
2028-02-21
Fixed
4.88000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAC0
244000.00000000
PA
USD
243024.00000000
0.056612926232
Long
DBT
CORP
GB
Y
2
2034-05-02
Fixed
6.25000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
85000.00000000
PA
USD
48428.61000000
0.011281541434
Long
DBT
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
148000.00000000
PA
USD
145023.24000000
0.033783453437
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
J.G. Wentworth XLII LLC
N/A
JG Wentworth XLII LLC
46590UAB8
446311.73000000
PA
USD
390796.49000000
0.091036822949
Long
ABS-O
CORP
US
Y
2
2077-10-15
Fixed
4.70000000
N
N
N
N
N
N
ILIAD SA
969500FZ9BTRZS3JNB97
iliad SA
000000000
300000.00000000
PA
326563.37000000
0.076073589341
Long
DBT
CORP
FR
Y
2
2030-02-15
Fixed
5.63000000
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
294000.00000000
PA
USD
291060.00000000
0.067803008383
Long
DBT
CORP
AE
Y
2
2025-03-20
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BZ6
267000.00000000
PA
USD
261061.38000000
0.060814769932
Long
DBT
NUSS
PA
N
2
2057-03-01
Fixed
7.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
130000.00000000
PA
USD
119962.95000000
0.027945608824
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
HBOS PLC
213800RS21X7UUH5QU25
HBOS PLC
4041A2AF1
27000.00000000
PA
USD
25454.87000000
0.005929762811
Long
DBT
CORP
GB
Y
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
90000.00000000
PA
USD
69011.44000000
0.016076352796
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
CBB INTL SUKUK PROG WLL
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co WLL
12482TAE8
200000.00000000
PA
USD
197566.00000000
0.046023394331
Long
DBT
NUSS
BH
Y
2
2031-02-12
Fixed
6.00000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
77000.00000000
PA
USD
74918.38000000
0.017452386268
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
FRESENIUS MED CARE III
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III Inc
35805BAE8
165000.00000000
PA
USD
129878.17000000
0.030255379129
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AX0
322000.00000000
PA
USD
312626.58000000
0.072826986272
Long
DBT
NUSS
PL
N
2
2029-03-18
Fixed
4.63000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688MAS4
1250000.00000000
PA
USD
1249846.25000000
0.291154180466
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-16
Floating
7.83000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BF6
108000.00000000
PA
USD
103555.28000000
0.024123409324
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA
000000000
600000.00000000
PA
602202.06000000
0.140284172756
Long
DBT
CORP
FR
Y
2
2027-04-01
Fixed
7.75000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DT9
619000.00000000
PA
USD
360124.48000000
0.083891716953
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
91.07000000
0.000021214938
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
16624310.00000000
KRW
12091.29000000
USD
2024-05-14
91.07000000
N
N
N
CIFC Funding Ltd
254900JI8OLAMXS6KW67
CIFC Funding 2019-II Ltd
12554AAW2
1000000.00000000
PA
USD
1003733.00000000
0.233821607275
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
7.68000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
399000.00000000
PA
USD
399010.97000000
0.092950402473
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.88000000
N
N
N
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
204000.00000000
PA
USD
212887.05000000
0.049592463532
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.25000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
148000.00000000
PA
USD
141774.19000000
0.033026580750
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAH0
245000.00000000
PA
USD
236150.87000000
0.055011816870
Long
DBT
CORP
ID
Y
2
2049-01-25
Fixed
6.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBM7
301466.81000000
PA
USD
229354.44000000
0.053428574926
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-2.42000000
-0.00000056374
N/A
DFE
TH
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
3887.25000000
USD
143848.26000000
THB
2024-05-14
-2.42000000
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
130000.00000000
PA
USD
129397.00000000
0.030143289616
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAC8
1000000.00000000
PA
USD
824773.40000000
0.192132610989
Long
ABS-O
CORP
US
Y
2
2048-11-16
Fixed
3.05000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAB0
450000.00000000
PA
USD
319878.50000000
0.074516335522
Long
ABS-O
CORP
US
Y
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
429000.00000000
PA
USD
333239.40000000
0.077628783865
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
UZBEKNEFTEGAZ JSC
213800LUZJZFLJD4MJ51
Uzbekneftegaz JSC
000000000
201000.00000000
PA
USD
168036.00000000
0.039144321846
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
258000.00000000
PA
USD
246297.64000000
0.057375527209
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Hungary Government International Bonds
5299003F3UFKGCCMAP43
Hungary Government International Bonds
000000000
675000.00000000
PA
USD
681631.20000000
0.158787349577
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.13000000
N
N
N
N
N
N
ORSTED A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
500000.00000000
PA
541003.45000000
0.126027834314
Long
DBT
CORP
DK
Y
2
2099-12-31
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-7.60000000
-0.00000177043
N/A
DFE
MY
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1863.01000000
USD
8879.12000000
MYR
2024-05-14
-7.60000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
482694.20000000
PA
USD
399397.25000000
0.093040387171
Long
ABS-MBS
CORP
US
Y
2
2066-06-25
Variable
1.05000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAA0
161489.89000000
PA
USD
147176.77000000
0.034285122552
Long
ABS-O
CORP
US
Y
2
2044-02-22
Fixed
4.20000000
N
N
N
N
N
N
Education Management Corporation
549300HJZRTNO4K6DO92
EDUCATION MGMT CORP NEW
28140M301
2128.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
147000.00000000
PA
USD
135286.46000000
0.031515251087
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
000000000
200000.00000000
PA
201291.10000000
0.046891163817
Long
DBT
CORP
IE
Y
2
2027-11-15
Fixed
4.50000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
000000000
500000.00000000
PA
570952.30000000
0.133004478744
Long
DBT
CORP
NO
Y
2
2083-11-15
Fixed
7.86000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BC6
124000.00000000
PA
USD
117047.38000000
0.027266420969
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
851000.00000000
PA
USD
645966.43000000
0.150479170166
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
250000.00000000
PA
USD
226670.78000000
0.052803410968
Long
DBT
CORP
AR
Y
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAB8
78000.00000000
PA
USD
64453.96000000
0.015014678726
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
SINGAPORE TELECOMMUNICAT
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
218000.00000000
PA
USD
245907.05000000
0.057284538489
Long
DBT
CORP
SG
Y
2
2031-12-01
Fixed
7.38000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
314000.00000000
PA
USD
278094.85000000
0.064782750793
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
200000.00000000
PA
205933.42000000
0.047972601534
Long
DBT
CORP
PT
Y
2
2080-07-20
Fixed
1.70000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TCA2
266000.00000000
PA
USD
173308.26000000
0.040372505344
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
TURKIYE VARLIK FONU
N/A
Turkiye Varlik Fonu Yonetimi AS
000000000
397000.00000000
PA
USD
400970.00000000
0.093406762425
Long
DBT
CORP
TR
Y
2
2029-02-14
Fixed
8.25000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
404000.00000000
PA
USD
165244.08000000
0.038493938505
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
241779.44000000
PA
257717.51000000
0.060035808737
Long
DBT
CORP
DE
Y
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
11.16000000
0.000002599744
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
59125.09000000
CZK
2519.66000000
USD
2024-05-14
11.16000000
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
83000.00000000
PA
USD
76087.76000000
0.017724795674
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
991000.00000000
PA
USD
939205.35000000
0.218789762315
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group Inc
04020JAA4
664000.00000000
PA
USD
721242.15000000
0.168014799501
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
10.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAH2
122000.00000000
PA
USD
123032.92000000
0.028660764468
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
6.85000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-1
16159WAJ3
465073.97000000
PA
USD
397345.29000000
0.092562378990
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
566000.00000000
PA
USD
499985.38000000
0.116472592976
Long
DBT
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
WORLD ACCEPTANCE CORP
N/A
World Acceptance Corp
981419AC8
207000.00000000
PA
USD
192422.14000000
0.044825121870
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
CENTRAL PLAZA DEV LTD
254900HLDKFNM2WUVJ54
Central Plaza Development Ltd
000000000
600000.00000000
PA
USD
548190.00000000
0.127701955492
Long
DBT
CORP
VG
Y
2
2025-07-14
Fixed
3.85000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAF5
7691747.20000000
PA
USD
423484.53000000
0.098651567160
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.54000000
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
United States Cellular Corp
911684AD0
465000.00000000
PA
USD
453750.12000000
0.105701996805
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
817000.00000000
PA
USD
776545.53000000
0.180897832338
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBY1
415000.00000000
PA
USD
318769.22000000
0.074257926530
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
Variable
2.40000000
N
N
N
N
N
N
Travelex TOPCO Limited
N/A
Travelex TOPCO Limited
000000000
675.00000000
NS
18555.82000000
0.004322615333
N/A
DE
GB
N
2
N/A
N/A
Call
Purchased
Travelex TOPCO Limited
Travelex TOPCO Limited
1.00000000
1.00000000
GBP
2099-12-31
XXXX
18555.82000000
N
N
N
KENNEDY WILSON EUR REAL
213800WIL553Z1T6DZ52
Kennedy Wilson Europe Real Estate Ltd
000000000
200000.00000000
PA
200586.75000000
0.046727084078
Long
DBT
CORP
JE
Y
2
2025-11-12
Fixed
3.25000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AD3
207000.00000000
PA
USD
219724.77000000
0.051185324064
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.88000000
N
N
N
N
N
N
Apidos CLO Ltd
549300DDYHDQJDDDWB27
Apidos CLO XXXIII
03768MAQ0
1600000.00000000
PA
USD
1601334.40000000
0.373034047095
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-24
Floating
8.58000000
N
N
N
N
N
N
CITYCON TREASURY BV
549300WAE0CGQ0IE1H63
Citycon Treasury BV
000000000
330000.00000000
PA
300116.09000000
0.069912642638
Long
DBT
CORP
NL
Y
2
2028-03-12
Fixed
1.63000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HW0
99000.00000000
PA
USD
90938.58000000
0.021184323857
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.30000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
126000.00000000
PA
USD
114173.27000000
0.026596891304
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
390000.00000000
PA
USD
290373.29000000
0.067643037917
Long
ABS-MBS
CORP
US
Y
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
329000.00000000
PA
USD
256797.66000000
0.059821527842
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-17885.09000000
-0.00416636744
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3027568.77000000
USD
2408000.00000000
GBP
2024-06-20
-17885.09000000
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
168000.00000000
PA
USD
149838.28000000
0.034905126623
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
ReadyCap Commercial Mortgage Trust 2018-4
75575KAL6
270000.00000000
PA
USD
249618.08000000
0.058149030340
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Variable
5.21000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
223000.00000000
PA
USD
187882.20000000
0.043767533778
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
SANI/IKOS FINANCIAL HLDG
213800TZMBQZ462Y8A24
Sani/Ikos Financial Holdings 1 Sarl
000000000
300000.00000000
PA
312364.27000000
0.072765880634
Long
DBT
CORP
LU
Y
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-113700.18000000
-0.02648668404
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
6945161.00000000
GBP
8565765.01000000
USD
2024-05-28
-113700.18000000
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
362000.00000000
PA
USD
291021.44000000
0.067794025754
Long
DBT
US
Y
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2023-8
46657CAR3
991641.99000000
PA
USD
948098.59000000
0.220861460337
Long
ABS-MBS
CORP
US
Y
2
2054-02-25
Variable
6.35000000
N
N
N
N
N
N
RUSSIAN RAIL(RZD CAP)
635400VKMH1VQDFMW392
Russian Railways Via RZD Capital PLC
000000000
115000000.00000000
PA
0.00000000
0.000000
Long
DBT
CORP
IE
Y
3
2024-10-19
Fixed
7.90000000
Y
Y
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CL5
189000.00000000
PA
USD
127564.13000000
0.029716318888
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
4.80000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
27.83000000
0.000006483054
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
354286.00000000
TWD
10879.35000000
USD
2024-05-14
27.83000000
N
N
N
INTL CONSOLIDATED AIRLIN
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
000000000
200000.00000000
PA
197284.83000000
0.045957895218
Long
DBT
CORP
ES
Y
2
2027-07-04
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754WAC9
1200000.00000000
PA
USD
1231500.00000000
0.286880384882
Long
ABS-MBS
USGSE
US
Y
2
2040-01-25
Floating
8.44000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAV2
106000.00000000
PA
USD
103210.75000000
0.024043150372
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
205000.00000000
PA
USD
206730.56000000
0.048158296889
Long
DBT
CORP
IT
Y
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-PJ1
36263NAD7
879438.14000000
PA
USD
667445.18000000
0.155482687881
Long
ABS-MBS
CORP
US
Y
2
2052-05-28
Variable
2.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
28880.96000000
0.006727877320
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
940400.00000000
GBP
1204257.43000000
USD
2024-06-20
28880.96000000
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
271000.00000000
PA
USD
271551.76000000
0.063258524908
Long
DBT
CORP
XX
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
327000.00000000
PA
USD
318290.90000000
0.074146500931
Long
DBT
CORP
LR
Y
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-6
46649HAG7
66163.73000000
PA
USD
57441.81000000
0.013381184377
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ3
36262AAD6
773211.83000000
PA
USD
587791.77000000
0.136927266917
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
600000.00000000
PA
586693.50000000
0.136671422726
Long
DBT
CORP
NL
Y
2
2029-10-23
Fixed
3.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
41.86000000
0.000009751370
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
37384.52000000
USD
35000.00000000
EUR
2024-06-20
41.86000000
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
507000.00000000
PA
USD
513843.42000000
0.119700851075
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1247000.00000000
PA
USD
903465.58000000
0.210464111505
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Merit
N/A
MHP 2021-STOR
55293BAM7
500000.00000000
PA
USD
494687.50000000
0.115238441247
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
7.64000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAZ4
37000.00000000
PA
USD
26220.40000000
0.006108094554
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.63000000
N
N
N
N
N
N
RFM RE-REMIC TRUST 2022-FRR1
N/A
RFM Reremic Trust 2022-FRR1
74971BAS4
560000.00000000
PA
USD
432884.37000000
0.100841278664
Long
ABS-MBS
CORP
US
Y
2
2049-11-08
None
0.00000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866AW8
13000.00000000
PA
USD
9352.20000000
0.002178613670
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.38000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
846000.00000000
PA
USD
793454.43000000
0.184836794368
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
180000.00000000
PA
USD
172680.31000000
0.040226223138
Long
DBT
CORP
XX
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EF8
761000.00000000
PA
USD
776378.62000000
0.180858950321
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
126000.00000000
PA
USD
119590.13000000
0.027858759661
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.63000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
200000.00000000
PA
223845.32000000
0.052145214418
Long
DBT
CORP
NL
Y
2
2029-03-13
Fixed
6.13000000
N
N
N
N
N
N
BANCO EST RIO GRANDE SUL
254900W2BN097WLYIM20
Banco do Estado do Rio Grande do Sul SA
000000000
493000.00000000
PA
USD
471578.11000000
0.109855062687
Long
DBT
CORP
BR
Y
2
2031-01-28
Fixed
5.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
166000.00000000
PA
USD
155570.62000000
0.036240486676
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C41
95001ABE5
4820730.49000000
PA
USD
155842.65000000
0.036303856608
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.30000000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
59151KAJ7
106000.00000000
PA
USD
89535.35000000
0.020857438626
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
5.65000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AC2
533000.00000000
PA
USD
430652.70000000
0.100321406680
Long
DBT
CORP
US
N
2
2044-11-18
Fixed
4.80000000
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
100000.00000000
PA
100268.40000000
0.023357724062
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
170000.00000000
PA
158016.77000000
0.036810322205
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.38000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AB4
100000.00000000
PA
USD
86028.88000000
0.020040599435
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
200000.00000000
PA
207880.00000000
0.048426061233
Long
DBT
CORP
GB
Y
2
2078-10-03
Fixed
4.20000000
N
N
N
N
N
N
Education Management LLC
5726QOBW64NQET3VRC47
Education Management LLC Term Loan B
000000000
283954.77000000
PA
USD
28.40000000
0.000006615836
Long
LON
CORP
US
N
3
2023-11-30
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1590.22000000
0.000370444925
N/A
DFE
TR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
57650.22000000
USD
1938357.23000000
TRY
2024-05-14
1590.22000000
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group PLC/The
94876QAA4
66000.00000000
PA
USD
61036.83000000
0.014218651467
Long
DBT
CORP
GB
Y
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios IV Issuer LLC
86746CAA9
343318.68000000
PA
USD
311906.91000000
0.072659337708
Long
ABS-O
CORP
US
Y
2
2047-06-20
Fixed
2.98000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
29000.00000000
PA
USD
26409.72000000
0.006152197026
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638DR0
149000.00000000
PA
USD
78046.20000000
0.018181018184
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN24
000000000
-6.00000000
NC
3540.97000000
0.000824876034
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 2 Year Euro SCHATZ Futures
DUM4 Comdty
2024-06-06
-633978.00000000
EUR
3540.97000000
N
N
N
Affinion Group Inc
N/A
AFFINION GROUP INC EQUITY
000000000
8006.77000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
FRR Re-Remic Trust
N/A
FRR Re-REMIC Trust 2018-C1
30307WAN6
199998.21000000
PA
USD
186061.93000000
0.043343498246
Long
ABS-MBS
CORP
US
Y
2
2048-02-27
None
0.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
603000.00000000
PA
USD
419818.49000000
0.097797555819
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XAQ5
336553.12000000
PA
USD
286404.35000000
0.066718465416
Long
ABS-MBS
CORP
US
Y
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
249000.00000000
PA
USD
231470.85000000
0.053921596863
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
399000.00000000
PA
USD
401873.00000000
0.093617118078
Long
DBT
CORP
US
Y
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
250000.00000000
PA
305560.62000000
0.071180956776
Long
DBT
CORP
GB
Y
2
2078-10-03
Fixed
4.88000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
32000.00000000
PA
USD
32718.98000000
0.007621951746
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.13000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
120000.00000000
PA
USD
93573.41000000
0.021798112769
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
125000.00000000
PA
USD
117876.38000000
0.027459538175
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAG0
296000.00000000
PA
USD
287546.24000000
0.066984470972
Long
DBT
CORP
MA
Y
2
2054-05-02
Fixed
7.50000000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
000000000
568000.00000000
PA
USD
477357.54000000
0.111201392449
Long
DBT
CORP
CL
Y
2
2047-01-25
Fixed
5.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEH3
66000.00000000
PA
USD
65733.76000000
0.015312810693
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
5.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAX3
3537573.39000000
PA
USD
11622.70000000
0.002707531180
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.15000000
N
N
N
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
457000.00000000
PA
USD
36560.00000000
0.008516725027
Long
DBT
CORP
VG
Y
2
2030-07-03
Fixed
6.88000000
N
N
Y
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
136000.00000000
PA
USD
129591.78000000
0.030188664006
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
290000.00000000
PA
USD
208522.08000000
0.048575635052
Long
DBT
CORP
IT
Y
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DDE8
246000.00000000
PA
USD
233893.87000000
0.054486044212
Long
ABS-MBS
CORP
US
Y
2
2050-08-27
None
0.00000000
N
N
N
N
N
N
ONT GAMING GTA/OTG CO-IS
894500EC9KLZLOC3V025
Ontario Gaming GTA LP/OTG Co-Issuer Inc
68306MAA7
938000.00000000
PA
USD
952360.76000000
0.221854341352
Long
DBT
CORP
CA
Y
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
1988686.86000000
PA
USD
115770.61000000
0.026968994847
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.73000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAQ4
313000.00000000
PA
USD
93802.28000000
0.021851428493
Long
ABS-MBS
CORP
US
Y
2
2049-07-10
Variable
4.85000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
242000.00000000
PA
USD
229268.96000000
0.053408662189
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1206000.00000000
PA
USD
1209304.44000000
0.281709884845
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
272000.00000000
PA
USD
238476.66000000
0.055553614296
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AV7
306000.00000000
PA
USD
316151.55000000
0.073648135075
Long
DBT
CORP
CA
Y
2
2029-03-01
Fixed
9.38000000
N
N
N
N
N
N
F&G ANNUITIES & LIFE INC
N/A
F&G Annuities & Life Inc
30190AAC8
68000.00000000
PA
USD
69884.37000000
0.016279703583
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
7.40000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
510000.00000000
PA
USD
420456.35000000
0.097946146580
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.63000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K57 Mortgage Trust
30295DAU6
3675088.11000000
PA
USD
7234.78000000
0.001685356452
Long
ABS-MBS
USGSE
US
Y
2
2049-08-25
Fixed
0.10000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-131676.02000000
-0.03067419187
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
13344257.59000000
USD
12356000.00000000
EUR
2024-06-20
-131676.02000000
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256YAC7
232000.00000000
PA
USD
219003.43000000
0.051017286471
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.88000000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
811000.00000000
PA
USD
672692.06000000
0.156704959058
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.38000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
200000.00000000
PA
USD
186500.00000000
0.043445547527
Long
DBT
CORP
VG
Y
2
2027-04-27
Fixed
4.75000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
851000.00000000
PA
USD
724389.11000000
0.168747890119
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.13000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780DQ6
493000.00000000
PA
USD
477148.14000000
0.111152612301
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
HERBALIFE LTD
549300BA7TYPBSZZIA41
Herbalife Ltd
42703MAE3
166000.00000000
PA
USD
127305.40000000
0.029656047218
Long
DBT
CORP
KY
Y
2
2028-06-15
Fixed
4.25000000
N
N
N
N
N
Herbalife Nutrition Ltd.
