0001752724-20-099861.txt : 20200522
0001752724-20-099861.hdr.sgml : 20200522
20200521181154
ACCESSION NUMBER: 0001752724-20-099861
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200522
PERIOD START: 20200331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SUNAMERICA INCOME FUNDS
CENTRAL INDEX KEY: 0000795307
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04708
FILM NUMBER: 20903176
BUSINESS ADDRESS:
STREET 1: HARBORSIDE 5
STREET 2: 185 HUDSON STREET, SUITE 3300
CITY: JERSEY CITY
STATE: NJ
ZIP: 07311
BUSINESS PHONE: 800-858-8850
MAIL ADDRESS:
STREET 1: HARBORSIDE 5
STREET 2: 185 HUDSON STREET, SUITE 3300
CITY: JERSEY CITY
STATE: NJ
ZIP: 07311
FORMER COMPANY:
FORMER CONFORMED NAME: SUNAMERICA INCOME PORTFOLIOS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: INTEGRATED INCOME PORTFOLIOS
DATE OF NAME CHANGE: 19900306
0000795307
S000007634
AIG Strategic Bond Fund
C000020829
Class A
SDIAX
C000020830
Class B
SDIBX
C000020831
Class C
NAICX
C000152057
Class W
SDIWX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000795307
XXXXXXXX
S000007634
C000020830
C000152057
C000020831
C000020829
SUNAMERICA INCOME FUNDS
811-04708
0000795307
549300EU10ZLRVWWLN43
HARBORSIDE 5
185 HUDSON STREET, SUITE 3300
JERSEY CITY
07311
800-858-8850
AIG Strategic Bond Fund
S000007634
549300KOC38IL7XWFC66
2020-03-31
2020-03-31
N
300168838.96
3422869.33
296745969.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
920337.64000000
0.00000000
0.00000000
25383.49000000
USD
EUR
N
P.F. Chang's China Bistro Inc.
N/A
P.F. Chang's China Bistro Inc. 2019 Term Loan B
69345YAB0
110443.60000000
PA
USD
46386.31000000
0.015631656280
Long
LON
CORP
US
N
2
2026-03-01
Floating
8.17000000
N
N
N
N
N
N
WHIRLPOOL EMEA FIN SARL
549300KCJ74PW78SNI52
Whirlpool EMEA Finance Sarl
000000000
220000.00000000
PA
222700.32000000
0.075047462406
Long
DBT
CORP
LU
N
2
2028-02-20
Fixed
0.50000000
N
N
N
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
Nine Energy Service Inc
65441VAA9
240000.00000000
PA
USD
60024.00000000
0.020227401933
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
8.75000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
230000.00000000
PA
USD
225400.00000000
0.075957223709
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FK0
44000.00000000
PA
USD
54067.56000000
0.018220149735
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.60000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AN2
430000.00000000
PA
USD
404200.00000000
0.136210780050
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
142000.00000000
PA
USD
146376.42000000
0.049327180477
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
LAND O LAKES CAP TRST I
N/A
Land O'Lakes Capital Trust I
514665AA6
367000.00000000
PA
USD
367000.00000000
0.123674805240
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
61000.00000000
PA
USD
66897.17000000
0.022543581664
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAU3
66000.00000000
PA
USD
67278.54000000
0.022672098995
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
197051.93000000
0.066404248133
Long
DBT
CORP
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAB8
262000.00000000
PA
USD
250210.00000000
0.084317910134
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
5.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9429.61000000
-0.00317767079
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
678000.00000000
EUR
739547.96000000
USD
2020-05-14
-9429.61000000
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
773000.00000000
PA
USD
782983.30000000
0.263856422709
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AL1
90000.00000000
PA
USD
93939.46000000
0.031656524304
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc. 2018 USD Term Loan B
000000000
112079.59000000
PA
USD
108296.90000000
0.036494817481
Long
LON
CORP
CA
N
2
2025-05-30
Floating
4.00000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
22663AAA7
69000.00000000
PA
USD
65205.00000000
0.021973339715
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.63000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
123000.00000000
PA
USD
92312.80000000
0.031108358477
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 1st Lien Term Loan
29426NAE4
133650.87000000
PA
USD
121622.29000000
0.040985321604
Long
LON
CORP
US
N
2
2022-06-01
Floating
4.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-787S Mortgage Trust
12635WAE7
132000.00000000
PA
USD
129243.87000000
0.043553706950
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
3.83000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AP1
71000.00000000
PA
USD
92431.19000000
0.031148254554
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
822000.00000000
PA
USD
378120.00000000
0.127422118140
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan
62908HAD7
138250.00000000
PA
USD
84332.50000000
0.028419088591
Long
LON
CORP
US
N
2
2025-10-20
Floating
4.70000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAS6
78000.00000000
PA
USD
53897.93000000
0.018162986364
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.60000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
220000.00000000
PA
USD
147305.84000000
0.049640384394
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283HZN8
14932.28000000
PA
USD
16531.33000000
0.005570869259
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.00000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
433000.00000000
PA
USD
410267.50000000
0.138255458199
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
64000.00000000
PA
USD
66258.41000000
0.022328326845
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
300000.00000000
PA
USD
195420.00000000
0.065854306376
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
97000.00000000
PA
USD
84426.89000000
0.028450896942
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
251566AA3
184000.00000000
PA
USD
181210.76000000
0.061065954906
Long
DBT
CORP
DE
N
2
2050-01-21
Fixed
3.63000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
132000.00000000
PA
USD
119454.66000000
0.040254855069
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
51000.00000000
PA
USD
51652.67000000
0.017406359407
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AP4
557000.00000000
PA
USD
563962.50000000
0.190048916486
Long
DBT
CORP
XX
N
2
2024-07-15
Fixed
5.88000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
300000.00000000
PA
342501.22000000
0.115418996398
Long
DBT
CORP
FR
N
2
2030-09-12
Fixed
1.88000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
345000.00000000
PA
USD
305745.22000000
0.103032644514
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
250000.00000000
PA
USD
211863.65000000
0.071395628477
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
125000.00000000
PA
USD
141129.38000000
0.047558987970
Long
DBT
NUSS
XX
N
2
2025-11-20
Fixed
3.13000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
250000.00000000
PA
USD
228588.37000000
0.077031667956
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
261000.00000000
PA
USD
279836.68000000
0.094301762665
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
1100000.00000000
PA
USD
1500941.41000000
0.505800099617
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
1686102.43000000
PA
USD
1812782.27000000
0.610886905139
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
55000.00000000
PA
USD
62089.34000000
0.020923397907
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
000000000
335000.00000000
PA
381398.58000000
0.128526962127
Long
DBT
CORP
NL
N
2
2025-04-22
Fixed
2.00000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
246000.00000000
PA
USD
248849.15000000
0.083859319238
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
65000.00000000
PA
USD
77986.29000000
0.026280488357
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
36000.00000000
PA
USD
33466.78000000
0.011277922339
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128QHSW1
5014.40000000
PA
USD
5068.16000000
0.001707911991
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
3.36000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
173000.00000000
PA
USD
189798.92000000
0.063960066664
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
1000000.00000000
PA
USD
1085351.56000000
0.365751070302
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
200000.00000000
PA
208889.57000000
0.070393397511
Long
DBT
CORP
CH
N
2
2025-07-17
Fixed
1.25000000
N
N
N
N
N
N
McAfee, LLC
549300713UKUTLV9T378
McAfee, LLC 2018 USD Term Loan B
57906PAG4
133308.25000000
PA
USD
122865.81000000
0.041404373630
Long
LON
CORP
US
N
2
2024-09-30
Floating
4.69000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
542000.00000000
PA
USD
467475.00000000
0.157533731825
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
000000000
100000.00000000
PA
99073.14000000
0.033386515787
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
4.54000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
690872AB2
376000.00000000
PA
USD
357200.00000000
0.120372317253
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BU5
156000.00000000
PA
USD
210956.83000000
0.071090040502
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BR1
271000.00000000
PA
USD
223575.00000000
0.075342219568
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Cushman & Wakefield U.S. Borrower, LLC
N/A
Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B
23340DAP7
137482.17000000
PA
USD
122359.13000000
0.041233628262
Long
LON
CORP
GB
N
2
2025-08-21
Floating
3.74000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
400000.00000000
PA
USD
197648.00000000
0.066605116910
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
AROUNDTOWN SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
200000.00000000
PA
201107.09000000
0.067770790703
Long
DBT
CORP
LU
N
2
2028-07-09
Fixed
1.45000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
73000.00000000
PA
USD
73653.04000000
0.024820232635
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CJ7
201000.00000000
PA
USD
251145.19000000
0.084633058475
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
5.10000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
62000.00000000
PA
USD
67414.54000000
0.022717929441
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AD9
361000.00000000
PA
USD
350170.00000000
0.118003287605
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Ion Media Networks Inc
N/A
ION Media Networks Inc
46205A103
655.00000000
NS
USD
462332.87000000
0.155800892789
Long
EC
CORP
US
Y
3
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAF8
76000.00000000
PA
USD
77128.95000000
0.025991574576
Long
DBT
US
N
2
2024-06-01
Fixed
4.80000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
154000.00000000
PA
USD
127820.00000000
0.043073879035
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
ION Media Networks, Inc.
N/A
ION Media Networks, Inc. 2019 Term Loan B
46205DAK3
140172.72000000
PA
USD
125454.58000000
0.042276759531
Long
LON
CORP
US
N
2
2024-12-18
Floating
4.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
16164AAC9
281879.88000000
PA
USD
268130.54000000
0.090356927285
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
51000.00000000
PA
USD
26346.56000000
0.008878489582
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TML3
320000.00000000
PA
USD
314038.40000000
0.105827351384
Long
DBT
CORP
US
N
2
2021-05-24
Floating
2.03000000
N
N
N
N
N
N
Morgan Stanley Capital Barclays Bank Trust
N/A
Morgan Stanley Capital Barclays Bank Trust 2016-MART
61691BAA9
185000.00000000
PA
USD
172733.00000000
0.058209046685
Long
ABS-MBS
CORP
US
N
2
2031-09-13
Fixed
2.20000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
27000.00000000
PA
USD
28380.44000000
0.009563883895
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAC4
200000.00000000
PA
USD
202642.82000000
0.068288314160
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.36000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAL9
310000.00000000
PA
USD
272800.00000000
0.091930481933
Long
DBT
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AU3
501000.00000000
PA
USD
483465.00000000
0.162922179062
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
BidFair MergerRight Inc
549300P5BAAMQQ7VL735
BidFair MergerRight Inc Term Loan B
08883CAB4
90478.54000000
PA
USD
70120.87000000
0.023629931718
Long
LON
CORP
US
N
2
2027-01-15
Floating
6.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
244000.00000000
PA
USD
228160.28000000
0.076887406519
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
200000.00000000
PA
USD
208451.65000000
0.070245823476
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364W603
5200.00000000
NS
USD
128700.00000000
0.043370428976
Long
EP
CORP
US
N
1
N
N
N
PT PELABUHAN INDO II
N/A
Pelabuhan Indonesia II PT
69370NAB2
300000.00000000
PA
USD
293250.00000000
0.098821898193
Long
DBT
CORP
ID
N
2
2025-05-05
Fixed
4.25000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBC0
273000.00000000
PA
USD
279788.72000000
0.094285600693
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.20000000
N
N
N
N
N
N
CREDIT AGRICOLE ASSRNCES
969500K2MUPSI57XK083
Credit Agricole Assurances SA
000000000
300000.00000000
PA
296955.67000000
0.100070666627
Long
DBT
CORP
FR
N
2
2048-01-29
Fixed
2.63000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDK6
315000.00000000
PA
USD
305296.15000000
0.102881313057
Long
DBT
CORP
US
N
2
2022-01-21
Floating
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJ5G2
1019806.88000000
PA
USD
1085927.42000000
0.365945128540
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
JBS INVESTMENTS GMBH
529900RVHZ2M1RC3JM20
JBS Investments GmbH
000000000
370000.00000000
PA
USD
366189.00000000
0.123401507510
Long
DBT
CORP
AT
N
2
2023-02-05
Fixed
6.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDD1
266000.00000000
PA
USD
269557.39000000
0.090837759426
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.38000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
200000.00000000
PA
USD
196169.14000000
0.066106757993
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.71000000
N
N
N
N
N
N
AROUNDTOWN SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
275000.00000000
PA
256510.69000000
0.086441170648
Long
DBT
CORP
LU
N
2
2025-01-12
Fixed
2.88000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
600000.00000000
PA
USD
534000.00000000
0.179951896454
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCEW2
2715812.10000000
PA
USD
2847281.25000000
0.959501237219
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
Crosby US Acquisition Corp.
549300V5HSWHDNVOWE35
Crosby US Acquisition Corp. Term Loan B
22739PAH9
104312.94000000
PA
USD
81537.98000000
0.027477367292
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
25000.00000000
PA
USD
29565.89000000
0.009963366995
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2R7
636842.74000000
PA
USD
688914.18000000
0.232156204466
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
15322.44000000
PA
USD
14632.93000000
0.004931130157
Long
LON
CORP
US
N
2
2027-02-28
Floating
4.86000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ADWE4
1377230.40000000
PA
USD
1466726.70000000
0.494270133417
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
370000.00000000
PA
USD
340400.00000000
0.114710909275
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
270000.00000000
PA
USD
208772.64000000
0.070353993437
Long
DBT
NUSS
EG
N
2
2040-04-30
Fixed
6.88000000
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY 12/36 1
949746NL1
115000.00000000
PA
USD
144325.70000000
0.048636111277
Long
DBT
CORP
US
N
2
2086-12-01
Fixed
5.95000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
167000.00000000
PA
USD
104375.00000000
0.035173182008
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
162000.00000000
PA
USD
171454.05000000
0.057778055153
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
280000.00000000
PA
USD
302257.20000000
0.101857221642
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAQ2
200000.00000000
PA
USD
188428.11000000
0.063498119362
Long
DBT
CORP
JP
N
2
2030-01-16
Fixed
3.10000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
62943WAE9
375000.00000000
PA
USD
362812.50000000
0.122263665603
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
100000.00000000
PA
118150.56000000
0.039815388275
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
3.13000000
N
N
N
N
N
N
Numericable-SFR SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
800000.00000000
PA
USD
794120.00000000
0.267609363318
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AA7
393000.00000000
PA
USD
385140.00000000
0.129787777903
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
225000.00000000
PA
234798.30000000
0.079124343387
Long
DBT
CORP
CH
N
2
2026-09-01
Fixed
1.25000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. USD Term Loan
000000000
154512.12000000
PA
USD
115884.09000000
0.039051613790
Long
LON
CORP
NL
N
2
2024-09-06
Floating
4.78000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
315577.92000000
0.106346152028
Long
DBT
CORP
FR
N
2
2028-05-30
Fixed
6.25000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
420000.00000000
PA
USD
285572.13000000
0.096234543760
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAB0
182000.00000000
PA
USD
159569.06000000
0.053772949367
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AD1
391000.00000000
PA
USD
395066.40000000
0.133132861245
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
490000.00000000
PA
USD
279300.00000000
0.094120907639
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.38000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
105036.70000000
PA
USD
98734.50000000
0.033272397978
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.24000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
64000.00000000
PA
USD
74331.52000000
0.025048872641
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
191500.00000000
0.064533311181
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBP7
150000.00000000
PA
USD
153750.00000000
0.051811992658
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
447202.77000000
0.150702222024
Long
DBT
CORP
FR
N
2
2026-01-22
Fixed
5.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
425000.00000000
PA
USD
367063.44000000
0.123696183795
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.13000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
202000.00000000
PA
USD
157358.00000000
0.053027847419
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
116000.00000000
PA
USD
126863.86000000
0.042751670783
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128S5JN5
56043.54000000
PA
USD
56815.66000000
0.019146228024
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Floating
4.49000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
450000.00000000
PA
USD
452250.00000000
0.152403080845
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
Almonde, Inc.
