0001752724-24-172685.txt : 20240812
0001752724-24-172685.hdr.sgml : 20240812
20240812112059
ACCESSION NUMBER: 0001752724-24-172685
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240812
DATE AS OF CHANGE: 20240812
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN BEACON FUNDS
CENTRAL INDEX KEY: 0000809593
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04984
FILM NUMBER: 241195513
BUSINESS ADDRESS:
STREET 1: 220 EAST LAS COLINAS BOULEVARD
STREET 2: SUITE 1200
CITY: IRVING
STATE: TX
ZIP: 75039
BUSINESS PHONE: 8173916100
MAIL ADDRESS:
STREET 1: 220 EAST LAS COLINAS BOULEVARD
STREET 2: SUITE 1200
CITY: IRVING
STATE: TX
ZIP: 75039
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN AADVANTAGE FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN EAGLE FUNDS
DATE OF NAME CHANGE: 19890813
0000809593
S000056913
American Beacon TwentyFour Strategic Income Fund
C000180737
R5 Class
TFGIX
C000180738
Investor Class
TFGPX
C000180741
Y Class
TFGYX
C000205755
A Class
TFSAX
C000205756
C Class
TFGCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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S000056913
C000180737
C000180741
C000205756
C000180738
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AMERICAN BEACON FUNDS
811-04984
0000809593
549300EXCES9V5RWB620
220 EAST LAS COLINAS BOULEVARD
SUITE 1200
IRVING
75039
817-391-6100
American Beacon TwentyFour Strategic Income Fund
S000056913
549300UG4J9G1M2VA661
2024-06-30
2024-06-30
N
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230189673.48
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
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EUR
GBP
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund Securities Portfolio
VOLKSWAGEN INTL FIN NV
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Volkswagen International Finance NV
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400000.00000000
PA
412851.41000000
0.179352706730
Long
DBT
CORP
NL
Y
2
2027-06-14
Fixed
3.87500000
N
N
N
N
N
N
ROTHESAY LIFE
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Rothesay Life PLC
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2200000.00000000
PA
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0.925588010873
Long
DBT
CORP
GB
Y
2
2031-10-13
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
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Barclays PLC
000000000
1240000.00000000
PA
1524965.33000000
0.662482077039
Long
DBT
CORP
GB
Y
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
AIB GROUP PLC
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AIB Group PLC
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1000000.00000000
PA
1070548.86000000
0.465072496005
Long
DBT
CORP
IE
Y
2
2025-06-23
Fixed
6.25000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
800000.00000000
PA
USD
807907.20000000
0.350974562753
Long
DBT
CORP
GB
Y
2
2027-08-15
Fixed
7.75000000
N
N
N
N
N
N
AG INSURANCE SA/NV
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AG Insurance SA
000000000
400000.00000000
PA
417641.38000000
0.181433586349
Long
DBT
CORP
BE
Y
2
2047-06-30
Fixed
3.50000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
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Bellis Acquisition Co. PLC
000000000
200000.00000000
PA
249480.90000000
0.108380578602
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.50000000
N
N
N
N
N
N
GALAXY BIDCO LTD
2138006O8YW3QCHKDY76
Galaxy Bidco Ltd.
000000000
240000.00000000
PA
298833.11000000
0.129820380507
Long
DBT
CORP
JE
Y
2
2026-07-31
Fixed
6.50000000
N
N
N
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
UPL Corp. Ltd.
000000000
630000.00000000
PA
USD
518962.50000000
0.225449948364
Long
DBT
CORP
MU
Y
2
2030-06-16
Fixed
4.62500000
N
N
N
N
N
N
RRE Loan Management
549300D6UNTEPRSJ6X22
RRE 5 Loan Management DAC
000000000
1000000.00000000
PA
1070866.93000000
0.465210673359
Long
ABS-CBDO
CORP
IE
N
2
2037-01-15
Floating
10.25600000
N
N
N
N
N
N
Contego CLO X DAC
635400JWXSB9BYFICZ26
Contego CLO X DAC
000000000
2600000.00000000
PA
2784471.22000000
1.209642108572
Long
ABS-CBDO
CORP
IE
N
2
2038-05-15
Floating
5.29000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1000000.00000000
PA
894243.64000000
0.388481214852
Long
DBT
CORP
ES
Y
2
2028-09-14
Fixed
3.62500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CQ0
520000.00000000
PA
USD
516709.63000000
0.224471246771
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd.
