0001752724-19-198770.txt : 20191220
0001752724-19-198770.hdr.sgml : 20191220
20191220145609
ACCESSION NUMBER: 0001752724-19-198770
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191220
PERIOD START: 20191031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRINCIPAL FUNDS INC
CENTRAL INDEX KEY: 0000898745
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07572
FILM NUMBER: 191300552
BUSINESS ADDRESS:
STREET 1: 711 HIGH STREET
CITY: DES MOINES
STATE: IA
ZIP: 50392
BUSINESS PHONE: 515-248-4745
MAIL ADDRESS:
STREET 1: PRINCIPAL FINANCIAL GROUP
CITY: DES MOINES
STATE: IA
ZIP: 50392
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL INVESTORS FUND INC
DATE OF NAME CHANGE: 20001012
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL SPECIAL MARKETS FUND INC
DATE OF NAME CHANGE: 19930714
0000898745
S000024296
Global Diversified Income Fund
C000071805
Institutional Class
PGDIX
C000071807
Class A
PGBAX
C000071808
Class C
PGDCX
C000190075
R-6
PGBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000898745
XXXXXXXX
S000024296
C000071807
C000190075
C000071805
C000071808
Principal Funds, Inc
811-07572
0000898745
549300HZGBXSW6DSXF23
801 Grand Ave
Des Moines
50309
515-248-0156
Global Diversified Income Fund
S000024296
Z3JN35WE26MM2N5JM972
2019-10-31
2019-10-31
N
7837305682.24
106858933.65
7730446748.59
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
72310100.78000000
0.00000000
0.00000000
30220208.12000000
EUR
USD
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
Buzzi Unicem SpA
N/A
43156.00000000
NS
1041295.00000000
0.013470049453
Long
EC
CORP
IT
N
2
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAF1
3250000.00000000
PA
USD
3439312.50000000
0.044490475283
Long
DBT
CORP
MX
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
3764.00000000
NS
USD
882959.12000000
0.011421838203
Long
EC
CORP
US
N
1
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
N/A
1600000.00000000
PA
USD
1759904.00000000
0.022765877021
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-21005.51000000
-0.00027172439
N/A
DFE
N/A
N
2
Toronto Dominion Bank
N/A
768156134.00000000
HUF
2590309.00000000
USD
2019-11-29
-21005.51000000
N
N
N
USI Inc/NY
N/A
USI Inc/NY
91739VAA6
2585000.00000000
PA
USD
2630237.50000000
0.034024391934
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
TORC Oil & Gas Ltd
54930004QX3OL14C3P73
TORC Oil & Gas Ltd
N/A
205000.00000000
NS
522967.12000000
0.006765031013
Long
EC
CORP
CA
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC12
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC12
46625YQV8
16582.27000000
PA
USD
16699.69000000
0.000216024901
Long
ABS-MBS
CORP
US
N
2
2037-09-12
Variable
4.99000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
N/A
1340234.00000000
NS
4298158.33000000
0.055600387271
Long
EC
CORP
IE
N
2
N
N
N
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
N/A
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
877249AD4
1755000.00000000
PA
USD
1893206.25000000
0.024490256663
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
5.63000000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
N/A
17500.00000000
NS
796398.55000000
0.010302102529
Long
EC
CORP
JP
N
2
N
N
N
Banque Centrale de Tunisie International Bond
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
N/A
7500000.00000000
PA
8173864.07000000
0.105735985717
Long
DBT
CORP
TN
N
2
2024-02-17
Fixed
5.63000000
N
N
N
N
N
N
SportsNet New York
N/A
SportsNet New York
000SNY002
20090000.00000000
PA
USD
21295400.00000000
0.275474376741
Long
DBT
CORP
US
Y
3
2025-01-15
Fixed
10.25000000
N
N
N
N
N
N
Summit Materials Inc
N/A
Summit Materials Inc
86614U100
49459.00000000
NS
USD
1134094.87000000
0.014670495857
Long
EC
CORP
US
N
1
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
N/A
28089000.00000000
PA
7916045.04000000
0.102400874069
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
Turkiye Vakiflar Bankasi TAO
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
N/A
2000000.00000000
PA
USD
1984480.00000000
0.025670961388
Long
DBT
CORP
TR
N
2
2021-10-27
Fixed
5.50000000
N
N
N
N
N
N
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
969500P4HYOPYINEPE06
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
N/A
1900000.00000000
PA
2479777.39000000
0.032078060565
Long
DBT
CORP
FR
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
92213.00000000
NS
2297953.27000000
0.029726008660
Long
EC
CORP
NL
N
2
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
2745000.00000000
PA
USD
2769018.75000000
0.035819647169
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
N/A
209990000.00000100
PA
9715442.00000000
0.125677626610
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2019-GC41
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAA3
15500000.00000000
PA
USD
14178435.90000000