549300ZB2RO6QC7YTK71
Almonde, Inc. USD 1st Lien Term Loan
02034DAC1
143068.85000000
PA
USD
122145.03000000
0.041161479009
Long
LON
CORP
US
N
2
2024-06-13
Floating
5.28000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BS0
131000.00000000
PA
USD
152072.70000000
0.051246761730
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XULM5
1229245.28000000
PA
USD
1302814.07000000
0.439033450605
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Allergan Sales LLC
254900TUPGX2F5Y3AU71
Allergan Sales LLC
345838AE6
82000.00000000
PA
USD
83270.04000000
0.028061051714
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
4.88000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
320000.00000000
PA
USD
316323.20000000
0.106597302869
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-788.97000000
-0.00026587387
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
115000.00000000
EUR
126385.18000000
USD
2020-06-11
-788.97000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
350000.00000000
PA
USD
249900.00000000
0.084213443677
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Meredith Corporation
549300YC8BC386CCTS24
Meredith Corporation 2020 Term Loan B2
58943PAQ5
114160.92000000
PA
USD
101888.62000000
0.034335300367
Long
LON
CORP
US
N
2
2025-01-31
Floating
3.49000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
125000.00000000
PA
USD
126465.87000000
0.042617552702
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMBM6
462531.37000000
PA
USD
497482.10000000
0.167645781548
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
193000.00000000
PA
USD
183350.00000000
0.061786854334
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
6.13000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FR9
320000.00000000
PA
USD
310739.20000000
0.104715558694
Long
DBT
CORP
US
N
2
2021-06-25
Floating
1.62000000
N
N
N
N
N
N
Diebold Nixdorf Inc
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253651AC7
510000.00000000
PA
USD
331505.10000000
0.111713429642
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
000000000
240000.00000000
PA
247318.58000000
0.083343534642
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
264000.00000000
PA
USD
263070.90000000
0.088651886436
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
154000.00000000
PA
USD
164039.56000000
0.055279456770
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
276424.13000000
0.093151772320
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABB2
92000.00000000
PA
USD
90307.75000000
0.030432679544
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
3.40000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAX5
122000.00000000
PA
USD
123456.34000000
0.041603375491
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
3.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
000000000
530000.00000000
PA
USD
467473.78000000
0.157533320699
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.88000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
184036.60000000
PA
USD
160418.63000000
0.054059244747
Long
LON
CORP
US
N
2
2025-12-31
Floating
4.24000000
N
N
N
N
N
N
Verra Mobility Corporation
N/A
Verra Mobility Corporation 2020 Term Loan B
00215NAJ9
130185.31000000
PA
USD
115864.93000000
0.039045157089
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.24000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBJ7
266000.00000000
PA
USD
257126.24000000
0.086648603962
Long
DBT
CORP
US
N
2
2021-11-19
Floating
2.15000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
214000.00000000
PA
USD
204327.20000000
0.068855930968
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJH4
167000.00000000
PA
USD
171126.44000000
0.057667654328
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.18000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAH0
74000.00000000
PA
USD
13320.00000000
0.004488687754
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
6.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AZ7
237000.00000000
PA
USD
245167.62000000
0.082618685708
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AG9
775000.00000000
PA
USD
632744.44000000
0.213227644098
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.45000000
N
N
N
N
N
N
Jackson Park Trust
N/A
Jackson Park Trust 2019-LIC
46868RAA2
500000.00000000
PA
USD
490062.50000000
0.165145461153
Long
ABS-MBS
CORP
US
N
2
2039-10-14
Fixed
2.77000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
390000.00000000
PA
USD
388642.41000000
0.130968050041
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AM1
226000.00000000
PA
USD
148030.00000000
0.049884418037
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
270000.00000000
PA
USD
193500.90000000
0.065207591611
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B
39479UAJ2
138232.69000000
PA
USD
123027.09000000
0.041458723147
Long
LON
CORP
US
N
2
2023-12-01
Floating
4.24000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HES7
320000.00000000
PA
USD
315440.87000000
0.106299967744
Long
DBT
CORP
US
N
2
2021-06-30
Floating
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJVA3
586307.70000000
PA
USD
609640.31000000
0.205441816365
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
75000.00000000
PA
USD
83560.08000000
0.028158791879
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
172000.00000000
PA
USD
146808.62000000
0.049472826937
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
510000.00000000
PA
USD
494700.00000000
0.166708245647
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.88000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
68000.00000000
PA
USD
71962.65000000
0.024250590526
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
U.S. Silica Company
549300LB0THBBEFBXE82
U.S. Silica Company 2018 Term Loan B
90343KAR3
150419.39000000
PA
USD
70321.06000000
0.023697393460
Long
LON
CORP
US
N
2
2025-05-01
Floating
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-13838.32000000
-0.00466335566
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
986997.00000000
USD
880000.00000000
EUR
2020-06-11
-13838.32000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906AAA8
200000.00000000
PA
USD
197627.11000000
0.066598077219
Long
DBT
CORP
GB
N
2
2022-09-29
Fixed
3.63000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAB8
605000.00000000
PA
USD
576268.55000000
0.194195914680
Long
DBT
CORP
US
N
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
200000.00000000
PA
241290.39000000
0.081312103514
Long
DBT
CORP
GB
N
2
2026-07-03
Fixed
2.27000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AV1
408000.00000000
PA
USD
410243.57000000
0.138247394062
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
3.40000000
N
N
N
N
N
N
Corel Corporation
N/A
Corel Corporation 2019 Term Loan
21871LAB1
146750.03000000
PA
USD
128039.40000000
0.043147814327
Long
LON
CORP
CA
N
2
2026-07-02
Floating
6.61000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
216535.97000000
PA
USD
184596.91000000
0.062207048752
Long
LON
CORP
US
N
2
2026-12-17
Floating
5.70000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAN5
200000.00000000
PA
USD
204256.00000000
0.068831937382
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.38000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAX5
225000.00000000
PA
USD
212872.81000000
0.071735703863
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
535000.00000000
PA
USD
493173.70000000
0.166193899992
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
225000.00000000
PA
USD
37125.00000000
0.012510700666
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.63000000
N
N
N
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
Refinitiv US Holdings Inc. 2018 USD Term Loan
31740MAC5
135940.87000000
PA
USD
130050.14000000
0.043825410724
Long
LON
CORP
US
N
2
2025-10-01
Floating
4.24000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
200000.00000000
PA
USD
203096.75000000
0.068441283382
Long
DBT
CORP
VG
N
2
2026-06-03
Fixed
4.63000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAA9
155000.00000000
PA
USD
149575.00000000
0.050405065378
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AX2
88000.00000000
PA
USD
90361.28000000
0.030450718543
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
HELLAS II
N/A
Hellas Telecommunications Luxembourg II SCA
88706QAA2
1330000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
LU
N
3
2015-01-15
None
0.00000000
Y
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
360000.00000000
PA
USD
315000.00000000
0.106151399593
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.38000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
270000.00000000
PA
USD
216675.00000000
0.073016998434
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TNR6
1815.68000000
PA
USD
2010.58000000
0.000677542479
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
8.00000000
N
N
N
N
N
N
WINTERSHALL DEA FINANCE
529900SUC9JUI6M74U66
Wintershall Dea Finance BV
000000000
300000.00000000
PA
257257.38000000
0.086692796643
Long
DBT
CORP
NL
N
2
2028-09-25
Fixed
1.33000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
64000.00000000
PA
USD
67293.72000000
0.022677214482
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.63000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAA1
407000.00000000
PA
USD
409035.00000000
0.137840119786
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.38000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BH6
26000.00000000
PA
USD
25974.78000000
0.008753203971
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NYG66
96501.07000000
PA
USD
104137.36000000
0.035093100044
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAT9
187000.00000000
PA
USD
190635.13000000
0.064241859876
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
ADANI GREEN ENERGY UP
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
00654AAA4
200000.00000000
PA
USD
176100.00000000
0.059343687201
Long
DBT
CORP
IN
N
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAA9
129000.00000000
PA
USD
122249.30000000
0.041196616807
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
2.60000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAP1
128000.00000000
PA
USD
99168.15000000
0.033418533071
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.50000000
N
N
N
N
N
N
RP Crown Parent, LLC
549300B1M4J69ECRY452
RP Crown Parent, LLC 2016 Term Loan B
74966FAJ2
105184.63000000
PA
USD
99925.40000000
0.033673717666
Long
LON
CORP
US
N
2
2023-10-12
Floating
3.75000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CH5
228000.00000000
PA
USD
219787.01000000
0.074065710234
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
2.00000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAH1
281000.00000000
PA
USD
185460.00000000
0.062497900217
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Akorn, Inc.
549300REUQNNF5W5TA64
Akorn, Inc. Term Loan B
00973DAB0
114241.39000000
PA
USD
86823.46000000
0.029258513639
Long
LON
CORP
US
N
2
2021-04-16
Floating
10.88000000
N
N
N
N
N
N
Chaparral Energy Inc
V5IUQSDP5WPR92NJWH73
Chaparral Energy Inc
15942RAF6
233000.00000000
PA
USD
10601.50000000
0.003572584326
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.75000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
48000.00000000
PA
USD
53917.74000000
0.018169662107
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
146000.00000000
PA
USD
98840.65000000
0.033308169315
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AP2
200000.00000000
PA
USD
189780.00000000
0.063953690840
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.63000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
000000000
300000.00000000
PA
353203.54000000
0.119025555912
Long
DBT
CORP
DE
N
2
2049-12-31
Fixed
4.75000000
N
N
N
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter Inc
035287AJ0
332000.00000000
PA
USD
324945.00000000
0.109502750923
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAF7
436000.00000000
PA
USD
427280.00000000
0.143988476248
Long
DBT
CORP
US
N
2
2021-11-15
Floating
2.86000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco Sarl Delayed Draw Term Loan B2
000000000
8086.29000000
PA
USD
6469.03000000
0.002179989169
Long
LON
CORP
GB
N
2
2026-11-04
Floating
4.70000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAL5
320000.00000000
PA
USD
318201.59000000
0.107230298829
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
4.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
203000.00000000
PA
USD
203507.50000000
0.068579701437
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XCR56
3228559.52000000
PA
USD
3445953.67000000
1.161247000017
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
PHILIPPINE NATIONAL BANK
549300AFS0UU6SDK2K95
Philippine National Bank
000000000
200000.00000000
PA
USD
191107.23000000
0.064400952180
Long
DBT
CORP
PH
N
2
2024-09-27
Fixed
3.28000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
661000.00000000
PA
USD
584985.00000000
0.197133258702
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Univar Inc.
5493008FTB9VZW6CVA82
Univar Inc. 2017 USD Term Loan B3
91335PAE9
122290.22000000
PA
USD
112507.00000000
0.037913573060
Long
LON
CORP
US
N
2
2024-07-01
Floating
3.70000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
72000.00000000
PA
USD
82681.18000000
0.027862612625
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHW3
416179.47000000
PA
USD
443393.38000000
0.149418501135
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAD3
131000.00000000
PA
USD
137730.11000000
0.046413472833
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.73000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2019-1 Owner Trust
43814WAC9
70000.00000000
PA
USD
71126.99000000
0.023968982658
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
2.83000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAD0
14000.00000000
PA
USD
18608.86000000
0.006270973123
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.75000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
338000.00000000
PA
USD
277160.00000000
0.093399752099
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
39000.00000000
PA
USD
26910.00000000
0.009068362422
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Blackstone CQP Holdco LP
N/A
Blackstone CQP Holdco LP Term Loan B
09259HAB7
193731.62000000
PA
USD
154016.64000000
0.051901847291
Long
LON
CORP
US
N
2
2024-09-30
Floating
4.62000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2A8
250000.00000000
PA
USD
249280.00000000
0.084004510764
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
N
Saka Energi Indonesia PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
000000000
425000.00000000
PA
USD
310242.14000000
0.104548055155
Long
DBT
CORP
ID
N
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
150000.00000000
PA
USD
141732.00000000
0.047762064022
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
N
William Morris Endeavor Entertainment, LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
96925HAF9
568585.10000000
PA
USD
447287.13000000
0.150730650380
Long
LON
CORP
US
N
2
2025-05-18
Floating
4.37000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
8000.00000000
PA
USD
9000.37000000
0.003033021817
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
200000.00000000
PA
USD
168190.00000000
0.056678107611
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
230000.00000000
PA
USD
235750.00000000
0.079445055410
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Energuate Trust
549300RVM37LH8GY7E41
Energuate Trust
000000000
200000.00000000
PA
USD
198002.00000000
0.066724410864
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQ44
1103532.28000000
PA
USD
1204454.78000000
0.405887494108
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
630000.00000000
PA
USD
554198.40000000
0.186758526389
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
27000.00000000
PA
USD
26731.92000000
0.009008351497
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
COLUMBIA PROPERTY TRUST
549300WBDIMT4TVGZ316
Columbia Property Trust Operating Partnership LP
19828JAA6
130000.00000000
PA
USD
134409.48000000
0.045294458478
Long
DBT
US
N
2
2025-04-01
Fixed
4.15000000
N
N
N
N
N
N
CALFRAC HOLDINGS LP
N/A
Calfrac Holdings LP
12958RAE7
41800.00000000
PA
USD
10450.00000000
0.003521530557
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
10.88000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAW0
388000.00000000
PA
USD
389940.00000000
0.131405323039
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.13000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAE6
134000.00000000
PA
USD
129226.92000000
0.043547994994
Long
DBT
CORP
CA
N
2
2032-02-24
Fixed
4.06000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
204000.00000000
PA
USD
202571.56000000
0.068264300355
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
000000000
225000.00000000
PA
251051.28000000
0.084601411878
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
1.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
9979.80000000
0.003363078532
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
465540.92000000
USD
430000.00000000
EUR
2020-06-11
9979.80000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
205000.00000000
PA
USD
226676.84000000
0.076387504195
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
156000.00000000
PA
USD
190946.88000000
0.064346916063
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
750000.00000000
PA
USD
495000.00000000
0.166809342218
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CVF8
1300882.77000000
PA
USD
1370511.43000000
0.461846687154
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
64000.00000000
PA
USD
73121.79000000
0.024641207458
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
000000000
100000.00000000
PA
114426.92000000
0.038560564156
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
2.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EM1
165000.00000000
PA
USD
177498.03000000
0.059814807332
Long
DBT
CORP
US
N
2
2026-07-08
Fixed
3.05000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BV0
256000.00000000
PA
USD
271323.99000000
0.091433083434
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
315000.00000000
PA
USD
323694.00000000
0.109081178222
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
33000.00000000
PA
USD
40439.74000000
0.013627730159
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 04/25 5.375
034863AV2
200000.00000000
PA
USD
202101.11000000
0.068105764082
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KLJ2
71447.70000000
PA
USD
75159.99000000
0.025328057561
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
4.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CF3
320000.00000000
PA
USD
312230.40000000
0.105218076049
Long
DBT
CORP
US
N
2
2022-05-16
Floating
2.07000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
471000.00000000
PA
USD
375033.75000000
0.126382087166
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890PZA7
490000.00000000
PA
USD
464110.78000000
0.156400028138
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
500000.00000000
PA
496724.94000000
0.167390627282
Long
DBT
CORP
DK
N
2
2030-02-12
Fixed
1.38000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
445000.00000000
PA
USD
463783.45000000
0.156289721669
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
7127841.24000000
NS
USD
7127841.24000000
2.402001027642
Long
STIV
RF
US
N
1
N
N
N
BECTON DICKINSON EURO
549300W40NLZ25XUTH09
Becton Dickinson Euro Finance Sarl
000000000
320000.00000000
PA
341577.58000000
0.115107740275
Long
DBT
CORP
LU
N
2
2026-06-04
Fixed
1.21000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
339000.00000000
PA
USD
315270.00000000
0.106242386507
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFN0
134000.00000000
PA
USD
139067.12000000
0.046864029922
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
3.45000000
N
N
N
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAD5
638000.00000000
PA
USD
555060.00000000
0.187048875741
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
8.50000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD 05/38 7.5
524ESC7N4
361000.00000000
PA
USD
36.10000000
0.000012165287
Long
DBT
CORP
US
N
3
2038-05-11
Fixed
7.50000000
N
N
N
N
N
N
DCert Buyer, Inc.