64132NAC0
300000.00000000
PA
USD
284079.96000000
0.123411252861
Long
DBT
CORP
MU
N
2
2026-03-03
Fixed
3.97500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
800000.00000000
PA
USD
715079.76000000
0.310648062178
Long
DBT
CORP
ES
N
2
2026-11-12
Fixed
4.75000000
N
N
N
N
N
N
DEUT PFANDBRIEFBANK AG
DZZ47B9A52ZJ6LT6VV95
Deutsche Pfandbriefbank AG
000000000
400000.00000000
PA
254025.60000000
0.110354906959
Long
DBT
CORP
DE
Y
2
2028-04-28
Fixed
8.47400000
N
N
N
N
N
N
BUPA FINANCE PLC
ZIMCVQHUFZ8GVHENP290
BUPA Finance PLC
000000000
350000.00000000
PA
434089.60000000
0.188579093682
Long
DBT
CORP
GB
Y
2
2026-12-08
Fixed
5.00000000
N
N
N
N
N
N
Voya Euro CLO
635400K38PBPFZARQW28
Voya Euro CLO III DAC
000000000
1300000.00000000
PA
1318458.26000000
0.572770376736
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-15
Floating
11.80600000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
500000.00000000
PA
USD
492707.53000000
0.214044150005
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
1330000.00000000
PA
USD
1071526.20000000
0.465497076302
Long
DBT
CORP
FR
N
2
2030-11-18
Fixed
5.37500000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
230000.00000000
PA
308550.87000000
0.134042012109
Long
DBT
CORP
GB
Y
2
2028-10-11
Fixed
10.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
6354007AVY2HEYFLJH66
Carlyle Global Market Strategies Euro CLO DAC
000000000
500000.00000000
PA
528669.88000000
0.229667070641
Long
ABS-CBDO
CORP
IE
N
2
2031-05-17
Floating
8.58600000
N
N
N
N
N
N
VOYA EURO CLO
635400URG3IUW6R6W254
Voya Euro CLO II DAC
000000000
1700000.00000000
PA
1828509.99000000
0.794349269607
Long
ABS-CBDO
CORP
IE
N
2
2035-07-15
Floating
9.92600000
N
N
N
N
N
N
TESCO CORP TREASURY SERV
21380018AJDKNF3A6712
Tesco Corporate Treasury Services PLC
000000000
700000.00000000
PA
877194.26000000
0.381074548974
Long
DBT
CORP
GB
Y
2
2035-02-27
Fixed
5.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1900000.00000000
PA
2115207.50000000
0.918897649934
Long
DBT
CORP
GB
N
2
2028-03-31
Fixed
4.50000000
N
N
N
N
N
N
ACHMEA BV
7245007QUMI1FHIQV531
Achmea BV
000000000
1400000.00000000
PA
1352974.99000000
0.587765284839
Long
DBT
CORP
NL
Y
2
2029-03-24
Fixed
4.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAQ3
300000.00000000
PA
USD
247789.35000000
0.107645728087
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
600000.00000000
PA
745565.86000000
0.323891966450
Long
DBT
CORP
GB
Y
2
2078-10-03
Fixed
4.87500000
N
N
N
N
N
N
AEGON LTD
O4QK7KMMK83ITNTHUG69
Aegon Ltd.
000000000
900000.00000000
PA
930106.99000000
0.404061127477
Long
DBT
CORP
BM
Y
2
2029-04-15
Fixed
5.62500000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
600000.00000000
PA
622914.06000000
0.270609037574
Long
DBT
CORP
IE
Y
2
2031-05-30
Fixed
2.87500000
N
N
N
N
N
N
Segovia European CLO 5 - 2018 DAC
63540055XQRTXEYFCF15
Segovia European CLO DAC
000000000
1190000.00000000
PA
1274446.35000000
0.553650531204
Long
ABS-CBDO
CORP
IE
N
2
2031-10-18
Floating
9.03400000
N
N
N
N
N
N
NAT GRID ELECTY WM
549300L22M2RCLXON143
National Grid Electricity Distribution West Midlands PLC
000000000
700000.00000000
PA
880560.30000000
0.382536838724
Long
DBT
CORP
GB
Y
2
2024-10-17
Fixed
3.87500000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
87470LAL5
535000.00000000
PA
USD
537651.44000000
0.233568879034
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.37500000
N
N
N
N
N
N
BUPA FINANCE PLC
ZIMCVQHUFZ8GVHENP290
BUPA Finance PLC
000000000
1056000.00000000
PA
967794.54000000
0.420433517007
Long
DBT
CORP
GB
Y
2
2031-09-24
Fixed
4.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
000000000
200000.00000000
PA
USD
182242.30000000
0.079170493291
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
ICG Euro CLO
N/A
ICG Euro CLO
000000000
1500000.00000000
PA
1590361.45000000
0.690891744167
Long
ABS-CBDO
CORP
IE
N
2
2037-02-15
Floating
1.00000000
N
N
N
N
N
N
BAWAG GROUP AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
1000000.00000000
PA
1046804.82000000
0.454757506787
Long
DBT
CORP
AT
Y
2
2025-10-01
Fixed
5.12500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA
000000000
200000.00000000
PA
USD
198935.84000000
0.086422573607
Long
DBT
CORP
MX
Y
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
JYSKE BANK A/S
3M5E1GQGKL17HI6CPN30
Jyske Bank AS
000000000
800000.00000000
PA
874448.26000000
0.379881619700
Long
DBT
CORP
DK
Y
2
2035-05-01
Fixed
5.12500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC/New Red Finance, Inc.
68245XAP4
375000.00000000
PA
USD
340477.69000000
0.147911800235
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
500000.00000000
PA
542040.16000000
0.235475445881
Long
DBT
CORP
NL
Y
2
2031-09-22
Fixed
6.87500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
07336UAB9
700000.00000000
PA
USD
710113.60000000
0.308490641332
Long
DBT
CORP
MX
N
2
2039-01-08
Fixed
8.12500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BQ6
590000.00000000
PA
USD
592758.25000000
0.257508619321
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397E25
200000.00000000
PA
USD
200419.04000000
0.087066911808
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
6.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
15555000.00000000
PA
USD
15732424.22000000
6.834548215025
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
1000000.00000000
PA
USD
894297.00000000
0.388504395735
Long
DBT
CORP
FR
Y
2
2028-04-06
Fixed
6.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
000000000
400000.00000000
PA
USD
370850.40000000
0.161106445130
Long
DBT
CORP
MX
Y
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
Penta CLO S.A.