0.183410304230
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.00000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
150996.00000000
NS
USD
2474824.44000000
0.032013989882
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
46629PAQ1
792295.81000000
PA
USD
729780.03000000
0.009440334481
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.34000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
139287.00000000
NS
USD
3686926.89000000
0.047693581107
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1925000.00000000
PA
USD
1962922.50000000
0.025392096522
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
COMM 2012-CCRE1 Mortgage Trust
N/A
COMM 2012-CCRE1 Mortgage Trust
12624BAQ9
13993000.00000000
PA
USD
11832746.67000000
0.153066789731
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
2.46000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
882253.00000000
NS
USD
24738374.12000000
0.320012218239
Long
EC
CORP
US
N
1
N
N
N
Societa Cattolica di Assicurazioni SC
815600DEEE5337E9A213
Societa Cattolica di Assicurazioni SC
N/A
800000.00000000
PA
925698.74000000
0.011974712071
Long
DBT
CORP
IT
N
2
2047-12-14
Variable
4.25000000
N
N
N
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos SE
N/A
14969.00000000
NS
1161694.12000000
0.015027515973
Long
EC
CORP
FR
N
2
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
79586KAA9
2800000.00000000
PA
USD
1904028.00000000
0.024630245339
Long
DBT
CORP
BR
N
2
2022-11-01
None
0.00000000
Y
Y
N
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
N/A
19000.00000000
NS
2048295.50000000
0.026496469953
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
42591.76000000
0.000550961171
N/A
DFE
N/A
N
2
Toronto Dominion Bank
N/A
5029290.87000000
USD
546835299.00000000
JPY
2019-11-29
42591.76000000
N
N
N
LogMeIn Inc
549300D12V5KRBV00592
LogMeIn Inc
54142L109
11666.00000000
NS
USD
766222.88000000
0.009911754196
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
95000.00000000
NS
USD
5507150.00000000
0.071239737871
Long
EC
CORP
NL
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
35283.00000000
NS
USD
1373567.19000000
0.017768276978
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
13940.00000000
NS
USD
1448226.60000000
0.018734060877
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
N/A
650000.00000000
NS
23120871.61000000
0.299088427382
Long
EC
CORP
CA
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137A6BC5
1800000.00000000
PA
USD
78307.38000000
0.001012973538
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Variable
4.62000000
N
N
N
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
528.00000000
NS
733471.81000000
0.009488090842
Long
EC
CORP
FR
N
2
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
165000.00000000
NS
USD
15216300.00000000
0.196835972031
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
23857.00000000
NS
USD
954280.00000000
0.012344435335
Long
EC
CORP
US
N
1
N
N
N
Indonesia Government International Bond
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
3870000.00000000
PA
USD
4216207.92000000
0.054540287995
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AS5
3235000.00000000
PA
USD
3416968.75000000
0.044201439594
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.80000000
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
N/A
1800.00000000
NS
660217.51000000
0.008540483253
Long
EC
CORP
JP
N
2
N
N
N
Ghana Government International Bond
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
1870000.00000000
PA
USD
1887484.50000000
0.024416240889
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.63000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
N/A
3000000.00000000
PA
USD
3652500.00000000
0.047248239575
Long
DBT
CORP
GB
N
2
N/A
Variable
12.00000000
N
N
N
N
N
N
Resorts World Las Vegas LLC / RWLV Capital Inc
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
3280000.00000000
PA
USD
3452547.12000000
0.044661676514
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
N/A
4881000.00000000
PA
USD
5103085.50000000
0.066012814860
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
N/A
220664.00000000
NS
2687810.94000000
0.034769154065
Long
EC
CORP
GB
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C45
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAA6
2646750.00000000
PA
USD
360011.20000000
0.004657055558
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
1.88000000
N
N
N
N
N
N
Arena REIT
N/A
Arena REIT
N/A
914772.00000000
NS
1909558.80000000
0.024701791010
Long
EC
CORP
AU
N
2
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
24409.00000000
NS
USD
1047634.28000000
0.013552053510
Long
EC
CORP
US
N
1
N
N
N
DBUBS 2011-LC2 Mortgage Trust
N/A
DBUBS 2011-LC2 Mortgage Trust
23305XAE1
9332616.57000000
PA
USD
111064.67000000
0.001436717354
Long
ABS-MBS
CORP
US