N/A
DCert Buyer, Inc. 2019 Term Loan B
24022KAB5
105596.03000000
PA
USD
93628.52000000
0.031551741078
Long
LON
CORP
US
N
2
2026-10-16
Floating
4.99000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
289000.00000000
PA
USD
305748.80000000
0.103033850933
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BK2
115000.00000000
PA
USD
112482.61000000
0.037905353909
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
TERMOCANDELARIA POWER
549300YDORW43JL6G659
Termocandelaria Power Ltd
000000000
400000.00000000
PA
USD
325000.00000000
0.109521285295
Long
DBT
CORP
KY
N
2
2029-01-30
Fixed
7.88000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
850000.00000000
PA
USD
467529.87000000
0.157552222388
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
300000.00000000
PA
USD
255000.00000000
0.085932085385
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Fastlane Parent Company, Inc.
5493001YM103764G0244
Fastlane Parent Company, Inc. 2018 Add On 1st Lien Term Loan
31187LAB9
106195.49000000
PA
USD
88142.26000000
0.029702934166
Long
LON
CORP
US
N
2
2026-02-04
Floating
5.49000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DF5
92000.00000000
PA
USD
90076.26000000
0.030354670060
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.88000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AE6
67000.00000000
PA
USD
45802.44000000
0.015434898764
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV3Z6
866878.54000000
PA
USD
908468.37000000
0.306143457022
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
85000.00000000
PA
USD
73776.65000000
0.024861887793
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
1000000.00000000
PA
USD
1181944.96000000
0.398301942052
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
Belo Corp
N/A
Belo Corp
080555AF2
273000.00000000
PA
USD
286650.00000000
0.096597773630
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
000000000
150000.00000000
PA
131059.18000000
0.044165445671
Long
DBT
CORP
US
N
2
2039-09-19
Fixed
1.50000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ33
87000.00000000
PA
USD
85701.60000000
0.028880459642
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.00000000
N
N
N
N
N
N
Unibail-Rodamco SE
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
400000.00000000
PA
388220.59000000
0.130825901522
Long
DBT
FR
N
2
2023-07-25
Fixed
2.13000000
N
N
N
N
N
N
DONNELLEY FINANCIAL SOL
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787GAC4
379000.00000000
PA
USD
356260.00000000
0.120055547997
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
8.25000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
284000.00000000
PA
USD
303050.90000000
0.102124689470
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CB7
86000.00000000
PA
USD
93036.48000000
0.031352230365
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
200000.00000000
PA
USD
216500.00000000
0.072958025435
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAH8
89000.00000000
PA
USD
66487.44000000
0.022405507337
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-1
46648RAE1
495728.68000000
PA
USD
495014.38000000
0.166814188114
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
3.50000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AK7
84000.00000000
PA
USD
87535.63000000
0.029498506789
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.40000000
N
N
N
N
N
N
Mississippi Power Co
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
150000.00000000
PA
USD
143155.52000000
0.048241773992
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXV1
17726.72000000
PA
USD
20083.18000000
0.006767802112
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco Sarl USD Term Loan B1
000000000
61527.08000000
PA
USD
50682.93000000
0.017079568111
Long
LON
CORP
GB
N
2
2026-11-13
Floating
4.70000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
169000.00000000
PA
USD
169003.01000000
0.056952082689
Long
DBT
NUSS
XX
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAN4
171000.00000000
PA
USD
179460.78000000
0.060476231648
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
Dole Food Co Inc
549300BHY23LFYB85T03
Dole Food Co Inc
256603AC5
405000.00000000
PA
USD
319950.00000000
0.107819493015
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967CC3
61000.00000000
PA
USD
70260.48000000
0.023676978692
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6.00000000
N
N
N
N
N
N
CCC Information Services, Inc.
5493006JEEL9RIWY5T17
CCC Information Services, Inc. 2017 1st Lien Term Loan
124886AH5
137236.05000000
PA
USD
124492.72000000
0.041952623705
Long
LON
CORP
US
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
180000.00000000
PA
USD
164700.00000000
0.055502017501
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AY9
238000.00000000
PA
USD
210516.49000000
0.070941650955
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAA1
169000.00000000
PA
USD
165725.92000000
0.055847740815
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
300000.00000000
PA
USD
284745.60000000
0.095956012597
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.88000000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC Term Loan
46269KAJ3
119498.06000000
PA
USD
112328.18000000
0.037853312764
Long
LON
CORP
US
N
2
2026-11-04
Floating
4.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
100000.00000000
PA
98831.92000000
0.033305227404
Long
DBT
CORP
ES
N
2
2021-09-11
Fixed
6.25000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
433000.00000000
PA
USD
355060.00000000
0.119651161713
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
00108WAJ9
49000.00000000
PA
USD
50257.36000000
0.016936155885
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
40000.00000000
PA
USD
35048.36000000
0.011810896722
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAG7
56000.00000000
PA
USD
51566.32000000
0.017377260444
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
5.95000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AC4
234000.00000000
PA
USD
251811.49000000
0.084857593959
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAG7
510000.00000000
PA
USD
460275.00000000
0.155107414120
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
Jaguar Holding Company II
N/A
Jaguar Holding Company II 2018 Term Loan
47009YAK3
140890.63000000
PA
USD
134257.08000000
0.045243101420
Long
LON
CORP
US
N
2
2022-08-18
Floating
3.50000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
475000.00000000
PA
USD
440562.50000000
0.148464526931
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
140000.00000000
PA
USD
127733.20000000
0.043044628427
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2P3
310000.00000000
PA
USD
298537.48000000
0.100603718517
Long
DBT
CORP
US
N
2
2021-09-07
Floating
1.28000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
590000.00000000
PA
USD
694911.44000000
0.234177212538
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
260000.00000000
PA
USD
245050.00000000
0.082579049112
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
N/A
Mavis Tire Express Services Corp. 2018 1st Lien Term Loan
57777PAB1
140353.59000000
PA
USD
108072.26000000
0.036419116369
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.70000000
N
N
N
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAB0
406000.00000000
PA
USD
389760.00000000
0.131344665097
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
EXC Holdings III Corp.
5493001KJFQIB7D17Q74
EXC Holdings III Corp. USD 2017 2nd Lien Term Loan
26929CAF3
105000.00000000
PA
USD
79975.04000000
0.026950674376
Long
LON
CORP
US
N
2
2025-12-01
Floating
9.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404EZL3
13943.49000000
PA
USD
15435.15000000
0.005201469128
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 USD Term Loan
000000000
121591.88000000
PA
USD
115208.31000000
0.038823883654
Long
LON
CORP
GB
N
2
2027-01-29
Floating
3.24000000
N
N
N
N
N
N
PETKIM PETROKIMYA HOLDIN
529900XZCVZOEYWNBQ67
Petkim Petrokimya Holding AS
71638YAA4
270000.00000000
PA
USD
223840.80000000
0.075431791130
Long
DBT
CORP
TR
N
2
2023-01-26
Fixed
5.88000000
N
N
N
N
N
N
Cascades Inc
FPD41G4F3GH7OJ38TS94
Cascades Inc
146900AQ8
384000.00000000
PA
USD
371520.00000000
0.125197993577
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
5.75000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BK0
48000.00000000
PA
USD
54793.64000000
0.018464830396
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ADQ8
155910.74000000
PA
USD
173396.75000000
0.058432722849
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
5.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
250000.00000000
PA
USD
180700.00000000
0.060893834624
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
189082.45000000
PA
USD
153629.49000000
0.051771382166
Long
LON
CORP
US
N
2
2024-04-03
Floating
5.08000000
N
N
N
N
N
N
USIC Holdings, Inc.
5493009ZYUWB7X699U62
USIC Holdings, Inc. 2017 Term Loan B
90290HAM4
106204.10000000
PA
USD
88414.91000000
0.029794814099
Long
LON
CORP
US
N
2
2023-12-08
Floating
4.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
000000000
330000.00000000
PA
USD
398478.30000000
0.134282632548
Long
DBT
NUSS
PA
N
2
2026-01-29
Fixed
7.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAAY4
1897176.20000000
PA
USD
1999094.88000000
0.673672125182
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GRU9
4798.90000000
PA
USD
5002.95000000
0.001685936966
Long
ABS-MBS
USGSE
US
N
2
2022-11-01
Fixed
4.50000000
N
N
N
N
N
N
MTRO Commercial Mortgage Trust
N/A
MTRO Commercial Mortgage Trust 2019-TECH
55378MAA7
350000.00000000
PA
USD
326309.45000000
0.109962554978
Long
ABS-MBS
CORP
US
N
2
2033-12-15
Floating
1.60000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BA5
87000.00000000
PA
USD
78261.20000000
0.026373129885
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
2.65000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
201000.00000000
PA
USD
166428.00000000
0.056084333751
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
350000.00000000
PA
USD
304500.00000000
0.102613019607
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AT6
105000.00000000
PA
USD
111168.92000000
0.037462655394
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EQ7
134000.00000000
PA
USD
139134.60000000
0.046886769910
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.25000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273EAA6
350000.00000000
PA
USD
238000.00000000
0.080203279692
Long
DBT
CORP
XX
N
2
2025-02-01
Fixed
6.00000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CG5
59000.00000000
PA
USD
66324.10000000
0.022350463624
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307AFP2
153429.82000000
PA
USD
160119.12000000
0.053958313300
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPUY8
871538.80000000
PA
USD
918660.54000000
0.309578101817
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP 2017 Term Loan B
01642PAW6
137231.55000000
PA
USD
129226.42000000
0.043547826499
Long
LON
CORP
US
N
2
2024-04-04
Floating
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDJ7
119000.00000000
PA
USD
126404.88000000
0.042596999769
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.10000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
24000.00000000
PA
USD
23308.30000000
0.007854630689
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan
000000000
200916.25000000
PA
USD
129925.91000000
0.043783546634
Long
LON
CORP
LU
N
2
2026-05-29
Floating
6.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M4MX7
28813.14000000
PA
USD
30308.66000000
0.010213671996
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.50000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
347000.00000000
PA
USD
321092.98000000
0.108204664211
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DN7
109000.00000000
PA
USD
111744.80000000
0.037656720372
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
230000.00000000
PA
USD
231497.30000000
0.078011944117
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
HC Group Holdings II, Inc.