Herbalife Nutrition Ltd.
USD
XXXX
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
187000.00000000
PA
USD
184240.49000000
0.042919190160
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
300000.00000000
PA
353781.14000000
0.082414023229
Long
DBT
CORP
LU
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-4
46652VBN4
222691.00000000
PA
USD
169422.20000000
0.039467239905
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
WIZZ AIR FINANCE COMPANY
724500H9M16IQI3B4W90
Wizz Air Finance Co BV
000000000
255000.00000000
PA
256080.11000000
0.059654373136
Long
DBT
CORP
NL
Y
2
2026-01-19
Fixed
1.00000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AM5
432000.00000000
PA
USD
264238.15000000
0.061554804849
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.95000000
N
N
N
N
N
Republic of Poland Government International Bonds
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
731011AV4
116000.00000000
PA
USD
110490.93000000
0.025739082845
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.88000000
N
N
N
N
N
N
OJSC RUSS AGRIC BK(RSHB)
549300HJLYSVPSG9BG79
Russian Agricultural Bank OJSC Via RSHB Capital SA
000000000
475000.00000000
PA
USD
122051.25000000
0.028432082481
Long
DBT
CORP
LU
Y
2
2023-10-16
Fixed
8.50000000
N
Y
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XIV Ltd
67706XAJ2
500000.00000000
PA
USD
498182.00000000
0.116052492002
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-21
Floating
7.39000000
N
N
N
N
N
N
GOLDMAN SACHS BDC INC
6D01AGSGBNZIJSN77043
Goldman Sachs BDC Inc
38147UAD9
65000.00000000
PA
USD
61851.37000000
0.014408400187
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
260000.00000000
PA
264680.68000000
0.061657893097
Long
DBT
CORP
FR
Y
2
2025-11-28
Fixed
1.00000000
N
N
N
N
N
N
KAIXO BONDCO TELECOM SA
959800ULWB3MZHZ69055
Kaixo Bondco Telecom SA
000000000
775000.00000000
PA
791678.08000000
0.184422990088
Long
DBT
CORP
ES
Y
2
2029-09-30
Fixed
5.13000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAR1
298000.00000000
PA
USD
307482.36000000
0.071628629948
Long
DBT
NUSS
RO
Y
2
2033-01-17
Fixed
7.13000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAL5
313000.00000000
PA
USD
313343.36000000
0.072993961605
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.38000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2019-2
46650TAC6
20544.93000000
PA
USD
18793.11000000
0.004377892513
Long
ABS-MBS
CORP
US
Y
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
83000.00000000
PA
USD
79341.12000000
0.018482672385
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.89000000
N
N
N
N
N
N
OJSC RUSS AGRIC BK(RSHB)
549300HJLYSVPSG9BG79
Russian Agricultural Bank OJSC Via RSHB Capital SA
000000000
200000.00000000
PA
USD
51390.00000000
0.011971403149
Long
DBT
CORP
LU
Y
2
2023-10-16
Fixed
8.50000000
N
Y
N
N
N
N
WEPA HYGIENEPRODUKTE GMB
529900KQ44OJDIDU6J81
WEPA Hygieneprodukte GmbH
000000000
100000.00000000
PA
106453.26000000
0.024798499554
Long
DBT
CORP
DE
Y
2
2031-01-15
Fixed
5.63000000
N
N
N
N
N
N
CBL & Associates LP
N/A
CBL & Associates LP
000000000
475000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-12-15
None
0.00000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
140000.00000000
PA
USD
135275.70000000
0.031512744523
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
310000.00000000
PA
329034.43000000
0.076649227704
Long
DBT
CORP
IT
Y
2
2026-09-15
Fixed
3.93000000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
369000.00000000
PA
USD
381580.19000000
0.088889867455
Long
DBT
CORP
AU
Y
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
758000.00000000
PA
USD
696554.01000000
0.162263647974
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAC9
338000.00000000
PA
USD
350994.41000000
0.081764848909
Long
DBT
CORP
JE
Y
2
2031-04-15
Fixed
8.25000000
N
N
N
N
N
SUGAR HSP GMNG PROP/FIN
N/A
Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp
865033AC8
833000.00000000
PA
USD
825724.04000000
0.192354064475
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1530.59000000
0.000356553997
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
55000.00000000
EUR
60343.47000000
USD
2024-06-20
1530.59000000
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAB6
191000.00000000
PA
USD
183678.13000000
0.042788187274
Long
DBT
CORP
CA
Y
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
721.93000000
0.000168175035
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
45000.00000000
EUR
48841.56000000
USD
2024-06-20
721.93000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
291000.00000000
PA
USD
290997.08000000
0.067788351043
Long
DBT
CORP
BR
Y
2
2024-06-18
Fixed
9.00000000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
400000.00000000
PA
371919.39000000
0.086639364797
Long
DBT
CORP
NL
Y
2
2028-07-20
Fixed
3.00000000
N
N
N
N
N
N
Qatar Government International Bonds
52990074F6OJOAXK4P65
Qatar Government International Bonds
000000000
274000.00000000
PA
USD
241956.25000000
0.056364191737
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
210000.00000000
PA
USD
170791.17000000
0.039786144201
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
15132HAH4
132000.00000000
PA
USD
125276.57000000
0.029183427217
Long
DBT
CORP
CL
Y
2
2027-07-17
Fixed
4.38000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859AZ5
57000.00000000
PA
USD
65996.85000000
0.015374098034
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.15000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
74000.00000000
PA
USD
75739.07000000
0.017643567642
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06738C828
82000.00000000
PA
USD
80357.21000000
0.018719372580
Long
DBT
CORP
GB
N
2
2034-12-15
Fixed
6.28000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
338000.00000000
PA
USD
246691.06000000
0.057467175184
Long
DBT
CORP
CL
Y
2
2047-09-14
Fixed
4.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
750000.00000000
PA
USD
47812.50000000
0.011138017378
Long
DBT
NUSS
LB
N
2
2022-05-27
None
0.00000000
Y
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3G7
113000.00000000
PA
USD
109976.31000000
0.025619201088
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
4.70000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AR9
197000.00000000
PA
USD
158785.96000000
0.036989506551
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.65000000
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
14162VAB2
19000.00000000
PA
USD
18588.70000000
0.004330274795
Long
DBT
US
N
2
2026-08-15
Fixed
5.13000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
59000.00000000
PA
USD
52082.60000000
0.012132745703
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.59000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
786.28000000
0.000183165496
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
25000.00000000
GBP
32033.00000000
USD
2024-06-20
786.28000000
N
N
N
Tourmaline Oil Corp.
N/A
Tourmaline Oil Corp.
000000000
255235.95000000
NS
185403.66000000
0.043190152935
Long
EC
CORP
CA
N
3
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
1200000.00000000
PA
USD
1226230.32000000
0.285652802400
Long
ABS-MBS
USGSE
US
Y
2
2042-02-25
Floating
7.73000000
N
N
N
N
N
N
AHLSTROM HLDG 3 OY
743700UEY0YM039XN974
Ahlstrom Holding 3 Oy
84612JAA0
300000.00000000
PA
USD
274590.00000000
0.063966288984
Long
DBT
CORP
FI
Y
2
2028-02-04
Fixed
4.88000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
356000.00000000
PA
USD
352815.58000000
0.082189094099
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.38000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AS6
905000.00000000
PA
USD
651354.11000000
0.151734240983
Long
ABS-MBS
CORP
US
Y
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
400000.00000000
PA
352176.18000000
0.082040144591
Long
DBT
CORP
FR
Y
2
2027-07-13
Fixed
2.25000000
N
N
N
N
N
N
ENGINEERING SPA
81560042F5E23EE61346
Engineering - Ingegneria Informatica - SpA
000000000
245000.00000000
PA
268785.13000000
0.062614032923
Long
DBT
CORP
IT
Y
2
2028-05-15
Fixed
11.13000000
N
N
N
N
N
N
Abu Dhabi Government International Bonds
213800FER4348CINTA77
Abu Dhabi Government International Bonds
000000000
477000.00000000
PA
USD
313031.25000000
0.072921254957
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.13000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
700000.00000000
PA
658052.93000000
0.153294744483
Long
DBT
CORP
DE
Y
2
2079-11-12
Fixed
3.13000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
244000.00000000
PA
USD
221104.72000000
0.051506786173
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
133.77000000
0.000031161988
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
32917.98000000
PLN
8248.10000000
USD
2024-05-14
133.77000000
N
N
N
Costa Rica Government International Bonds
549300S1EK2VN6XVJP58
Costa Rica Government International Bonds
000000000
200000.00000000
PA
USD
202419.66000000
0.047154064123
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ11
36263VBN6
467252.66000000
PA
USD
350112.75000000
0.081559464451
Long
ABS-MBS
CORP
US
Y
2
2052-04-25
Variable
2.86000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
497000.00000000
PA
USD
500294.53000000
0.116544610086
Long
DBT
CORP
US
Y
2
2033-07-15
Fixed
6.88000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
584500.04000000
PA
USD
458895.83000000
0.106900700228
Long
ABS-O
CORP
US
Y
2
2051-08-20
Fixed
2.64000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
199000.00000000
PA
USD
179849.09000000
0.041896204758
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
183000.00000000
PA
USD
182121.60000000
0.042425590502
Long
DBT
CORP
MU
Y
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-51.87000000
-0.00001208322
N/A
DFE
ZA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5408.64000000
USD
100910.91000000
ZAR
2024-05-14
-51.87000000
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AM6
331000.00000000
PA
USD
331000.00000000
0.077107111162
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
000000000
126000.00000000
PA
USD
115731.76000000
0.026959944662
Long
DBT
CORP
MA
Y
2
2044-04-25
Fixed
6.88000000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
649000.00000000
PA
USD
552705.47000000
0.128753843248
Long
DBT
US
Y
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
305000.00000000
PA
USD
276375.75000000
0.064382283014
Long
DBT
CORP
ZA
Y
2
2027-07-23
Fixed
4.31000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-4
81748RAV9
485871.08000000
PA
USD
375173.32000000
0.087397374290
Long
ABS-MBS
CORP
US
Y
2
2050-11-25
Variable
2.50000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
239052.92000000
0.055687855214
Long
DBT
CORP
NL
Y
2
2032-09-06
Fixed
7.88000000
N
N
N
N
N
N
Great Wolf Trust
N/A
GWT 2024-WLF2
362414AG9
500000.00000000
PA
USD
498729.40000000
0.116180009926
Long
ABS-MBS
CORP
US
Y
2
2041-05-15
Floating
8.24000000
N
N
N
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155AE4
597000.00000000
PA
USD
558399.20000000
0.130080209024
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.13000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AE7
837000.00000000
PA
USD
621825.71000000
0.144855541221
Long
ABS-MBS
CORP
US
Y
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
91000.00000000
PA
USD
89274.86000000
0.020796756960
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-9675.39000000
-0.00225390142
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1853248.20000000
USD
1475303.48000000
GBP
2024-05-14
-9675.39000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CV7
380000.00000000
PA
USD
395261.65000000
0.092076990890
Long
DBT
NUSS
CR
Y
2
2054-11-13
Fixed
7.30000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAB1
74729.21000000
PA
USD
63171.29000000
0.014715878188
Long
ABS-O
CORP
US
Y
2
2050-08-25
Fixed
3.16000000
N
N
N
N
N
N
BAPCO ENERGIES BSCC
549300OBH16L6TS6IW50
Bapco Energies BSCC
67778NAA6
340000.00000000
PA
USD
342312.00000000
0.079742264157
Long
DBT
CORP
BH
Y
2
2027-10-25
Fixed
7.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
225000.00000000
PA
USD
184539.02000000
0.042988733319
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
126000.00000000
PA
USD
116106.32000000
0.027047199162
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.88000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
175000.00000000
PA
194462.08000000
0.045300329967
Long
DBT
CORP
SE
Y
2
2028-02-01
Fixed
7.13000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
148000.00000000
PA
USD
108441.60000000
0.025261687328
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
269000.00000000
PA
USD
177002.00000000
0.041232969455
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.38000000
Y
Y
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
14.00000000
NC
USD
-37740.73000000
-0.00879177843
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Note Futures
TYM4 Comdty
2024-06-18
1541865.73000000
USD
-37740.73000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
41675.02000000
0.009708279153
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15924160.06000000
SEK
1487330.60000000
USD
2024-05-14
41675.02000000
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
474000.00000000
PA
USD
455788.34000000
0.106176804225
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.88000000
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AA0
107000.00000000
PA
USD
110757.63000000
0.025801211143
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.05000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LONG GILT FUTURE JUN24
000000000
108.00000000
NC
-281882.84000000
-0.06566517063
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICF Long Gilt Futures
G M4 Comdty
2024-06-26
10569827.45000000
GBP
-281882.84000000
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
949796AA4
217677.15000000
PA
USD
180008.38000000
0.041933311682
Long
ABS-MBS
CORP
US
Y
2
2050-05-25
Variable
3.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
28370.32000000
0.006608922712
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
940400.00000000
GBP
1203746.79000000
USD
2024-06-20
28370.32000000
N
N
N
ESSELUNGA SPA
8156001A08A847FFCE47
Esselunga SpA
000000000
200000.00000000
PA
199299.70000000
0.046427263209
Long
DBT
CORP
IT
Y
2
2027-10-25
Fixed
1.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-19241.11000000
-0.00448225500
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1963022.34000000
USD
1820595.35000000
EUR
2024-05-14
-19241.11000000
N
N
N
CHNGE Mortgage Trust 2022-1
N/A
CHNGE Mortgage Trust 2022-1
17030JAA4
329441.65000000
PA
USD
297861.70000000
0.069387477984
Long
ABS-MBS
CORP
US
Y
2
2067-01-25
Variable
3.01000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-2
61946RAB5
361257.96000000
PA
USD
267497.36000000
0.062314044329
Long
ABS-O
CORP
US
Y
2
2047-04-22
Fixed
2.09000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
152000.00000000
PA
USD
128857.18000000
0.030017537469
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AL1
59000.00000000
PA
USD
53075.85000000
0.012364125274
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
BCP MODULAR SERVICES
213800227GGD6UI7PI97
BCP V Modular Services Finance II PLC
000000000
200000.00000000
PA
200609.80000000
0.046732453621
Long
DBT
CORP
GB
Y
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAJ4
500000.00000000
PA
USD
489062.50000000
0.113928086262
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
7.33000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
883000.00000000
PA
USD
853376.06000000
0.198795657769
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
327000.00000000
PA
USD
335538.95000000
0.078164468631
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAT0
775000.00000000
PA
USD
545971.92000000
0.127185249325
Long
ABS-MBS
CORP
US
Y
2
2052-11-15
Fixed
2.50000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
200000.00000000
PA
215614.38000000
0.050227800503
Long
DBT
CORP
GB
Y
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
62000.00000000
PA
USD
60337.10000000
0.014055647966
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.13000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
184000.00000000
PA
USD
217256.34000000
0.050610298365
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AD0
12000.00000000
PA
USD
12559.61000000
0.002925786236
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
147000.00000000
PA
USD
144602.83000000
0.033685518088
Long
DBT
US
Y
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAZ3
281000.00000000
PA
USD
270542.51000000
0.063023418104
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
601928.95000000
PA
USD
460579.00000000
0.107292798042
Long
ABS-O
CORP
US
Y
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
465965AC5
649000.00000000
PA
USD
663128.08000000
0.154477010813
Long
DBT
CORP
US
Y
2
2031-12-15
Fixed
8.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
291000.00000000
PA
USD
258531.67000000
0.060225468935
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
69000.00000000
PA
USD
67382.81000000
0.015696960184
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
373000.00000000
PA
USD
335814.40000000
0.078228635258
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
74000.00000000
PA
USD
69608.93000000
0.016215539285
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FAJ8
500000.00000000
PA
USD
335290.35000000
0.078106556764
Long
ABS-MBS
CORP
US
Y
2
2050-05-15
Fixed
3.36000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EL5
207000.00000000
PA
USD
208645.24000000
0.048604325420
Long
DBT
NUSS
CO
N
2
2035-11-14
Fixed
8.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
16235.35000000
0.003782057212
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1970232.29000000
SGD
1460309.92000000
USD
2024-05-14
16235.35000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
102000.00000000
PA
USD
65790.00000000
0.015325911913
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
589.30000000
0.000137278612
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
257512.00000000
CAD
187723.54000000
USD
2024-05-28
589.30000000
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
119911.06000000
PA
USD
103400.63000000
0.024087383298
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
804000.00000000
PA
USD
701866.75000000
0.163501261369
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.88000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
402000.00000000
PA
USD
373544.88000000
0.087018025940
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
216000.00000000
PA
USD
178378.42000000
0.041553609244
Long
DBT
CORP
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
ATHABASCA OIL CORP
549300STK2KBVO6WED71
Athabasca Oil Corp
04682RAE7
159000.00000000
PA
USD
166530.56000000
0.038793626591
Long
DBT
CORP
CA
Y
2
2026-11-01
Fixed
9.75000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAB4
261000.00000000
PA
USD
272928.74000000
0.063579295149
Long
DBT
CORP
GB
Y
2
2029-03-30
Fixed
8.13000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAD7
595000.00000000
PA
USD
568315.97000000
0.132390340404
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
12.25000000
N
N
N
N
N
N
EDO SUKUK LTD
5493000LZIE4T625R469
EDO Sukuk Ltd
28135J2A4
471000.00000000
PA
USD
473826.00000000
0.110378713152
Long
DBT
CORP
KY
Y
2
2033-09-21
Fixed
5.88000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
57000.00000000
PA
USD
38491.07000000
0.008966571641
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
ANARAFE SLU
959800AW60HWZ3N4R995
Anarafe SL
000000000
247359.74000000
PA
321110.37000000
0.074803302099
Long
DBT
CORP
ES
Y
2
2026-12-31
Fixed
16.62000000
N
N
Y
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-3
382371AA0
1127425.80000000
PA
USD
860749.57000000
0.200513331651
Long
ABS-O
CORP
US
Y
2
2048-05-20
Fixed
2.10000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAA0
118000.00000000
PA
USD
117558.59000000
0.027385508360
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2021-J2
17329MBH1
481998.37000000
PA
USD
366412.75000000
0.085356582010
Long
ABS-MBS
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Serbia International Bonds
254900W94OCY91V32O78
Serbia International Bonds
000000000
200000.00000000
PA
USD
199544.00000000
0.046484173382
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN24
000000000
-112.00000000
NC
270696.89000000
0.063059381234
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Futures
RXM4 Comdty
2024-06-06
-14822611.38000000
EUR
270696.89000000
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
164000.00000000
PA
USD
146916.30000000
0.034224445545
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
245669.00000000
PA
USD
133542.73000000
0.031109045700
Long
DBT
NUSS
EC
Y
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-3108.11000000
-0.00072404043
N/A
DFE
TH
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
251156.52000000
USD
9184794.00000000
THB
2024-05-14
-3108.11000000
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-2
31572YAA6
416062.38000000
PA
USD
394197.84000000
0.091829174225
Long
ABS-MBS
CORP
US
Y
2
2067-04-25
Variable
4.30000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BH6
618000.00000000
PA
USD
395769.33000000
0.092195255960
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780CQ7
220000.00000000
PA
USD
191981.85000000
0.044722555435
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
861000.00000000
PA
USD
834346.28000000
0.194362632506
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
313000.00000000
PA
USD
328202.72000000
0.076455479198
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
ALTA EQUIPMENT GROUP
549300DGOB28CLGS1X27
Alta Equipment Group Inc
02128LAA4
490000.00000000
PA
USD
471611.09000000
0.109862745443
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.63000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
373000.00000000
PA
USD
337392.54000000
0.078596266124
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
200000.00000000
PA
183558.49000000
0.042760316897
Long
DBT
CORP
PT
Y
2
2082-03-14
Fixed
1.88000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
121000.00000000
PA
USD
117907.59000000
0.027466808607
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
476000.00000000
PA
USD
471453.67000000
0.109826074140
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
000000000
627000.00000000
PA
USD
525237.90000000
0.122355217951
Long
DBT
CORP
KY
Y
2
2031-06-17
Fixed
2.69000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-143.88000000
-0.00003351713
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
11164.99000000
USD
18703.73000000
NZD
2024-05-14
-143.88000000
N
N
N
BANK NEGARA INDONESIA
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
614000.00000000
PA
USD
558232.42000000
0.130041357290
Long
DBT
CORP
ID
Y
2
2027-03-24
Fixed
4.30000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
5299005YSRP46BE8Z459
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAD0
530000.00000000
PA
USD
538560.56000000
0.125458758209
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
8.38000000
N
N
N
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400AB6
123000.00000000
PA
USD
117198.18000000
0.027301550130
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDIN
N/A
Jefferson Capital Holdings LLC
472481AB6
351000.00000000
PA
USD
357128.46000000
0.083193788109
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
9.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
131000.00000000
PA
USD
119752.17000000
0.027896507202
Long
DBT
CORP
NL
Y
2
2026-07-12
Fixed
1.38000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
200000.00000000
PA
USD
200000.00000000
0.046590399493
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AU0
350000.00000000
PA
USD
334390.00000000
0.077896818433
Long
DBT
NUSS
CI
Y
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ2
36257LAR8
888646.99000000
PA
USD
787509.99000000
0.183452025197
Long
ABS-MBS
CORP
US
Y
2
2049-11-25
Variable
4.38000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
75000.00000000
PA
USD
65261.53000000
0.015202803771
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
552.00000000
PA
USD
556.30000000
0.000129591196
Long
DBT
CORP
AR
Y
2
2026-02-12
Fixed
9.00000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
53000.00000000
PA
USD
50198.51000000
0.011693843174
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.80000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
53.93000000
0.000012563101
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6686.05000000
AUD
4386.72000000
USD
2024-05-14
53.93000000
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DBW0
251000.00000000
PA
USD
224400.63000000
0.052274574991
Long
ABS-MBS
CORP
US
Y
2
2048-05-27
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
15153.58000000
0.003530056729
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3292449.63000000
AUD
2148774.45000000
USD
2024-05-14
15153.58000000
N
N
N
FRANKLIN BSP LENDING COR
549300K8IFP295FLKS39
Franklin BSP Lending Corp
12325JAJ0
129000.00000000
PA
USD
120619.69000000
0.028098597719
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
3.25000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
260000.00000000
PA
USD
251005.44000000
0.058472218623
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
200000.00000000
PA
233849.25000000
0.054475649894
Long
DBT
CORP
FR
Y
2
2029-01-11
Fixed
7.25000000
N
N
N
N
N
N
RR DONNELLEY & SONS CO
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co
257867BG5
175000.00000000
PA
USD
190925.00000000
0.044476360116
Long
DBT
CORP
US
Y
2
2028-07-31
Fixed
9.75000000
N
N
N
N
N
N
TELECOM ITALIA FIN SA
549300O482B6CBF38D50
Telecom Italia Finance SA
000000000
450000.00000000
PA
527821.49000000
0.122957070402
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
CENTRICA PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
100000.00000000
PA
123318.11000000
0.028727200048
Long
DBT
CORP
GB
Y
2
2075-04-10
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
204000.00000000
PA
USD
192042.46000000
0.044736674655
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
UKRAINE RAIL (RAIL CAPL)
213800IW9C7PR3HKI783
Ukraine Railways Via Rail Capital Markets PLC
000000000
324000.00000000
PA
USD
199937.16000000
0.046575760790
Long
DBT
CORP
GB
Y
2
2026-07-09
Fixed
8.25000000
N
Y
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
227000.00000000
PA
USD
217933.29000000
0.050767995220
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
51000.00000000
PA
USD
53194.85000000
0.012391846562
Long
DBT
CORP
US
Y
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
449000.00000000
PA
USD
436654.30000000
0.101719491388
Long
DBT
NUSS
TR
Y
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
56000.00000000
PA
USD
55285.31000000
0.012878823395
Long
DBT
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
83012AAA7
131000.00000000
PA
USD
120555.48000000
0.028083639871
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
828000.00000000
PA
USD
669437.30000000
0.155946756215
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K57 Mortgage Trust
30295DAL6
1450103.30000000
PA
USD
1142312.35000000
0.266103943665
Long
ABS-MBS
USGSE
US
Y
2
2049-08-25
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
24.00000000
NC
USD
-137332.52000000
-0.03199188485
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
2868832.52000000
USD
-137332.52000000
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAF9
200000.00000000
PA
USD
194500.00000000
0.045309163507
Long
DBT
NUSS
AE
Y
2
2036-03-06
Fixed
6.13000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
144217.35000000
0.033595719752
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4956800.00000000
EUR
5444648.26000000
USD
2024-06-20
144217.35000000
N
N
N
Banc of America Commercial Mortgage Trust
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
06427DAX1
500000.00000000
PA
USD
451697.55000000
0.105223846524
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
4.35000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-HYB1
46651FAR2
652915.53000000
PA
USD
620514.66000000
0.144550129505
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
4.90000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
480000.00000000
PA
USD
433544.64000000
0.100995089879
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
226000.00000000
PA
USD
218364.77000000
0.050868509348
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
100000.00000000
PA
102218.60000000
0.023812027048
Long
DBT
CORP
DE
Y
2
2079-11-12
Fixed
2.38000000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BD3
11280.00000000
PA
USD
9926.96000000
0.002312505160
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2018-INV1
12553XAK9
191950.15000000
PA
USD
171145.33000000
0.039868646480
Long
ABS-MBS
CORP
US
Y
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300NQPL9XHZ20E278
Venture 33 CLO Ltd
92330YAW3
1000000.00000000
PA
USD
987500.00000000
0.230040097500
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
7.87000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
1140000.00000000
PA
USD
1062567.60000000
0.247527244865
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AD2
74000.00000000
PA
USD
68519.83000000
0.015961831264
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
177.89000000
0.000041439830
N/A
DFE
ZA
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1469753.58000000
USD
27690611.43000000
ZAR
2024-05-14
177.89000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAK8
199000.00000000
PA
USD
181090.00000000
0.042185277221
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.32000000
N
N
N
N
N
Sabre Corp.