N
2
2044-07-10
Variable
1.04000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
1775000.00000000
PA
USD
1968045.45000000
0.025458366301
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AM6
2000000.00000000
PA
USD
2414934.78000000
0.031239265446
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.63000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
N/A
48600.00000000
NS
926358.83000000
0.011983250905
Long
EC
CORP
SG
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
2500000.00000000
PA
USD
2937500.00000000
0.037999097536
Long
DBT
CORP
IT
N
2
2073-09-24
Variable
8.75000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
5000000.00000000
PA
USD
5275000.00000000
0.068236677278
Long
DBT
CORP
NL
N
2
N/A
Variable
6.87000000
N
N
N
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GX2
5075000.00000000
PA
USD
2151850.75000000
0.027836046479
Long
DBT
NUSS
AR
N
2
2026-04-22
Fixed
7.50000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
3200000.00000000
PA
USD
2408000.00000000
0.031149558082
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Ukraine Government Bond
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
140000000.00000100
PA
5799380.27000000
0.075019988606
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
Dream Industrial Real Estate Investment Trust
N/A
Dream Industrial Real Estate Investment Trust
N/A
450330.00000000
NS
4595273.86000000
0.059443833059
Long
EC
CORP
CA
N
1
N
N
N
Benchmark 2019-B12 Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAN3
12000000.00000000
PA
USD
10973263.20000000
0.141948629320
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
N/A
130709.00000000
NS
1297846.10000000
0.016788759333
Long
EC
CORP
AU
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C45
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
1250000.00000000
PA
USD
1141714.00000000
0.014769055879
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
N/A
16400000.00000000
PA
USD
18857736.80000000
0.243941099567
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
New Residential Investment Corp
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
84366.00000000
NS
USD
1336357.44000000
0.017286936751
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
17924.00000000
NS
USD
463514.64000000
0.005995961877
Long
EC
CORP
US
N
1
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
N/A
166310000.00000100
PA
2344512.89000000
0.030328297525
Long
DBT
CORP
XX
N
2
2021-08-08
Fixed
6.45000000
N
N
N
N
N
N
IAMGOLD Corp
254900E7II30XAB9LA72
IAMGOLD Corp
450913AE8
1982000.00000000
PA
USD
2046415.00000000
0.026472144062
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
N/A
400000.00000000
PA
465637.62000000
0.006023424455
Long
DBT
CORP
FI
N
2
2024-03-15
Fixed
2.00000000
N
N
N
N
N
N
Liberty Property Trust
N/A
Liberty Property Trust
531172104
26924.00000000
NS
USD
1590400.68000000
0.020573205297
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
N/A
54912.00000000
NS
994245.20000000
0.012861419686
Long
EC
CORP
SE
N
2
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
N/A
15365.00000000
NS
1740075.45000000
0.022509377615
Long
EC
CORP
FR
N
2
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
550985.00000000
NS
USD
29036909.50000000
0.375617482977
Long
EC
CORP
US
N
1
N
N
N
Mueller Water Products Inc
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AE8
1175000.00000000
PA
USD
1232281.25000000
0.015940621416
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
Corporate Office Properties Trust
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
78472.00000000
NS
USD
2325910.08000000
0.030087654124
Long
EC
CORP
US
N
1
N
N
N
Dairy Farm International Holdings Ltd
213800NOTG41PZVNNX48
Dairy Farm International Holdings Ltd
N/A
10703.00000000
NS
USD
64510.34000000
0.000834496919
Long
EC
CORP
HK
N
2
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
4400000.00000000
PA
USD
4598000.00000000
0.059479098033
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
N/A
528500.00000000
NS
1708991.26000000
0.022107276792
Long
EC
CORP
HK
N
2
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
2500000.00000000
PA
USD
2587500.00000000
0.033471545489
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
Benchmark 2018-B8 Mortgage Trust
N/A
Benchmark 2018-B8 Mortgage Trust
08162UAA8
6900000.00000000
PA
USD
980454.81000000
0.012683029091
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
1.87000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C49
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAA6
4335668.00000000
PA
USD
721324.65000000
0.009330956844
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
2.14000000
N
N
N
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
N/A
11700.00000000
NS
1550489.41000000
0.020056918576
Long
EC
CORP
JP
N
2