549300DI3Q5ACSYJRI17
HC Group Holdings II, Inc. Term Loan B
09071FAK7
140421.70000000
PA
USD
117954.23000000
0.039749227309
Long
LON
CORP
US
N
2
2026-08-06
Floating
5.49000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
110007.03000000
0.037071111744
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BT6
145000.00000000
PA
USD
149431.27000000
0.050356630011
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
2.90000000
N
N
N
N
N
N
Sound Inpatient Physicians
N/A
Sound Inpatient Physicians 2018 1st Lien Term Loan
46322EAB9
148139.66000000
PA
USD
129992.55000000
0.043806003553
Long
LON
CORP
US
N
2
2025-06-27
Floating
3.74000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
200000.00000000
PA
USD
223982.40000000
0.075479508712
Long
DBT
CORP
ID
N
2
2041-05-27
Fixed
6.50000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co
461070AR5
91000.00000000
PA
USD
82399.99000000
0.027767854809
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XKM5
16418.95000000
PA
USD
18203.05000000
0.006134219791
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
CHINALCO CAPITAL HOLDING
5493003PX4GYVUD3CQ19
Chinalco Capital Holdings Ltd
000000000
250000.00000000
PA
USD
242543.38000000
0.081734346822
Long
DBT
CORP
VG
N
2
2022-04-21
Fixed
4.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
350000.00000000
PA
USD
285874.40000000
0.096336405295
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
295000.00000000
PA
USD
256281.25000000
0.086363851990
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
63000.00000000
PA
USD
72115.20000000
0.024301998133
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
172812.50000000
PA
USD
161003.70000000
0.054256406650
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.70000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
300000.00000000
PA
USD
300003.00000000
0.101097582007
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAN2
1143575.96000000
PA
USD
1231259.74000000
0.414920459251
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.00000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
430000.00000000
PA
USD
399900.00000000
0.134761729198
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMUQ4
86956.69000000
PA
USD
90284.58000000
0.030424871519
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
74000.00000000
PA
USD
63120.35000000
0.021270836493
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.88000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
175000.00000000
PA
USD
158147.50000000
0.053293899895
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
535000.00000000
PA
USD
540350.00000000
0.182091773874
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
450000.00000000
PA
USD
461250.00000000
0.155435977976
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
204000.00000000
PA
USD
202652.73000000
0.068291653717
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
2.38000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2019 Term Loan B
11823LAH8
189714.29000000
PA
USD
174062.86000000
0.058657194305
Long
LON
CORP
US
N
2
2026-11-01
Floating
4.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENJZ3
37418.67000000
PA
USD
37712.93000000
0.012708826356
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Floating
4.24000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
24000.00000000
PA
USD
25878.04000000
0.008720603697
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38000000
N
N
N
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAC0
230000.00000000
PA
USD
41400.00000000
0.013951326803
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV4V4
2569237.72000000
PA
USD
2692664.49000000
0.907397156348
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCD1
427000.00000000
PA
USD
393907.50000000
0.132742325191
Long
DBT
US
N
2
2022-09-15
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
64000.00000000
PA
USD
62099.65000000
0.020926872259
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
5875.00000000
NS
USD
35778.75000000
0.012057029803
Long
EP
USGSE
US
N
1
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD 12/17 6.75
524ESC7M6
280000.00000000
PA
USD
28.00000000
0.000009435679
Long
DBT
CORP
US
N
3
2017-12-28
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31398JSS3
239368.51000000
PA
USD
36577.47000000
0.012326189314
Long
ABS-MBS
USGSE
US
N
2
2039-09-15
Floating
6.10000000
N
N
N
N
N
N
AI Ladder (Luxembourg) Subco S.a r.l
N/A
AI Ladder (Luxembourg) Subco S.a r.l 2018 Term Loan
000000000
133894.50000000
PA
USD
109793.49000000
0.036999151205
Long
LON
CORP
LU
N
2
2025-07-09
Floating
5.49000000
N
N
N
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AH3
420000.00000000
PA
USD
302400.00000000
0.101905343609
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1050000.00000000
PA
USD
939338.40000000
0.316546304292
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
270000.00000000
PA
USD
222760.80000000
0.075067843474
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
184000.00000000
PA
USD
187096.41000000
0.063049351683
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BV3
63000.00000000
PA
USD
61839.39000000
0.020839167614
Long
DBT
CORP
CA
N
2
2021-12-15
Fixed
2.85000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
126000.00000000
PA
USD
65520.00000000
0.022079491115
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Klabin Austria GmbH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
354000.00000000
PA
USD
323910.00000000
0.109153967753
Long
DBT
CORP
AT
N
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
124000.00000000
PA
USD
144725.58000000
0.048770866266
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
ILPT Trust
N/A
ILPT Trust
44965LAA2
590000.00000000
PA
USD
658166.77000000
0.221794678735
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Fixed
4.15000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 USD Repriced Term Loan B
36740UAP7
104198.46000000
PA
USD
92215.64000000
0.031075616668
Long
LON
CORP
US
N
2
2024-04-01
Floating
3.75000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AH5
475000.00000000
PA
USD
397812.50000000
0.134058265558
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AF2
320000.00000000
PA
USD
307464.81000000
0.103612126689
Long
DBT
CORP
GB
N
2
2021-05-14
Floating
2.05000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
650000.00000000
PA
USD
607750.00000000
0.204804803501
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
460000.00000000
PA
USD
410550.00000000
0.138350657470
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AA2
420000.00000000
PA
USD
413700.00000000
0.139412171466
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.63000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
200000.00000000
PA
209973.52000000
0.070758676271
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
1.50000000
N
N
N
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559AK0
286000.00000000
PA
USD
255881.67000000
0.086229198097
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
114000.00000000
PA
USD
118700.60000000
0.040000745468
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
200000.00000000
PA
USD
187267.30000000
0.063106939660
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC USD Term Loan
74530DAC9
108745.33000000
PA
USD
92433.53000000
0.031149043107
Long
LON
CORP
US
N
2
2027-01-29
Floating
4.49000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
000000000
250000.00000000
PA
216132.44000000
0.072834161916
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.88000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAQ6
320000.00000000
PA
USD
306211.16000000
0.103189660968
Long
DBT
CORP
NL
N
2
2022-03-16
Floating
1.35000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
000000000
225000.00000000
PA
240238.79000000
0.080957726333
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
0.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-4119.49000000
-0.00138822104
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
103612.71000000
USD
80000.00000000
GBP
2020-06-11
-4119.49000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335APE2
249589.16000000
PA
USD
270190.04000000
0.091050955245
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
350000.00000000
PA
USD
341264.00000000
0.115002067399
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
6.88000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
350000.00000000
PA
USD
144550.00000000
0.048711697813
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
139530.63000000
PA
USD
129937.90000000
0.043787587127
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.55000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAH7
226000.00000000
PA
USD
265167.46000000
0.089358403192
Long
DBT
CORP
US
N
2
2039-03-30
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJXX3
921633.35000000
PA
USD
981392.82000000
0.330718163156
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
12125.66000000
0.004086208825
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
651391.62000000
USD
600000.00000000
EUR
2020-06-11
12125.66000000
N
N
N
China Minmetals Corp
3003002ULBI4T3DT7Z09
China Minmetals Corp
000000000
335000.00000000
PA
USD
324931.34000000
0.109498147659
Long
DBT
CORP
CN
N
2
2022-11-13
Fixed
3.75000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
Front Range BidCo Inc
98919VAB1
312000.00000000
PA
USD
296400.00000000
0.099883412189
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
120000.00000000
PA
USD
131841.34000000
0.044429024651
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
210000.00000000
PA
USD
184972.20000000
0.062333517193
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. USD Term Loan B12
000000000
37806.62000000
PA
USD
35160.16000000
0.011848572044
Long
LON
CORP
FR
N
2
2026-01-31
Floating
4.39000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TMJ8
250000.00000000
PA
USD
249859.73000000
0.084199873147
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.34000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
423074AS2
132000.00000000
PA
USD
132296.81000000
0.044582512835
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.88000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation
29373UAC5
262335.86000000
PA
USD
132479.61000000
0.044644114346
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.74000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
63000.00000000
PA
USD
69506.89000000
0.023423027475
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.88000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 1st Lien Term Loan
92531SAZ6
69125.00000000
PA
USD
61089.22000000
0.020586368898
Long
LON
CORP
US
N
2
2025-07-02
Floating
4.24000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
350000.00000000
PA
USD
319483.50000000
0.107662287847
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
172000.00000000
PA
USD
219609.93000000
0.074006036298
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01000000
N
N
N
N
N
N
OmGrid Funding Ltd
549300L1HIVZ83RMAP18
OmGrid Funding Ltd
000000000
200000.00000000
PA
USD
144616.00000000
0.048733939059
Long
DBT
CORP
KY
N
2
2027-05-16
Fixed
5.20000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL USD Term Loan B1
000000000
140921.43000000
PA
USD
127533.89000000
0.042977463235
Long
LON
CORP
LU
N
2
2026-10-01
Floating
5.32000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAP6
200000.00000000
PA
USD
197397.68000000
0.066520761931
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQRF1
1341971.14000000
PA
USD
1486910.89000000
0.501071974744
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
Regionalcare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
92425.50000000
PA
USD
85724.65000000
0.028888227229
Long
LON
CORP
US
N
2
2025-11-17
Floating
4.74000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
630000.00000000
PA
USD
500459.40000000
0.168649097618
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
61070.97000000
PA
USD
65651.85000000
0.022123923058
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
NM Holdings Co LLC
N/A
NM Holdings Co LLC
92326YAF6
100000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2007-06-01
None
0.00000000
Y
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAA8
200000.00000000
PA
USD
177652.00000000
0.059866693462
Long
DBT
CORP
BR
N
2
2025-02-04
Fixed
3.63000000
N
N
N
N
N
N
GLENCORE FINANCE EUROPE
213800WHKNIC1JQQG433
Glencore Finance Europe Ltd
000000000
350000.00000000
PA
309846.36000000
0.104414681819
Long
DBT
CORP
JE
N
2
2026-10-15
Fixed
1.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
250000.00000000
PA
USD
229940.00000000
0.077487151817
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
101156.28000000
PA
USD
91715.06000000
0.030906926929
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAP5
290000.00000000
PA
USD
276001.20000000
0.093009249744
Long
DBT
CORP
JP
N
2
2022-07-12
Floating
2.62000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
135000.00000000
PA
USD
119611.35000000
0.040307657808
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan
75008QAL0
151935.08000000
PA
USD
135981.90000000
0.045824346045
Long
LON
CORP
US
N
2
2023-11-03
Floating
4.76000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAJ5
120000.00000000
PA
USD
121501.62000000
0.040944657193
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-357.79000000
-0.00012057114
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
175000.00000000
EUR
193168.08000000
USD
2020-06-11
-357.79000000
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc. 2020 Term Loan
93369PAF1
102520.43000000
PA
USD
92268.39000000
0.031093392815
Long
LON
CORP
US
N
2
2026-02-05
Floating
4.07000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AD9
383000.00000000
PA
USD
357032.60000000
0.120315905366
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
5.38000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
257000.00000000
PA
USD
216361.88000000
0.072911480573
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
300000.00000000
PA
USD
301500.00000000
0.101602053896
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1295.03000000
-0.00043641030
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
118101.72000000
USD
105625.00000000
EUR
2020-06-11
-1295.03000000
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
205000.00000000
PA
USD
178862.50000000
0.060274618126
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
000000000
300000.00000000
PA
309755.04000000
0.104383908022
Long
DBT
CORP
US
N
2
2027-02-02
Fixed
1.00000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
442000.00000000
PA
USD
371280.00000000
0.125117116321
Long
DBT
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6928.98000000
-0.00233498706
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
725739.37000000
USD
650000.00000000
EUR
2020-06-11
-6928.98000000
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
325000.00000000
PA
321736.38000000
0.108421482657
Long
DBT
CORP
IT
N
2
2026-01-20
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVUL9
3400978.99000000
PA
USD
3591491.87000000
1.210291709935
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBP5
74000.00000000
PA
USD
83637.42000000
0.028184854575
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
70000.00000000
PA
USD
83085.31000000
0.027998799816
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. Term Loan B
000000000
88186.09000000
PA
USD
83335.86000000
0.028083232302
Long
LON
CORP
US
N
2
2025-11-27
Floating
3.36000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
114000.00000000
PA
USD
98650.92000000
0.033244232473
Long
DBT
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CN8
132000.00000000
PA
USD
141418.56000000
0.047656438325
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
2.95000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DW4
126000.00000000
PA
USD
152125.81000000
0.051264659193
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
360000.00000000
PA
USD
508321.45000000
0.171298518606
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RCZ9
204000.00000000
PA
USD
207050.17000000
0.069773540735
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AA1
400000.00000000
PA
USD
374748.00000000
0.126285792682
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
8.13000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
11911.90000000
0.004014174148
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
330096.03000000
USD
275000.00000000
GBP
2020-06-11
11911.90000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TDW4
56250.31000000
PA
USD
62342.50000000
0.021008709933
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 2nd Lien Term Loan
92531SBC6
72933.63000000
PA
USD
62722.92000000
0.021136907125
Long
LON
CORP
US
N
2
2026-07-02
Floating
8.24000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD 11/56 5.857
524ESCXA3
222000.00000000
PA
USD
22.20000000
0.000007481146
Long
DBT
CORP
US
N
3
2056-11-30
Fixed
5.86000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
549300U4TNYCTQL3R792
Mercedes-Benz Auto Lease Trust 2019-A
58772TAD2
31000.00000000
PA
USD
31207.70000000
0.010516638200
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
Deerfield Holdings Corp. Acquisition
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2018 Term Loan B
24440TAB0
137552.89000000
PA
USD
118295.49000000
0.039864228028
Long
LON
CORP
US
N
2
2025-02-13
Floating
4.25000000
N
N
N
N
N
N
PETRA DIAMONDS US TREAS
635400LZYOO6WHAO2H58
Petra Diamonds US Treasury PLC
000000000
260000.00000000
PA
USD
59800.00000000
0.020151916494
Long
DBT
CORP
GB
N
2
2022-05-01
Fixed
7.25000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
119000.00000000
PA
USD
135731.30000000
0.045739896710
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.20000000
N
N
N
N
N
N
CRCC CHENGAN LTD
300300GGOHRAO50ADY40
CRCC Chengan Ltd
000000000
200000.00000000
PA
USD
198717.06000000
0.066965377911
Long
DBT
CORP
HK
N
2
2024-06-27
Fixed
3.97000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
625000.00000000
PA
USD
553125.00000000
0.186396802857
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Rentpath, Inc.