Sabre Corp.
USD
XXXX
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAS2
450000.00000000
PA
USD
405672.12000000
0.094502130671
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Variable
4.34000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BY4
467000.00000000
PA
USD
464309.44000000
0.108161811491
Long
DBT
CORP
KY
Y
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
139781.01000000
0.032562265487
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4956800.00000000
EUR
5440211.92000000
USD
2024-06-20
139781.01000000
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
242000.00000000
PA
USD
232124.06000000
0.054073763437
Long
DBT
CORP
XX
Y
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
Morocco Government International Bonds
529900F3MBW9XY5K1X07
Morocco Government International Bonds
000000000
200000.00000000
PA
USD
131240.00000000
0.030572620147
Long
DBT
NUSS
MA
Y
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
200000.00000000
PA
USD
152348.00000000
0.035489770910
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
4725.00000000
PA
USD
4709.42000000
0.001097068795
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.88000000
N
N
N
N
N
N
Kazakhstan Government International Bonds
5493007OEK8EF02UO833
Kazakhstan Government International Bonds
000000000
281000.00000000
PA
USD
259475.40000000
0.060445312724
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.88000000
N
N
N
N
N
N
OCADO GROUP PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
400000.00000000
PA
378667.67000000
0.088211390103
Long
DBT
CORP
GB
Y
2
2027-01-18
Fixed
0.75000000
N
N
N
N
N
Ocado Group PLC
Ocado Group PLC
GBP
XXXX
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
640000.00000000
PA
USD
660447.37000000
0.153852534064
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
FIRSTENERGY PENN ELECTRI
O1PLQWO3TX952VMBJ146
FirstEnergy Pennsylvania Electric Co
708696CA5
76000.00000000
PA
USD
74895.84000000
0.017447135530
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
121.00000000
NC
USD
-419946.67000000
-0.09782741560
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Note Futures
UXYM4 Comdty
2024-06-18
13756415.42000000
USD
-419946.67000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AJ7
117000.00000000
PA
USD
116915.02000000
0.027235587443
Long
DBT
CORP
GB
N
2
2027-03-02
Fixed
5.85000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
486000.00000000
PA
USD
476733.17000000
0.111055944211
Long
DBT
CORP
LR
Y
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
106.00000000
NC
USD
-200439.05000000
-0.04669267706
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Note Futures
FVM4 Comdty
2024-06-28
11303110.98000000
USD
-200439.05000000
N
N
N
Genworth Holdings Inc
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
37247DAB2
323000.00000000
PA
USD
301253.99000000
0.070177718715
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
Betony CLO 2, Ltd.
5493000QRX4XEMRJZO43
Betony CLO 2 Ltd
08763QAE2
1000000.00000000
PA
USD
1000823.00000000
0.233143716962
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-30
Floating
7.44000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
194000.00000000
PA
USD
176535.43000000
0.041124281042
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
188000.00000000
PA
USD
175140.31000000
0.040799285051
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
ALBION FINANCING 2 SARL
2594009X2UW7EQPIKY23
Albion Financing 2 Sarl
013305AA5
600000.00000000
PA
USD
599992.62000000
0.139769479295
Long
DBT
CORP
LU
Y
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-J2
12564EAU6
370494.67000000
PA
USD
281870.49000000
0.065662293672
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
236000.00000000
PA
USD
208513.61000000
0.048573661948
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
C&W SENIOR FINANCE LTD
5493009O8OIWZPZRY516
C&W Senior Finance Ltd
12674TAA4
707000.00000000
PA
USD
669472.44000000
0.155954942148
Long
DBT
CORP
KY
Y
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
170000.00000000
PA
USD
165428.22000000
0.038536834286
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
69000.00000000
PA
USD
63204.81000000
0.014723686739
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
339000.00000000
PA
USD
351019.15000000
0.081770612142
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
134000.00000000
PA
USD
126251.47000000
0.029410532119
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAD8
991000.00000000
PA
USD
820372.10000000
0.191107319362
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
575000.00000000
PA
USD
587917.95000000
0.136956660800
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
314550.48000000
PA
USD
246485.78000000
0.057419354798
Long
ABS-O
CORP
US
Y
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
Sunnova Sol III Issuer LLC
N/A
Sunnova Sol III Issuer LLC
86745QAA9
743109.38000000
PA
USD
597528.16000000
0.139195378415
Long
ABS-O
CORP
US
Y
2
2056-04-28
Fixed
2.58000000
N
N
N
N
N
N
INTL AIRPORT FINANCE SA
959800M9M5LP0KXUP789
International Airport Finance SA
000000000
16190.27000000
PA
USD
17186.78000000
0.004003694731
Long
DBT
CORP
ES
Y
2
2033-03-15
Fixed
12.00000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
126000.00000000
PA
USD
120154.81000000
0.027990302994
Long
DBT
CORP
IT
Y
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
187000.00000000
PA
USD
95370.00000000
0.022216631998
Long
DBT
CORP
XX
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Gaci First Investment Co.
558600TU1PWGNLZ3XM88
Gaci First Investment Co.
000000000
200000.00000000
PA
USD
184110.00000000
0.042888792253
Long
DBT
CORP
KY
Y
2
2035-02-14
Fixed
4.88000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
143000.00000000
PA
USD
132770.35000000
0.030929118237
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
122000.00000000
PA
USD
119105.68000000
0.027745906065
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794AE7
284000.00000000
PA
USD
213202.15000000
0.049665866707
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
339000.00000000
PA
USD
327779.36000000
0.076356856641
Long
DBT
CORP
IT
Y
2
2032-06-19
Fixed
5.86000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
120000.00000000
PA
USD
81288.66000000
0.018936355718
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.88000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
248000.00000000
PA
USD
248809.47000000
0.057960663025
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
7.88000000
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AV2
50.00000000
PA
USD
49.48000000
0.000011526464
Long
DBT
CORP
AR
Y
2
2029-06-30
Fixed
9.00000000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
000000000
352000.00000000
PA
USD
345840.00000000
0.080564118804
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638DF6
1102000.00000000
PA
USD
914549.80000000
0.213046202694
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
300000.00000000
PA
294764.42000000
0.068665960421
Long
DBT
CORP
NL
Y
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AR4
261000.00000000
PA
USD
265264.34000000
0.061793857860
Long
DBT
US
N
2
2028-03-15
Fixed
8.05000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAC1
600000.00000000
PA
USD
478060.44000000
0.111365134408
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
3.36000000
N
N
N
N
N
N
Saudi Electricity Global Sukuk Co. 3
549300BJ6IA5S2UFVN71
Saudi Electricity Global Sukuk Co. 3
000000000
51000.00000000
PA
USD
48450.00000000
0.011286524277
Long
DBT
CORP
KY
Y
2
2044-04-08
Fixed
5.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AW1
53000.00000000
PA
USD
52731.98000000
0.012284020071
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust 2021-FRR1
12529YCA8
4500000.00000000
PA
USD
2706850.35000000
0.630566195881
Long
ABS-MBS
CORP
US
Y
2
2029-08-29
None
0.00000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
373000.00000000
PA
USD
329544.01000000
0.076767935383
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
360000.00000000
PA
USD
298842.55000000
0.069615968951
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAG2
128925.48000000
PA
USD
125380.03000000
0.029207528431
Long
ABS-MBS
CORP
US
Y
2
2047-04-15
Variable
4.78000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
79000.00000000
PA
USD
79191.02000000
0.018447706290
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
400000.00000000
PA
336969.00000000
0.078497601635
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.88000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
600000.00000000
PA
606703.51000000
0.141332794525
Long
DBT
CORP
LU
Y
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055AK7
88000.00000000
PA
USD
82920.62000000
0.019316524060
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAR1
777000.00000000
PA
USD
859553.44000000
0.200234690779
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
9.75000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
446000.00000000
PA
USD
195125.00000000
0.045454758506
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286CK1
1068000.00000000
PA
USD
828890.02000000
0.193091585840
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.65000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAC1
101000.00000000
PA
USD
85685.35000000
0.019960573436
Long
DBT
CORP
US
Y
2
2031-04-06
Fixed
4.63000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
225000.00000000
PA
USD
171235.91000000
0.039889747272
Long
DBT
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
UZBEK INDUSTRIAL AND CON
213800C2NIFPFTXYIU69
Uzbek Industrial and Construction Bank ATB
000000000
272000.00000000
PA
USD
266070.40000000
0.061981631147
Long
DBT
CORP
UZ
Y
2
2024-12-02
Fixed
5.75000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AG2
1258000.00000000
PA
USD
917445.69000000
0.213720806054
Long
ABS-MBS
CORP
US
Y
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2021-FL6 Ltd
55283TAJ7
500000.00000000
PA
USD
475683.00000000
0.110811305011
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-16
Floating
7.98000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CB7
118000.00000000
PA
USD
89902.13000000
0.020942880760
Long
DBT
CORP
US
N
2
2039-12-15
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
147000.00000000
PA
USD
133645.25000000
0.031132927939
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
325000.00000000
PA
USD
332214.73000000
0.077390084942
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.38000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
347000.00000000
PA
USD
259662.32000000
0.060488856111
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
379000.00000000
PA
USD
377577.88000000
0.087957521346
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
PROGROUP AG
529900YI5W5TQ8F2FP82
ProGroup AG
000000000
250000.00000000
PA
267010.91000000
0.062200724830
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
315000.00000000
PA
USD
309976.99000000
0.072209758989
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.70000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
142000.00000000
PA
USD
122253.03000000
0.028479087535
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AZ5
766000.00000000
PA
USD
718216.92000000
0.167310066129
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBG9
7710000.00000000
PA
USD
122717.76000000
0.028587347316
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
1.08000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
150000.00000000
PA
172920.00000000
0.040282059402
Long
DBT
CORP
MX
Y
2
2025-11-16
Fixed
3.75000000
N
N
N
N
N
N
Romania Government International Bonds
315700IASY927EDWBK92
Romania Government International Bonds
000000000
458000.00000000
PA
USD
305848.74000000
0.071248074906
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
665000.00000000
PA
USD
611356.96000000
0.142416824998
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
210000.00000000
PA
USD
181812.83000000
0.042353661913
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BM5
166000.00000000
PA
USD
154979.77000000
0.036102846988
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.88000000
N
N
N
N
N
N
Abu Dhabi Government International Bonds
213800FER4348CINTA77
Abu Dhabi Government International Bonds
000000000
999000.00000000
PA
USD
803345.85000000
0.187141020415
Long
DBT
NUSS
AE
Y
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
758000.00000000
PA
USD
629856.53000000
0.146726336782
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
796000.00000000
PA
USD
740082.91000000
0.172403792176
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAJ6
116000.00000000
PA
USD
115915.91000000
0.027002842772
Long
DBT
CORP
DE
N
2
2026-07-14
Fixed
6.12000000
N
N
N
N
N
N
OCADO GROUP PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
800000.00000000
PA
869103.12000000
0.202459307810
Long
DBT
CORP
GB
Y
2
2026-10-08
Fixed
3.88000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAV4
131000.00000000
PA
USD
119660.91000000
0.027875248003
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
235000.00000000
PA
USD
231159.61000000
0.053849092883
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
156000.00000000
PA
USD
157555.71000000
0.036702917357
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
8.63000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAJ1
500000.00000000
PA
USD
495312.50000000
0.115384036246
Long
ABS-MBS
CORP
US
Y
2
2038-05-15
Floating
7.53000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAB0
1133526.00000000
PA
USD
1045677.74000000
0.243592718241
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
8.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
470000.00000000
PA
USD
385888.21000000
0.089893429319
Long
DBT
CORP
US
Y
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
23000.00000000
PA
USD
21896.80000000
0.005100903298
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
253000.00000000
PA
USD
235707.58000000
0.054908551579
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
28307.32000000
0.006594246736
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
940400.00000000
GBP
1203683.79000000
USD
2024-06-20
28307.32000000
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
850000.00000000
PA
USD
823214.63000000
0.191769492403
Long
DBT
CORP
XX
Y
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
China Government International Bonds
300300CHN201808MOF68
China Government International Bonds
000000000
1187000.00000000
PA
USD
1106957.91000000
0.257868056248
Long
DBT
NUSS
CN
Y
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange SA
000000000
700000.00000000
PA
776922.00000000
0.180985531777
Long
DBT
CORP
FR
Y
2
2030-01-18
Fixed
5.38000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAM4
890000.00000000
PA
USD
533601.73000000
0.124303588856
Long
ABS-MBS
CORP
US
Y
2
2062-12-15
Fixed
2.50000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AY6
589000.00000000
PA
USD
508021.82000000
0.118344697726
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
364000.00000000
PA
387754.00000000
0.090328068826
Long
DBT
CORP
DE
Y
2
2026-03-23
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
973000.00000000
PA
USD
422314.40000000
0.098378983039
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
UGI INTERNATIONAL LLC
5493001JFF8MQO00ZQ21
UGI International LLC
000000000
750000.00000000
PA
722338.96000000
0.168270303581
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAH8
200000.00000000
PA
USD
201974.76000000
0.047050423780
Long
DBT
NUSS
MN
Y
2
2029-06-05
Fixed
7.88000000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412AF9
683000.00000000
PA
USD
637109.42000000
0.148415911995
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
N
Romania Government International Bonds
315700IASY927EDWBK92
Romania Government International Bonds
000000000
46000.00000000
PA
USD
47452.68000000
0.011054196591
Long
DBT
NUSS
RO
Y
2
2033-01-17
Fixed
7.13000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
605000.00000000
PA
USD
388227.48000000
0.090438366938
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
CBB International Sukuk Programme Co. WLL
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co. WLL
000000000
1024000.00000000
PA
USD
913920.00000000
0.212899489526
Long
DBT
NUSS
BH
Y
2
2029-05-18
Fixed
3.88000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1306000.00000000
PA
USD
1319057.39000000
0.307277053776
Long
DBT
NUSS
DO
Y
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AP8
224000.00000000
PA
USD
192058.20000000
0.044740341320
Long
DBT
US
N
2
2029-10-01
Fixed
4.55000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABM1
1542105.15000000
PA
USD
99303.86000000
0.023133032543
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.40000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
107000.00000000
PA
USD
101809.61000000
0.023716752011
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.38000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
154000.00000000
PA
USD
146351.86000000
0.034092958120
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
000000000
370000.00000000
PA
USD
391785.93000000
0.091267314973
Long
DBT
CORP
TH
Y
2
2042-06-12
Fixed
6.35000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
1100000.00000000
PA
USD
1151344.92000000
0.268208098889
Long
ABS-MBS
USGSE
US
Y
2
2042-03-25
Floating
8.83000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
246000.00000000
PA
USD
241232.08000000
0.056195494889
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
PROVIDENT FDG/PFG FIN
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAJ0
195000.00000000
PA
USD
187641.75000000
0.043711520471
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.38000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
1935998.46000000
PA
USD
111123.99000000
0.025886555437
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.37000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAE6
384000.00000000
PA
USD
357110.52000000
0.083189608951
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
147000.00000000
PA
USD
136492.25000000
0.031796142276
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAS8
160720.66000000
PA
USD
131436.49000000
0.030618392885
Long
ABS-MBS
CORP
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBB2
37000.00000000
PA
USD
34414.80000000
0.008016996402
Long
DBT
CORP
IT
Y
2
2027-07-14
Fixed
3.88000000
N
N
N
N
N
N
LANDSEA HOMES CORP
549300RP8AZAKHNILS36
Landsea Homes Corp
51509PAA1
1139000.00000000
PA
USD
1117643.75000000
0.260357344020
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
8.88000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
58000.00000000
PA
USD
53785.53000000
0.012529446648
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.88000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
749000.00000000
PA
USD
739844.30000000
0.172348207500
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-7
46651GBC2
356490.63000000
PA
USD
289651.60000000
0.067474918790
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
2.99000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
314000.00000000
PA
USD
293863.84000000
0.068456168511
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AC8
73000.00000000
PA
USD
70107.04000000
0.016331575004
Long
DBT
CORP
GB
Y
2
2027-04-20
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C2
17291CAG0
120000.00000000
PA
USD
86385.58000000
0.020123693413
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
4.54000000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AG9
56000.00000000
PA
USD
55394.47000000
0.012904252435
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
8.68000000
0.000002022023
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
145680.12000000
CZK
6189.45000000
USD
2024-05-14
8.68000000
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
100000.00000000
PA
101742.63000000
0.023701148886
Long
DBT
CORP
NL
Y
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BJ2
136000.00000000
PA
USD
124457.86000000
0.028992707087
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
32000.00000000
PA
USD
24334.03000000
0.005668660894
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
MVM ENERGETIKA ZRT
529900ELI5AQ9F74PF85
MVM Energetika Zrt
000000000
435000.00000000
PA
USD
446781.54000000
0.104078652175
Long
DBT
CORP
HU
Y
2
2028-06-09
Fixed
7.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
162000.00000000
PA
USD
65072.40000000
0.015158745560
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-J1 Trust
67116MAC5
440742.36000000
PA
USD
409052.54000000
0.095289606262
Long
ABS-MBS
CORP
US
Y
2
2053-01-25
Variable
4.50000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
132000.00000000
PA
USD
120463.03000000
0.028062103459
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.38000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAQ8
400000.00000000
PA
USD
396000.00000000
0.092248990997
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
7.84000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAQ5
1400000.00000000
PA
USD
1301517.56000000
0.303191115342
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Floating
8.67000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
300000.00000000
PA
298549.35000000
0.069547667425
Long
DBT
CORP
NL
Y
2
2028-02-15
Fixed
3.63000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
315000.00000000
PA
USD
322325.01000000
0.075086254913
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
8.50000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AB6
163000.00000000
PA
USD
154547.96000000
0.036002255986
Long
DBT
CORP
BM
Y
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
157000.00000000
PA
USD
162022.74000000
0.037743520918
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund
B4DCP86PGS7VRJXJTE28
U.S. Cash Collateral Fund
000000000
7136995.00000000
NS
USD
7136995.00000000
1.662577241174
Long
STIV
PF
US
N
N/A
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
112000.00000000
PA
USD
122134.98000000
0.028451587551
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAF7
72000.00000000
PA
USD
67484.69000000
0.015720693334
Long
DBT
CORP
NO
Y
2
2026-09-16
Fixed
1.13000000
N
N
N
N
N
N
VTB BANK (VTB EURASIA)
635400IGBYL1WAJLDE17
VTB Bank PJSC Via VTB Eurasia DAC
000000000
714000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IE
Y
3
2024-06-06
Variable
9.50000000
N
Y
N
N
N
N
MANGROVE LUXCO III
549300GLJSZN1PU7T586
Mangrove Luxco III Sarl