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
143400000000.00000000
PA
11544852.14000000
0.149342625535
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9
06540RAL8
15200000.00000000
PA
USD
1523796.96000000
0.019711628700
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.42000000
N
N
N
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
15101.00000000
NS
USD
1289323.38000000
0.016678510594
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
185288.00000000
NS
2811001.97000000
0.036362736351
Long
EC
CORP
IT
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06738C828
2000000.00000000
PA
USD
2211800.00000000
0.028611541763
Long
DBT
CORP
GB
N
2
N/A
Variable
6.28000000
N
N
N
N
N
N
Petron Corp
549300R3PFXOFQSZ7G25
Petron Corp
N/A
750000.00000000
PA
USD
739125.00000000
0.009561219733
Long
DBT
CORP
PH
N
2
N/A
Variable
4.60000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364W603
95030.00000000
NS
USD
2408060.20000000
0.031150336821
Long
EP
CORP
US
N
1
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans Inc
74840LAA0
7064000.00000000
PA
USD
7272246.72000000
0.094072787207
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
3065000.00000000
PA
USD
3176106.25000000
0.041085675295
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.13000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
17739.00000000
NS
USD
977064.12000000
0.012639167589
Long
EC
CORP
US
N
1
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392462
75000.00000000
NS
USD
1968000.00000000
0.025457778366
Long
EP
CORP
US
N
1
N
N
N
JPMCC Commercial Mortgage Securities Trust 2019-COR5
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAC1
2500000.00000000
PA
USD
2286283.25000000
0.029575046880
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Fixed
3.00000000
N
N
N
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899109
11018.00000000
NS
USD
992501.44000000
0.012838862646
Long
EC
CORP
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
N/A
183000.00000000
NS
1273260.77000000
0.016470726872
Long
EC
CORP
HK
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C28
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBH8
10000000.00000000
PA
USD
9469702.00000000
0.122498767638
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.11000000
N
N
N
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
18000.00000000
NS
USD
1947420.00000000
0.025191558306
Long
EC
RF
US
N
1
N
N
N
WFRBS Commercial Mortgage Trust 2014-C24
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
2370000.00000000
PA
USD
2520871.83000000
0.032609652611
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAG0
2000000.00000000
PA
USD
2109672.92000000
0.027290439849
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
3.82000000
N
N
N
N
N
N
Republic of South Africa Government Bond
549300KEVMSOSY8T8R35
Republic of South Africa Government Bond
N/A
77830700.00000000
PA
4735882.43000000
0.061262726256
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
GVC Holdings PLC
213800GNI3K45LQR8L28
GVC Holdings PLC
N/A
357002.00000000
NS
4118652.70000000
0.053278327035
Long
EC
CORP
IM
N
2
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATE4
3425000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2024-04-15
None
0.00000000
N
N
N
N
N
N
Learning Care Group US No 2 Inc
5493000VMN44LK8QID23
Learning Care Group US No 2 Inc
N/A
14850000.00000000
PA
USD
14701500.00000000
0.190176589764
Long
LON
CORP
US
N
2
2026-03-13
Floating
9.68000000
N
N
N
N
N
N
COMM 2012-CCRE1 Mortgage Trust
N/A
COMM 2012-CCRE1 Mortgage Trust
12624BAL0
8889000.00000000
PA
USD
9205730.18000000
0.119084064341
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
5.32000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C42
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAN3
20342500.00000000
PA
USD
2169165.53000000
0.028060028101
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
1.57000000
N
N
N
N
N
N
Israel Electric Corp Ltd
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AK1
1900000.00000000
PA
USD
2089050.00000000
0.027023664581
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
5.00000000
N
N
N
N
N
N
Comunicaciones Celulares SA Via Comcel Trust
N/A
Comunicaciones Celulares SA Via Comcel Trust
N/A
8595000.00000000
PA
USD
8852850.00000000
0.114519254681
Long
DBT
CORP
KY
N
2
2024-02-06
Fixed
6.88000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
12058.00000000
NS
USD
761945.02000000
0.009856416385
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Corp II
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36250SAP4
8016500.00000000
PA
USD
898299.33000000
0.011620277057
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
1.41000000
N
N
N
N
N
N
Adidas AG
549300JSX0Z4CW0V5023
Adidas AG
N/A
1925.00000000
NS
595069.30000000
0.007697734935
Long
EC
CORP
DE