5493000ACULYUZF6IG97
Penta CLO 16 DAC
000000000
1500000.00000000
PA
1608380.72000000
0.698719753881
Long
ABS-CBDO
CORP
IE
N
2
2036-10-18
Floating
10.71000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
000000000
1000000.00000000
PA
USD
979932.50000000
0.425706542428
Long
DBT
CORP
AU
Y
2
2025-05-16
Fixed
5.25000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
600000.00000000
PA
599196.79000000
0.260305677896
Long
DBT
CORP
ES
Y
2
2027-05-19
Fixed
5.00000000
N
N
N
N
N
N
MUTUELLE ASSURANCE
969500QISBFB1NW4SX83
Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal
000000000
600000.00000000
PA
526788.76000000
0.228849866302
Long
DBT
CORP
FR
Y
2
2028-12-21
Fixed
3.50000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
500000.00000000
PA
565249.26000000
0.245558044135
Long
DBT
CORP
DE
Y
2
2032-12-06
Fixed
6.50000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
500000.00000000
PA
USD
489550.05000000
0.212672463798
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold GBP
000000000
1.00000000
NC
179088.39000000
0.077800357979
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
40604014.00000000
GBP
51511746.39000000
USD
2024-07-19
179088.39000000
N
N
N
LEGAL & GENERAL GROUP
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
1000000.00000000
PA
1123468.39000000
0.488062028593
Long
DBT
CORP
GB
Y
2
2031-03-24
Fixed
5.62500000
N
N
N
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
1400000.00000000
PA
1353145.92000000
0.587839540993
Long
DBT
CORP
AT
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
424000.00000000
PA
USD
421572.05000000
0.183141165121
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
UNICAJA BANCO SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
700000.00000000
PA
702541.37000000
0.305201080213
Long
DBT
CORP
ES
Y
2
2032-07-19
Fixed
3.12500000
N
N
N
N
N
N
AA BOND CO LTD
2138002EPF6QVRZBMC58
AA Bond Co. Ltd.
000000000
470000.00000000
PA
589670.79000000
0.256167351508
Long
DBT
CORP
JE
N
2
2026-01-31
Fixed
6.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
800000.00000000
PA
1003694.96000000
0.436029533743
Long
DBT
CORP
FR
N
2
2026-06-23
Fixed
7.50000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAL9
280000.00000000
PA
USD
271573.74000000
0.117978246328
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
ABANCA CORP BANCARIA SA
54930056IRBXK0Q1FP96
Abanca Corp. Bancaria SA
000000000
400000.00000000
PA
476037.48000000
0.206802274317
Long
DBT
CORP
ES
Y
2
2028-07-14
Fixed
10.62500000
N
N
N
N
N
N
RAC BOND CO PLC
2138008FCM2SUNLC7B21
RAC Bond Co. PLC
000000000
500000.00000000
PA
592640.31000000
0.257457383313
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
300000.00000000
PA
310181.53000000
0.134750410524
Long
DBT
CORP
LU
Y
2
2026-01-01
Fixed
2.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09660V2B8
800000.00000000
PA
USD
654589.34000000
0.284369550598
Long
DBT
CORP
FR
Y
2
2035-08-12
Fixed
2.58800000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
325000.00000000
PA
USD
300654.78000000
0.130611758318
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
1800000.00000000
PA
1881927.71000000
0.817555228064
Long
DBT
CORP
ES
Y
2
2026-03-15
Fixed
5.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBP6
375000.00000000
PA
USD
372222.71000000
0.161702610014
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.70000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
300000.00000000
PA
343631.91000000
0.149282070218
Long
DBT
CORP
FR
Y
2
2031-12-09
Fixed
1.87400000
N
N
N
N
N
N
LA MONDIALE
969500L0T16HX3R78P61
La Mondiale SAM
000000000
800000.00000000
PA
USD
741805.60000000
0.322258417932
Long
DBT
CORP
FR
Y
2
2048-01-18
Fixed
4.80000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAK6
695000.00000000
PA
USD
662244.16000000
0.287694990825
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
ABANCA CORP BANCARIA SA
54930056IRBXK0Q1FP96
Abanca Corp. Bancaria SA
000000000
600000.00000000
PA
628229.40000000
0.272918150715
Long
DBT
CORP
ES
Y
2
2026-01-20
Fixed
6.00000000
N
N
N
N
N
N
Cordatus CLO PLC
549300L3U7O5MFVI3I18
CVC Cordatus Loan Fund X DAC
000000000
1000000.00000000
PA
1015038.29000000
0.440957352540
Long
ABS-CBDO
CORP
IE
N
2
2031-01-27
Floating
9.92900000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
200000.00000000
PA
USD
136754.66000000
0.059409554708
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BY4
1319000.00000000
PA
1608990.02000000
0.698984448639
Long
DBT
CORP
GB
N
2
2026-09-28
Fixed
5.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACY9
640000.00000000
PA
USD
627348.22000000
0.272535344664
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
Guara Norte SARL
400666AA1
496890.00000000
PA
USD
457804.98000000
0.198881632298
Long
DBT
CORP
LU
N
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
400000.00000000
PA
435850.28000000
0.189343975952
Long
DBT
CORP
NL
Y
2
2031-06-16
Fixed
4.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
600000.00000000
PA
670110.84000000
0.291112468196
Long
DBT
CORP
ES
Y
2
2033-08-23
Fixed
5.75000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
600000.00000000
PA
USD
500721.90000000
0.217525787508
Long
DBT
CORP
GB
Y
2
2028-08-19
Fixed
4.30000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D83
360000.00000000
PA
USD
360059.85000000
0.156418767426
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.80000000
N
N
N
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
Digital Euro Finco LLC
000000000
200000.00000000
PA
193180.19000000
0.083922179079
Long
DBT
US
Y
2
2028-04-09
Fixed
1.12500000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
265000.00000000
PA
USD
266029.00000000
0.115569476240
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
Jubilee CDO BV
6354007OCOEPS81TDN60
Jubilee CLO DAC
000000000
1500000.00000000
PA
1607797.91000000
0.698466567024
Long
ABS-CBDO
CORP
IE
N
2
2037-07-21
Floating
10.47500000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
400000.00000000
PA
445515.39000000
0.193542735112
Long
DBT
CORP
ES
Y
2
2030-01-16
Fixed
7.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP/Targa Resources Partners Finance Corp.