5493007W7CFRS1V7XL88
Rentpath, Inc. 2nd Lien Term Loan
76016VAE3
1062905.63000000
PA
USD
447749.00000000
0.150886295290
Long
LON
CORP
US
N
3
2022-12-17
Floating
10.61000000
Y
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDX9
320000.00000000
PA
USD
304579.07000000
0.102639665293
Long
DBT
CORP
US
N
2
2022-03-16
Floating
1.74000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BU4
131000.00000000
PA
USD
148965.25000000
0.050199586597
Long
DBT
CORP
US
N
2
2033-02-22
Fixed
5.88000000
N
N
N
N
N
N
Project Boost Purchaser, LLC
N/A
Project Boost Purchaser, LLC 2019 Term Loan B
74339NAB2
166853.79000000
PA
USD
135151.57000000
0.045544534326
Long
LON
CORP
US
N
2
2026-06-01
Floating
4.49000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
650000.00000000
PA
USD
637006.50000000
0.214663909603
Long
DBT
NUSS
DO
N
2
2024-01-28
Fixed
6.60000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
152070.04000000
PA
USD
144973.39000000
0.048854375404
Long
LON
CORP
US
N
2
2027-04-15
Floating
3.11000000
N
N
N
N
N
N
API Heat Transfer ThermaSys Corporation
N/A
API Heat Transfer ThermaSys Corporation Exit Term Loan
00189AAB6
158973.84000000
PA
USD
103809.92000000
0.034982756507
Long
LON
CORP
US
N
3
2023-12-31
Floating
7.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416L4C7
11144.52000000
PA
USD
11197.62000000
0.003773469952
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
3.95000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
700000.00000000
PA
USD
273803.60000000
0.092268683662
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2E8
90000.00000000
PA
USD
90668.62000000
0.030554288610
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.55000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
300000.00000000
PA
USD
339378.00000000
0.114366506956
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BR0
80000.00000000
PA
USD
79267.67000000
0.026712298771
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
4.75000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
254000.00000000
PA
USD
260696.98000000
0.087851902529
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Hampton Rubber Company
N/A
Hampton Rubber Company 1st Lien Term Loan
40934EAB2
140508.22000000
PA
USD
109596.41000000
0.036932737498
Long
LON
CORP
US
N
2
2021-03-27
Floating
5.26000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHH5
86000.00000000
PA
USD
87021.83000000
0.029325362062
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
3.50000000
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDY3
131000.00000000
PA
USD
117017.14000000
0.039433438690
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
242508.00000000
0.081722424167
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
850000.00000000
PA
USD
779875.00000000
0.262808961136
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
350000.00000000
PA
USD
239890.00000000
0.080840188090
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.63000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBD4
500000.00000000
PA
USD
527963.70000000
0.177917732348
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.18000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M84R2
28169.96000000
PA
USD
32430.49000000
0.010928704453
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
6.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
205000.00000000
PA
USD
178350.00000000
0.060101911484
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC Term Loan B2
26779UAG2
138181.80000000
PA
USD
89818.17000000
0.030267696680
Long
LON
CORP
US
N
2
2022-01-28
Floating
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9Z78
21970.13000000
PA
USD
23276.39000000
0.007843877384
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
WATERFORD GAMING LLC/WAT
N/A
Waterford Gaming LLC / Waterford Gaming Financial Corp
941388AH3
459550.58000000
PA
USD
3033.03000000
0.001022096442
Long
DBT
CORP
US
N
3
2049-09-15
None
0.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAD1
200000.00000000
PA
USD
201117.94000000
0.067774447029
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.97000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
265000.00000000
PA
USD
214650.00000000
0.072334596580
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
209444.57000000
0.070580426167
Long
DBT
CORP
NL
N
2
2027-03-30
Fixed
1.88000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
360000.00000000
PA
USD
358704.00000000
0.120879148062
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312931T32
1063189.83000000
PA
USD
1168986.98000000
0.393935250900
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
700000.00000000
PA
USD
283500.00000000
0.095536259634
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBE8
189000.00000000
PA
USD
147460.15000000
0.049692385100
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
86000.00000000
PA
USD
87123.75000000
0.029359707937
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BM2
200000.00000000
PA
USD
184946.16000000
0.062324742011
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75000000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2018 Term Loan B
000000000
178821.54000000
PA
USD
59726.39000000
0.020127110765
Long
LON
CORP
NL
N
2
2024-06-30
Floating
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DET5
2531420.18000000
PA
USD
2669686.83000000
0.899653947559
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 2nd Lien Term Loan
04649VAU4
7100.59000000
PA
USD
6532.54000000
0.002201391313
Long
LON
CORP
US
N
2
2025-08-04
Floating
7.49000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HG8
100000.00000000
PA
USD
96559.20000000
0.032539346741
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.71000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
115000.00000000
PA
USD
115626.74000000
0.038964889782
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
000000000
265000.00000000
PA
281167.99000000
0.094750398918
Long
DBT
CORP
US
N
2
2027-12-05
Fixed
0.63000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAB7
135000.00000000
PA
USD
136290.17000000
0.045928229512
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0R92
316523.46000000
PA
USD
328500.64000000
0.110700960963
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
2.50000000
N
N
N
N
N
N
Alphabet Holding Company, Inc.
5493000J3OND4HN47659
Alphabet Holding Company, Inc. 2017 1st Lien Term Loan
18913EAB3
145256.13000000
PA
USD
115478.62000000
0.038914975035
Long
LON
CORP
US
N
2
2024-09-26
Floating
4.49000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
300000.00000000
PA
353061.35000000
0.118977639507
Long
DBT
CORP
FR
N
2
2023-07-18
Fixed
4.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBR9
119000.00000000
PA
USD
122404.48000000
0.041248910693
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Eta Australia Holdings III Pty Ltd
N/A
Eta Australia Holdings III Pty Ltd Term Loan
000000000
103322.51000000
PA
USD
90923.81000000
0.030640284723
Long
LON
CORP
AU
N
2
2026-05-06
Floating
4.99000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2017 Term Loan B
83578BAJ2
128782.64000000
PA
USD
121484.91000000
0.040939026114
Long
LON
CORP
US
N
2
2022-09-30
Floating
4.70000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAQ1
600000.00000000
PA
USD
598200.00000000
0.201586562656
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.13000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AG0
132000.00000000
PA
USD
77546.23000000
0.026132193167
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
1289190.37000000
PA
USD
1360122.41000000
0.458345706159
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
200000.00000000
PA
USD
308000.00000000
0.103792479602
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.63000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 1st Lien Term Loan
64072UAE2
205727.72000000
PA
USD
197498.61000000
0.066554774188
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.86000000
N
N
N
N
N
N
CityCenter Holdings, LLC
54930012KUDSU3GT0X08
CityCenter Holdings, LLC 2017 Term Loan B
17875LAL3
139210.65000000
PA
USD
121113.27000000
0.040813787682
Long
LON
CORP
US
N
2
2024-04-18
Floating
3.24000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740AZ2
162000.00000000
PA
USD
156482.25000000
0.052732729679
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAF4
300000.00000000
PA
USD
325026.24000000
0.109530127875
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.93000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
000000000
760000.00000000
PA
USD
661207.60000000
0.222819403688
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407WSM6
42314.22000000
PA
USD
42909.69000000
0.014460075078
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
3.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPAV1
463356.73000000
PA
USD
497038.21000000
0.167496195692
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
443000.00000000
PA
USD
380980.00000000
0.128385905451
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AZ68
2519558.76000000
PA
USD
2658010.28000000
0.895719083670
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
69000.00000000
PA
USD
77179.58000000
0.026008636308
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
249000.00000000
PA
USD
265342.35000000
0.089417339123
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NCT5
46947.75000000
PA
USD
47765.56000000
0.016096447766
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Floating
3.79000000
N
N
N
N
N
N
FS ENERGY & POWER FUND
54930004XHN0QROEGZ58
FS Energy & Power Fund
30264DAA7
347000.00000000
PA
USD
309263.75000000
0.104218348908
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAK2
102000.00000000
PA
USD
101509.11000000
0.034207409834
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAG6
266000.00000000
PA
USD
281029.00000000
0.094703560877
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.88000000
N
N
N
N
N
N
ALBEMARLE WOD PTY LTD
25490061SXKXCH8MR021
Albemarle Wodgina Pty Ltd
01273PAA0
68000.00000000
PA
USD
66659.53000000
0.022463499700
Long
DBT
CORP
AU
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
000000000
100000.00000000
PA
149871.82000000
0.050505090325
Long
DBT
CORP
ES
N
2
2029-10-08
Fixed
5.45000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
60988.48000000
0.020552420670
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7865000.00000000
EUR
8749349.25000000
USD
2020-05-14
60988.48000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
187000.00000000
PA
USD
195232.60000000
0.065791154718
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
90000.00000000
PA
USD
83480.02000000
0.028131812574
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Bass Pro Group, LLC
N/A
Bass Pro Group, LLC Term Loan B
07014QAK7
133726.67000000
PA
USD
112330.40000000
0.037854060879
Long
LON
CORP
US
N
2
2024-09-25
Floating
5.99000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
63000.00000000
PA
USD
63315.00000000
0.021336431318
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
Advisor Group, Inc.
N/A
Advisor Group, Inc. 2019 Term Loan B
00775KAB4
142350.00000000
PA
USD
106050.75000000
0.035737890604
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.99000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC Term Loan
88023HAC4
136248.75000000
PA
USD
120580.14000000
0.040634128965
Long
LON
CORP
US
N
2
2024-05-01
Floating
3.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
624849.50000000
PA
USD
665321.61000000
0.224205778036
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
102994.49000000
PA
USD
96042.36000000
0.032365177569
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.74000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
200000.00000000
PA
220611.20000000
0.074343452844
Long
DBT
CORP
SE
N
2
2026-05-28
Fixed
2.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BM7
93000.00000000
PA
USD
87071.11000000
0.029341968859
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
440000.00000000
PA
USD
433400.00000000
0.146050846298
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
90000.00000000
PA
USD
117905.03000000
0.039732647471
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8870.86000000
-0.00298937842
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
465770.00000000
EUR
505659.06000000
USD
2020-05-14
-8870.86000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
200000.00000000
PA
USD
212468.24000000
0.071599368397
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Moneygram International, Inc
5299002DLX0Q04KC4156
Moneygram International, Inc 2019 Term Loan B
60935QAJ5
110056.12000000
PA
USD
86394.05000000
0.029113807377
Long
LON
CORP
US
N
2
2023-06-30
Floating
6.99000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
308000.00000000
PA
USD
283360.00000000
0.095489081234
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
320000.00000000
PA
USD
300000.00000000
0.101096571041
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMME8
11850.97000000
PA
USD
12094.78000000
0.004075802618
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Floating
4.07000000
N
N
N
N
N
N
LONESTAR RESOURCES AMERI
549300SMXPFO4S25OB75
Lonestar Resources America Inc
54238XAC2
528000.00000000
PA
USD
96360.00000000
0.032472218618
Long
DBT
CORP
US
N
2
2023-01-01
Fixed
11.25000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
14162VAB2
797000.00000000
PA
USD
753694.93000000
0.253986576781
Long
DBT
US
N
2
2026-08-15
Fixed
5.13000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
274000.00000000
PA
USD
270585.31000000
0.091184156717
Long
DBT
CORP
JP
N
2
2025-09-13
Fixed
2.56000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
146070.94000000
PA
USD
138158.72000000
0.046557909504
Long
LON
CORP
NL
N
2
2025-07-10
Floating
4.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
342000.00000000
PA
USD
353512.78000000
0.119129766257
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
LUBRIZOL CORP
549300TW3R1QXAWGC017
Lubrizol Corp/The
549271AF1
107000.00000000
PA
USD
163414.83000000
0.055068929901
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
RACKSPACE HOSTIN
549300QTYCKLMFSE8I97
Rackspace Hosting Inc
45332JAA0
405000.00000000
PA
USD
363487.50000000
0.122491132888
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H36P6
1258470.01000000
PA
USD
1338598.10000000
0.451092259709
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AP1
101000.00000000
PA
USD
104688.01000000
0.035278662800
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
211000.00000000
PA
USD
217229.56000000
0.073203878816
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
JB HUNT TRANSPRT SVCS
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658CF2
81000.00000000
PA
USD
83223.32000000
0.028045307608
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9C27
785359.39000000
PA
USD
844153.37000000
0.284470037133
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
22000.00000000
PA
USD
8023.40000000
0.002703794093
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B1N26
326461.88000000
PA
USD
350715.65000000
0.118187165418
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
200000.00000000
PA
USD
190016.00000000
0.064033220143
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
85000.00000000
PA
USD
85484.80000000
0.028807400520
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
120000.00000000
PA
146561.97000000
0.049389708706
Long
DBT
CORP
GB
N
2
2028-07-22
Fixed
3.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
184000.00000000
PA
USD
167900.00000000
0.056580380926
Long
LON
CORP
LU
N
2
2023-11-27
Floating
5.68000000
N
N
N
N
N
N
Wyndham Destinations Inc
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAN8
596000.00000000
PA
USD
497660.00000000
0.167705731815
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
90000.00000000
PA
USD
108468.19000000
0.036552540253
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV3M5
1592336.16000000
PA
USD
1668043.18000000
0.562111486157
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
000000000
400000.00000000
PA
USD
410000.00000000
0.138165313756
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.63000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
4892104.48000000
NS
USD
4892104.48000000
1.648583293683
Long
STIV
RF
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
000000000
325000.00000000
PA
314001.41000000
0.105814886177
Long
DBT
CORP
GB
N
2
2026-03-11
Fixed
1.63000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
283000.00000000
PA
USD
261775.00000000
0.088215182948
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
000000000
140000.00000000
PA
156879.50000000
0.052866598389
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
2.10000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5860.25000000
-0.00197483726
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
390000.00000000
EUR
424967.56000000
USD
2020-05-14
-5860.25000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M4TY9
33310.96000000
PA
USD
37585.70000000
0.012665951300
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
298000.00000000
PA
USD
269566.25000000
0.090840745145
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
865000.00000000
PA
USD
877914.45000000
0.295847135209
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
125000.00000000
PA
USD
115092.41000000
0.038784826679
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412ECJ3
36098.23000000
PA
USD
36694.43000000
0.012365603497
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
4.49000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432ND3
127000.00000000
PA
USD
127903.22000000
0.043101923223
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.85000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CA5
81000.00000000
PA
USD
88647.87000000
0.029873318957
Long
DBT
CORP
US
N
2
2025-11-06
Fixed
4.20000000
N
N
N
N
N
N
FAIRSTONE FINANCIAL INC
549300CWWT866A22GS52
Fairstone Financial Inc
30575FAA6
405000.00000000
PA
USD
380700.00000000
0.128291548651
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
7.88000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans Inc
74840LAA0
650000.00000000
PA
USD
646750.00000000
0.217947357737
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
138241.20000000
PA
USD
126721.15000000
0.042703579144
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.99000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292LGC3
252161.92000000
PA
USD
270550.66000000
0.091172480063
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
SUNCOKE ENRGY PART LP/FI
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
86723CAF5
437000.00000000
PA
USD
314640.00000000
0.106030083708
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
EG America LLC
549300BY1CRYVPEG9R57
EG America LLC 2018 USD Term Loan
000000000
136519.88000000
PA
USD
97611.71000000
0.032894030581
Long
LON
CORP
US
N
2
2025-02-07
Floating
5.07000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAC8
78000.00000000
PA
USD
66812.20000000
0.022514947745
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AT3
133000.00000000
PA
USD
131302.72000000
0.044247515868
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
400000.00000000
PA
USD
335000.00000000
0.112891170996
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MFHZ4
638698.42000000
PA
USD
667362.84000000
0.224893649215
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
2.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
200000.00000000
PA
USD
166000.00000000
0.055940102643
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AA1
434000.00000000
PA
USD
414470.00000000
0.139671652665
Long
DBT
CORP
CA
N
2
2026-10-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407DZG3
7986.41000000
PA
USD
8862.80000000
0.002986662299
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Stillwater Mining Co
6354007DPCY4ZN2MRR73
Stillwater Mining Co