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
27732.00000000
NS
USD
1519158.96000000
0.019651632168
Long
EC
CORP
US
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
24213.00000000
NS
2477908.27000000
0.032053881885
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Total Return Swaps
N/A
250000000.00000100
NC
USD
1387475.31000000
0.017948190513
N/A
DIR
N/A
N
2
HSBC Securities Inc
N/A
Egypt Treasury Bills, 0.00%, 12/03/2019
Egypt Treasury Bills, 0.00%, 12/03/2019
Y
Receive positive return on reference instrument
2019-12-04
0.00000000
USD
0.00000000
USD
13850898.20000000
USD
1387475.31000000
N
N
N
Aleris International Inc
5493002SZ3VN4IY2H022
Aleris International Inc
014477AT0
650000.00000000
PA
USD
680875.00000000
0.008807705714
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
10.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
1000000.00000000
PA
USD
1066250.00000000
0.013792863914
Long
DBT
CORP
CH
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAL2
2875000.00000000
PA
USD
2926750.00000000
0.037860037009
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.63000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAC6
430000.00000000
PA
USD
448812.50000000
0.005805777008
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
7.00000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
N/A
1100000.00000000
PA
1106823.32000000
0.014317714822
Long
DBT
CORP
CA
N
2
2039-11-09
Fixed
6.75000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
4385000.00000000
PA
USD
4693572.45000000
0.060715410152
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
46860.00000000
NS
USD
2402043.60000000
0.031072506908
Long
EC
CORP
US
N
1
N
N
N
Russian Federal Bond - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
N/A
675050000.00000100
PA
11022298.73000000
0.142582946218
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.03000000
N
N
N
N
N
N
DBGS 2018-5BP Mortgage Trust
N/A
DBGS 2018-5BP Mortgage Trust
33830CAA8
5220000.00000000
PA
USD
5205197.65000000
0.067333723642
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
2.56000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
4800000.00000000
PA
USD
5298000.00000000
0.068534202127
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
2950000.00000000
PA
USD
3188802.50000000
0.041249912245
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Hakuhodo DY Holdings Inc
N/A
Hakuhodo DY Holdings Inc
N/A
41300.00000000
NS
616307.99000000
0.007972475718
Long
EC
CORP
JP
N
2
N
N
N
Viper Energy Partners LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
1025000.00000000
PA
USD
1035250.00000000
0.013391852161
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
16913.00000000
NS
2059280.42000000
0.026638569373
Long
EC
CORP
FR
N
2
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
02156DAA7
5565000.00000000
PA
USD
6295406.25000000
0.081436512723
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Principal Government Money Market Fund
549300WWK3YB7DNN4U34
Principal Government Money Market Fund
742537228
225081573.33000000
NS
USD
225081573.33000000
2.911624394425
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG7J8
75770382.00000000
PA
USD
8401912.46000000
0.108685988446
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Variable
2.17000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
Export-Import Bank of India
N/A
1000000.00000000
PA
USD
1055405.19000000
0.013652576937
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.88000000
N
N
N
N
N
N
Empresa Electrica Cochrane SpA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
29246XAB6
1450000.00000000
PA
USD
1495312.50000000
0.019343157628
Long
DBT
CORP
CL
N
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
N/A
1200000.00000000
PA
USD
1351512.00000000
0.017482974062
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-23753.64000000
-0.00030727383
N/A
DFE
N/A
N
2
Standard Chartered Bank, Hong Kong
N/A
11589440.00000000
USD
46449026.84000000
BRL
2019-12-03
-23753.64000000
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
6000000.00000000
PA
USD
6465000.00000000
0.083630354237
Long
DBT
CORP
GB
N
2
N/A
Variable
8.62000000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
N/A
10000000.00000000
PA
USD
10987600.00000000
0.142134088201
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
10000.00000000
NS
USD
1000000.00000000
0.012935862991
Long
EP
CORP
US
N
2
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
2400000.00000000
PA
USD
2718000.00000000
0.035159675609
Long
DBT
CORP
GB
N
2
N/A
Variable
6.66000000
N
N
N
N
N
N
MCUBS MidCity Investment Corp
353800WZPKHG2SQS1P32
MCUBS MidCity Investment Corp
N/A
4986.00000000
NS
5782579.69000000
0.074802658605
Long
EC
CORP
JP
N
2
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
3850000.00000000
PA
USD
4014587.50000000