87612BBS0
650000.00000000
PA
USD
620139.99000000
0.269403914009
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
Providus CLO
635400OVFLV2AMKOP534
Providus CLO VI DAC
000000000
1250000.00000000
PA
1327242.30000000
0.576586377631
Long
ABS-CBDO
CORP
IE
N
2
2034-05-20
Floating
9.93600000
N
N
N
N
N
N
Cordatus CLO PLC
549300FNLNVJS6HNUN71
CVC Cordatus Loan Fund XVII DAC
000000000
1250000.00000000
PA
1338580.99000000
0.581512180700
Long
ABS-CBDO
CORP
IE
N
2
2033-11-18
Floating
9.94600000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
1000000.00000000
PA
1002682.73000000
0.435589796380
Long
DBT
CORP
NL
Y
2
2029-06-29
Fixed
4.87500000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
200000.00000000
PA
197589.08000000
0.085837508265
Long
DBT
CORP
LU
N
2
2028-01-01
Fixed
3.12500000
N
N
N
N
N
N
ATHORA NETHERLANDS
724500MKKXKEVWMN9E13
Athora Netherlands NV
000000000
900000.00000000
PA
964992.29000000
0.419216151363
Long
DBT
CORP
NL
Y
2
2025-06-19
Fixed
7.00000000
N
N
N
N
N
N
VOYA EURO CLO
635400EFYWXM2GM8RL10
Voya Euro CLO I DAC
000000000
1100000.00000000
PA
1152877.75000000
0.500838170787
Long
ABS-CBDO
CORP
IE
Y
2
2030-10-15
Floating
10.31600000
N
N
N
N
N
N
Harvest CLO
635400HU8ASOJYEX2I14
Harvest CLO XVI DAC
000000000
1550000.00000000
PA
1644822.65000000
0.714551015748
Long
ABS-CBDO
CORP
IE
N
2
2031-10-15
Floating
9.47600000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
300000.00000000
PA
320642.57000000
0.139294941059
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.50000000
N
N
N
N
N
N
LA DORIA SPA
815600857F45E3102897
La Doria SpA
000000000
350000.00000000
PA
381392.24000000
0.165686077152
Long
DBT
CORP
IT
Y
2
2029-11-12
Floating
8.32800000
N
N
N
N
N
N
ZENITH FINCO PLC
9845009PB84F72HF1C45
Zenith Finco PLC
000000000
500000.00000000
PA
415572.69000000
0.180534897033
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Voya Euro CLO
549300H0DM0Z0GCEKC77
Voya Euro CLO IV DAC
000000000
1750000.00000000
PA
1865277.91000000
0.810322149469
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Floating
10.06600000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA
000000000
300000.00000000
PA
USD
301914.00000000
0.131158794152
Long
DBT
CORP
MX
Y
2
2030-10-14
Fixed
8.37500000
N
N
N
N
N
N
BRACKEN MIDCO ONE
213800AFGHKES7J58805
Bracken MidCo1 PLC
000000000
500000.00000000
PA
592546.62000000
0.257416682096
Long
DBT
CORP
GB
N
2
2027-11-01
Fixed
6.75000000
N
N
Y
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAJ8
400000.00000000
PA
385006.69000000
0.167256282256
Long
DBT
CORP
ES
N
2
2027-11-12
Fixed
4.12500000
N
N
N
N
N
N
Pikes Peak CLO
2138001LNFG5678B4I86
Pikes Peak CLO 16 Ltd.