000000000
200000.00000000
PA
USD
180000.00000000
0.060657942624
Long
DBT
CORP
US
N
2
2025-06-27
Fixed
7.13000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
110000.00000000
PA
USD
102180.78000000
0.034433754947
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFX27
138373.20000000
PA
USD
145284.46000000
0.048959202438
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AA2
56000.00000000
PA
USD
57152.67000000
0.019259796542
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
232040.57000000
0.078195019898
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
405000.00000000
PA
USD
279450.00000000
0.094171455925
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAE1
342000.00000000
PA
USD
297540.00000000
0.100267579159
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
1320000.00000000
PA
USD
1366068.00000000
0.460349302032
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
257469AJ5
200000.00000000
PA
USD
212880.54000000
0.071738308784
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2018-B
58769LAD4
321000.00000000
PA
USD
324365.94000000
0.109307614322
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.31000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
128744.44000000
PA
USD
108789.05000000
0.036660666406
Long
LON
CORP
US
N
2
2024-09-27
Floating
3.74000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
250000.00000000
PA
USD
256002.93000000
0.086270061331
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
000000000
275000.00000000
PA
300054.48000000
0.101114930178
Long
DBT
CORP
US
N
2
2022-03-16
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
327000.00000000
PA
USD
349861.47000000
0.117899316521
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
205061.39000000
PA
USD
164781.39000000
0.055529445001
Long
LON
CORP
US
N
2
2024-12-23
Floating
3.74000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
102000.00000000
PA
USD
114098.62000000
0.038449930808
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BP8
410000.00000000
PA
USD
398234.27000000
0.134200397227
Long
DBT
CORP
US
N
2
2024-02-01
Floating
3.41000000
N
N
N
N
N
N
HOLCIM FINANCE LUX SA
529900XU3Z9D2HLBR716
Holcim Finance Luxembourg SA
000000000
225000.00000000
PA
221371.76000000
0.074599752871
Long
DBT
CORP
LU
N
2
2026-11-29
Fixed
0.50000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AA4
400000.00000000
PA
USD
366000.00000000
0.123337816670
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
5.38000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
222000.00000000
PA
USD
240181.83000000
0.080938531464
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
94000.00000000
PA
USD
87727.69000000
0.029563228814
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
189000.00000000
PA
USD
175276.34000000
0.059066123195
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCG3
117330.35000000
PA
USD
125205.14000000
0.042192701102
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD2K6
1194311.03000000
PA
USD
1298491.74000000
0.437576874799
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
250000.00000000
PA
252139.35000000
0.084968079032
Long
DBT
CORP
GB
N
2
2028-02-07
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389KKJ9
4144.92000000
PA
USD
4589.02000000
0.001546447288
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
6.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AS4
35000.00000000
PA
USD
30927.24000000
0.010422126385
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
419000.00000000
PA
USD
401192.50000000
0.135197286925
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
144000.00000000
PA
USD
142348.44000000
0.047969797257
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AE4
152000.00000000
PA
USD
163363.76000000
0.055051719894
Long
DBT
CORP
US
N
2
2025-09-24
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-16.24000000
-0.00000547269
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
376009.37000000
USD
340000.00000000
EUR
2020-06-11
-16.24000000
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BR0
203000.00000000
PA
USD
231579.87000000
0.078039769264
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUT4
204000.00000000
PA
USD
208372.17000000
0.070219039624
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AQ4
78000.00000000
PA
USD
76016.88000000
0.025616819697
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
DEERFIELD DAKOTA HOLDING LLC 2020 USD TERM LOAN B
000000000
69067.86000000
PA
USD
58017.00000000
0.019551065873
Long
LON
CORP
US
N
2
2027-03-05
Floating
0.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
92000.00000000
PA
USD
96486.71000000
0.032514918440
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1863.03000000
-0.00062781981
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
138666.20000000
USD
110000.00000000
GBP
2020-06-11
-1863.03000000
N
N
N
GARDA WORLD SECURITY COR
N/A
Garda World Security Corp
36257BAA7
449000.00000000
PA
USD
401361.10000000
0.135254103198
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AH1
643000.00000000
PA
USD
596382.50000000
0.200974085930
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.63000000
N
N
N
N
N
N
CNH INDUSTRIAL FIN EUR S
5493007GVB1I2FDSS786
CNH Industrial Finance Europe SA
000000000
250000.00000000
PA
245898.04000000
0.082864828899
Long
DBT
CORP
LU
N
2
2027-03-25
Fixed
1.75000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
248000.00000000
PA
USD
209064.00000000
0.070452178427
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
SPIC LUX LATAM RE ENER
5493007JWNYIPF475E41
SPIC Luxembourg Latin America Renewable Energy Investment Co Sarl
000000000
200000.00000000
PA
USD
211527.60000000
0.071282383468
Long
DBT
CORP
LU
N
2
2023-10-30
Fixed
4.65000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
268000.00000000
PA
USD
262640.00000000
0.088506678061
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740AW9
315000.00000000
PA
USD
306358.36000000
0.103239265686
Long
DBT
CORP
US
N
2
2022-01-13
Floating
2.74000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BA3
920000.00000000
PA
USD
1007400.00000000
0.339482285557
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAG5
239000.00000000
PA
USD
238708.46000000
0.080442022615
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
64000.00000000
PA
USD
73983.89000000
0.024931725304
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BN8
450000.00000000
PA
USD
442260.00000000
0.149036565029
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
100000.00000000
PA
125925.31000000
0.042435390161
Long
DBT
CORP
FR
N
2
2026-01-23
Fixed
3.38000000
N
N
N
N
N
N
Conn's Inc
529900K9HOACKOJJT953
Conn's Inc
208242AB3
134000.00000000
PA
USD
76380.00000000
0.025739186987
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
7.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
58000.00000000
PA
USD
65118.83000000
0.021944301410
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CG0
200000.00000000
PA
USD
221275.31000000
0.074567250323
Long
DBT
NUSS
PH
N
2
2029-01-14
Fixed
3.75000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GX6
245000.00000000
PA
USD
247462.28000000
0.083391959900
Long
DBT
CORP
DE
N
2
2021-03-15
Fixed
1.63000000
N
N
N
N
N
N
Varsity Brands, Inc.
549300YOKDS0ZSYJRX81
Varsity Brands, Inc. 2017 Term Loan B
42703UAG0
144591.96000000
PA
USD
112058.77000000
0.037762524673
Long
LON
CORP
US
N
2
2024-12-15
Floating
4.50000000
N
N
N
N
N
N
WPP Finance 2016
54930075XV07BV32MP65
WPP Finance 2016
000000000
300000.00000000
PA
326286.61000000
0.109954858159
Long
DBT
CORP
GB
N
2
2025-03-20
Fixed
1.38000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2018-C Owner Trust
89231AAE1
125000.00000000
PA
USD
128717.76000000
0.043376413893
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GSEB1
248471.20000000
PA
USD
266614.13000000
0.089845914447
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBS3
248000.00000000
PA
USD
259924.70000000
0.087591652996
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1547550.00000000
PA
USD
1388539.24000000
0.467921853068
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5W3
320000.00000000
PA
USD
315441.18000000
0.106300072211
Long
DBT
CORP
US
N
2
2022-05-27
Floating
2.26000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
62000.00000000
PA
USD
64848.33000000
0.021853146002
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CK9
100000.00000000
PA
USD
103041.53000000
0.034723817859
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BT4
75000.00000000
PA
USD
95530.13000000
0.032192561913
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.63000000
N
N
N
N
N
N
Nielsen Finance LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC USD Term Loan B4
65409YBE4
140913.27000000
PA
USD
129875.11000000
0.043766427615
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.01000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
138589.44000000
PA
USD
106713.87000000
0.035961354465
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.95000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
143000.00000000
PA
USD
135682.32000000
0.045723391009
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
43000.00000000
PA
USD
41305.09000000
0.013919343218
Long
DBT
US
N
2
2029-11-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B1F58
337313.47000000
PA
USD
353792.04000000
0.119223873686
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BE9
74000.00000000
PA
USD
69674.08000000
0.023479368594
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CQ2
106000.00000000
PA
USD
115263.30000000
0.038842414656
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
249000.00000000
PA
USD
251325.67000000
0.084693878172
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.46000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
229000.00000000
PA
USD
222130.00000000
0.074855271084
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
PI US MergerCo, Inc.
549300N8UN7DUDH51357
PI US MergerCo, Inc. USD 2017 1st Lien Term Loan
000000000
136241.50000000
PA
USD
113761.65000000
0.038336375770
Long
LON
CORP
GB
N
2
2025-01-03
Floating
4.70000000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust 2019-2
14043TAF3
100000.00000000
PA
USD
100922.92000000
0.034009870505
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.92000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
602000.00000000
PA
USD
532770.00000000
0.179537400512
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZC1
631265.02000000
PA
USD
663361.83000000
0.223545354576
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.50000000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445AC7
193000.00000000
PA
USD
191266.84000000
0.064454738926
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
5.90000000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
000000000
155000.00000000
PA
151808.20000000
0.051157628253
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.63000000
N
N
N
N
N
N
ABB Finance USA Inc
5493002Y01YAFV45F528
ABB Finance USA Inc
00037BAE2
153000.00000000
PA
USD
159061.47000000
0.053601897339
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
3.38000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
306000.00000000
PA
USD
296820.00000000
0.100024947388
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BB0
320000.00000000
PA
USD
450803.20000000
0.151915525781
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.38000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAG6
253000.00000000
PA
USD
250742.87000000
0.084497481233
Long
DBT
CORP
CA
N
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BL4
125000.00000000
PA
USD
96583.05000000
0.032547383919
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.92000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
400000.00000000
PA
USD
375000.00000000
0.126370713801
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BM9
131000.00000000
PA
USD
138422.97000000
0.046646958734
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
206543.81000000
0.069602903202
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AN3
455000.00000000
PA
USD
424694.73000000
0.143117269808
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
PODS, LLC
N/A
PODS, LLC 2018 1st Lien Term Loan
00190NAJ8
150024.22000000
PA
USD
129395.89000000
0.043604935952
Long
LON
CORP
US
N
2
2024-12-06
Floating
3.75000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1020000.00000000
PA
USD
288150.00000000
0.097103256485
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
59000.00000000
PA
USD
63552.05000000
0.021416314458
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZ32
3825789.57000000
PA
USD
4082628.33000000
1.375799083333
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
270000.00000000
PA
USD
247320.00000000
0.083344013166
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
000000000
470000.00000000
PA
USD
601604.70000000
0.202733907641
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBC1
300000.00000000
PA
USD
306000.00000000
0.103118502462
Long
DBT
NUSS
MX
N
2
2023-10-02
Fixed
4.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAG6
127000.00000000
PA
USD
113494.06000000
0.038246200998
Long
DBT
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
96000.00000000
PA
USD
120882.38000000
0.040735980391
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DP6
320000.00000000
PA
USD
308618.01000000
0.104000741908
Long
DBT
CORP
US
N
2
2021-11-05
Floating
2.41000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FCC44
207247.20000000
PA
USD
218045.77000000
0.073478932257
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
3.00000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
000000000
300000.00000000
PA
USD
309000.00000000
0.104129468172
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
513000.00000000
PA
USD
506736.27000000
0.170764331064
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
228000.00000000
PA
USD
222723.33000000
0.075055216513
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
STS Operating, Inc.
549300HW5C2VGPZCHL57
CD&R Hydra Buyer Inc. 2017 Term Loan
12508KAD9
137064.86000000
PA
USD
109651.89000000
0.036951433624
Long
LON
CORP
US
N
2
2024-12-11
Floating
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJA66
138557.68000000
PA
USD
145181.23000000
0.048924415108
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
3.00000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
400000.00000000
PA
USD
304000.00000000
0.102444525322
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
423000.00000000
PA
USD
400454.10000000
0.134948454565
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
139803.02000000
PA
USD
132812.87000000
0.044756419157
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.99000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
81447.93000000
0.027447021471
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7320000.00000000
EUR
8176358.75000000
USD
2020-06-11
81447.93000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
059578AE4
370000.00000000
PA
USD
359643.70000000
0.121195816222
Long
DBT
CORP
BR
N
2
2024-03-20
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
359000.00000000
PA
USD
365180.26000000
0.123061573660
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.21000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
200000.00000000
PA
205138.41000000
0.069129299466
Long
DBT
CORP
IT
N
2
2029-02-20
Fixed
4.88000000
N
N
N
N
N
N
CTR PARTNERSHIP/CARETRST
N/A
CTR Partnership LP / CareTrust Capital Corp
126458AD0
426000.00000000
PA
USD
419610.00000000
0.141403773915
Long
DBT
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
120000.00000000
PA
134996.51000000
0.045492280878
Long
DBT
CORP
GB
N
2
2037-11-20
Fixed
2.88000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
65000.00000000
PA
USD
44525.00000000
0.015004416085
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
Sprint Communications, Inc.
549300JKU50UT08ZWD77
Sprint Communications, Inc. 2018 Term Loan B
85208EAD2
136128.66000000
PA
USD
133973.33000000
0.045147480913
Long
LON
CORP
US
N
2
2024-02-02
Floating
4.00000000
N
N
N
N
N
N
Zayo Group LLC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
175845.48000000
PA
USD
162657.07000000
0.054813573442
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.99000000
N
N
N
N
N
N
Belo Corp
N/A
Belo Corp
080555AE5
416000.00000000
PA
USD
445120.00000000
0.150000352340
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.75000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
225000.00000000
PA
215393.28000000
0.072585073444
Long
DBT
CORP
DE
N
2
2049-12-09
Fixed
1.75000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AA1
522000.00000000
PA
USD
501120.00000000
0.168871712267
Long
DBT
US
N
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBD3
112000.00000000
PA
USD
112500.77000000
0.037911473621
Long
DBT
CORP
US
N
2
2021-02-28
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QRMV9
2330938.90000000
PA
USD
2483688.66000000
0.836974690202
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
200000.00000000
PA
USD
206728.20000000
0.069665040525
Long
DBT
CORP
HK
N
2
2027-07-19
Fixed
4.13000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
200000.00000000
PA
USD
49500.00000000
0.016680934221
Long
DBT
CORP
GB
N
2
2022-04-15
Fixed
6.25000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
149000.00000000
PA
USD
135590.00000000
0.045692280225
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
265000.00000000
PA
USD
234896.00000000
0.079157267171
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
86000.00000000
PA
USD
38142.84000000
0.012853701112
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
132340.00000000
0.044597067372
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2G8
200000.00000000
PA
USD
208369.87000000
0.070218264551
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
4.71000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
400000.00000000
PA
441597.40000000
0.148813276402
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJA3
1718563.44000000
PA
USD
1813078.35000000
0.610986680715
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BC9
81000.00000000
PA
USD
83433.39000000
0.028116098797
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
281000.00000000
PA
USD
371977.82000000
0.125352273685
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP SR UNSECURED 04/50 4.7
30161NAY7
89000.00000000
PA
USD
91674.38000000
0.030893218234
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Hexion Inc
54930030FZF8HYAEHM46
Hexion Inc USD Exit Term Loan
42829HAF0
139941.69000000
PA
USD
117551.02000000
0.039613350148
Long
LON
CORP
US
N
2
2026-07-01
Floating
5.41000000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAA0
54000.00000000
PA
USD
52245.00000000
0.017605967846
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
5.13000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
1839000.00000000
PA
USD
2018449.62000000
0.680194451340
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
89000.00000000
PA
USD
91677.83000000
0.030894380845
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AY6
147000.00000000
PA
USD
146680.03000000
0.049429493577
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
2.38000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
280172.80000000
0.094415031263
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
461000.00000000
PA
USD
475868.35000000
0.160362194840
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.88000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
385000.00000000
PA
USD
243512.50000000
0.082060929185
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
Hi-Crush Inc
5299000EXEV7QXGBUN67
Hi-Crush Inc
428337AA7
683000.00000000
PA
USD
102450.00000000
0.034524479010
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
9.50000000
N
N
N
N
N
N
Shape Technologies Group, Inc.