000000000
417500.00000000
PA
439986.78000000
0.102495799260
Long
DBT
CORP
LU
Y
2
2025-10-09
Fixed
7.78000000
N
N
Y
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
634902.80000000
PA
USD
564495.38000000
0.131500326332
Long
ABS-O
CORP
US
Y
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
453000.00000000
PA
USD
353561.97000000
0.082362967140
Long
DBT
CORP
CA
Y
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAC1
807000.00000000
PA
USD
790840.15000000
0.184227792620
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
361000.00000000
PA
USD
286708.76000000
0.066789378333
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAL8
335550.67000000
PA
USD
333034.04000000
0.077580944843
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
8.04000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AQ9
136000.00000000
PA
USD
137752.09000000
0.032089624520
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
517000.00000000
PA
USD
449062.17000000
0.104609929489
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
674000.00000000
PA
USD
657797.94000000
0.153235344053
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBU4
411868.38000000
PA
USD
340544.72000000
0.079330572751
Long
ABS-MBS
CORP
US
Y
2
2050-12-25
Variable
3.57000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBC9
316000.00000000
PA
USD
295951.89000000
0.068942583930
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
324000.00000000
PA
USD
203335.17000000
0.047367334007
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
141000.00000000
PA
USD
140873.10000000
0.032816670034
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAL4
457127.87000000
PA
USD
456554.31000000
0.106355238467
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
8.29000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
59000.00000000
PA
USD
57374.45000000
0.013365492731
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
369000.00000000
PA
USD
360340.07000000
0.083941939074
Long
DBT
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
-21.00000000
NC
USD
144937.62000000
0.033763508087
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
-2655750.12000000
USD
144937.62000000
N
N
N
EP INFRASTRUCTURE AS
315700I4J1M1NKGWWY89
EP Infrastructure AS
000000000
260000.00000000
PA
240781.45000000
0.056090519730
Long
DBT
CORP
CZ
Y
2
2028-10-09
Fixed
2.05000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
357000.00000000
PA
USD
339354.26000000
0.079053252716
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
6.88000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
288000.00000000
PA
USD
227178.14000000
0.052921601494
Long
DBT
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
101000.00000000
PA
USD
97664.45000000
0.022751128709
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2022-NQM3
45276KAA5
406925.58000000
PA
USD
386194.80000000
0.089964850072
Long
ABS-MBS
CORP
US
Y
2
2067-05-25
Variable
4.38000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
344000.00000000
PA
USD
241804.03000000
0.056328731784
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAS5
14000.00000000
PA
USD
12829.14000000
0.002988573788
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG Inc
12598FAA7
180000.00000000
PA
USD
179120.54000000
0.041726487580
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.63000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
149000.00000000
PA
USD
146924.64000000
0.034226388365
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BJ8
203000.00000000
PA
USD
223494.88000000
0.052063578720
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
13.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
81000.00000000
PA
USD
78088.67000000
0.018190911656
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BT0
204000.00000000
PA
USD
186987.31000000
0.043559067365
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAT7
602000.00000000
PA
USD
595227.50000000
0.138659435073
Long
DBT
NUSS
AE
Y
2
2034-04-30
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAD2
813104.57000000
PA
USD
617589.51000000
0.143868709970
Long
ABS-MBS
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
168000.00000000
PA
USD
174915.89000000
0.040747005964
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075AA3
130000.00000000
PA
USD
120726.49000000
0.028123476992
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISMYB8CLVZD05
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
846917.55000000
PA
USD
867711.66000000
0.202135164423
Long
ABS-MBS
USGSE
US
Y
2
2033-08-25
Floating
7.58000000
N
N
N
N
N
N
NOBIAN FINANCE B
254900ZGJ6MMZN9IQQ31
Nobian Finance BV
000000000
250000.00000000
PA
257857.00000000
0.060068303211
Long
DBT
CORP
NL
Y
2
2026-07-15
Fixed
3.63000000
N
N
N
N
N
N
PRIVATBANK(UK SPV CRED)
N/A
Privatbank CJSC Via UK SPV Credit Finance PLC
000000000
1577000.00000000
PA
USD
7885.00000000
0.001836826500
Long
DBT
CORP
GB
Y
2
2021-02-09
None
0.00000000
Y
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DAS0
433000.00000000
PA
USD
334357.88000000
0.077889336015
Long
ABS-MBS
CORP
US
Y
2
2049-11-27
None
0.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AU0
302000.00000000
PA
USD
281615.00000000
0.065602776767
Long
DBT
NUSS
HU
Y
2
2036-03-26
Fixed
5.50000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
185000.00000000
PA
USD
175574.58000000
0.040900449115
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
776000.00000000
PA
USD
705980.38000000
0.164459539694
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
275000.00000000
PA
336238.33000000
0.078327390599
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.88000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
190000.00000000
PA
USD
176290.43000000
0.041067207803
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
84000.00000000
PA
USD
82068.00000000
0.019117904528
Long
DBT
NUSS
RO
Y
2
2034-01-30
Fixed
6.38000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
000000000
183000.00000000
PA
USD
162417.22000000
0.037835415822
Long
DBT
CORP
US
Y
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
190000.00000000
PA
USD
178675.56000000
0.041622828600
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
000000000
255000.00000000
PA
283054.24000000
0.065938050599
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.25000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
101000.00000000
PA
USD
93719.47000000
0.021832137738
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BB9
802000.00000000
PA
USD
566051.60000000
0.131862850890
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
381000.00000000
PA
USD
353120.45000000
0.082260114174
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780DJ2
480000.00000000
PA
USD
418712.02000000
0.097539801423
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
158000.00000000
PA
USD
147505.80000000
0.034361770748
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
22207AAA0
173000.00000000
PA
USD
173104.32000000
0.040324997114
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
6.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-300.17000000
-0.00006992520
N/A
DFE
BR
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
19485.36000000
USD
99735.80000000
BRL
2024-05-14
-300.17000000
N
N
N
Primrose Schools
N/A
Primrose Funding LLC
74166YAA8
965000.00000000
PA
USD
917351.97000000
0.213698973793
Long
ABS-O
CORP
US
Y
2
2049-07-30
Fixed
4.48000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AJ7
260000.00000000
PA
262610.74000000
0.061175696439
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
2.13000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AZ2
212000.00000000
PA
USD
197140.92000000
0.045924371096
Long
DBT
CORP
KY
N
2
2041-12-15
Fixed
9.35000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
149000.00000000
PA
USD
148824.36000000
0.034668931934
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BN3
297000.00000000
PA
USD
205168.08000000
0.047794314052
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1748.09000000
-0.00040722105
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
80878.15000000
USD
74000.00000000
EUR
2024-06-20
-1748.09000000
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
61911.95000000
PA
USD
54203.50000000
0.012626813594
Long
ABS-O
CORP
US
Y
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
MTR CORP LTD
254900IH4U9NHH9AQM97
MTR Corp Ltd
000000000
289000.00000000
PA
USD
234466.97000000
0.054619549001
Long
DBT
CORP
HK
Y
2
2030-08-19
Fixed
1.63000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-8
46591KBE2
57996.87000000
PA
USD
49640.00000000
0.011563737154
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAM1
80000.00000000
PA
USD
77003.84000000
0.017938198340
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
126000.00000000
PA
USD
118669.15000000
0.027644215530
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AQ0
1500000.00000000
PA
USD
1120366.95000000
0.260991718900
Long
ABS-MBS
CORP
US
Y
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
INNOVATE Corp
549300S6O246JWQQ1K58
INNOVATE Corp
404139AJ6
263000.00000000
PA
USD
194432.27000000
0.045293385668
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-103.80000000
-0.00002418041
N/A
DFE
CO
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
9368.75000000
USD
36413508.95000000
COP
2024-05-14
-103.80000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QCQ0
500000.00000000
PA
USD
315017.60000000
0.073383979157
Long
ABS-MBS
CORP
US
Y
2
2054-11-15
Fixed
2.50000000
N
N
N
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
000000000
338000.00000000
PA
USD
314880.80000000
0.073352111324
Long
DBT
CORP
KZ
Y
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
224000.00000000
PA
USD
224534.02000000
0.052305648458
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
100046.85000000
0.023306113547
Long
DBT
CORP
NL
Y
2
2027-12-28
Fixed
3.75000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
200000.00000000
PA
199566.50000000
0.046489414802
Long
DBT
CORP
NL
Y
2
2027-06-24
Fixed
2.88000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
152445.60000000
0.035512507025
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.88000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
276000.00000000
PA
USD
238499.02000000
0.055558823103
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.63000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
N/A
UWM Mortgage Trust 2021-1
91824NBL5
762345.58000000
PA
USD
579531.30000000
0.135002973930
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AW9
228000.00000000
PA
USD
223058.37000000
0.051961892843
Long
DBT
NUSS
GT
Y
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
578000.00000000
PA
USD
521118.43000000
0.121395579186
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
203000.00000000
PA
USD
176060.30000000
0.041013598559
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAE6
189000.00000000
PA
USD
180127.32000000
0.041961018992
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
21871DAD5
201000.00000000
PA
USD
173910.61000000
0.040512823980
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
512.66000000
0.000119425171
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
30158405.00000000
CLP
31920.41000000
USD
2024-05-14
512.66000000
N
N
N
FRONTIER FLORIDA LLC
N/A
Frontier Florida LLC
362333AH9
508000.00000000
PA
USD
481565.06000000
0.112181542638
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.86000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
146000.00000000
PA
USD
122452.42000000
0.028525535833
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
987000.00000000
PA
USD
788307.03000000
0.183637697257
Long
DBT
NUSS
EG
Y
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
400000.00000000
PA
397468.18000000
0.092591006461
Long
DBT
CORP
NL
Y
2
2027-10-23
Fixed
2.50000000
N
N
N
N
N
N
VALEO SE
5493006IH2N2WMIBB742
Valeo SE
000000000
200000.00000000
PA
204848.72000000
0.047719918502
Long
DBT
CORP
FR
Y
2
2026-03-18
Fixed
1.63000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
000000000
268000.00000000
PA
USD
238493.20000000
0.055557467322
Long
DBT
CORP
BM
Y
2
2043-01-31
Fixed
4.50000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
153008.46000000
PA
USD
142436.83000000
0.033180944061
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
3.05000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-58.48000000
-0.00001362303
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
15187.67000000
USD
14170.39000000
EUR
2024-05-14
-58.48000000
N
N
N
Ecuador Government International Bonds
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
685072.00000000
PA
USD
375217.85000000
0.087407747643
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AE9
138000.00000000
PA
USD
128599.99000000
0.029957624544
Long
DBT
CORP
CO
Y
2
2027-08-03
Fixed
4.38000000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
1114000.00000000
PA
USD
1136970.68000000
0.264859590969
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
186000.00000000
PA
USD
182026.10000000
0.042403343586
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
583500.00000000
PA
USD
491947.57000000
0.114600169081
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
3.15000000
N
N
N
N
N
N
SAUDI ELEC GLOBAL SUKUK
549300BJ6IA5S2UFVN71
Saudi Electricity Global Sukuk Co 3
000000000
450000.00000000
PA
USD
427500.00000000
0.099586978917
Long
DBT
CORP
KY
Y
2
2044-04-08
Fixed
5.50000000
N
N
N
N
N
N
AZZURRA AEROPORTI SPA
8156004064432D3D0F19
Azzurra Aeroporti SpA
000000000
110000.00000000
PA
110486.12000000
0.025737962346
Long
DBT
CORP
IT
Y
2
2027-05-30
Fixed
2.63000000
N
N
N
N
N
N
WEPA HYGIENEPRODUKTE GMB
529900KQ44OJDIDU6J81
WEPA Hygieneprodukte GmbH
000000000
200000.00000000
PA
198232.50000000
0.046178656838
Long
DBT
CORP
DE
Y
2
2027-12-15
Fixed
2.88000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAW9
712000.00000000
PA
USD
757847.35000000
0.176542053958
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
11.00000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168AAA8
197000.00000000
PA
USD
193494.78000000
0.045074995500
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
NGG Finance PLC
549300MLDJ2T68G21W86
NGG Finance PLC
000000000
100000.00000000
PA
123323.10000000
0.028728362479
Long
DBT
CORP
GB
Y
2
2073-06-18
Fixed
5.63000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
121831.14000000
0.028380807416
Long
DBT
CORP
FR
Y
2
2026-01-29
Fixed
6.00000000
N
N
N
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
000000000
400000.00000000
PA
446065.93000000
0.103911949396
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.38000000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
105000.00000000
PA
113221.44000000
0.026375160604
Long
DBT
CORP
IT
Y
2
2029-04-15
Floating
7.65000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBU8
230000.00000000
PA
USD
227338.14000000
0.052958873813
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
7.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AV3
140000.00000000
PA
USD
104720.17000000
0.024394772776
Long
ABS-MBS
CORP
US
Y
2
2060-07-15
Fixed
3.10000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
260000.00000000
PA
323435.36000000
0.075344913164
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
-78.00000000
NC
USD
152803.33000000
0.035595840943
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Note Futures
FVM4 Comdty
2024-06-28
-8322693.99000000
USD
152803.33000000
N
N
N
INTOWN 2022-STAY
N/A
INTOWN 2022-STAY Mortgage Trust
46117NAC6
500000.00000000
PA
USD
502656.25000000
0.117094777477
Long
ABS-MBS
CORP
US
Y
2
2039-08-15
Floating
8.61000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
200000.00000000
PA
196776.15000000
0.045839397196
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-4
46655GAW5
439693.39000000
PA
USD
348817.56000000
0.081257747354
Long
ABS-MBS
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AG6
69000.00000000
PA
USD
67413.84000000
0.015704188685
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
5.85000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KG01 Mortgage Trust
30298CAQ4
570000.00000000
PA
USD
2052.86000000
0.000478217837
Long
ABS-MBS
USGSE
US
Y
2
2029-05-25
Fixed
0.10000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAC5
377000.00000000
PA
USD
279440.43000000
0.065096206342
Long
ABS-MBS
CORP
US
Y
2
2052-06-15
Fixed
3.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
100000.00000000
PA
USD
94197.96000000
0.021943602939
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC Group NV
48241FAB0
131000.00000000
PA
USD
130067.31000000
0.030299439669
Long
DBT
CORP
BE
Y
2
2029-01-19
Fixed
5.80000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAU4
302000.00000000
PA
USD
295054.00000000
0.068733418661
Long
DBT
NUSS
RO
Y
2
2034-01-30
Fixed
6.38000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
121000.00000000
PA
USD
109362.60000000
0.025476236118
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.71000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
193300.00000000
0.045029621110
Long
DBT
NUSS
PY
Y
2
2033-08-21
Fixed
5.85000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
69000.00000000
PA
USD
67234.32000000
0.015662369142
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
500000.00000000
PA
527675.18000000
0.122922987195
Long
DBT
CORP
NL
Y
2
2026-03-24
Fixed
4.63000000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
150000.00000000
PA
184777.73000000
0.043044341291
Long
DBT
CORP
JE
Y
2
2026-08-28
Fixed
6.50000000
N
N
N
N
N
N
Merit
N/A
MHP 2022-MHIL
55293DAJ0
273484.17000000
PA
USD
271091.18000000
0.063151231877
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Floating
7.93000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
333000.00000000
PA
USD
301176.77000000
0.070159730162
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
252000.00000000
PA
USD
237139.86000000
0.055242204066
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAL5
268000.00000000
PA
USD
269005.00000000
0.062665252079
Long
DBT
CORP
TR
Y
2
2034-08-02
Fixed
8.99000000
N
N
N
N
N
N
HAWAIIAN AIRLINES 13-1A
N/A
Hawaiian Airlines 2013-1 Class A Pass Through Certificates
419838AA5
358113.94000000
PA
USD
335299.61000000
0.078108713899
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.90000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
300000.00000000
PA
USD
265621.44000000
0.061877045018
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
3.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
65587.97000000
0.015278848621
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
228153104.00000000
JPY
1514798.91000000
USD
2024-05-14
65587.97000000
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389286AA3
508000.00000000
PA
USD
305360.88000000
0.071134426944
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
Bolivia Government International Bonds
529900TGIRPY3SZXEB56
Bolivia Government International Bonds
000000000
200000.00000000
PA
USD
113500.00000000
0.026440051712
Long
DBT
NUSS
BO
Y
2
2028-03-20
Fixed
4.50000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
291.00000000
PA
USD
250.33000000
0.000058314873
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
404000.00000000
PA
USD
388751.12000000
0.090560349922
Long
DBT
CORP
US
Y
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Global Marine Inc
N/A
Global Marine Inc
379352AL1
233000.00000000
PA
USD
213686.55000000
0.049778708654
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.00000000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AX5
139000.00000000
PA
USD
130840.50000000
0.030479555824
Long
DBT
CORP
IN
Y
2
2027-11-30
Fixed
3.67000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
825.45000000
0.000192290226
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
40000.00000000
EUR
43598.46000000
USD
2024-06-20
825.45000000
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
278000.00000000
PA
USD
270692.18000000
0.063058284030
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAD9
542000.00000000
PA
USD
552162.50000000
0.128627357302
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
246000.00000000
PA
USD
245083.71000000
0.057092739791
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
TITAN HOLDINGS II BV
549300XU72VK2GL31495
Titan Holdings II BV
000000000
1000000.00000000
PA
944442.61000000
0.220009792494
Long
DBT
CORP
NL
Y
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
PAKISTAN WATER & POWER
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
000000000
765000.00000000
PA
USD
558904.41000000
0.130197898703
Long
DBT
NUSS
PK
Y
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
LIBRA GROUPCO SPA
81560029CD3EE2AA0591
Libra Groupco SpA
000000000
450000.00000000
PA
469816.15000000
0.109444610585
Long
DBT
CORP
IT
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AM2
320000.00000000
PA
USD
309280.00000000
0.072047393777
Long
DBT
NUSS
PY
Y
2
2033-08-21
Fixed
5.85000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
92000.00000000
PA
USD
68217.92000000
0.015891500727
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
365000.00000000
PA
USD
358612.50000000
0.083539498192
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AY8
413000.00000000
PA
USD
396294.15000000
0.092317513827
Long
DBT
NUSS
PL
N
2
2034-09-18
Fixed
5.13000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
250000.00000000
PA
USD
162500.00000000
0.037854699588
Long
DBT
NUSS
GH
Y
2
2030-10-14
Fixed
10.75000000
Y
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
000000000
200000.00000000
PA
204528.13000000
0.047645236422
Long
DBT
CORP
FR
Y
2
2028-12-08
Fixed
4.88000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2018-1
86745JAA5
808037.08000000
PA
USD
679034.28000000
0.158182391875
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
4.87000000
N
N
N
N
N
N
BANIJAY GROUP SAS
969500TVFVKI682L1144
Banijay Group SAS
000000000
400000.00000000
PA
428246.24000000
0.099760817016
Long
DBT
CORP
FR
Y
2
2026-03-01
Fixed
6.50000000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
1000000.00000000
PA
USD
857680.20000000
0.199798315779
Long
ABS-MBS
CORP
US
Y
2
2034-06-10
Variable
3.54000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
701000.00000000
PA
USD
454640.56000000
0.105909426582
Long
DBT
CORP
GB
Y
2
2028-11-08
Fixed
7.63000000
N
Y
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI Inc
12532HAC8
131000.00000000
PA
