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 0000809593 XXXXXXXX S000056913 C000180737 C000180741 C000205756 C000180738 C000205755 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 233003369.48 2813696.00 230189673.48 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2587092.93000000 0.00000000 0.00000000 632006.04000000 EUR GBP USD N Securities Portfolio VaR Designated Reference Portfolio is the Fund Securities Portfolio VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 Volkswagen International Finance NV 000000000 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 MFQO711J5UPYBWXSPG12 Rothesay Life PLC 000000000 2200000.00000000 PA 2130608.02000000 0.925588010873 Long DBT CORP GB Y 2 2031-10-13 Fixed 5.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 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 635400AKJBGNS5WNQL34 AIB Group PLC 000000000 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 G05OZ4J4E05KDATL0J93 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 259400CYE2267UB4A481 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