72132FAA4
1500000.00000000
PA
USD
1500000.00000000
0.651636529703
Long
ABS-CBDO
CORP
KY
N
2
2037-07-25
Floating
11.31500000
N
N
N
N
N
N
Dryden Leveraged Loan CDO
635400BRZXOVOKUIXU14
Dryden 56 Euro CLO DAC
000000000
1100000.00000000
PA
1104791.11000000
0.479948163311
Long
ABS-CBDO
CORP
IE
N
2
2032-01-15
Floating
10.35600000
N
N
N
N
N
N
SIEMENS ENERGY FINAN BV
529900GXHPSHYHBLHP23
Siemens Energy Finance BV
000000000
300000.00000000
PA
321293.17000000
0.139577577544
Long
DBT
CORP
NL
Y
2
2026-04-05
Fixed
4.00000000
N
N
N
N
N
N
NEMAK SAB DE CV
5493000MY3DAIB0BP706
Nemak SAB de CV
000000000
200000.00000000
PA
188587.52000000
0.081927011385
Long
DBT
CORP
MX
Y
2
2028-07-20
Fixed
2.25000000
N
N
N
N
N
N
Cumulus Static CLO
254900ORE1NRA3ICXX30
Cumulus Static CLO DAC
000000000
500000.00000000
PA
536609.37000000
0.233116178448
Long
ABS-CBDO
CORP
IE
N
2
2033-04-25
Floating
5.49900000
N
N
N
N
N
N
Hayfin Emerald CLO
549300LZ56MERXXF3O12
Hayfin Emerald CLO I DAC
000000000
1500000.00000000
PA
1513387.95000000
0.657452581221
Long
ABS-CBDO
CORP
IE
N
2
2034-04-17
Floating
6.98800000
N
N
N
N
N
N
NGG Finance PLC
549300MLDJ2T68G21W86
NGG Finance PLC
000000000
100000.00000000
PA
125619.88000000
0.054572335109
Long
DBT
CORP
GB
Y
2
2073-06-18
Fixed
5.62500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368TBS6
400000.00000000
PA
USD
413553.71000000
0.179657802953
Long
DBT
CORP
FR
Y
2
2034-01-10
Fixed
6.69100000
N
N
N
N
N
N
Providus CLO
635400JFBYET5G2XFP83
Providus CLO II DAC
000000000
545000.00000000
PA
582208.84000000
0.252925698706
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
9.15600000
N
N
N
N
N
N
SHERWOOD FINANCING PLC
259400SSZWSSPNYW7K08
Sherwood Financing PLC
000000000
500000.00000000
PA
536294.19000000
0.232979256581
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
SEVERN TRENT WATER UTIL
213800KY9PT6WBH33232
Severn Trent Utilities Finance PLC
000000000
200000.00000000
PA
262674.81000000
0.114112334419
Long
DBT
CORP
GB
Y
2
2029-06-07
Fixed
6.25000000
N
N
N
N
N
N
INTER MEDIA COMMUNICATIO
81560082CE2ED97AFD36
Inter Media & Communication SpA
000000000
450000.00000000
PA
474698.80000000
0.206220719124
Long
DBT
CORP
IT
Y
2
2027-02-09
Fixed
6.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP/Antero Midstream Finance Corp.
03690AAH9
625000.00000000
PA
USD
605914.31000000
0.263223932177
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Dryden Leveraged Loan CDO
635400TT9VSZM6DCC597
Dryden 62 Euro CLO DAC
000000000
1000000.00000000
PA
1034621.69000000
0.449464858418
Long
ABS-CBDO
CORP
IE
Y
2
2031-07-15
Floating
8.75600000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
000000000
1150000.00000000
PA
USD
1073320.30000000
0.466276477034
Long
DBT
CORP
DK
Y
2
2026-05-18
Fixed
4.37500000
N
N
N
N
N
N
Penta CLO S.A.
549300FTCSBBS0J25486
Penta CLO 9 DAC
000000000
1000000.00000000
PA
1061344.04000000
0.461073698031
Long
ABS-CBDO
CORP
IE
N
2
2036-07-25
Floating
9.92200000
N
N
N
N
N
N
PHOENIX GRP HLD PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
2200000.00000000
PA
2502916.91000000
1.087328059578
Long
DBT
CORP
GB
Y
2
2028-04-26
Fixed
5.75000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
400000.00000000
PA
USD
417937.60000000
0.181562271530
Long
DBT
CORP
CL
Y
2
2033-11-07
Fixed
6.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BR4
475000.00000000
PA
USD
473287.39000000
0.205607568247
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.12500000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
23530000.00000000
PA
24601330.03000000
10.68741688455
Long
DBT
NUSS
DE
Y
2
2034-02-15
Fixed
2.20000000
N
N
N
N
N
N
OCP Euro CLO
635400OLDPPTXRI97J03
OCP Euro CLO DAC
000000000
3000000.00000000
PA
3222599.20000000
1.399975572874
Long
ABS-CBDO
CORP
IE
N
2
2038-04-20
Floating
5.28400000
N
N
N
N
N
N
Capital Four CLO
213800PN6YNVO1EZOF27
Capital Four CLO I DAC
000000000
600000.00000000
PA
640616.87000000
0.278299569357
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Floating
4.92600000
N
N
N
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
800000.00000000
PA
1065280.88000000
0.462783957201
Long
DBT
CORP
GB
Y
2
2029-08-28
Fixed
10.50000000
N
N
N
N
N
N
Penta CLO S.A.
549300FTCSBBS0J25486
Penta CLO 9 DAC
000000000
1000000.00000000
PA
1042773.76000000
0.453006316154
Long
ABS-CBDO
CORP
IE
N
2
2036-07-25
Floating
12.62200000
N
N
N
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
400000.00000000
PA
414457.83000000
0.180050574699
Long
DBT
CORP
AT
Y
2
2025-05-14
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co.