549300HHIRJ2GWDAN995
Shape Technologies Group, Inc. Term Loan
81946HAB5
120233.36000000
PA
USD
84163.35000000
0.028362086974
Long
LON
CORP
US
N
2
2025-04-21
Floating
4.81000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
37959DAB0
200000.00000000
PA
USD
170900.00000000
0.057591346636
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.88000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
73000.00000000
PA
USD
76109.77000000
0.025648122565
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFY7
22393.56000000
PA
USD
22853.98000000
0.007701530042
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Floating
3.79000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
200000.00000000
PA
197383.70000000
0.066516050831
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
2.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
200000.00000000
PA
USD
175000.00000000
0.058972999774
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ4H6
2176490.27000000
PA
USD
2318025.63000000
0.781148142598
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
000000000
450000.00000000
PA
467166.68000000
0.157429831509
Long
DBT
CORP
GB
N
2
2026-03-02
Fixed
1.75000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
188997.53000000
PA
USD
162065.38000000
0.054614180675
Long
LON
CORP
US
N
2
2025-05-04
Floating
4.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
350000.00000000
PA
366913.24000000
0.123645568112
Long
DBT
CORP
GB
N
2
2024-01-15
Fixed
0.63000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
270000.00000000
PA
USD
278729.10000000
0.093928520865
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
000000000
250000.00000000
PA
243276.45000000
0.081981383033
Long
DBT
CORP
US
N
2
2059-05-23
Fixed
3.63000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BN6
250000.00000000
PA
USD
284035.92000000
0.095716858548
Long
DBT
NUSS
PH
N
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
E.W. Scripps Company (The)
549300U1OW41QPKYW028
E.W. Scripps Company (The) 2019 Term Loan B2
26928BAL3
103098.35000000
PA
USD
95365.97000000
0.032137241870
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.49000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
000000000
200000.00000000
PA
211650.37000000
0.071323755555
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
1.25000000
N
N
N
N
N
N
CREDIT SUISSE
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
000000000
330000.00000000
PA
357162.46000000
0.120359666702
Long
DBT
CORP
CH
N
2
2025-09-18
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3254.06000000
-0.00109658102
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
160000.00000000
EUR
173495.81000000
USD
2020-05-14
-3254.06000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
945000.00000000
PA
USD
975317.26000000
0.328670768878
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AP3B2
51698.41000000
PA
USD
54430.27000000
0.018342378859
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AN1
80000.00000000
PA
USD
72800.00000000
0.024532767906
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
5.13000000
N
N
N
N
N
N
KIRBY CORPORATION
I7NO6FZO5GUCG585T325
Kirby Corp
497266AC0
142000.00000000
PA
USD
139865.64000000
0.047133122035
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.20000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
582324.00000000
0.196236532117
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-5451.60000000
-0.00183712688
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
172780.54000000
USD
134545.00000000
GBP
2020-06-11
-5451.60000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
286610.76000000
0.096584550198
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
84000.00000000
PA
USD
82675.64000000
0.027860745708
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415MLP8
18827.49000000
PA
USD
18996.39000000
0.006401566303
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
4.65000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
194000.00000000
PA
USD
211297.78000000
0.071204936755
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCN7
100000.00000000
PA
USD
88446.29000000
0.029805388801
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
2.67000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
425000.00000000
PA
USD
414375.00000000
0.139639638751
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
93000.00000000
PA
USD
96773.33000000
0.032611506104
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
136000.29000000
PA
USD
100073.50000000
0.033723625673
Long
LON
CORP
US
N
2
2026-04-22
Floating
4.08000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BV0
320000.00000000
PA
USD
312854.08000000
0.105428249081
Long
DBT
CORP
GB
N
2
2021-09-11
Floating
1.43000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
54000.00000000
PA
USD
60639.68000000
0.020434879056
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
250000.00000000
PA
255656.03000000
0.086153159997
Long
DBT
CORP
IT
N
2
2025-07-03
Fixed
1.63000000
N
N
N
N
N
N
USAA Capital Corp
N/A
USAA Capital Corp
90327QD30
302000.00000000
PA
USD
300382.51000000
0.101225472539
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.63000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
120000.00000000
PA
USD
124136.49000000
0.041832578267
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.88000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
305000.00000000
PA
USD
303694.60000000
0.102341609012
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
411000.00000000
PA
USD
408945.00000000
0.137809790815
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
223000.00000000
PA
USD
220358.40000000
0.074258262134
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AK5
60000.00000000
PA
USD
55934.72000000
0.018849361313
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.65000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
000000000
200000.00000000
PA
239857.04000000
0.080829080947
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
123000.00000000
PA
USD
113325.40000000
0.038189364506
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
216000.00000000
PA
USD
209520.00000000
0.070605845215
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. Term Loan B5
78488CAG5
209985.68000000
PA
USD
172538.30000000
0.058143435011
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.99000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUR8
124000.00000000
PA
USD
129633.30000000
0.043684940409
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
3.45000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BN2
395000.00000000
PA
USD
392590.50000000
0.132298511244
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Patriot Container Corp.
549300V4U8NYJ3YQD526
Patriot Container Corp. 2018 1st Lien Term Loan
40435YAB2
108802.29000000
PA
USD
94657.99000000
0.031898660702
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.49000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
118000.00000000
PA
USD
69042.98000000
0.023266695108
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BB1
232000.00000000
PA
USD
210647.87000000
0.070985924514
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
800000.00000000
PA
USD
588000.00000000
0.198149279241
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEE2
315000.00000000
PA
USD
313377.75000000
0.105604719885
Long
DBT
CORP
US
N
2
2022-01-20
Floating
3.00000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2018 Term Loan B1
68162RAD3
117564.87000000
PA
USD
86880.44000000
0.029277715248
Long
LON
CORP
US
N
2
2024-10-10
Floating
4.95000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
103000.00000000
PA
USD
80311.26000000
0.027063976673
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLLW2
995324.66000000
PA
USD
1060965.45000000
0.357533229961
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
400000.00000000
PA
USD
401200.00000000
0.135199814339
Long
DBT
NUSS
AE
N
2
2022-10-11
Fixed
2.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBG7
300000.00000000
PA
USD
307560.00000000
0.103644204631
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
142000.00000000
PA
USD
159303.00000000
0.053683290188
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BW7
10000.00000000
PA
USD
12665.01000000
0.004267963610
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
560000.00000000
PA
USD
93800.00000000
0.031609527878
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.38000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
425000.00000000
PA
USD
431375.00000000
0.145368444443
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 04/32 2.375
000000000
150000.00000000
PA
165850.15000000
0.055889604905
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.38000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
165008.00000000
0.055605809981
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
185533.04000000
PA
USD
166979.74000000
0.056270263824
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.86000000
N
N
N
N
N
N
ION Trading Technologies S.a.r.l.
N/A
ION Trading Technologies S.a.r.l. USD Incremental Term Loan B
000000000
142368.19000000
PA
USD
106776.14000000
0.035982338743
Long
LON
CORP
IE
N
2
2024-11-21
Floating
5.07000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAA0
450000.00000000
PA
USD
427424.03000000
0.144037012712
Long
DBT
NUSS
IN
N
2
2026-08-05
Fixed
3.38000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AL4
91000.00000000
PA
USD
54870.88000000
0.018490859393
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
Solera, LLC
549300F7JH48O4IYRX29
Solera, LLC USD Term Loan B
83421MAB4
123677.92000000
PA
USD
114556.67000000
0.038604288423
Long
LON
CORP
US
N
2
2023-03-03
Floating
4.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUH5
997035.26000000
PA
USD
1048526.11000000
0.353341314561
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
84000.00000000
PA
USD
91198.05000000
0.030732700468
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.90000000
N
N
N
N
N
N
Delphi Technologies PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
152000.00000000
PA
USD
121220.00000000
0.040849754472
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
101893.68000000
PA
USD
90558.01000000
0.030517014304
Long
LON
CORP
US
N
2
2026-10-31
Floating
4.24000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAE0
190000.00000000
PA
USD
261324.91000000
0.088063507762
Long
DBT
CORP
US
N
2
2037-12-10
Fixed
7.38000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUM9
77000.00000000
PA
USD
81182.49000000
0.027357571225
Long
DBT
CORP
US
N
2
2023-10-12
Fixed
3.65000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
370000.00000000
PA
USD
248712.52000000
0.083813276490
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.70000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJL7
45000.00000000
PA
USD
47866.82000000
0.016130571228
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.85000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
191384.36000000
PA
USD
124017.07000000
0.041792335092
Long
LON
CORP
US
N
2
2025-02-28
Floating
3.32000000
N
N
N
N
N
N
SESI LLC
XDZ56K6RXS5J1ESBZS35
SESI LLC
78412FAU8
250000.00000000
PA
USD
61877.50000000
0.020852010248
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
7.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BE1
67000.00000000
PA
USD
67496.21000000
0.022745451297
Long
DBT
CORP
US
N
2
2020-12-29
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
151000.00000000
PA
USD
127344.72000000
0.042913715107
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
93000.00000000
PA
USD
97166.68000000
0.032744060558
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
236000.00000000
PA
USD
245482.51000000
0.082724800038
Long
DBT
NUSS
XX
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
API HEAT TRANSFER INTERMEDIATE COMMON STOCK
N/A
API HEAT TRANSFER INTERMEDIATE COMMON STOCK
000000000
171230.28000000
NS
USD
133559.62000000
0.045008065372
Long
EC
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFU79
214481.80000000
PA
USD
229646.30000000
0.077388178274
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
AGEAS
5493005DJBML6LY3RV36
Ageas
000000000
200000.00000000
PA
213810.20000000
0.072051593579
Long
DBT
CORP
BE
N
2
2049-07-02
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDB1
200000.00000000
PA
USD
202020.74000000
0.068078680310
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.74000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
162000.00000000
PA
USD
165640.40000000
0.055818921553
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AW1
53000.00000000
PA
USD
60019.18000000
0.020225777649
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
OPTUS FINANCE PTY LTD
254900UAM2PKZZ3FLH23
Optus Finance Pty Ltd
000000000
300000.00000000
PA
324957.18000000
0.109506855444
Long
DBT
CORP
AU
N
2
2029-06-20
Fixed
1.00000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAW8
139000.00000000
PA
USD
137437.92000000
0.046315008143
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.60000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
000000000
100000.00000000
PA
123581.27000000
0.041645475473
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
2.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AB8
239000.00000000
PA
USD
251749.38000000
0.084836663599
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Fixed
3.93000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CP3
500000.00000000
PA
USD
418720.00000000
0.141103854088
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
1261462.28000000
PA
USD
1358092.50000000
0.457661649690
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
207000.00000000
PA
USD
205919.02000000
0.069392356114
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
200000.00000000
PA
USD
189470.86000000
0.063849514194
Long
DBT
CORP
AU
N
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2019 Term Loan B1
03765VAJ9
120332.43000000
PA
USD
107697.52000000
0.036292833272
Long
LON
CORP
US
N
2
2026-09-23
Floating
4.61000000
N
N
N
N
N
N
Pattern Energy Group Inc
549300YTEUCT3H1Y2T51
Pattern Energy Group Inc
70338PAC4
555000.00000000
PA
USD
550937.40000000
0.185659606661
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.88000000
N
N
N
N
N
N
Mohegan Tribal Gaming Authority
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority 2016 Term Loan B
608330AQ9
151069.55000000
PA
USD
112395.75000000
0.037876083082
Long
LON
CORP
US
N
2
2023-10-13
Floating
5.38000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CC1
102000.00000000
PA
USD
106371.09000000
0.035845841523
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AE5
145000.00000000
PA
USD
146988.21000000
0.049533346715
Long
DBT
CORP
GB
N
2
2021-05-14
Fixed
3.13000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
261000.00000000
PA
USD
255492.90000000
0.086098187051
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust 2017-2
82281FAA2
137162.14000000
PA
USD
138873.64000000
0.046798829373
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
250000.00000000
PA
USD
214925.00000000
0.072427268437
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
300000.00000000
PA
USD
324300.13000000
0.109285437104
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RF0
78000.00000000
PA
USD
93378.00000000
0.031467318702
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.61000000
N
N
N
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352AAA8
29000.00000000
PA
USD
30383.30000000
0.010238824823
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WF3E4
158668.21000000
PA
USD
168975.71000000
0.056942882901
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CLC8
33879.21000000
PA
USD
34166.08000000
0.011513578446
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
4.35000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBJ7
74000.00000000
PA
USD
66068.65000000
0.022264379894
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBY4
103000.00000000
PA
USD
90133.11000000
0.030373827861
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.75000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
269000.00000000
PA
USD
350439.73000000
0.118094183532
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415MFQ3
6307.64000000
PA
USD
6611.51000000
0.002228003301
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MMC83
93203.90000000
PA
USD
98522.08000000
0.033200814866
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
200000.00000000
PA
USD
198230.37000000
0.066801368944
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJW89
601195.41000000
PA
USD
635139.52000000
0.214034758683
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.00000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AQ2
200000.00000000
PA
USD
191500.00000000
0.064533311181
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
125000.00000000
PA
147646.52000000
0.049755189660
Long
DBT
CORP
GB
N
2
2026-02-27
Fixed
2.97000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
106000.00000000
PA
USD
134632.75000000
0.045369697916
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BD4
165000.00000000
PA
USD
176141.78000000
0.059357766583
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414KCJ7
2957.16000000
PA
USD
3104.37000000
0.001046137207
Long
ABS-MBS
USGSE
US
N
2
2023-01-01
Fixed
5.00000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
500000.00000000
PA
USD
435030.00000000
0.146600137667
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AM3
373000.00000000
PA
USD
354238.10000000
0.119374190807
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.63000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
525000.00000000
PA
USD
496125.00000000
0.167188454360
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
222000.00000000
PA
USD
231416.57000000
0.077984739030
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
Charter NEX US, Inc.
549300KRNU8RNVGYXG75
Charter NEX US, Inc. 2017 Term Loan B
16125TAC6
97574.39000000
PA
USD
82694.30000000
0.027867033915
Long
LON
CORP
US
N
2
2024-05-16
Floating
4.00000000
N
N
N
N
N
N
Level 3 Financing Inc.
N/A
Level 3 Financing Inc. 2019 Term Loan B
52729KAP1
91078.52000000
PA
USD
84703.02000000
0.028543949596
Long
LON
CORP
US
N
2
2027-03-01
Floating
2.74000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-3
36257PAD0
50000.00000000
PA
USD
50213.14000000
0.016921254250
Long
ABS-O
CORP
US
N
2
2024-04-16
Fixed
2.18000000
N
N
N
N
N
N
Immucor, Inc.