USD
118725.21000000
0.027657274819
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
183000.00000000
PA
USD
174046.38000000
0.040544451873
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.63000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-RISE
12434EAG5
458516.73000000
PA
USD
452355.41000000
0.105377096325
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
7.19000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
-201.00000000
NC
USD
422063.77000000
0.098320598280
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Note Futures
TYM4 Comdty
2024-06-18
-22017001.27000000
USD
422063.77000000
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BK9
52000.00000000
PA
USD
58984.43000000
0.013740540788
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.38000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
478000.00000000
PA
USD
486229.25000000
0.113268075015
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DU7
200000.00000000
PA
USD
188312.30000000
0.043867726432
Long
DBT
NUSS
ID
N
2
2034-02-10
Fixed
4.70000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1718.52000000
0.000400332666
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
190000.00000000
EUR
204890.30000000
USD
2024-06-20
1718.52000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-50566.33000000
-0.01177952757
N/A
DFE
NO
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2126032.39000000
USD
23048742.40000000
NOK
2024-05-14
-50566.33000000
N
N
N
SCHAEFFLER AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
220000.00000000
PA
227733.55000000
0.053050985363
Long
DBT
CORP
DE
Y
2
2027-03-26
Fixed
2.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2023-8
46657CAA0
703815.16000000
PA
USD
690738.27000000
0.160908859724
Long
ABS-MBS
CORP
US
Y
2
2054-02-25
Variable
6.00000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
360000.00000000
PA
334746.66000000
0.077979903092
Long
DBT
CORP
NL
Y
2
2028-10-15
Fixed
1.63000000
N
N
N
N
N
N
ELFI Graduate Loan Program LLC
N/A
ELFI Graduate Loan Program 2020-A LLC
26857LAA0
91265.88000000
PA
USD
79271.76000000
0.018466514834
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.73000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AB6
121000.00000000
PA
USD
115707.94000000
0.026954395745
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
139000.00000000
PA
USD
143275.22000000
0.033376248686
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.88000000
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
000000000
443000.00000000
PA
USD
428556.43000000
0.099833076396
Long
DBT
CORP
OM
Y
2
2028-05-06
Fixed
5.13000000
N
N
N
N
N
N
TIERRA MOJADA LUX II SRL
254900H2U8PBIY32VI94
Tierra Mojada Luxembourg II Sarl
000000000
231595.37000000
PA
USD
207402.50000000
0.048314826655
Long
DBT
CORP
LU
Y
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPG3
57000.00000000
PA
USD
53995.71000000
0.012578408499
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.58000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
31000.00000000
PA
USD
24405.55000000
0.005685321621
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-3-R Ltd
14315LAG9
1000000.00000000
PA
USD
1000123.00000000
0.232980650564
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-27
Floating
7.49000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90279XAA0
707000.00000000
PA
USD
708347.30000000
0.165010918436
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.88000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBF4
338000.00000000
PA
USD
257245.05000000
0.059925748236
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO IX Ltd
08181BAQ2
560844.11000000
PA
USD
561779.04000000
0.130867549504
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
6.70000000
N
N
N
N
N
N
MAHLE GMBH
52990098TR1QJBWIYG58
Mahle GmbH
000000000
250000.00000000
PA
267133.64000000
0.062229315029
Long
DBT
CORP
DE
Y
2
2031-05-02
Fixed
6.50000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-J1
12564KAU2
743613.55000000
PA
USD
565737.47000000
0.131789673679
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
74000.00000000
PA
USD
72409.00000000
0.016867821184
Long
DBT
NUSS
RO
Y
2
2029-01-30
Fixed
5.88000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAX4
104859.92000000
PA
USD
89449.96000000
0.020837546855
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
184000.00000000
PA
USD
172922.65000000
0.040282676725
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Ecuador Government International Bonds
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
215870.00000000
PA
USD
151567.16000000
0.035307872672
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
CONSTELLATION AUTOMOTIVE
254900HVTSU7VICDRM89
Constellation Automotive Financing PLC
000000000
360000.00000000
PA
368867.21000000
0.085928353370
Long
DBT
CORP
GB
Y
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TBE5
316000.00000000
PA
USD
292753.37000000
0.068197482307
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
195000.00000000
PA
USD
178177.94000000
0.041506907027
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
125000.00000000
PA
USD
125197.50000000
0.029165007703
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
BERTELSMANN SE & CO KGAA
5299001BUUGXAREGE533
Bertelsmann SE & Co KGaA
000000000
100000.00000000
PA
103217.50000000
0.024044722798
Long
DBT
CORP
DE
Y
2
2075-04-23
Fixed
3.50000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DCE9
635000.00000000
PA
USD
510847.66000000
0.119002982799
Long
ABS-MBS
CORP
US
Y
2
2050-11-27
Variable
2.00000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance Trust
N/A
Mello Mortgage Capital Acceptance 2018-MTG2
585499BR6
870031.81000000
PA
USD
774544.43000000
0.180431672096
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Variable
4.32000000
N
N
N
N
N
N
KCA DEUTAG UK FINANCE PL
529900T5G3VI71LSI184
KCA Deutag UK Finance PLC
000000000
592645.00000000
PA
USD
595814.47000000
0.138796170907
Long
DBT
CORP
GB
Y
2
2025-12-01
Fixed
9.88000000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
744000.00000000
PA
USD
658117.92000000
0.153309884033
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
7.88000000
N
N
N
N
N
N
Hungary Government International Bonds
5299003F3UFKGCCMAP43
Hungary Government International Bonds
000000000
796000.00000000
PA
USD
471232.00000000
0.109774435671
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.13000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
163000.00000000
PA
USD
144832.62000000
0.033739048127
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
392917.63000000
0.091530946749
Long
DBT
CORP
FR
Y
2
2027-09-03
Fixed
3.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
47.32000000
0.000011023288
N/A
DFE
TR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
11274.95000000
USD
370466.62000000
TRY
2024-05-14
47.32000000
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
389000.00000000
PA
USD
237289.28000000
0.055277011753
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
DRESDNER FNDG TRUST I
549300ZEO4BKB37E3J03
Dresdner Funding Trust I
26156FAA1
450000.00000000
PA
USD
484429.77000000
0.112848882554
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
8.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust Series 2024-4
46657WAU2
1000000.00000000
PA
USD
992968.80000000
0.231314065384
Long
ABS-MBS
CORP
US
Y
2
2054-10-25
Variable
6.50000000
N
N
N
N
N
N
TCW CLO 2017-1, Ltd
N/A
TCW CLO 2017-1A Ltd
87240NBA3
300000.00000000
PA
USD
300685.80000000
0.070045357720
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-29
Floating
7.89000000
N
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
186000.00000000
PA
USD
170423.08000000
0.039700396900
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
382000.00000000
PA
USD
356840.83000000
0.083126784126
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.35000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
250000.00000000
PA
USD
227692.85000000
0.053041504216
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
1874000.00000000
PA
USD
1514777.75000000
0.352870502583
Long
DBT
CORP
MY
Y
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
60000.00000000
PA
USD
59899.79000000
0.013953775728
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
NGG FINANCE PLC
549300MLDJ2T68G21W86
NGG Finance PLC
000000000
600000.00000000
PA
584292.30000000
0.136112058390
Long
DBT
CORP
GB
Y
2
2082-09-05
Fixed
2.13000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH44
200000.00000000
PA
USD
212548.14000000
0.049513513771
Long
ABS-MBS
USGSE
US
Y
2
2042-09-25
Floating
9.03000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
89000.00000000
PA
USD
70853.48000000
0.016505459693
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
567000.00000000
PA
USD
494861.90000000
0.115279068076
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
67000.00000000
PA
USD
69839.25000000
0.016269192789
Long
DBT
CORP
US
Y
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
416000.00000000
PA
USD
372380.65000000
0.086746816236
Long
DBT
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AK6
566000.00000000
PA
USD
589351.93000000
0.137290709305
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
8.25000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AA5
291000.00000000
PA
USD
198098.25000000
0.046147383032
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.98000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
2373.06000000
0.000552809067
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
19946535.84000000
CZK
848644.31000000
USD
2024-05-14
2373.06000000
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
300000.00000000
PA
USD
241808.86000000
0.056329856942
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-J2
12558TAN7
115338.60000000
PA
USD
98029.09000000
0.022836072325
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
527000.00000000
PA
USD
477381.11000000
0.111206883128
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
197000.00000000
PA
USD
184153.66000000
0.042898962938
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
216000.00000000
PA
USD
178038.75000000
0.041474482439
Long
DBT
US
Y
2
2029-06-15
Fixed
4.63000000
N
N
N
N
N
N
RFM RE-REMIC TRUST 2022-FRR1
N/A
RFM Reremic Trust 2022-FRR1
74971BAE5
450000.00000000
PA
USD
371620.58000000
0.086569756411
Long
ABS-MBS
CORP
US
Y
2
2049-03-28
None
0.00000000
N
N
N
N
N
N
AMS-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
000000000
800000.00000000
PA
803829.04000000
0.187253580491
Long
DBT
CORP
AT
Y
2
2025-03-05
None
0.00000000
N
N
N
N
N
ams AG
ams AG
EUR
XXXX
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71656MAF6
597000.00000000
PA
USD
358680.11000000
0.083555248076
Long
DBT
CORP
MX
Y
2
2024-05-30
Fixed
6.63000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAV1
995000.00000000
PA
USD
1036091.59000000
0.241359605451
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
9.88000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAK0
141000.00000000
PA
USD
144442.98000000
0.033648280711
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
225000.00000000
PA
USD
189585.51000000
0.044164323245
Long
DBT
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
-110.00000000
NC
USD
222508.54000000
0.051833808846
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Note Futures
TUM4 Comdty
2024-06-28
-22514696.04000000
USD
222508.54000000
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2021-1 Trust
95003AAS3
729324.12000000
PA
USD
554866.14000000
0.129257175640
Long
ABS-MBS
CORP
US
Y
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754LAF6
700000.00000000
PA
USD
721397.74000000
0.168051044502
Long
ABS-MBS
USGSE
US
Y
2
2041-12-25
Floating
8.48000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DDC2
246000.00000000
PA
USD
236181.53000000
0.055018959178
Long
ABS-MBS
CORP
US
Y
2
2050-08-27
None
0.00000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
673000.00000000
PA
USD
619152.13000000
0.144232725420
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AT6
342000.00000000
PA
USD
276828.86000000
0.064487835893
Long
DBT
CORP
KY
N
2
2038-03-15
Fixed
6.80000000
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
685000.00000000
PA
USD
645386.42000000
0.150344055678
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XIX Ltd
87165YAG8
500000.00000000
PA
USD
496909.50000000
0.115756060586
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-16
Floating
7.34000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
193000.00000000
PA
USD
178093.93000000
0.041487336730
Long
DBT
US
Y
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
Flagstar Mortgage Trust
549300H3PON1KOB2RF56
Flagstar Mortgage Trust 2018-6RR
33851FBP1
436110.47000000
PA
USD
399876.75000000
0.093152087653
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Variable
4.94000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-3
33851JAC3
83428.54000000
PA
USD
73871.20000000
0.017208443595
Long
ABS-MBS
CORP
US
Y
2
2048-05-25
Variable
4.00000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AW1
124000.00000000
PA
USD
119363.48000000
0.027805961090
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN24
000000000
27.00000000
NC
-38508.86000000
-0.00897071585
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX Euro-BOBL Futures
OEM4 Comdty
2024-06-06
3179694.00000000
EUR
-38508.86000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRM1
491000.00000000
PA
USD
442607.04000000
0.103106194061
Long
DBT
NUSS
IL
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
128000.00000000
PA
USD
119237.23000000
0.027776550901
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
NATIONAL BANK OF FUJAIRA
6TIN7S7AEVZ717N6GQ95
National Bank of Fujairah PJSC
000000000
200000.00000000
PA
USD
197920.00000000
0.046105859339
Long
DBT
CORP
AE
Y
2
2024-10-01
Fixed
5.88000000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SO
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions Inc
37960XAA5
822000.00000000
PA
USD
738522.94000000
0.172040394049
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.63000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BW1
59000.00000000
PA
USD
60567.81000000
0.014109392321
Long
DBT
CORP
PA
Y
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAB4
209848.04000000
PA
USD
179075.71000000
0.041716044342
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AV1
17000.00000000
PA
USD
13004.84000000
0.003029503454
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
575000.00000000
PA
546316.53000000
0.127265526913
Long
DBT
CORP
NL
Y
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
175000.00000000
PA
USD
174125.00000000
0.040562766559
Long
DBT
CORP
IT
Y
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
657000.00000000
PA
USD
652630.30000000
0.152031531993
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
299000.00000000
PA
USD
288754.09000000
0.067265842042
Long
DBT
CORP
XX
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AL9
48000.00000000
PA
USD
45677.95000000
0.010640769692
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.85000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
523000.00000000
PA
USD
452906.70000000
0.105505520431
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AV5
58000.00000000
PA
USD
54997.04000000
0.012811670322
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
200000.00000000
PA
209083.49000000
0.048706416633
Long
DBT
CORP
NL
Y
2
2026-03-30
Fixed
0.75000000
N
N
N
N
N
Dufry AG
Dufry AG
CHF
XXXX
N
N
N
ENERGIA GROUP ROI
2138006WRV8S2EFW9516
Energia Group Roi Financeco DAC
000000000
600000.00000000
PA
661322.84000000
0.154056476549
Long
DBT
CORP
IE
Y
2
2028-07-31
Fixed
6.88000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
529833.35000000
PA
USD
498281.83000000
0.116075747600
Long
ABS-O
CORP
US
Y
2
2050-01-20
Fixed
3.85000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
000000000
150000.00000000
PA
171885.99000000
0.040041184707
Long
DBT
CORP
DE
Y
2
2028-05-15
Fixed
8.75000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1158000.00000000
PA
USD
73973.04000000
0.017232167426
Long
DBT
NUSS
LB
Y
2
2028-11-03
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BY9
249000.00000000
PA
USD
253553.38000000
0.059065766335
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
100000.00000000
PA
119973.81000000
0.027948138683
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.63000000
N
N
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
320000.00000000
PA
USD
286812.80000000
0.066813614659
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CB4
363000.00000000
PA
USD
255475.35000000
0.059513493086
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
148624.88000000
PA
USD
136465.21000000
0.031789843254
Long
ABS-O
CORP
US
Y
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
639000.00000000
PA
USD
581250.41000000
0.135403444039
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
83000.00000000
PA
USD
78136.29000000
0.018202004830
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
KCA DEUTAG UK FINANCE PL
529900T5G3VI71LSI184
KCA Deutag UK Finance PLC
000000000
146667.00000000
PA
USD
149233.67000000
0.034764281516
Long
DBT
CORP
GB
N
2
2025-12-01
Floating
14.39000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TAY4
130192.00000000
PA
USD
113721.15000000
0.026491569046
Long
ABS-MBS
CORP
US
Y
2
2048-03-25
Variable
3.94000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAF3
226000.00000000
PA
USD
221583.87000000
0.051618405123
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
7.88000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
64000.00000000
PA
USD
63295.99000000
0.014744927302
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-8
46652TAC4
167909.47000000
PA
USD
137652.44000000
0.032066410854
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
3.00000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
228000.00000000
PA
USD
179181.10000000
0.041740595153
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
140000.00000000
PA
USD
124922.49000000
0.029100943574
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
74000.00000000
PA
USD
74082.02000000
0.017257554535
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
Lyb Finance Co Bv
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
77000.00000000
PA
USD
80947.29000000
0.018856832895
Long
DBT
CORP
NL
Y
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
229000.00000000
PA
USD
213137.34000000
0.049650769088
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.13000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TBA3
760415.46000000
PA
USD
650580.75000000
0.151554085227
Long
ABS-MBS
CORP
US
Y
2
2048-09-25
Variable
3.71000000
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2024-2
61776FBG4
500000.00000000
PA
USD
518943.20000000
0.120888855012
Long
ABS-MBS
CORP
US
Y
2
2054-03-25
Variable
7.20000000
N
N
N
N
N
N
Octagon Loan Funding Ltd
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd
67590RBE4
250000.00000000
PA
USD
248214.75000000
0.057822121813
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-18
Floating
7.78000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AE5
51000.00000000
PA
USD
56775.77000000
0.013226029029
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
367000.00000000
PA
USD
371141.33000000
0.086458114166
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
255000.00000000
PA
USD
238765.86000000
0.055620984014
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AE3
90000.00000000
PA
USD
78584.70000000
0.018306462835
Long
DBT
US
N
2
2052-05-15
Fixed
5.63000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
164000.00000000
PA
USD
152102.89000000
0.035432672046
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
119957.42000000
0.027944320600
Long
DBT
NUSS
SV
Y
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Getty Images Inc
5493005NV20IG4VEKZ40
Getty Images Inc
374276AJ2
1000000.00000000
PA
USD
1001274.00000000
0.233248778313
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
9.75000000
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
34770.88000000
0.008099945949
N/A
DFE
TR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1344120.92000000
USD
45117569.41000000
TRY
2024-05-14
34770.88000000
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
130000.00000000
PA
USD
120424.20000000
0.028053057933
Long
DBT
CORP
GB
Y
2
2027-01-14
Fixed
1.46000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAB4
886000.00000000
PA
USD
850560.50000000
0.198139767443
Long
DBT
CORP
GB
Y
2
2025-10-14
Fixed
3.63000000
N
N
N
N
N
N
INRETAIL CONSUMER
254900BI1YXHZ31NSP51
InRetail Consumer
45790TAB1
97000.00000000
PA
USD
86478.73000000
0.020145392892
Long
DBT
CORP
PE
Y
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec Inc
576323AP4
1270000.00000000
PA
USD
1184846.06000000
0.276012256369
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
200000.00000000
PA
215040.91000000
0.050094209521
Long
DBT
CORP
DE
Y
2
2083-09-25
Fixed
7.00000000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
75000.00000000
PA
USD
70313.31000000
0.016379626013
Long
DBT
CORP
GB
Y
2
2025-03-20
Fixed
9.63000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR7
92922FTB4
237483.90000000
PA
USD
220428.47000000
0.051349252385
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
4.94000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
125000.00000000
PA
USD
120046.01000000
0.027964957817
Long
DBT
CORP
AU
Y
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2018-B Trust
83404RAC2
850000.00000000
PA
USD
764885.08000000
0.178181507220
Long
ABS-O
CORP
US
Y
2
2047-08-25
Fixed
3.83000000
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDIN
N/A
Jefferson Capital Holdings LLC
472481AA8
763000.00000000
PA
USD
750056.09000000
0.174727064379
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAV4
358000.00000000
PA
USD
344357.46000000
0.080218758150
Long
DBT
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
83000.00000000
PA
USD
79056.06000000
0.018416267089
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
75000.00000000
PA
USD
74127.31000000
0.017268104931
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.99000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAL4
94000.00000000
PA
USD
91650.77000000
0.021350229941
Long
DBT
CORP
NL
Y
2
2026-04-18
Fixed
4.80000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