37045VAZ3
415000.00000000
PA
USD
415717.15000000
0.180597653976
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBD7
500000.00000000
PA
505204.82000000
0.219473277129
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
00253XAB7
575000.00000000
PA
USD
559795.05000000
0.243188602484
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAE9
410000.00000000
PA
USD
431499.17000000
0.187453747805
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
9.25000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
1191000.00000000
PA
1627899.38000000
0.707199135126
Long
DBT
CORP
IT
Y
2
2032-09-20
Fixed
8.50500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LH8
11400000.00000000
PA
USD
11271127.79000000
4.896452399277
Long
DBT
UST
US
N
2
2024-09-17
None
0.00000000
N
N
N
N
N
N
RL FINANCE BONDS NO6
213800HIIIVB4H22RI80
Real Finance Bonds No. 6 PLC
000000000
900000.00000000
PA
1237954.08000000
0.537797400415
Long
DBT
CORP
GB
Y
2
2033-05-25
Fixed
10.12500000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AN3
200000.00000000
PA
USD
208968.80000000
0.090781135765
Long
DBT
CORP
CL
N
2
2033-11-07
Fixed
6.50000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd.
785712AG5
386000.00000000
PA
USD
370542.75000000
0.160972794477
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC/New Red Finance, Inc.
68245XAR0
425000.00000000
PA
USD
427157.10000000
0.185567446854
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
6.12500000
N
N
N
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
700000.00000000
PA
939554.56000000
0.408165381963
Long
DBT
CORP
GB
Y
2
2033-03-06
Fixed
9.12500000
N
N
N
N
N
N
Armada Euro CLO
549300DE6MWQ8YQI0O46
Armada Euro CLO IV DAC
000000000
700000.00000000
PA
746550.47000000
0.324319705012
Long
ABS-CBDO
CORP
IE
Y
2
2033-07-15
Floating
13.00600000
N
N
N
N
N
N
Aqueduct European CLO
549300A05ZPXICHJJR61
Aqueduct European CLO 8 DAC
000000000
1500000.00000000
PA
1603966.27000000
0.696802009295
Long
ABS-CBDO
CORP
IE
N
2
2037-07-15
Floating
10.33400000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
350000.00000000
PA
443540.89000000
0.192684964227
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
7.87500000
N
N
N
N
N
N
EQUINIX EU 2 FINANCING C
254900FSZR46BPMCKI50
Equinix Europe 2 Financing Corp. LLC
29390XAA2
255000.00000000
PA
USD
255295.61000000
0.110906630232
Long
DBT
US
N
2
2034-06-15
Fixed
5.50000000
N
N
N
N
N
N
OSB GROUP PLC
213800ZBKL9BHSL2K459
OSB Group PLC
000000000
1049000.00000000
PA
1151997.53000000
0.500455781783
Long
DBT
CORP
GB
Y
2
2026-10-07
Fixed
6.00000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
000000000
800000.00000000
PA
744644.71000000
0.323491796457
Long
DBT
CORP
AU
Y
2
2029-03-15
Fixed
0.75000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
700000.00000000
PA
761847.39000000
0.330965059588
Long
DBT
CORP
IE
Y
2
2025-05-19
Fixed
7.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold EUR
000000000
1.00000000
NC
137985.11000000
0.059944092154
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
93066497.00000000
EUR
99886847.31000000
USD
2024-07-19
137985.11000000
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAC7
400000.00000000
PA
USD
411371.60000000
0.178709841228
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.05000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
200000.00000000
PA
215903.61000000
0.093793786113
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
4.62500000
N
N
N
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
Titan International, Inc.
88830MAM4
245000.00000000
PA
USD
235578.23000000
0.102340920180
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
7.00000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
1000000.00000000
PA
1018232.93000000
0.442345181956
Long
DBT
CORP
BE
Y
2
2025-04-16
Fixed
3.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
500000.00000000
PA
567745.11000000
0.246642302157
Long
DBT
CORP
GB
Y
2
2032-11-16
Fixed
6.36400000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
1100000.00000000
PA
1125033.47000000
0.488741937460
Long
DBT
CORP
IT
Y
2
2031-09-01
Fixed
5.87500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
250000.00000000
PA
338777.39000000
0.147173148507
Long
DBT
CORP
GB
Y
2
2086-08-30
Fixed
8.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
400000.00000000
PA
USD
387323.44000000
0.168262734876
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.12500000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
000000000
400000.00000000
PA
498055.18000000
0.216367299397
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.37500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AF4
340000.00000000
PA
USD
328385.19000000
0.142658523744
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
ROTHESAY LIFE
MFQO711J5UPYBWXSPG12
Rothesay Life PLC
000000000
300000.00000000
PA
357120.74000000
0.155141946465
Long
DBT
CORP
GB
Y
2
2028-09-12
Fixed
6.87500000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
600000.00000000
PA
629726.59000000
0.273568566512
Long
DBT
CORP
NL
Y
2
2028-06-27
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