0.051932153865
Long
DBT
CORP
MX
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
8450000.00000000
PA
USD
7816672.50000000
0.101115404506
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
Axalta Coating Systems Dutch Holding B BV
5493007DMEBZH3CQ5E51
Axalta Coating Systems Dutch Holding B BV
N/A
400000.00000000
PA
458063.39000000
0.005925445254
Long
DBT
CORP
NL
N
2
2025-01-15
Fixed
3.75000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CF1
4617000.00000000
PA
USD
4738196.25000000
0.061292657515
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC38
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAA5
2500000.00000000
PA
USD
2280385.50000000
0.029498754394
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.00000000
N
N
N
N
N
N
Lendlease Global Commercial REIT
N/A
Lendlease Global Commercial REIT
N/A
776000.00000000
NS
541879.53000000
0.007009679357
Long
EC
CORP
SG
N
2
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
N/A
4465.00000000
NS
678470.63000000
0.008776603113
Long
EC
CORP
FR
N
2
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
400000.00000000
PA
USD
461100.00000000
0.005964726425
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
Sekisui Chemical Co Ltd
N/A
Sekisui Chemical Co Ltd
N/A
68000.00000000
NS
1185630.62000000
0.015337155258
Long
EC
CORP
JP
N
2
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
12771.00000000
NS
USD
1397913.66000000
0.018083219579
Long
EC
CORP
US
N
1
N
N
N
Braskem Netherlands Finance BV
N/A
Braskem Netherlands Finance BV
10554TAE5
3670000.00000000
PA
USD
3647246.00000000
0.047180274550
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.88000000
N
N
N
N
N
N
Invincible Investment Corp
N/A
Invincible Investment Corp
N/A
1512.00000000
NS
954757.91000000
0.012350617513
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
467295.34000000
0.006044868494
N/A
DFE
N/A
N
2
JPMorgan Chase
N/A
266100000.00000000
ZAR
18039475.74000000
USD
2019-11-22
467295.34000000
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AK0
6460000.00000000
PA
USD
6719046.00000000
0.086916658487
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Ibstock PLC
2138003QHTNX34CN9V93
Ibstock PLC
N/A
321084.00000000
NS
1003336.03000000
0.012979017418
Long
EC
CORP
GB
N
2
N
N
N
Boyne USA Inc
N/A
Boyne USA Inc
103557AA2
7525000.00000000
PA
USD
8221062.50000000
0.106346538141
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2013-GC15
N/A
Citigroup Commercial Mortgage Trust 2013-GC15
17321JAP9
7700000.00000000
PA
USD
8154952.19000000
0.105491344229
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
5.21000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAY1
3200000.00000000
PA
USD
3320576.00000000
0.042954516187
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
N/A
56674.00000000
NS
1725490.62000000
0.022320710252
Long
EC
CORP
GB
N
2
N
N
N
Hughes Satellite Systems Corp
N/A
Hughes Satellite Systems Corp
444454AA0
5800000.00000000
PA
USD
6249500.00000000
0.080842675763
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.63000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
1150000.00000000
PA
USD
1288069.95000000
0.016662296396
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
N/A
14000.00000000
NS
614631.48000000
0.007950788615
Long
EC
CORP
JP
N
2
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
1500000.00000000
PA
USD
1528275.00000000
0.019769556012
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
BNSF Funding Trust I
N/A
BNSF Funding Trust I
05567SAA0
3510000.00000000
PA
USD
3913650.00000000
0.050626440195
Long
DBT
CORP
US
N
2
2055-12-15
Variable
6.61000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
6000000.00000000
PA
USD
6764496.00000000
0.087504593460
Long
DBT
CORP
FR
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
BENCHMARK 2018-B1 Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAG6
11120000.00000000
PA
USD
9848610.37000000
0.127400274399
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
2.75000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAA3
1950000.00000000
PA
USD
799500.00000000
0.010342222461
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C34
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBG5
35093938.47000000
PA
USD
3270755.07000000
0.042310039463
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
2.14000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
5245.00000000
NS
USD
321098.90000000
0.004153691377
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
8000000.00000000
PA
USD
11664880.00000000
0.150895289487
Long
DBT
CORP
US
N
2
2068-04-08
Fixed
9.25000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
3000000.00000000
PA
USD
3562500.00000000
0.046084011905
Long
DBT
CORP
FR
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
610000.00000000
PA
USD
650443.00000000