549300CSHW546WORC082
Immucor, Inc. Extended Term Loan B
45252HAH5
109000.00000000
PA
USD
94285.00000000
0.031772967335
Long
LON
CORP
US
N
2
2021-06-15
Floating
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
2977003.76000000
PA
USD
3143574.41000000
1.059348645550
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-2
14316LAC7
65000.00000000
PA
USD
65702.05000000
0.022140839884
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
2.68000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AK1
87000.00000000
PA
USD
91054.38000000
0.030684285321
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467P8
394000.00000000
PA
USD
397720.65000000
0.134027313158
Long
DBT
CORP
US
N
2
2020-07-24
Fixed
5.50000000
N
N
N
N
N
N
FIRST NIAGARA FIN GRP
W4U8KD36H4XNDYC19F59
First Niagara Financial Group Inc
33582VAC2
434000.00000000
PA
USD
464294.75000000
0.156462023925
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.25000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2016 Term Loan B
55328HAE1
111027.42000000
PA
USD
99369.54000000
0.033486399199
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.20000000
N
N
N
N
N
N
Kennedy-Wilson Inc
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AG0
700000.00000000
PA
USD
626290.00000000
0.211052571592
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
658000.00000000
PA
USD
460600.00000000
0.155216935405
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
445000.00000000
PA
USD
328054.00000000
0.110550448388
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297AQY3
21664.90000000
PA
USD
24028.84000000
0.008097444433
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
300000.00000000
PA
USD
340503.00000000
0.114745619097
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAR42
763831.39000000
PA
USD
818509.05000000
0.275828194404
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18683KAM3
560000.00000000
PA
USD
432600.00000000
0.145781255441
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
211000.00000000
PA
USD
197993.88000000
0.066721674517
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
NATL WESTMINSTER BANK
213800IBT39XQ9C4CP71
National Westminster Bank PLC
000000000
300000.00000000
PA
287856.75000000
0.097004434587
Long
DBT
CORP
GB
N
2
2020-07-05
Variable
1.77000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132JNZP5
207990.32000000
PA
USD
223210.66000000
0.075219441153
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
115007.41000000
PA
USD
104728.62000000
0.035292347906
Long
LON
CORP
US
N
2
2027-03-15
Floating
3.24000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
250000.00000000
PA
USD
270693.36000000
0.091220568332
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc.
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc. 2020 Term Loan
11284EAL7
101712.50000000
PA
USD
95609.75000000
0.032219392943
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.99000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBM6
435000.00000000
PA
USD
416386.35000000
0.140317440711
Long
DBT
CORP
US
N
2
2022-03-09
Floating
1.95000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
308000.00000000
PA
USD
313482.40000000
0.105639985739
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384JAB5
871.83000000
PA
USD
886.64000000
0.000298787545
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
42000.00000000
PA
USD
44100.00000000
0.014861195943
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
290000.00000000
PA
USD
250850.00000000
0.084533582819
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AQ7
320000.00000000
PA
USD
306225.11000000
0.103194361959
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
2.58000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
203000.00000000
PA
USD
192364.85000000
0.064824755746
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
400000.00000000
PA
USD
324680.00000000
0.109413448952
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
370000.00000000
PA
USD
298974.80000000
0.100751090359
Long
DBT
NUSS
EG
N
2
2032-01-15
Fixed
7.05000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
N15516AD4
200000.00000000
PA
USD
155800.00000000
0.052502819227
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CB6
101000.00000000
PA
USD
106525.48000000
0.035897869188
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDA3
345000.00000000
PA
USD
357607.89000000
0.120509771521
Long
DBT
CORP
GB
N
2
2025-03-17
Fixed
3.51000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
118000.00000000
PA
USD
20945.00000000
0.007058225601
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.13000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAB5
236000.00000000
PA
USD
222269.72000000
0.074902355127
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BD5
99000.00000000
PA
USD
94968.19000000
0.032003194556
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.88000000
N
N
N
N
N
N
Creative Artists Agency, LLC
5493008FV5TCFL3KHH96
Creative Artists Agency, LLC 2019 Term Loan B
22526WAM0
105950.49000000
PA
USD
92706.68000000
0.031241091535
Long
LON
CORP
US
N
2
2026-11-27
Floating
4.74000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
200000.00000000
PA
USD
139002.00000000
0.046842085226
Long
DBT
CORP
MX
N
2
2023-09-27
Fixed
7.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
82000.00000000
PA
USD
88879.76000000
0.029951463236
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
340000.00000000
PA
USD
265200.00000000
0.089369368800
Long
DBT
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
71000.00000000
PA
USD
70733.20000000
0.023836279929
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
135000.00000000
PA
USD
64664.18000000
0.021791089557
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568QAC1
200000.00000000
PA
USD
192723.00000000
0.064945448202
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.13000000
N
N
N
N
N
N
FCE BANK PLC
TU5V87TL5Q0UV1EW4H93
FCE Bank PLC
000000000
300000.00000000
PA
327561.13000000
0.110384356831
Long
DBT
CORP
GB
N
2
2020-05-13
Fixed
1.11000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
687000.00000000
PA
USD
702457.50000000
0.236720148508
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZD2
320000.00000000
PA
USD
310930.72000000
0.104780098744
Long
DBT
CORP
CA
N
2
2022-02-01
Floating
2.49000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
000000000
300000.00000000
PA
300380.17000000
0.101224683986
Long
DBT
CORP
US
N
2
2031-12-03
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKN8
1971855.20000000
PA
USD
2093751.44000000
0.705570303991
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
141909.41000000
PA
USD
113882.30000000
0.038377033441
Long
LON
CORP
US
N
2
2024-08-14
Floating
4.37000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BK2
124000.00000000
PA
USD
101751.83000000
0.034289203700
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
99000.00000000
PA
USD
94850.69000000
0.031963598399
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
81000.00000000
PA
USD
85634.01000000
0.028857682585
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AH4
85000.00000000
PA
USD
104752.43000000
0.035300371604
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
3673450.19000000
PA
USD
3922150.67000000
1.321719946151
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
425000.00000000
PA
USD
428026.00000000
0.144239869722
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
78642.36000000
0.026501576448
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2130000.00000000
GBP
2727649.25000000
USD
2020-06-11
78642.36000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9DP5
231513.33000000
PA
USD
248876.83000000
0.083868647082
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
1991138.82000000
PA
USD
2136491.77000000
0.719973306685
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
C.H.I. Overhead Doors, Inc.
N/A
C.H.I. Overhead Doors, Inc. 2015 1st Lien Term Loan
16706EAC6
137102.54000000
PA
USD
117222.67000000
0.039502699951
Long
LON
CORP
US
N
2
2022-07-29
Floating
4.17000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3C1
98000.00000000
PA
USD
97666.86000000
0.032912615501
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
1.95000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
325000.00000000
PA
USD
303517.50000000
0.102281928337
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
124000.00000000
PA
USD
93000.00000000
0.031339937022
Long
LON
CORP
US
N
2
2025-04-30
Floating
5.53000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887AR3
128000.00000000
PA
USD
153824.88000000
0.051837226362
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
7.00000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AN5
86000.00000000
PA
USD
50085.81000000
0.016878345496
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
548000.00000000
PA
USD
535906.35000000
0.180594314614
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
215000.00000000
PA
USD
180600.00000000
0.060860135767
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
300000.00000000
PA
USD
309750.00000000
0.104382209600
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LNG0
1155.23000000
PA
USD
1329.22000000
0.000447931947
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
280000.00000000
PA
USD
123681.12000000
0.041679123781
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC91
982786.84000000
PA
USD
1028034.31000000
0.346435812180
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.00000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
156000.00000000
PA
USD
132995.45000000
0.044817946530
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
000000000
100000.00000000
PA
144861.68000000
0.048816730411
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
5.50000000
N
N
N
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP Billiton Finance Ltd
000000000
100000.00000000
PA
116355.89000000
0.039210604998
Long
DBT
CORP
AU
N
2
2079-10-22
Fixed
5.63000000
N
N
N
N
N
N
Lucid Energy Group II Borrower, LLC
549300L1MUKRPJY1ND11
Lucid Energy Group II Borrower, LLC 2018 1st Lien Term Loan
54948FAB4
199998.60000000
PA
USD
108665.84000000
0.036619146044
Long
LON
CORP
US
N
2
2025-02-17
Floating
3.99000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297PLY5
6138.00000000
PA
USD
7103.68000000
0.002393858965
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.50000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JHZ6
100000.00000000
PA
USD
101622.52000000
0.034245627708
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
2.99000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
600000.00000000
PA
USD
546204.00000000
0.184064504963
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV3N3
1412150.47000000
PA
USD
1490684.08000000
0.502343496647
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307BV64
47622.73000000
PA
USD
49700.17000000
0.016748389223
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SM2
385000.00000000
PA
USD
384992.59000000
0.129738102418
Long
STIV
UST
US
N
2
2020-04-23
None
0.00000000
N
N
N
N
N
N
TI Group Automotive Systems, L.L.C.
549300VLRJU586QFQP25
TI Group Automotive Systems, L.L.C. 2015 USD Term Loan
87247EAQ2
165000.00000000
PA
USD
148500.00000000
0.050042802665
Long
LON
CORP
US
N
2
2022-06-30
Floating
3.49000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
500000.00000000
PA
USD
485000.00000000
0.163439456517
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
000000000
100000.00000000
PA
133737.26000000
0.045067928021
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-6
N/A
JP Morgan Mortgage Trust 2017-6
46649HAF9
583295.05000000
PA
USD
580737.83000000
0.195702010957
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.00000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
000000000
150000.00000000
PA
179892.78000000
0.060621810710
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
N
Medallion Midland Acquisition, LLC
N/A
Medallion Midland Acquisition, LLC 1st Lien Term Loan
58404BAB1
134727.15000000
PA
USD
74099.93000000
0.024970829458
Long
LON
CORP
US
N
2
2024-10-30
Floating
4.25000000
N
N
N
N
N
N
Kronos Incorporated
5493000E2HBSA8M27B95
Kronos Incorporated 2017 Term Loan B
50105JAM9
139955.57000000
PA
USD
127971.87000000
0.043125057489
Long
LON
CORP
US
N
2
2023-11-01
Floating
4.76000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAB1
209000.00000000
PA
USD
167045.34000000
0.056292370274
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AJ9
88000.00000000
PA
USD
76812.98000000
0.025885096298
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312938GS6
4831.00000000
PA
USD
5299.47000000
0.001785860817
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGK5
100000.00000000
PA
USD
100730.01000000
0.033944862039
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.49000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
211000.00000000
PA
USD
204511.75000000
0.068918122209
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
425000.00000000
PA
USD
426058.25000000
0.143576760463
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCS7
265000.00000000
PA
USD
263802.20000000
0.088898326177
Long
DBT
NUSS
XX
N
2
2023-03-20
Fixed
0.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
56000.00000000
PA
USD
21739.43000000
0.007325939431
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
103000.00000000
PA
USD
84460.00000000
0.028462054633
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8JD6
1473608.42000000
PA
USD
1529831.08000000
0.515535588202
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QASP6
1569777.46000000
PA
USD
1687139.05000000
0.568546576084
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
1781045.92000000
PA
USD
1911184.42000000
0.644047304966
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
133328.64000000
PA
USD
121043.34000000
0.040790222071
Long
LON
CORP
US
N
2
2024-09-19
Floating
4.70000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
200000.00000000
PA
184948.73000000
0.062325608071
Long
DBT
CORP
GB
N
2
2024-12-27
Fixed
5.13000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
200000.00000000
PA
USD
202195.89000000
0.068137703858
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
121000.00000000
PA
USD
160745.36000000
0.054169349022
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAL3
65000.00000000
PA
USD
65259.72000000
0.021991779730
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJWP1
1755784.07000000
PA
USD
1857070.81000000
0.625811636907
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
67000.00000000
PA
USD
76077.38000000
0.025637207506
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
680000.00000000
PA
USD
652800.00000000
0.219986138586
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
250000.00000000
PA
USD
267502.50000000
0.090145284983
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAR3
447436.23000000
PA
USD
476364.20000000
0.160529290623
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
255000.00000000
PA
USD
201450.00000000
0.067886347454
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
000000000
350000.00000000
PA
378294.50000000
0.127480922646
Long
DBT
CORP
CH
N
2
2026-02-12
Fixed
4.75000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WRC9
347000.00000000
PA
USD
344071.44000000
0.115948142591
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
2.05000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAH6
633000.00000000
PA
USD
654997.20000000
0.220726569872
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.00000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
100000.00000000
PA
USD
101298.86000000
0.034136557988
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
131000.00000000
PA
USD
141566.33000000
0.047706235126
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
94000.00000000
PA
USD
86245.00000000
0.029063579231
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
000000000
100000.00000000
PA
122779.87000000
0.041375412833
Long
DBT
CORP
US
N
2
2031-04-08
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6A0
490000.00000000
PA
USD
487701.15000000
0.164349713193
Long
DBT
CORP
US
N
2
2022-09-09
Fixed
2.08000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LB5
315000.00000000
PA
USD
309814.18000000
0.104403837526
Long
DBT
CORP
US
N
2
2021-12-08
Floating
2.07000000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
100000.00000000
PA
98617.52000000
0.033232977055
Long
DBT
CORP
LU
N
2
2028-03-18
Fixed
0.45000000
N
N
N
N
N
N
API HEAT TRANSFER INTERMEDIATE PREFERRED STOCK A
N/A
API HEAT TRANSFER INTERMEDIATE PREFERRED STOCK A
000000000
36495.37000000
NS
USD
27006.57000000
0.009100905408
Long
EP
CORP
US
Y
3
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AM7
205000.00000000
PA
USD
159487.99000000
0.053745629704
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAU1
91000.00000000
PA
USD
92373.19000000
0.031128709217
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
152000.00000000
PA
USD
174650.08000000
0.058855080733
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
EW Scripps Co/The
811054AG0
668000.00000000
PA
USD
587840.00000000
0.198095361070
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VA6
397516.64000000
PA
USD
417590.36000000
0.140723178320
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Osum Production Corp.
5493004EE2HMRKGYN512
Osum Production Corp. Extended Term Loan
000000000
121814.86000000
PA
USD
90143.00000000
0.030377160678
Long
LON
CORP
CA
N
2
2022-07-31
Floating
8.95000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
50000.00000000
PA
USD
52424.84000000
0.017666571871
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHH8
728405.87000000
PA
USD
768760.31000000
0.259063437646
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.00000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AB2
93000.00000000
PA
USD
67880.78000000
0.022875046992
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.80000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AA8
12000.00000000
PA
USD
12608.07000000
0.004248775481
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAA8
400000.00000000
PA
USD
363573.48000000
0.122520107165
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.70000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
360000.00000000
PA
USD
358200.00000000
0.120709305823
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
582000.00000000
PA
USD
620279.30000000
0.209027034393
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
59000.00000000
PA
USD
61242.90000000
0.020638157302
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
2020-04-24
SUNAMERICA INCOME FUNDS
Shawn Parry
Shawn Parry
Assistant Treasurer