1100000.00000000
PA
1441610.61000000
0.626270756722
Long
DBT
CORP
GB
N
2
2028-09-15
Fixed
9.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1000000.00000000
PA
1026109.77000000
0.445767073078
Long
DBT
CORP
ES
Y
2
2026-01-14
Fixed
4.37500000
N
N
N
N
N
N
VILLA DUTCH BIDCO BV
724500AWBTX8I880X774
House of HR Group BV
000000000
300000.00000000
PA
337391.16000000
0.146570936436
Long
DBT
CORP
NL
Y
2
2029-11-03
Fixed
9.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold EUR
000000000
1.00000000
NC
-5391.48000000
-0.00234219021
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1452898.00000000
EUR
1551827.57000000
USD
2024-07-19
-5391.48000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
1000000.00000000
PA
USD
1008779.00000000
0.438238164531
Long
DBT
CORP
FR
Y
2
2029-08-16
Fixed
7.75000000
N
N
N
N
N
N
MOBICO GROUP PLC
213800A8IQEMY8PA5X34
Mobico Group PLC
000000000
455000.00000000
PA
520616.58000000
0.226168520998
Long
DBT
CORP
GB
Y
2
2025-11-26
Fixed
4.25000000
N
N
N
N
N
N
American Beacon U.S. Government Money Market
549300EXCES9V5RWB620
American Beacon U.S. Government Money Market
02368W200
3501286.04000000
NS
USD
3501286.04000000
1.521043923069
Long
STIV
RF
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DY3
330000.00000000
PA
USD
323042.89000000
0.140337698523
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
800000.00000000
PA
USD
664400.00000000
0.288631540223
Long
DBT
CORP
SE
Y
2
2029-03-17
Fixed
4.00000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AJ0
400000.00000000
PA
USD
405426.00000000
0.176126927794
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
VOYA EURO CLO
635400URG3IUW6R6W254
Voya Euro CLO II DAC
000000000
2557000.00000000
PA
2728493.58000000
1.185324058525
Long
ABS-CBDO
CORP
IE
N
2
2035-07-15
Floating
4.86600000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
1000000.00000000
PA
1030275.77000000
0.447576884933
Long
DBT
CORP
DE
Y
2
2028-10-30
Fixed
6.75000000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd.
000000000
600000.00000000
PA
760412.70000000
0.330341795313
Long
DBT
CORP
JE
Y
2
2027-08-28
Fixed
5.87600000
N
N
N
N
N
N
ESB FINANCE DAC
635400VCPRSU89DLMZ57
ESB Finance DAC
000000000
500000.00000000
PA
470181.53000000
0.204258307026
Long
DBT
CORP
IE
Y
2
2033-11-05
Fixed
2.12500000
N
N
N
N
N
N
GTCR W DUTCH FINANCE SUB
894500GLVOTVRGS68C28
GTCR W Dutch Finance Sub BV
000000000
130000.00000000
PA
176090.95000000
0.076498197046
Long
DBT
CORP
NL
N
2
2031-01-15
Fixed
8.50000000
N
N
N
N
N
N
PARAGON BANKING GRP PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
000000000
500000.00000000
PA
594916.80000000
0.258446346009
Long
DBT
CORP
GB
Y
2
2031-09-25
Fixed
4.37500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
1000000.00000000
PA
1346063.66000000
0.584762834774
Long
DBT
CORP
ES
Y
2
2033-11-30
Fixed
8.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAC5
280000.00000000
PA
USD
288254.82000000
0.125224913716
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
SHAWBROOK GROUP
21380071539WSMTM4410
Shawbrook Group PLC
000000000
600000.00000000
PA
785005.76000000
0.341025619495
Long
DBT
CORP
GB
Y
2
2034-01-04
Fixed
12.25000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBB5
510000.00000000
PA
USD
467688.16000000
0.203175126377
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 75B Ltd.
381737AA3
1000000.00000000
PA
USD
1000000.00000000
0.434424353135
Long
ABS-CBDO
CORP
KY
N
2
2037-07-25
Floating
5.30600000
N
N
N
N
N
N
DIRECT LINE INSURANCE GR
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
1160000.00000000
PA
1231738.50000000
0.535097201094
Long
DBT
CORP
GB
Y
2
2027-12-07
Fixed
4.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBN1
330000.00000000
PA
USD
301677.33000000
0.131055978940
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
100000.00000000
PA
124147.21000000
0.053932571397
Long
DBT
CORP
GB
N
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
LA MONDIALE
969500L0T16HX3R78P61
La Mondiale SAM
000000000
700000.00000000
PA
700740.29000000
0.304418647199
Long
DBT
CORP
FR
Y
2
2029-04-24
Fixed
4.37500000
N
N
N
N
N
N
ASR NEDERLAND NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
750000.00000000
PA
740642.57000000
0.321753169376
Long
DBT
CORP
NL
Y
2
2027-10-19
Fixed
4.62500000
N
N
N
N
N
N
AVIVA PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
700000.00000000
PA
837307.87000000
0.363746929799
Long
DBT
CORP
GB
Y
2
2031-12-15
Fixed
6.87500000
N
N
N
N
N
N
LA FINAC ATALIAN SA
969500ICOLJMB33J0L87
La Financiere Atalian SASU
000000000
135430.00000000
PA
85210.31000000
0.037017433802
Long
DBT
CORP
FR
N
2
2028-06-30
Fixed
8.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
800000.00000000
PA
872824.63000000
0.379176275288
Long
DBT
CORP
FR
Y
2
2029-12-06
Fixed
6.87500000
N
N
N
N
N
N
CNP ASSURANCES SACA
969500QKVPV2H8UXM738
CNP Assurances SACA
000000000
500000.00000000
PA
465151.27000000
0.202073039579
Long
DBT
CORP
FR
Y
2
2051-06-30
Fixed
2.50000000
N
N
N
N
N
N
UNIPOLSAI ASSICURAZIONI
815600E31C4E7006AB54
UnipolSai Assicurazioni SpA
000000000
840000.00000000
PA
899562.41000000
0.390791818069
Long
DBT
CORP
IT