0.008414041531
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
Kenya Government International Bond
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
5822000.00000000
PA
USD
6100128.58000000
0.078910427539
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
N/A
28906.00000000
NS
630297.30000000
0.008153439516
Long
EC
CORP
AU
N
2
N
N
N
AGL Energy Ltd
549300QAZ8A74DEDXO80
AGL Energy Ltd
N/A
172833.00000000
NS
2359280.06000000
0.030519323613
Long
EC
CORP
AU
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
N/A
9110.00000000
NS
854333.50000000
0.011051541104
Long
EC
CORP
IE
N
2
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C501
35604.00000000
NS
USD
1205907.48000000
0.015599453941
Long
EC
CORP
US
N
1
N
N
N
Fukuoka Financial Group Inc
N/A
Fukuoka Financial Group Inc
N/A
92200.00000000
NS
1777370.77000000
0.022991824765
Long
EC
CORP
JP
N
2
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
N/A
1400000.00000000
PA
1690236.67000000
0.021864669985
Long
DBT
CORP
BR
N
2
2023-01-10
Fixed
3.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAJ7
1750000.00000000
PA
USD
1753764.50000000
0.022686457290
Long
DBT
CORP
US
N
2
2020-10-20
Fixed
2.13000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
N/A
2000000.00000000
PA
2348562.38000000
0.030380681173
Long
DBT
CORP
DE
N
2
2024-01-12
Fixed
1.40000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
8500000.00000000
PA
USD
9198785.00000000
0.118994222444
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.75000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
6445.00000000
NS
USD
177882.00000000
0.002301057180
Long
EP
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
53485.00000000
NS
USD
2336224.80000000
0.030221083929
Long
EC
CORP
US
N
1
N
N
N
LB-UBS Commercial Mortgage Trust 2007-C6
N/A
LB-UBS Commercial Mortgage Trust 2007-C6
52109PAK1
8841000.00000000
PA
USD
8308207.74000000
0.107473837026
Long
ABS-MBS
CORP
US
N
2
2040-07-15
Variable
6.29000000
N
N
N
N
N
N
TPC Group Inc
549300K276KVW5JD1583
TPC Group Inc
89236YAB0
4000000.00000000
PA
USD
4240000.00000000
0.054848059082
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.50000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
34435.00000000
NS
USD
16110759.10000000
0.208406572400
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAS6
51121317.70000000
PA
USD
1888513.49000000
0.024429551763
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
1.26000000
N
N
N
N
N
N
Argentina Treasury Bill
549300KPBYGYF7HCHO27
Argentina Treasury Bill
N/A
58000000.00000000
PA
602639.75000000
0.007795665239
Long
DBT
NUSS
AR
N
2
2020-07-29
None
0.00000000
N
N
N
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
N/A
90332.00000000
NS
2942065.95000000
0.038058162040
Long
EC
CORP
FI
N
2
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286AY3
900000.00000000
PA
USD
1448806.09000000
0.018741557080
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
9.50000000
N
N
N
N
N
N
Times China Holdings Ltd
2549000KTINB9ZPZP710
Times China Holdings Ltd
N/A
385000.00000000
NS
687088.47000000
0.008888082310
Long
EC
CORP
CN
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
N/A
87370.00000000
NS
2235172.60000000
0.028913886515
Long
EC
CORP
JP
N
2
N
N
N
NVA Holdings Inc
549300PQXWQYUO44P605
NVA Holdings Inc
62953QAA7
15475000.00000000
PA
USD
16596937.50000000
0.214695709572
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
SEPLAT Petroleum Development Co Plc
029200711C4S4CB2E982
SEPLAT Petroleum Development Co Plc
81733LAA5
3210000.00000000
PA
USD
3371142.00000000
0.043608631035
Long
DBT
CORP
NG
N
2
2023-04-01
Fixed
9.25000000
N
N
N
N
N
N
Clearway Energy Inc - Class C
549300LHAZ9HA9G3XC48
Clearway Energy Inc - Class C
18539C204
986420.00000000
NS
USD
17883794.60000000
0.231342316707
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
2200000.00000000
PA
2597959.00000000
0.033606841680
Long
DBT
CORP
ES
N
2
2027-02-15
Variable
3.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
N/A
1250000.00000000
PA
USD
1331262.50000000
0.017221029305
Long
DBT
CORP
MX
N
2
2024-01-15
Fixed
4.88000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BF9
11100000.00000000
PA
USD
11238750.00000000
0.145382930191
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RAA4
21212500.00000000
PA
USD
1723645.02000000
0.022296835824
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.31000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
252000.00000000
NS
USD
15850800.00000000
0.205043777099
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U656
78727.00000000
NS
USD
2076030.99000000
0.026855252451
Long
EP
CORP
US
N
1
N
N
N
Medco Oak Tree Pte Ltd
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
N/A
2000000.00000000
PA
USD
2036093.24000000
0.026338623189
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