415000.00000000
PA
USD
419752.17000000
0.097782106443
Long
DBT
CORP
GB
Y
2
2037-07-30
Fixed
7.01000000
N
N
N
N
N
N
ARDONAGH GROUP FINANCE
254900SRT1BTAJ76NW62
Ardonagh Group Finance Ltd
039956AA5
176000.00000000
PA
USD
171431.33000000
0.039935270752
Long
DBT
CORP
JE
Y
2
2032-02-15
Fixed
8.88000000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAPI de CV
456829AA8
76000.00000000
PA
USD
70484.67000000
0.016419544667
Long
DBT
CORP
MX
Y
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
300000.00000000
PA
297294.97000000
0.069255457098
Long
DBT
CORP
DE
Y
2
2082-03-25
Fixed
5.38000000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
391000.00000000
PA
USD
369557.56000000
0.086089171781
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.38000000
N
N
N
N
N
N
KHAZANAH GLOBAL SUKUK
213800VIN16ILYRCKD86
Khazanah Global Sukuk Bhd
000000000
326000.00000000
PA
USD
316603.29000000
0.073753368810
Long
DBT
CORP
MY
Y
2
2028-06-01
Fixed
4.69000000
N
N
N
N
N
N
Republic of Poland Government International Bonds
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
731011AW2
214000.00000000
PA
USD
202765.00000000
0.047234511766
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
421790AK2
1008000.00000000
PA
USD
1059811.20000000
0.246885135979
Long
DBT
NUSS
TR
Y
2
2029-01-14
Fixed
8.51000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-1 Ltd
75279YAC5
450988.36000000
PA
USD
455048.79000000
0.106004524576
Long
ABS-MBS
CORP
BM
Y
2
2033-12-27
Floating
8.03000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
215000.00000000
PA
USD
188634.94000000
0.043942886065
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
El Salvador Government International Bonds
529900AKDMUSFSDOM949
El Salvador Government International Bonds
000000000
300000.00000000
PA
USD
236436.23000000
0.055078292052
Long
DBT
NUSS
SV
Y
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
59000.00000000
PA
USD
57382.24000000
0.013367307427
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
132000.00000000
PA
USD
127915.38000000
0.029798143277
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
123000.00000000
PA
USD
118612.07000000
0.027630918630
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BS9
729000.00000000
PA
USD
692943.95000000
0.161422677286
Long
DBT
CORP
CA
Y
2
2082-03-15
Fixed
5.25000000
N
N
N
N
N
N
OmGrid Funding Ltd
549300L1HIVZ83RMAP18
OmGrid Funding Ltd
000000000
277000.00000000
PA
USD
269383.61000000
0.062753450034
Long
DBT
CORP
KY
Y
2
2027-05-16
Fixed
5.20000000
N
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
Cifc Funding 2014-IV-R Ltd
12552FAU7
500000.00000000
PA
USD
500384.00000000
0.116565452301
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-17
Floating
7.88000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBZ7
23000.00000000
PA
USD
24592.57000000
0.005728888304
Long
DBT
CORP
CA
N
2
2053-11-15
Fixed
6.70000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2018-D Trust
83401A108
43000.00000000
PA
USD
205289.10000000
0.047822505903
Long
ABS-O
CORP
US
Y
3
2048-02-25
None
0.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ9
36263CAD1
984300.15000000
PA
USD
747029.68000000
0.174022056124
Long
ABS-MBS
CORP
US
Y
2
2052-02-26
Variable
2.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AN1
129000.00000000
PA
USD
120752.14000000
0.028129452211
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
358000.00000000
PA
USD
329454.01000000
0.076746969703
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AX5
170000.00000000
PA
USD
173385.00000000
0.040390382081
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
8.13000000
N
N
N
N
N
N
INTERNATIONAL BANK OF AZ
549300Y3ZQ0BCCDJGI40
International Bank of Azerbaijan OJSC
000000000
200000.00000000
PA
USD
194000.00000000
0.045192687508
Long
DBT
CORP
AZ
Y
2
2024-09-01
Fixed
3.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
250000.00000000
PA
USD
250373.50000000
0.058325006938
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
7.74000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863EB0
813000.00000000
PA
USD
792046.05000000
0.184508709434
Long
DBT
NUSS
CL
N
2
2029-01-22
Fixed
4.85000000
N
N
N
N
N
N
HOUSE OF FRASER FUNDING
213800P7RKFZN1OO5R52
House of Fraser Funding PLC
000000000
400000.00000000
PA
289.90000000
0.000067532784
Long
DBT
CORP
GB
Y
2
2049-09-15
None
0.00000000
Y
N
N
N
N
N
NGL ENRGY OP/FIN CORP
5299005YSRP46BE8Z459
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAC2
300000.00000000
PA
USD
304776.00000000
0.070998177980
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
8.13000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
78000.00000000
PA
USD
69616.52000000
0.016217307390
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
1.38000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
655000.00000000
PA
USD
553480.37000000
0.128934357751
Long
DBT
CORP
LU
Y
2
2028-10-15
Fixed
5.63000000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
361000.00000000
PA
USD
357451.37000000
0.083269010639
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AW0
950.00000000
PA
USD
827.47000000
0.000192760789
Long
DBT
CORP
AR
Y
2
2033-09-30
Fixed
7.00000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-A-GS
20268WAB0
224269.58000000
PA
USD
167583.78000000
0.039038976294
Long
ABS-O
CORP
US
Y
2
2052-03-25
Fixed
1.40000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAD2
200000.00000000
PA
USD
179175.56000000
0.041739304599
Long
DBT
US
Y
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAB3
134000.00000000
PA
USD
120452.84000000
0.028059729678
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
171000.00000000
PA
USD
150884.88000000
0.035148934183
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) JUN24
000000000
-13.00000000
NC
88997.24000000
0.020732084827
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
OSE Japanese 10 Year Bond Futures
JBM4 Comdty
2024-06-13
-1892536200.00000000
JPY
88997.24000000
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
229000.00000000
PA
USD
173742.29000000
0.040473613500
Long
DBT
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
895000.00000000
PA
USD
902258.53000000
0.210182926796
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Xanadu Issuer 2019-1 LLC
86773PAA6
383234.29000000
PA
USD
351525.56000000
0.081888581363
Long
ABS-O
CORP
US
Y
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BE1
1089807.00000000
PA
USD
1114963.16000000
0.259732895226
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
2023000.00000000
PA
USD
497350.50000000
0.115858792417
Long
DBT
NUSS
UA
Y
2
2035-03-15
Fixed
7.25000000
N
Y
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
300000.00000000
PA
234703.01000000
0.054674534991
Long
DBT
CORP
FR
Y
2
2028-10-13
Fixed
1.50000000
N
N
N
N
N
N
DAILY MAIL & GENL TRUST
4OFD47D73QFJ1T1MOF29
Daily Mail & General Trust PLC
000000000
100000.00000000
PA
117504.70000000
0.027372954576
Long
DBT
CORP
GB
N
2
2027-06-21
Fixed
6.38000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AG7
370000.00000000
PA
USD
325863.25000000
0.075910494989
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
5.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
582000.00000000
PA
USD
534786.51000000
0.124579585723
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
-72.00000000
NC
USD
346922.95000000
0.080816394170
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
-8541422.95000000
USD
346922.95000000
N
N
N
BX Trust
N/A
BX Trust 2022-LBA6
12433EAN1
500000.00000000
PA
USD
491250.00000000
0.114437668756
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Floating
8.02000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AG7
222000.00000000
PA
USD
231226.76000000
0.053864735610
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
200000.00000000
PA
203664.55000000
0.047444063736
Long
DBT
CORP
NL
Y
2
2026-02-23
Fixed
2.00000000
N
N
N
N
N
N
WIPRO IT SERVICE
549300S6XZZ65F0EJS98
Wipro IT Services LLC
97654MAA4
101000.00000000
PA
USD
92612.37000000
0.021574236581
Long
DBT
CORP
US
Y
2
2026-06-23
Fixed
1.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
14104.73000000
0.003285725027
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
3386707.60000000
PLN
848932.94000000
USD
2024-05-14
14104.73000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
28236.22000000
0.006577683849
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
940400.00000000
GBP
1203612.69000000
USD
2024-06-20
28236.22000000
N
N
N
AMS-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
000000000
100000.00000000
PA
79079.56000000
0.018421741460
Long
DBT
CORP
AT
Y
2
2027-11-03
Fixed
2.13000000
N
N
N
N
N
ams AG
ams AG
EUR
XXXX
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
37.69000000
0.000008779960
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
14543.17000000
SGD
10697.05000000
USD
2024-05-14
37.69000000
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DBG5
199000.00000000
PA
USD
189043.51000000
0.044038063263
Long
ABS-MBS
CORP
US
Y
2
2047-10-27
None
0.00000000
N
N
N
N
N
N
APCOA PARKING HOLDINGS G
529900H8FIYAOV5FUW68
APCOA Parking Holdings GmbH
000000000
260000.00000000
PA
266095.79000000
0.061987545798
Long
DBT
CORP
DE
Y
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
45569KAA1
45000.00000000
PA
USD
41985.45000000
0.009780594442
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
2.88000000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HV5
1804362.00000000
PA
USD
788793.00000000
0.183750904939
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
MONITCHEM HOLDCO 3 S.A.
222100SJHJ1CNJMSW162
Monitchem HoldCo 3 SA
000000000
245000.00000000
PA
266092.05000000
0.061986674558
Long
DBT
CORP
LU
Y
2
2028-05-01
Fixed
8.75000000
N
N
N
N
N
N
TACORA RESOURCES INC
549300L67A19OXSFBA84
Tacora Resources Inc
87356LAA8
399000.00000000
PA
USD
195510.00000000
0.045544445025
Long
DBT
CORP
CA
Y
2
2026-05-15
None
0.00000000
Y
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
142194.97000000
0.033124602291
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4956800.00000000
EUR
5442625.88000000
USD
2024-06-20
142194.97000000
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
708000.00000000
PA
USD
639536.40000000
0.148981281833
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBF5
1327000.00000000
PA
USD
1279228.00000000
0.297998717817
Long
DBT
NUSS
SA
Y
2
2030-01-16
Fixed
4.75000000
N
N
N
N
N
N
KCA DEUTAG PIKCO PLC
213800MUYATZQRQL1Y20
KCA Deutag Pikco PLC
000000000
111840.00000000
PA
USD
114636.00000000
0.026704685181
Long
DBT
CORP
GB
N
2
2027-12-01
Fixed
15.00000000
N
N
Y
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
657000.00000000
PA
USD
610273.17000000
0.142164353953
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
145000.00000000
PA
USD
141412.16000000
0.032942245138
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
167000.00000000
PA
USD
155473.48000000
0.036217857719
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-CH3
81748GAA9
55596.67000000
PA
USD
49974.37000000
0.011641629313
Long
ABS-MBS
CORP
US
Y
2
2049-09-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAS3
249838.54000000
PA
USD
218472.64000000
0.050893637880
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.90000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
167000.00000000
PA
USD
136082.92000000
0.031700788035
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
310000.00000000
PA
USD
262833.69000000
0.061227633087
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
Corp. Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp. Nacional del Cobre de Chile
000000000
255000.00000000
PA
USD
247205.95000000
0.057587119838
Long
DBT
CORP
CL
Y
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
150000.00000000
PA
154077.08000000
0.035892563550
Long
DBT
CORP
NL
Y
2
2028-04-15
Fixed
3.38000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
508000.00000000
PA
USD
494367.77000000
0.115163959505
Long
DBT
CORP
LR
Y
2
2027-07-15
Fixed
5.38000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2017-E LLC
83404KAD5
354190.33000000
PA
USD
341825.69000000
0.079628977271
Long
ABS-O
CORP
US
Y
2
2040-11-26
Fixed
3.49000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
315000.00000000
PA
USD
312140.33000000
0.072713713364
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
253000.00000000
PA
USD
215614.95000000
0.050227933286
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
26000.00000000
PA
USD
25537.77000000
0.005949074532
Long
DBT
CORP
NL
Y
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
MBANK SA
259400DZXF7UJKK2AY35
mBank SA
000000000
200000.00000000
PA
191711.91000000
0.044659672373
Long
DBT
CORP
PL
Y
2
2027-09-21
Fixed
0.97000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABB6
134000.00000000
PA
USD
121629.25000000
0.028333776738
Long
DBT
CORP
DK
Y
2
2027-09-10
Fixed
1.55000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAD8
271000.00000000
PA
USD
247684.62000000
0.057698626971
Long
DBT
US
N
2
2028-02-15
Fixed
5.95000000
N
N
N
N
N
ITHACA ENERGY NORTH
213800BMMUN3AKWBIO91
Ithaca Energy North Sea PLC
46567TAB0
171000.00000000
PA
USD
172117.79000000
0.040095182980
Long
DBT
CORP
GB
Y
2
2026-07-15
Fixed
9.00000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
153000.00000000
PA
USD
157062.61000000
0.036588048727
Long
DBT
CORP
KY
Y
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
176000.00000000
PA
USD
172608.37000000
0.040209464571
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
64837.10000000
0.015103931955
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
3286827.47000000
CHF
3644781.46000000
USD
2024-05-14
64837.10000000
N
N
N
Apidos CLO Ltd
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767VAN8
1140000.00000000
PA
USD
1141757.88000000
0.265974778771
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
7.49000000
N
N
N
N
N
N
MARKS & SPENCER PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
000000000
210000.00000000
PA
250553.73000000
0.058366991876
Long
DBT
CORP
GB
Y
2
2027-07-10
Fixed
4.50000000
N
N
N
N
N
N
Commonbond Student Loan Trust
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust 2017-A-GS
20267VAD9
55130.95000000
PA
USD
50241.77000000
0.011703920677
Long
ABS-O
CORP
US
Y
2
2041-05-25
Fixed
5.28000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
686000.00000000
PA
USD
492513.58000000
0.114732022241
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
104931AA8
166000.00000000
PA
USD
178134.44000000
0.041496773615
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
10.38000000
N
N
N
N
N
N
EP INFRASTRUCTURE AS
315700I4J1M1NKGWWY89
EP Infrastructure AS
000000000
365000.00000000
PA
357348.50000000
0.083245046867
Long
DBT
CORP
CZ
Y
2
2026-07-30
Fixed
1.70000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC Trust 2022-FRR3
36459DBU4
251000.00000000
PA
USD
226751.82000000
0.052822289398
Long
ABS-MBS
CORP
US
Y
2
2048-05-27
None
0.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAB9
238043.84000000
PA
USD
192555.50000000
0.044856188348
Long
ABS-O
CORP
US
Y
2
2046-08-20
Fixed
2.21000000
N
N
N
N
N
N
Qatar Government International Bonds
52990074F6OJOAXK4P65
Qatar Government International Bonds
000000000
1301000.00000000
PA
USD
1275240.20000000
0.297069751842
Long
DBT
NUSS
QA
Y
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
545000.00000000
PA
495463.64000000
0.115419244611
Long
DBT
CORP
MX
Y
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
Lamar Funding Ltd
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
490000.00000000
PA
USD
476493.64000000
0.111000145219
Long
DBT
CORP
KY
Y
2
2025-05-07
Fixed
3.96000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
549300YS0ZFT826HIK72
Graham Packaging Co Inc
384701AA6
1000000.00000000
PA
USD
903278.44000000
0.210420516868
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.13000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
400000.00000000
PA
348931.32000000
0.081284247973
Long
DBT
CORP
ES
Y
2
2031-11-20
Fixed
0.75000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
118000.00000000
PA
USD
90822.19000000
0.021157210574
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
82000.00000000
PA
USD
75861.85000000
0.017672169489
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
OPENLANE INC
5493004HKD20LBSG7D03
OPENLANE Inc
48238TAA7
177000.00000000
PA
USD
174344.96000000
0.040614006680
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
BANCO INBURSA
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
05969LAB7
139000.00000000
PA
USD
132906.46000000
0.030960825333
Long
DBT
CORP
MX
Y
2
2027-04-11
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DS2
706000.00000000
PA
USD
690701.57000000
0.160900310386
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
1189000.00000000
PA
USD
1022575.31000000
0.238210961026
Long
DBT
CORP
MH
Y
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY DIRECT
549300QEX22T2J8IB029
Morgan Stanley Direct Lending Fund
61774AAD5
59000.00000000
PA
USD
56776.36000000
0.013226166471
Long
DBT
CORP
US
N
2
2027-02-11
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
344.32000000
0.000080210031
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
456756.83000000
SEK
41810.44000000
USD
2024-05-14
344.32000000
N
N
N
Boca Commercial Mortgage Trust
N/A
BOCA Commercial Mortgage Trust 2022-BOCA
05592LAG1
500000.00000000
PA
USD
498281.25000000
0.116075612488
Long
ABS-MBS
CORP
US
Y
2
2039-05-15
Floating
8.64000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
156000.00000000
PA
USD
144155.23000000
0.033581248774
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
72.97000000
0.000016998507
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
43679.11000000
PLN
10839.93000000
USD
2024-05-14
72.97000000
N
N
N
BLUE OWL CAPITAL CORP
2549000BD79OOCPF2L94
Blue Owl Capital Corp
69121KAC8
121000.00000000
PA
USD
117401.01000000
0.027348799784
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
270000.00000000
PA
USD
190893.40000000
0.044468998833
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
418000.00000000
PA
USD
339126.01000000
0.079000081423
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
7.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
917000.00000000
PA
USD
853824.32000000
0.198900080831
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.13000000
N
N
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
210000.00000000
PA
227487.24000000
0.052993606956
Long
DBT
CORP
FR
Y
2
2029-04-13
Fixed
9.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortage-Backed Securities Trust 2020-PJ1
36258FAS8
888216.04000000
PA
USD
728358.47000000
0.169672560459
Long
ABS-MBS
CORP
US
Y
2
2050-05-25
Variable
3.63000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
125000.00000000
PA
USD
119020.83000000
0.027726140088
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.38000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KG01 Mortgage Trust
30298CAN1
5069973.16000000
PA
USD
12504.58000000
0.002912966888
Long
ABS-MBS
USGSE
US
Y
2
2029-04-25
Fixed
0.10000000
N
N
N
N
N
N
CRANE NXT CO
549300EXNPSXEWUD3N21
Crane NXT Co
224399AT2
171000.00000000
PA
USD
117263.25000000
0.027316708317
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AC4
80717.60000000
PA
USD
75841.63000000
0.017667459199
Long
ABS-MBS
CORP
US
Y
2
2049-04-25
Variable
3.80000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-482.40000000
-0.00011237604
N/A
DFE
NO
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
47995.37000000
USD
527647.34000000
NOK
2024-05-14
-482.40000000
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
200000.00000000
PA
198565.47000000
0.046256222864
Long
DBT
CORP
FR
Y
2
2026-06-01
Fixed
1.63000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
300000.00000000
PA
304952.56000000
0.071039307985
Long
DBT
CORP
NL
Y
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BP6
87000.00000000
PA
USD
81139.57000000
0.018901624905
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
600000.00000000
PA
579886.90000000
0.135085811660
Long
DBT
CORP
FR
Y
2
2027-12-01
Fixed
2.63000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
115000.00000000
PA
USD
114996.70000000
0.026788710967
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
616000.00000000
PA
USD
605466.40000000
0.141044607280
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AD0
151000.00000000
PA
USD
148572.43000000
0.034610244337
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-66.14000000
-0.00001540744
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
15714.43000000
USD
12522.41000000
GBP
2024-05-14
-66.14000000
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
800000.00000000
PA
743275.30000000
0.173147465804
Long
DBT
CORP
FR
Y
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
906000.00000000
PA
USD
907589.02000000
0.211424675089
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DZ8
251178.00000000
PA
USD
233730.95000000
0.054448091672
Long
DBT
NUSS
CL
N
2
2036-01-05
Fixed
4.95000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
188000.00000000
PA
USD
173428.10000000
0.040400422312
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAU9
231000.00000000
PA
USD
213624.23000000
0.049764191086
Long
DBT
US
Y
2
2026-07-15
Fixed
3.63000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XAT3
250000.00000000
PA
USD
200513.73000000
0.046710073923
Long
ABS-MBS
CORP
US
Y
2
2047-10-15
Fixed
3.39000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DT0
398000.00000000
PA
USD
381582.92000000
0.088890503413
Long
DBT
NUSS
ID
N
2
2029-03-10
Fixed
4.40000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
104000.00000000
PA
USD
91061.84000000
0.021213037521
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
281000.00000000
PA
USD
246193.61000000
0.057351293213
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
G CITY EUROPE LTD
213800OJ67K27RCO2J56
G City Europe Ltd
000000000
100000.00000000
PA
101078.83000000
0.023546515350
Long
DBT
CORP
JE
Y
2
2025-09-11
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
1498684.06000000
PA
USD
87625.21000000
0.020412467698
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.41000000
N
N
N
N
N
N
CROWN EURO HOLDINGS SA
85OKW2SW05RZFQS1W718
Crown European Holdings SA
000000000
250000.00000000
PA
273734.27000000
0.063766944972
Long
DBT
CORP
FR
Y
2
2028-05-15
Fixed
5.00000000
N
N
N
N
N
N
KCA Deutag International Ltd.
N/A
KCA Deutag International Ltd.