Y
2
2030-04-27
Fixed
6.37500000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAB6
100000.00000000
PA
USD
101572.60000000
0.044125611051
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
6.62500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
1600000.00000000
PA
1539814.30000000
0.668932831226
Long
DBT
CORP
IT
Y
2
2027-06-03
Fixed
3.87500000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
200000.00000000
PA
195769.75000000
0.085047147007
Long
DBT
CORP
GB
Y
2
2028-05-09
Fixed
1.62500000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange SA
000000000
400000.00000000
PA
431581.47000000
0.187489500929
Long
DBT
CORP
FR
Y
2
2031-11-16
Fixed
3.62500000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
240000.00000000
PA
275612.40000000
0.119732738586
Long
DBT
CORP
IE
Y
2
2033-03-01
Fixed
6.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
115000.00000000
PA
USD
103862.38000000
0.045120347246
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
MAISON FINCO PLC
9845007743J958DAS530
Maison Finco PLC
000000000
600000.00000000
PA
704988.26000000
0.306264068818
Long
DBT
CORP
GB
N
2
2027-10-31
Fixed
6.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
450000.00000000
PA
USD
405243.50000000
0.176047645349
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
PENSION INSURANCE
M31AVDIX8NY21MAUQF46
Pension Insurance Corp. PLC
000000000
1664000.00000000
PA
2032364.49000000
0.882908628903
Long
DBT
CORP
GB
N
2
2029-07-25
Fixed
7.37500000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
300000.00000000
PA
USD
272369.16000000
0.118323796147
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Rockfield Park
254900FQNC3OT6YHSV84
Rockfield Park CLO DAC
000000000
1500000.00000000
PA
1614457.83000000
0.701359798462
Long
ABS-CBDO
CORP
IE
N
2
2034-07-16
Floating
9.87300000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
300000.00000000
PA
337977.83000000
0.146825800171
Long
DBT
CORP
ES
Y
2
2033-02-23
Fixed
6.25000000
N
N
N
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
200000.00000000
PA
248294.41000000
0.107865138451
Long
DBT
CORP
GB
Y
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
1636700.00000000
PA
2699981.80000000
1.172937846942
Long
DBT
CORP
GB
N
2
2099-12-06
Variable
10.25000000
N
N
N
N
N
N
DEUT PFANDBRIEFBANK AG
DZZ47B9A52ZJ6LT6VV95
Deutsche Pfandbriefbank AG
000000000
200000.00000000
PA
157429.72000000
0.068391304275
Long
DBT
CORP
DE
Y
2
2027-02-22
Fixed
4.60000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money U.K. PLC
000000000
1402000.00000000
PA
1781128.76000000
0.773765709413
Long
DBT
CORP
GB
Y
2
2027-06-17
Fixed
8.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
1530000.00000000
PA
USD
1284689.75000000
0.558100513623
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.37500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
1000000.00000000
PA
1266450.67000000
0.550177013092
Long
DBT
CORP
GB
Y
2
2029-06-27
Fixed
7.87500000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CT9
430000.00000000
PA
USD
419587.55000000
0.182279049992
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
1300000.00000000
PA
1544729.53000000
0.671068126839
Long
DBT
CORP
GB
Y
2
2027-06-20
Fixed
5.75000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
600000.00000000
PA
728677.99000000
0.316555464449
Long
DBT
CORP
SE
Y
2
2032-08-23
Fixed
4.62500000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
000000000
580000.00000000
PA
621151.27000000
0.269843238668
Long
DBT
CORP
US
Y
2
2028-01-15
Floating
8.15600000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
400000.00000000
PA
464775.37000000
0.201909739465
Long
DBT
CORP
NL
Y
2
2031-06-07
Fixed
6.75000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBU9
300000.00000000
PA
USD
273458.99000000
0.118797244839
Long
DBT
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
11460000.00000000
PA
USD
11148431.25000000
4.843150034255
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
200000.00000000
PA
234490.45000000
0.101868362057
Long
DBT
CORP
GB
N
2
2027-05-12
Fixed
5.12500000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
600000.00000000
PA
688764.05000000
0.299215876884
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AQ5
440000.00000000
PA
USD
457633.88000000
0.198807302291
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.25000000
N
N
N
N
N
N
PENSION INSURANCE
M31AVDIX8NY21MAUQF46
Pension Insurance Corp. PLC
000000000
750000.00000000
PA
843516.67000000
0.366444183723
Long
DBT
CORP
GB
Y
2
2031-05-07
Fixed
4.62500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
1900000.00000000
PA
USD
1605065.28000000
0.697279446004
Long
DBT
CORP
NL
N
2
2027-05-16
Fixed
3.87500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
800000.00000000
PA
822823.57000000
0.357454597141
Long
DBT
CORP
GB
Y
2
2035-12-03
Fixed
2.70700000
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
Jerrold Finco PLC
000000000
530000.00000000
PA
649873.53000000
0.282320887890
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
5.25000000
N
N
N
N
N
N
2024-07-15
AMERICAN BEACON FUNDS
Sonia Bates
Sonia Bates
Treasurer