000000000
2574.00000000
NS
USD
181981.80000000
0.042393023812
Long
EC
CORP
GB
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
90000.00000000
PA
USD
67065.09000000
0.015622946675
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AH5
114000.00000000
PA
USD
114597.47000000
0.026695709541
Long
DBT
CORP
CA
Y
2
2026-06-26
Fixed
6.27000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
000000000
619000.00000000
PA
USD
521471.60000000
0.121477850843
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
481317.61000000
PA
USD
475733.99000000
0.110823183234
Long
DBT
CORP
XX
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
ELIA GROUP SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
400000.00000000
PA
436719.80000000
0.101734749744
Long
DBT
CORP
BE
Y
2
2028-03-15
Fixed
5.85000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAX8
6175023.67000000
PA
USD
295620.00000000
0.068865269491
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Variable
1.43000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
250000.00000000
PA
258140.19000000
0.060134272887
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
337500.00000000
PA
USD
351904.16000000
0.081976776989
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
405000.00000000
PA
USD
344440.35000000
0.080238067541
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
359694AB2
500000.00000000
PA
USD
476017.20000000
0.110889157569
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBM6
156000.00000000
PA
USD
110739.43000000
0.025796971417
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.30000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAS7
74000.00000000
PA
USD
69885.23000000
0.016279903922
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.50000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
208000.00000000
PA
USD
178358.40000000
0.041548945545
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AC6
157000.00000000
PA
USD
157949.38000000
0.036794623569
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
9.13000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
300000.00000000
PA
293278.88000000
0.068319900911
Long
DBT
CORP
NL
Y
2
2028-02-24
Fixed
2.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
53061.03000000
PA
USD
51058.67000000
0.011894219164
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAB1
172000.00000000
PA
USD
169153.40000000
0.039404622408
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Travelex TOPCO Limited
N/A
Travelex TOPCO Limited
000000000
11057.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
142000.00000000
PA
USD
135678.91000000
0.031606673098
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
Jordan Government International Bonds
5493000JZ4MYPVMBVN50
Jordan Government International Bonds
000000000
264000.00000000
PA
USD
259504.08000000
0.060451993787
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AK3
61000.00000000
PA
USD
58916.59000000
0.013724737324
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AE7
111000.00000000
PA
USD
89000.91000000
0.020732939761
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.02000000
N
N
N
N
N
N
CERVED INFORMATION SOLUT
8156005E0EF91772E207
Cerved Group SpA
000000000
138000.00000000
PA
141478.46000000
0.032957689855
Long
DBT
CORP
IT
Y
2
2029-02-15
Floating
9.19000000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DK3
879000.00000000
PA
USD
867792.75000000
0.202154054501
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.63000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CQ6
99000.00000000
PA
USD
92323.36000000
0.021506911125
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
20.00000000
NC
USD
-154771.80000000
-0.03605439996
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
2546021.80000000
USD
-154771.80000000
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
242000.00000000
PA
USD
229774.96000000
0.053526535900
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
244000.00000000
PA
USD
222724.52000000
0.051884121819
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EM3
253000.00000000
PA
USD
260686.48000000
0.060727436229
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
310000.00000000
PA
USD
253494.64000000
0.059052082735
Long
DBT
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
681700.00000000
PA
USD
129998.53000000
0.030283417231
Long
DBT
NUSS
VE
Y
2
2028-05-07
None
0.00000000
Y
N
N
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
817151.87000000
PA
USD
65372.15000000
0.015228572921
Long
DBT
CORP
VG
Y
2
2029-04-22
Fixed
7.13000000
N
N
Y
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-B LLC
83404WAC1
600000.00000000
PA
USD
515186.34000000
0.120013686971
Long
ABS-O
CORP
US
Y
2
2048-08-17
Fixed
3.73000000
N
N
N
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAE7
519000.00000000
PA
USD
502745.45000000
0.117115556795
Long
DBT
CORP
CA
N
2
2040-03-15
Fixed
6.50000000
N
N
N
N
N
N
High Ridge Brands Co
549300ZIF8QP562GOD97
High Ridge Brands Co
42979BAA2
970000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
Y
3
2025-03-15
None
0.00000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
793000.00000000
PA
USD
839020.96000000
0.195451608550
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
8.63000000
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902AR8
800000.00000000
PA
USD
813182.91000000
0.189432583191
Long
DBT
CORP
CA
Y
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
150000.00000000
PA
161280.68000000
0.037570656559
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
RAILWORKS HOLDINGS LP/R
N/A
Railworks Holdings LP / Railworks Rally Inc
75079MAA7
639000.00000000
PA
USD
638159.72000000
0.148660581478
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
8.25000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
400000.00000000
PA
381204.04000000
0.088802242561
Long
DBT
CORP
IT
Y
2
2029-04-30
Fixed
2.13000000
N
N
N
N
N
N
EXPORT-IMPORT BANK CHINA
300300C1020211000045
Export-Import Bank of China/The
000000000
267000.00000000
PA
USD
219205.82000000
0.051064433625
Long
DBT
NUSS
CN
Y
2
2047-11-28
Fixed
4.00000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AC1
1000000.00000000
PA
USD
766321.80000000
0.178516194013
Long
ABS-MBS
CORP
US
Y
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
GACI FIRST INVESTMENT
558600TU1PWGNLZ3XM88
Gaci First Investment Co
000000000
1248000.00000000
PA
USD
1055066.69000000
0.245779892898
Long
DBT
CORP
KY
Y
2
2054-01-29
Fixed
5.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-8464.36000000
-0.00197178956
N/A
DFE
CO
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
605689.56000000
USD
2347240882.78000000
COP
2024-05-14
-8464.36000000
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
131000.00000000
PA
USD
110626.88000000
0.025770752669
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
526000.00000000
PA
USD
301884.12000000
0.070324508758
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
134000.00000000
PA
USD
126934.88000000
0.029569733844
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
BlackRock TCP Capital Corp
09259EAB4
129000.00000000
PA
USD
120775.09000000
0.028134798459
Long
DBT
CORP
US
N
2
2026-02-09
Fixed
2.85000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
000000000
250000.00000000
PA
278431.01000000
0.064861059936
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAE6
200000.00000000
PA
USD
195095.82000000
0.045447960966
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
368000.00000000
PA
USD
363092.87000000
0.084583209333
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
191000.00000000
PA
USD
183525.94000000
0.042752734310
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AJ0
118000.00000000
PA
USD
118483.91000000
0.027601063502
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20755AAC6
1100000.00000000
PA
USD
1159537.83000000
0.270116653639
Long
ABS-MBS
USGSE
US
Y
2
2043-01-25
Floating
8.68000000
N
N
N
N
N
N
Real Alloy Holding Inc
N/A
Real Alloy
000000000
38.54000000
NS
USD
3010976.04000000
0.701412882848
Long
EC
CORP
US
N
3
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
250000.00000000
PA
246790.13000000
0.057490253739
Long
DBT
CORP
NL
Y
2
2027-03-31
Fixed
1.88000000
N
N
N
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
1567325.00000000
PA
USD
1566119.10000000
0.364830572618
Long
DBT
CORP
XX
Y
2
2025-10-15
Fixed
7.63000000
N
N
Y
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
408000.00000000
PA
USD
393359.79000000
0.091633948804
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
68000.00000000
PA
USD
62334.34000000
0.014520909013
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
260000.00000000
PA
USD
263263.00000000
0.061327641709
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
314275AC2
257000.00000000
PA
USD
231830.65000000
0.054005412991
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-65.00000000
NC
USD
227692.78000000
0.053041487910
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Note Futures
UXYM4 Comdty
2024-06-18
-7391911.53000000
USD
227692.78000000
N
N
N
BAHIA DE LAS ISLETAS SL
N/A
BAHIA DE LAS ISLETAS SL
000000000
15907620.00000000
NS
0.00000000
0.000000
Long
EC
CORP
ES
N
3
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
134000.00000000
PA
USD
126108.84000000
0.029377306176
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286CW5
403000.00000000
PA
USD
389353.73000000
0.090700729125
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
1.07000000
0.000000249258
N/A
DFE
HK
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2476.00000000
USD
19370.32000000
HKD
2024-05-14
1.07000000
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
616000.00000000
PA
USD
667362.22000000
0.155463362184
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AF4
187000.00000000
PA
USD
179557.55000000
0.041828289933
Long
DBT
CORP
CA
Y
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
6897.41000000
0.001606765436
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
4317107.25000000
MXN
258466.82000000
USD
2024-05-14
6897.41000000
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
282000.00000000
PA
USD
269646.96000000
0.062814797943
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
KSL Commercial Mortgage Trust
N/A
KSL Commercial Mortgage Trust 2023-HT
48268TAJ1
600000.00000000
PA
USD
600750.00000000
0.139945912479
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
8.76000000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAB8
120000.00000000
PA
USD
109847.08000000
0.025589096702
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
VALEO SE
5493006IH2N2WMIBB742
Valeo SE
000000000
200000.00000000
PA
206972.87000000
0.048214743488
Long
DBT
CORP
FR
Y
2
2025-06-18
Fixed
1.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
147000.00000000
PA
USD
141857.07000000
0.033045887811
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
11483.16000000
0.002675025059
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
19215656.00000000
TWD
600044.84000000
USD
2024-05-14
11483.16000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
5000.00000000
PA
USD
2239.69000000
0.000521740259
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05957AAC3
200000.00000000
PA
USD
201500.00000000
0.046939827489
Long
DBT
CORP
CL
Y
2
2029-05-02
Fixed
7.95000000
N
N
N
N
N
N
NOGAHOLDING SUKUK
54930062R6OFRHBRAI29
Nogaholding Sukuk Ltd
000000000
247000.00000000
PA
USD
233886.28000000
0.054484276106
Long
DBT
CORP
KY
Y
2
2029-04-08
Fixed
5.25000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
767000.00000000
PA
USD
727069.29000000
0.169372243403
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM4 Trust
67116XAB3
1100000.00000000
PA
USD
977747.32000000
0.227768191213
Long
ABS-MBS
CORP
US
Y
2
2062-04-25
Variable
3.90000000
N
N
N
N
N
N
AMER AIRLN 13-1 A PASS T
N/A
American Airlines 2013-1 Class A Pass Through Trust
023772AB2
344120.71000000
PA
USD
334886.02000000
0.078012367283
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAS4
500000.00000000
PA
USD
497719.50000000
0.115944751704
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
7.54000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AH5
459000.00000000
PA
USD
431153.25000000
0.100438010802
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
119000.00000000
PA
USD
116767.81000000
0.027201294579
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
395000.00000000
PA
USD
327052.10000000
0.076187439971
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.63000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
233000.00000000
PA
USD
234864.00000000
0.054712037933
Long
DBT
CORP
AZ
Y
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
EGYPT TASKEEK COMPANY
N/A
Egyptian Financial Co for Sovereign Taskeek/The
000000000
200000.00000000
PA
USD
206500.00000000
0.048104587477
Long
DBT
NUSS
EG
Y
2
2026-02-28
Fixed
10.88000000
N
N
N
N
N
N
RFM RE-REMIC TRUST 2022-FRR1
N/A
RFM Reremic Trust 2022-FRR1
74971BBP9
1210000.00000000
PA
USD
1032113.67000000
0.240432941041
Long
ABS-MBS
CORP
US
Y
2
2049-11-08
Variable
2.40000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
206000.00000000
PA
USD
177649.02000000
0.041383694057
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
28599.78000000
0.006662375878
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
940400.00000000
GBP
1203976.25000000
USD
2024-06-20
28599.78000000
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
193000.00000000
PA
USD
173824.45000000
0.040492752836
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.88000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
127000.00000000
PA
USD
117620.63000000
0.027399960702
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAC0
925000.00000000
PA
USD
948003.31000000
0.220839264671
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
8.00000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
189000.00000000
PA
USD
175956.85000000
0.040989499675
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
2158000.00000000
PA
USD
1377754.39000000
0.320950637171
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
GEORGIAN RAILWAY JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
000000000
385000.00000000
PA
USD
345192.54000000
0.080413291704
Long
DBT
CORP
GE
Y
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
GKN Holdings Ltd
213800WS7P9FYSAIJ240
GKN Holdings Ltd
000000000
200000.00000000
PA
207250.39000000
0.048279392326
Long
DBT
CORP
GB
Y
2
2032-05-12
Fixed
4.63000000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
590000.00000000
PA
USD
538195.29000000
0.125373667833
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754WAB1
111967.06000000
PA
USD
114066.44000000
0.026572005042
Long
ABS-MBS
USGSE
US
Y
2
2040-01-25
Floating
7.44000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
365000.00000000
PA
434991.84000000
0.101332218010
Long
DBT
CORP
GB
N
2
2026-06-18
Fixed
3.38000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AE5
123000.00000000
PA
USD
117727.35000000
0.027424821339
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
246000.00000000
PA
USD
204576.06000000
0.047656401811
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.10000000
N
N
N
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
000000000
360421.06000000
PA
367236.53000000
0.085548483206
Long
DBT
CORP
LU
Y
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
RFM RE-REMIC TRUST 2022-FRR1
N/A
RFM Reremic Trust 2022-FRR1
74971BBR5
1830000.00000000
PA
USD
1542183.09000000
0.359254631278
Long
ABS-MBS
CORP
US
Y
2
2050-03-01
Variable
2.25000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
209000.00000000
PA
USD
166238.60000000
0.038725613926
Long
DBT
NUSS
UZ
Y
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
MAISON FINCO PLC
9845007743J958DAS530
Maison Finco PLC
000000000
365000.00000000
PA
419881.72000000
0.097812285374
Long
DBT
CORP
GB
Y
2
2027-10-31
Fixed
6.00000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAM2
286000.00000000
PA
USD
231867.78000000
0.054014062499
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Mortgage Loan Trust Series 2007-D1
00083BAC9
657495.64000000
PA
USD
479911.20000000
0.111796272647
Long
ABS-MBS
CORP
US
Y
2
2038-02-25
Variable
7.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-15535.40000000
-0.00361900246
N/A
DFE
BR
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
593474.99000000
USD
3004467.12000000
BRL
2024-05-14
-15535.40000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAN7
175000.00000000
PA
USD
172156.25000000
0.040104142314
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
7.61000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-69.22000000
-0.00001612493
N/A
DFE
TH
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
5652.40000000
USD
206735.24000000
THB
2024-05-14
-69.22000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
2074.22000000
0.000483193692
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
194794.00000000
CHF
214573.96000000
USD
2024-05-28
2074.22000000
N
N
N
COM 144A
N/A
COM 144A
28140M871
4460190.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
ATS CORP
5493005KP4RP3IU7HQ41
ATS Corp
001940AC9
193000.00000000
PA
USD
173504.97000000
0.040418329332
Long
DBT
CORP
CA
Y
2
2028-12-15
Fixed
4.13000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAQ9
796000.00000000
PA
USD
715172.41000000
0.166600841444
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
Variable
1.01000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
184000.00000000
PA
USD
152180.28000000
0.035450700201
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AM6
152000.00000000
PA
USD
148333.45000000
0.034554573468
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
TRINIDAD & TOBAGO
N/A
Trinidad & Tobago Government International Bond
896292AL3
310000.00000000
PA
USD
305970.00000000
0.071276322665
Long
DBT
NUSS
TT
Y
2
2031-01-14
Fixed
5.95000000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT Inc/The / American Finance Operating Partner LP
02608AAA7
225000.00000000
PA
USD
191925.56000000
0.044709442567
Long
DBT
US
Y
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AG5
50000.00000000
PA
USD
52768.88000000
0.012292616000
Long
DBT
US
N
2
2028-07-20
Fixed
9.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
452.44000000
0.000105396801
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
43668.20000000
CHF
48014.94000000
USD
2024-05-14
452.44000000
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
959000.00000000
PA
USD
563315.90000000
0.131225564110
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
Sound Point CLO LTD
549300YVZ0M0XDDYS744
Sound Point Clo XV Ltd
83609RAQ4
500000.00000000
PA
USD
502341.50000000
0.117021455836
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-23
Floating
7.64000000
N
N
N
N
N
N
Pakistan Global Sukuk Programme Co. Ltd.
213800X5OY6CVYNY1M70
Pakistan Global Sukuk Programme Co. Ltd.
000000000
267000.00000000
PA
USD
231251.37000000
0.053870468558
Long
DBT
NUSS
PK
Y
2
2029-01-31
Fixed
7.95000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
1137000.00000000
PA
USD
1153618.46000000
0.268737724573
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
215000.00000000
PA
USD
185520.86000000
0.043217454909
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
111000.00000000
PA
USD
112645.58000000
0.026241012867
Long
DBT
CORP
GB
Y
2
2037-12-01
Fixed
7.13000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust 2012-WRM
90269PAL5
2600000.00000000
PA
USD
2118480.00000000
0.493504147597
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Variable
4.38000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
153000.00000000
PA
USD
147276.27000000
0.034308301276
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
278000.00000000
PA
USD
244763.21000000
0.057018078676
Long
DBT
CORP
AU
Y
2
2031-04-01
Fixed
4.38000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HBA7
369750.64000000
PA
USD
278788.14000000
0.064944254083
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.59000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
600000.00000000
PA
662731.54000000
0.154384636028
Long
DBT
CORP
NL
Y
2
2030-02-03
Fixed
6.14000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
163.31000000
0.000038043390
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
6733953.76000000
HKD
861297.67000000
USD
2024-05-14
163.31000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
105919.65000000
0.024674194038
Long
DBT
CORP
FR
Y
2
2026-01-22
Fixed
5.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-57822.70000000
-0.01346991346
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
24845760.00000000
EUR
26483930.40000000
USD
2024-05-28
-57822.70000000
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
900000.00000000
PA
864336.40000000
0.201348890864
Long
DBT
CORP
GB
Y
2
2080-08-27
Fixed
3.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AM1
74000.00000000
PA
USD
54619.33000000
0.012723682023
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
130000.00000000
PA
USD
126379.05000000
0.029440252135
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBK3
363000.00000000
PA
USD
362855.00000000
0.084527797041
Long
DBT
CORP
CL
Y
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
400000.00000000
PA
USD
253797.75000000
0.059122692815
Long
DBT
CORP
MY
Y
2
2061-04-28
Fixed
3.40000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
153000.00000000
PA
USD
127486.44000000
0.029698220848
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
77000.00000000
PA
USD
72626.75000000
0.016918546482
Long
DBT
CORP
AR
Y
2
2029-06-27
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
247000.00000000
PA
USD
232682.77000000
0.054203916048
Long
DBT
NUSS
GT
Y
2
2028-02-13
Fixed
4.88000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
MISC Capital Two Labuan Ltd
60475DAB7
125000.00000000
PA
USD
118445.28000000
0.027592064566
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887AX0
60000.00000000
PA
USD
67444.92000000
0.015711428833
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
1332000.00000000
PA
USD
817359.15000000
0.190405446641
Long
DBT
CORP
PE
Y
2
2047-06-19
Fixed
5.63000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
525000.00000000
PA
478173.84000000
0.111391551165
Long
DBT
CORP
GB
Y
2
2026-04-07
Fixed
1.75000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
468719.47000000
PA
USD
435904.70000000
0.101544870571
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.88000000
N
N
N
N
N
N
Octagon Investment Partners XIV LTD
549300QEN35HTPJ3BX33
Octagon Investment Partners XIV Ltd
67590ABV3
1000000.00000000
PA
USD
1003528.00000000
0.233773852115
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-15
Floating
7.69000000
N
N
N
N
N
N
Optima Specialty Steel Inc.
N/A
Optima Specialty Steel Inc.
000000000
21.76000000
NS
USD
4196002.56000000
0.977467177735
Long
EC
CORP
US
N
3
N
N
N
Gam Resecuritization Trust
N/A
GAM RE-REMIC TRUST 2021-FRR2
36459TAS5
312000.00000000
PA
USD
270979.92000000
0.063125313637
Long
ABS-MBS
CORP
US
Y
2
2051-09-27
None
0.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
217000.00000000
PA
USD
200774.61000000
0.046770846440
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
306000.00000000
PA
USD
297375.27000000
0.069274163144
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
CITIGROUP MORTGAGE LOAN TRUST 2021-J1
17329EAX5
554491.73000000
PA
USD
425564.09000000
0.099136004816
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAE8
424000.00000000
PA
USD
385088.84000000
0.089707214480
Long
ABS-O
CORP
US
Y
2
2040-07-25
Variable
4.21000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AN2
191380.31000000
PA
USD
156453.12000000
0.036446066814
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
113000.00000000
PA
USD
98832.30000000
0.023023181699
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
PRIVATBANK(UK SPV CRED)
N/A
Privatbank CJSC Via UK SPV Credit Finance PLC
000000000
1240000.00000000
PA
USD
12400.00000000
0.002888604768
Long
DBT
CORP
GB
N
2
2018-01-23
None
0.00000000
Y
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
620000.00000000
PA
USD
555211.98000000
0.129337739759
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
240000.00000000
PA
USD
232312.68000000
0.054117702843
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2021-1
749350AN4
146662.95000000
PA
USD
110986.45000000
0.025854515219
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 28 Ltd
50200WAD4
500000.00000000
PA
USD
498217.00000000
0.116060645322
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
7.74000000
N
N
N
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund
845SLB3N6EI7ZN7PZ398
U.S. Cash Management Fund
000000000
27238781.98000000
NS
USD
27225162.59000000
6.342156006751
Long
STIV
PF
US
N
N/A
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC Investment Corp
552848AG8
181000.00000000
PA
USD
173737.30000000
0.040472451069
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
140000.00000000
PA
USD
116525.25000000
0.027144789743
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
130000.00000000
PA
USD
121062.12000000
0.028201662671
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
CO-OP GRP HLDS
213800TAO69X5H284Q39
Co-operative Group Holdings 2011 Ltd
000000000
110000.00000000
PA
137374.98000000
0.032001775993
Long
DBT
CORP
GB
Y
2
2026-07-08
Fixed
7.50000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
150000.00000000
PA
USD
146273.51000000
0.034074706331
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
TRAVELEX ISSUERCO 2 PLC
213800X5CA5ZLTI55177
Travelex Issuerco 2 PLC
000000000
2288206.00000000
PA
3359593.11000000
0.782623925656
Long
DBT
CORP
GB
Y
2
2025-08-05
Fixed
12.50000000
N
N
Y
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
124000.00000000
PA
USD
123072.80000000
0.028670054594
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
83478.06000000
PA
USD
70189.19000000
0.016350712011
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
134000.00000000
PA
USD
120271.68000000
0.028017528094
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
234596.05000000
0.054649618445
Long
DBT
CORP
FR
Y
2
2029-01-22
Fixed
5.88000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
438000.00000000
PA
USD
419962.02000000
0.097830991420
Long
DBT
CORP
US
Y
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
948730.00000000
PA
USD
115270.70000000
0.026852539814
Long
DBT
CORP
VE
Y
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319RAA9
770000.00000000
PA
USD
709480.43000000
0.165274883333
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
160000.00000000
PA
USD
130813.60000000
0.030473289416
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
960000.00000000
PA
USD
846395.34000000
0.197169485101
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-5
81743AAG4
846962.10000000
PA
USD
721304.60000000
0.168029347353
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
615000.00000000
PA
USD
360716.49000000
0.084029626865
Long
DBT
CORP
CL
Y
2
2051-01-15
Fixed
3.15000000
N
N
N
N
N
N
EP INFRASTRUCTURE AS
315700I4J1M1NKGWWY89
EP Infrastructure AS
000000000
200000.00000000
PA
169917.11000000
0.039582530178
Long
DBT
CORP
CZ
Y
2
2031-03-02
Fixed
1.82000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-1 Trust
95002KAS2
19260.79000000
PA
USD
15774.59000000
0.003674722249
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
186000.00000000
PA
USD
165885.03000000
0.038643249088
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
288000.00000000
PA
290173.30000000
0.067596449847
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Republic of Azerbaijan International Bonds
549300P74FF45UQVU281
Republic of Azerbaijan International Bonds
000000000
384000.00000000
PA
USD
316643.33000000
0.073762696208
Long
DBT
NUSS
AZ
Y
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
000000000
561000.00000000
PA
USD
488827.35000000
0.113873307599
Long
DBT
CORP
CR
Y
2
2043-05-15
Fixed
6.38000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2018-1
86745JAB3
599591.20000000
PA
USD
511106.77000000
0.119063342991
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
7.71000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
245000.00000000
PA
USD
136014.40000000
0.031684826164
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
132000.00000000
PA
USD
114845.13000000
0.026753402433
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BZ1
467000.00000000
PA
USD
464888.72000000
0.108296755924
Long
DBT
CORP
KY
Y
2
2031-05-15
Fixed
8.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund
26249BAW1
500000.00000000
PA
USD
492076.50000000
0.114630203582
Long
ABS-CBDO
CORP
KY
Y
2
2028-11-15
Floating
8.17000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AM4
215000.00000000
PA
USD
215518.07000000
0.050205364897
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
14.00000000
N
N
Y
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAP5
800000.00000000
PA
USD
537145.04000000
0.125129009998
Long
ABS-MBS
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAB9
82000.00000000
PA
USD
76178.46000000
0.017745924421
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
05674XAA9
74000.00000000
PA
USD
73713.46000000
0.017171697747
Long
DBT
CORP
AT
Y
2
2026-07-14
Fixed
5.75000000
N
N
N
N
N
N
QatarEnergy
254900QTESJKJ3P87J26
QatarEnergy
000000000
573000.00000000
PA
USD
465505.20000000
0.108440366172
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-J2
12558TAE7
269315.63000000
PA
USD
228969.99000000
0.053339016530
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BC7
327000.00000000
PA
USD
290621.25000000
0.067700800694
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.88000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
625000.00000000
PA
641987.83000000
0.149552347349
Long
DBT
CORP
SE
Y
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598S8
60000.00000000
PA
USD
61772.40000000
0.014390003968
Long
DBT
CORP
CA
N
2
2082-10-27
Fixed
8.63000000
N
N
N
N
N
N
OCP CLO Ltd
254900KJTZSIMELS6Y52
OCP CLO 2022-24 Ltd
67118YAG8
500000.00000000
PA
USD
501050.50000000
0.116720714807
Long
ABS-CBDO
CORP
JE
Y
2
2035-07-20
Floating
7.87000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
106000.00000000
PA
USD
102987.89000000
0.023991234690
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
000000000
200000.00000000
PA
USD
210250.00000000
0.048978157467
Long
DBT
NUSS
TR
Y
2
2029-01-14
Fixed
8.51000000
N
N
N
N
N
N
RFM RE-REMIC TRUST 2022-FRR1
N/A
RFM Reremic Trust 2022-FRR1
74971BBM6
1430000.00000000
PA
USD
1218420.92000000
0.283833587071
Long
ABS-MBS
CORP
US
Y
2
2049-03-28
None
0.00000000
N
N
N
N
N
N
Abu Dhabi Government International Bonds
213800FER4348CINTA77
Abu Dhabi Government International Bonds
000000000
200000.00000000
PA
USD
126290.40000000
0.029419600941
Long
DBT
NUSS
AE
Y
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
AGUA Y SANEAMIENTOS ARG
5299003HUR94018IBF62
Agua y Saneamientos Argentinos SA
000000000
687431.47000000
PA
USD
563693.81000000
0.131313599000
Long
DBT
CORP
AR
Y
2
2026-05-01
Fixed
7.90000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
710732.59000000
PA
USD
714286.25000000
0.166394408701
Long
ABS-MBS
USGSE
US
Y
2
2034-01-25
Floating
6.98000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
287000.00000000
PA
USD
289611.68000000
0.067465619346
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
111000.00000000
PA
USD
105003.57000000
0.024460791372
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
138000.00000000
PA
USD
124789.03000000
0.029069853800
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.13000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
111000.00000000
PA
USD
115842.93000000
0.026985841936
Long
DBT
CORP
NO
Y
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
128000.00000000
PA
USD
118494.95000000
0.027603635292
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
250000.00000000
PA
USD
208773.19000000
0.048634131628
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAG6
1000000.00000000
PA
USD
728675.60000000
0.169746436526
Long
ABS-MBS
CORP
US
Y
2
2066-01-25
Variable
1.97000000
N
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
000000000
100000.00000000
PA
99905.98000000
0.023273297600
Long
DBT
CORP
FR
Y
2
2027-07-23
Fixed
3.25000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
1028000.00000000
PA
USD
950743.33000000
0.221477557803
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CJ7
507000.00000000
PA
USD
484284.26000000
0.112814985709
Long
DBT
NUSS
BR
N
2
2054-05-13
Fixed
7.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
639.00000000
NC
USD
-808657.45000000
-0.18837836824
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Note Futures
TUM4 Comdty
2024-06-28
130306001.20000000
USD
-808657.45000000
N
N
N
Travelex Financing PLC
6354009XFWVZER7G5X35
Travelex Financing PLC
000000000
1400000.00000000
PA
0.00000000
0.000000
Long
DBT
CORP
GB
Y
3
2022-05-15
None
0.00000000
Y
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
128000.00000000
PA
USD
123848.85000000
0.028850836991
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
755000.00000000
PA
USD
741199.43000000
0.172663887741
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
324000.00000000
PA
USD
211042.42000000
0.049162753289
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
000000000
300000.00000000
PA
396116.90000000
0.092276223086
Long
DBT
CORP
GB
Y
2
2083-12-20
Fixed
8.38000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AC1
185000.00000000
PA
USD
173287.65000000
0.040367704204
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.33000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
83000.00000000
PA
USD
77043.75000000
0.017947495454
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AW2
195000.00000000
PA
USD
103350.00000000
0.024075588938
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
7.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AT5
131000.00000000
PA
USD
120723.31000000
0.028122736205
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.31000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
785000.00000000
PA
USD
739841.07000000
0.172347455065
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
08205QAA6
233000.00000000
PA
USD
219840.16000000
0.051212204395
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
500000.00000000
PA
USD
31249.53000000
0.007279640433
Long
DBT
NUSS
LB
Y
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
550000.00000000
PA
USD
571114.83000000
0.133042340432
Long
DBT
CORP
BM
Y
2
2030-04-30
Fixed
8.63000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-INV1
12555DAA3
37599.47000000
PA
USD
34286.85000000
0.007987190194
Long
ABS-MBS
CORP
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAC2
25688.66000000
PA
USD
23389.10000000
0.005448537563
Long
ABS-MBS
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AR6
127000.00000000
PA
USD
124332.05000000
0.028963399396
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
120000.00000000
PA
USD
111224.12000000
0.025909880920
Long
DBT
CORP
FR
Y
2
2027-01-13
Fixed
1.32000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2D8
133000.00000000
PA
USD
122174.47000000
0.028460786826
Long
DBT
CORP
PE
Y
2
2031-09-30
Fixed
3.25000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
243000.00000000
PA
USD
203722.33000000
0.047457523702
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.38000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAX0
365000.00000000
PA
USD
311423.36000000
0.072546693770
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
RAC BOND CO PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
435000.00000000
PA
511733.46000000
0.119209331678
Long
DBT
CORP
GB
Y
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAT7
218000.00000000
PA
USD
213313.00000000
0.049691689436
Long
DBT
NUSS
RO
Y
2
2029-01-30
Fixed
5.88000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
100000.00000000
PA
107074.37000000
0.024943188369
Long
DBT
CORP
DE
Y
2
2027-03-30
Fixed
4.00000000
N
N
N
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
811000.00000000
PA
USD
458501.84000000
0.106808919471
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
N
Y
N
N
N
N
TRINIDAD GEN UNLTD
N/A
Trinidad Generation UnLtd
000000000
468000.00000000
PA
USD
452487.72000000
0.105407918204
Long
DBT
CORP
TT
Y
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
Banco Nacional de Panama
529900H2Q7WMDKKIW109
Banco Nacional de Panama
000000000
704000.00000000
PA
USD
530994.25000000
0.123696171181
Long
DBT
CORP
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Cedar Funding Ltd
635400NWFWJ92O7QGD64
Cedar Funding V CLO Ltd
15032AAU1
250000.00000000
PA
USD
249742.75000000
0.058178072465
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-17
Floating
7.68000000
N
N
N
N
N
N
Social Professional Loan Program LLC
549300RC6OGKQI1MHM67
SoFi Professional Loan Program 2017-D LLC
78471CAC3
400000.00000000
PA
USD
356559.64000000
0.083061280354
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
3.61000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
250000.00000000
PA
USD
183398.00000000
0.042722930431
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
DEVELOPMENT BANK BELARUS
253400D4JRB0M70A0687
Development Bank of the Republic of Belarus JSC
000000000
942000.00000000
PA
USD
329700.00000000
0.076804273565
Long
DBT
NUSS
BY
Y
2
2024-05-02
Fixed
6.75000000
N
Y
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
202000.00000000
PA
USD
175054.30000000
0.040779248850
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
4.38000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2023-FUN
36267CAE5
500000.00000000
PA
USD
500781.25000000
0.116657992482
Long
ABS-MBS
CORP
US
Y
2
2028-03-15
Floating
8.71000000
N
N
N
N
N
N
BMD2 Re-REMIC Trust
N/A
BMD2 Re-Remic Trust 2019-FRR1
055631HH1
892000.00000000
PA
USD
679033.13000000
0.158182123980
Long
ABS-MBS
CORP
US
Y
2
2052-05-25
Variable
2.45000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
302000.00000000
PA
USD
286357.16000000
0.066707472411
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAF2
2417148.23000000
PA
USD
62192.26000000
0.014487811194
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.99000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
60000.00000000
PA
USD
54183.51000000
0.012622156884
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
68000.00000000
PA
USD
64797.00000000
0.015094590579
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
55000.00000000
PA
USD
61302.17000000
0.014280462950
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.38000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CN5
517000.00000000
PA
USD
402490.32000000
0.093760924005
Long
DBT
NUSS
PH
N
2
2032-01-06
Fixed
1.95000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96950GAE2
188000.00000000
PA
USD
173520.11000000
0.040421856225
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2417129.00000000
PA
USD
2286536.43000000
0.532653228653
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
361000.00000000
PA
USD
317939.70000000
0.074064688189
Long
DBT
CORP
CO
N
2
2043-09-18
Fixed
7.38000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
2224613.71000000
PA
USD
79098.37000000
0.018426123288
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.17000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
74000.00000000
PA
USD
67193.75000000
0.015652918279
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
WP/AP TELECOM HOLDINGS
724500FOAL1MNGOJKP07
Wp/ap Telecom Holdings III BV
000000000
600000.00000000
PA
579803.66000000
0.135066420736
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-1
16159WBH6
72667.81000000
PA
USD
61710.99000000
0.014375698386
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Abu Dhabi Government International Bonds
213800FER4348CINTA77
Abu Dhabi Government International Bonds
000000000
200000.00000000
PA
USD
174024.00000000
0.040539238407
Long
DBT
NUSS
AE
Y
2
2028-06-02
Fixed
1.63000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
200000.00000000
PA
206126.16000000
0.048017500702
Long
DBT
CORP
FR
Y
2
2025-06-24
Fixed
1.25000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
000000000
300000.00000000
PA
256413.07000000
0.059731936833
Long
DBT
CORP
XX
Y
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
383000.00000000
PA
USD
328150.96000000
0.076443421603
Long
DBT
CORP
CZ
Y
2
2042-04-03
Fixed
5.63000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XBH4
149884.08000000
PA
USD
127183.96000000
0.029627757527
Long
ABS-MBS
CORP
US
Y
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust
93363QAA6
185435.67000000
PA
USD
149897.31000000
0.034918877779
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.93000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-4
81748JAU9
54792.50000000
PA
USD
46679.62000000
0.010874110720
Long
ABS-MBS
CORP
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
95000.00000000
PA
USD
86816.04000000
0.020223969930
Long
DBT
CORP
FR
Y
2
2027-06-09
Fixed
1.79000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
142660.91000000
0.033233143945
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
4956800.00000000
EUR
5443091.82000000
USD
2024-06-20
142660.91000000
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AF6
308000.00000000
PA
USD
278033.12000000
0.064768370666
Long
DBT
CORP
KY
N
2
2031-04-15
Fixed
7.50000000
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
5203930.04000000
PA
USD
143561.86000000
0.033443022047
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.73000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CH1
972000.00000000
PA
USD
929423.22000000
0.216510995592
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.13000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AU7
500000.00000000
PA
USD
404673.15000000
0.094269418614
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
227.44000000
0.000052982602
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5348585.00000000
JPY
34201.24000000
USD
2024-05-14
227.44000000
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
200000.00000000
PA
183172.17000000
0.042670322882
Long
DBT
CORP
IT
N
2
2055-03-17
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
16062.33000000
0.003741751857
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
808921652.00000000
KRW
599980.75000000
USD
2024-05-14
16062.33000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
36.83000000
0.000008579622
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
124244.25000000
MXN
7276.88000000
USD
2024-05-14
36.83000000
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
368958.33000000
PA
USD
319111.32000000
0.074337619408
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
383000.00000000
PA
USD
302902.61000000
0.070561768037
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.30000000
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
622000.00000000
PA
USD
571148.27000000
0.133050130347
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AN7
73000.00000000
PA
USD
68447.68000000
0.015945023778
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.40000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AB4
268000.00000000
PA
USD
261742.20000000
0.060973368311
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
000000000
200000.00000000
PA
USD
183701.20000000
0.042793561477
Long
DBT
CORP
MA
Y
2
2044-04-25
Fixed
6.88000000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
000000000
100000.00000000
PA
108691.81000000
0.025319974247
Long
DBT
CORP
GB
Y
2
2028-05-15
Fixed
6.63000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BV4
1657000.00000000
PA
USD
1690966.79000000
0.393914091383
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
88632QAE3
319000.00000000
PA
USD
302556.62000000
0.070481168976
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
143721.67000000
0.033480250106
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
4956800.00000000
EUR
5444152.58000000
USD
2024-06-20
143721.67000000
N
N
N
EXPLORER II AS
98450067B64D440ED557
Explorer II AS
000000000
555000.00000000
PA
551842.47000000
0.128552805674
Long
DBT
CORP
NO
N
2
2025-02-24
Fixed
3.38000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
Axian Telecom
000000000
335000.00000000
PA
USD
323843.95000000
0.075440095020
Long
DBT
CORP
MU
Y
2
2027-02-16
Fixed
7.38000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAS6
115000.00000000
PA
USD
111431.69000000
0.025958234766
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
3.60000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
100000.00000000
PA
101317.89000000
0.023602204854
Long
DBT
CORP
FR
Y
2
2026-09-28
Fixed
2.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
157000.00000000
PA
USD
145447.64000000
0.033882318265
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
235000.00000000
PA
USD
206397.73000000
0.048080763476
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAJ7
1500000.00000000
PA
USD
1408818.60000000
0.328187106941
Long
ABS-MBS
CORP
US
Y
2
2037-02-10
Variable
3.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBR6
2978623.78000000
PA
USD
132535.95000000
0.030874514288
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Variable
1.26000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
135000.00000000
PA
124388.87000000
0.028976635729
Long
DBT
CORP
GB
Y
2
2028-04-23
Fixed
3.38000000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
000000000
443000.00000000
PA
USD
371766.49000000
0.086603746437
Long
DBT
NUSS
XX
Y
2
2031-05-17
Fixed
3.80000000
N
N
N
N
N
N
Nakilat Inc
2549006RMTDJWLLWF072
Nakilat Inc
000000000
308096.21000000
PA
USD
316727.83000000
0.073782380652
Long
DBT
CORP
MH
Y
2
2033-12-31
Fixed
6.07000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
179000.00000000
PA
USD
178550.42000000
0.041593676987
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AS7
772000.00000000
PA
USD
662111.29000000
0.154240147552
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.20000000
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAZ1
100000.00000000
PA
USD
87988.26000000
0.020497040920
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
4.31000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
780000.00000000
PA
USD
758601.15000000
0.176717653174
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
160000.00000000
PA
USD
157434.33000000
0.036674641643
Long
DBT
CORP
US
Y
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
200000.00000000
PA
USD
197825.11000000
0.046083754523
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
99000.00000000
PA
USD
94957.34000000
0.022120502027
Long
DBT
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-17250.02000000
-0.00401842661
N/A
DFE
NZ
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
1496338.06000000
USD
2510133.15000000
NZD
2024-05-14
-17250.02000000
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
66000.00000000
PA
USD
61434.96000000
0.014311396646
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
33000.00000000
PA
USD
32857.11000000
0.007654129405
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
CD&R FIREFLY BIDCO LTD
213800OAU5VX61DYZ558
CD&R Firefly Bidco PLC
000000000
450000.00000000
PA
559373.63000000
0.130307204439
Long
DBT
CORP
GB
Y
2
2029-04-30
Fixed
8.63000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
617000.00000000
PA
USD
599396.99000000
0.139630726097
Long
DBT
CORP
TR
Y
2
2026-03-02
Fixed
5.38000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAJ1
408000.00000000
PA
USD
361029.29000000
0.084102494250
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
8.63000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
219000.00000000
PA
USD
212907.60000000
0.049597250696
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.63000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K57 Mortgage Trust
30295DAS1
14736931.00000000
PA
USD
22724.35000000
0.005293682723
Long
ABS-MBS
USGSE
US
Y
2
2049-08-25
Fixed
0.10000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
126000.00000000
PA
USD
119611.16000000
0.027863658641
Long
DBT
US
Y
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
912000.00000000
PA
USD
819062.64000000
0.190802278040
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.67000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAY6
591000.00000000
PA
USD
570033.42000000
0.132790423812
Long
DBT
NUSS
MX
N
2
2029-05-07
Fixed
5.00000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
1000000.00000000
PA
USD
783070.00000000
0.182417720657
Long
DBT
CORP
LU
Y
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAF8
506000.00000000
PA
USD
497989.01000000
0.116007534596
Long
DBT
CORP
AE
Y
2
2025-04-23
Fixed
4.38000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
34000.00000000
PA
USD
25063.69000000
0.005838636649
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
MUNDYS SPA
8156008DEC771409C487
Mundys SpA
000000000
375000.00000000
PA
374135.97000000
0.087155721536
Long
DBT
CORP
IT
Y
2
2027-07-13
Fixed
1.88000000
N
N
N
N
N
N
AIR FRANCE-KLM
969500AQW31GYO8JZD66
Air France-KLM
000000000
500000.00000000
PA
528851.23000000
0.123196950392
Long
DBT
CORP
FR
Y
2
2026-07-01
Fixed
3.88000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAD6
49000.00000000
PA
USD
42485.73000000
0.009897135667
Long
DBT
CORP
MX
Y
2
2044-06-27
Fixed
4.88000000
N
N
N
N
N
N
ACS ACTIVIDADES CONS Y S
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
200000.00000000
PA
206903.72000000
0.048198634857
Long
DBT
CORP
ES
Y
2
2025-06-17
Fixed
1.38000000
N
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
000000000
400000.00000000
PA
422978.54000000
0.098533695779
Long
DBT
CORP
FR
Y
2
2029-03-22
Fixed
6.00000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAS7
120000.00000000
PA
USD
73497.10000000
0.017121296253
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.72000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
393000.00000000
PA
USD
330916.08000000
0.077087561830
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HS9
33000.00000000
PA
USD
30952.31000000
0.007210402440
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
582000.00000000
PA
USD
516540.02000000
0.120329029431
Long
DBT
CORP
US
Y
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644ABH4
2516805.39000000
PA
USD
10376.79000000
0.002417293957
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.27000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
649000.00000000
PA
USD
313953.75000000
0.073136153175
Long
DBT
NUSS
GH
Y
2
2034-04-07
Fixed
8.63000000
Y
Y
N
N
N
N
TVL FINANCE PLC
549300DUQXE7VXG8YA50
TVL Finance PLC
000000000
100000.00000000
PA
129390.92000000
0.030141873268
Long
DBT
CORP
JE
Y
2
2028-04-28
Fixed
10.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
313000.00000000
PA
USD
193987.54000000
0.045189784927
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.38000000
N
N
N
N
N
N
2024-05-15
RUSSELL INVESTMENT CO
Kari Seabrands
Kari Seabrands
Treasurer, Principal Accounting Officer and Principal Financial Officer