Iraq International Bond
N/A
Iraq International Bond
N/A
10400000.00000000
PA
USD
9986080.00000000
0.129178562698
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
2500000.00000000
PA
USD
2675000.00000000
0.034603433501
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
Digicel Group One Ltd
N/A
Digicel Group One Ltd
25382DAA4
3988000.00000000
PA
USD
2357905.00000000
0.030501536026
Long
DBT
CORP
BM
N
2
2022-12-30
Fixed
8.25000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
N/A
700000.00000000
PA
798253.89000000
0.010326102953
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
QNB Finansbank AS
789000Q21SW842S9IJ58
QNB Finansbank AS
31772DAC6
2920000.00000000
PA
USD
2912700.00000000
0.037678288134
Long
DBT
CORP
TR
N
2
2022-05-19
Fixed
4.88000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
90056.00000000
NS
3436258.93000000
0.044450974720
Long
EC
CORP
NL
N
2
N
N
N
Mexico City Airport Trust
N/A
Mexico City Airport Trust
59284MAD6
6360000.00000000
PA
USD
6354912.00000000
0.082206270952
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
BENCHMARK 2018-B3 Mortgage Trust
N/A
BENCHMARK 2018-B3 Mortgage Trust
08161BAN3
5520000.00000000
PA
USD
582698.38000000
0.007537706408
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Variable
1.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FL6S8
42892307.00000000
PA
USD
7602193.89000000
0.098340938593
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Variable
2.30000000
N
N
N
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
N/A
49518.00000000
NS
901588.88000000
0.011662830226
Long
EC
CORP
NO
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C44
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust 2018-C44
95001JAX5
5000000.00000000
PA
USD
5635330.00000000
0.072897856789
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
4.21000000
N
N
N
N
N
N
Africa Finance Corp
213800LXFHRRXIJRXW97
Africa Finance Corp
N/A
3100000.00000000
PA
USD
3247808.00000000
0.042013199309
Long
DBT
CORP
XX
N
2
2026-04-17
Fixed
4.38000000
N
N
N
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse Inc
537008104
2970.00000000
NS
USD
521442.90000000
0.006745313912
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C36
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBV2
4000000.00000000
PA
USD
4204412.80000000
0.054387707938
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
4.19000000
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SA
984245AL4
2212000.00000000
PA
USD
1751904.00000000
0.022662390117
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
Turkcell Iletisim Hizmetleri AS
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
900111AB1
1640000.00000000
PA
USD
1590865.60000000
0.020579219438
Long
DBT
CORP
TR
N
2
2028-04-11
Fixed
5.80000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
10850000.00000000
PA
USD
11161937.50000000
0.144389294215
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Industrial Logistics Properties Trust
N/A
Industrial Logistics Properties Trust
456237106
314618.00000000
NS
USD
6682486.32000000
0.086443727475
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
281802.00000000
NS
USD
24601314.60000000
0.318239235067
Long
EC
CORP
US
N
1
N
N
N
Kenya Government International Bond
549300VVURQQYU45PR87
Kenya Government International Bond
N/A
1500000.00000000
PA
USD
1591524.00000000
0.020587736411
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.88000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
5000000.00000000
PA
USD
5343750.00000000
0.069126017858
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
33000.00000000
NS
USD
3564000.00000000
0.046103415700
Long
EP
CORP
US
N
2
N
N
N
Colruyt SA
5493000O0NZ1BCXO8K39
Colruyt SA
N/A
16450.00000000
NS
915023.15000000
0.011836614102
Long
EC
CORP
BE
N
2
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAG7
3625000.00000000
PA
USD
3760937.50000000
0.048650972218
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.88000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C23
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABG7
221503434.59000100
PA
USD
5361712.14000000
0.069358373640
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.66000000
N
N
N
N
N
N
Adecoagro SA
529900Q00UR5LFELO811
Adecoagro SA
N/A
1600000.00000000
PA
USD
1544000.00000000
0.019972972458
Long
DBT
CORP
LU
N
2
2027-09-21
Fixed
6.00000000
N
N
N
N
N
N
Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl
N/A
Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl
39479TAA4
13145000.00000000
PA
USD
14196600.00000000
0.183645272539
Long
DBT
CORP
US
N
2
2024-11-30
Fixed
10.00000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
4808000.00000000
PA
USD
5170330.88000000
0.066882691882
Long
DBT
CORP
US
N
2
2053-08-15
Variable
5.75000000
N
N
N
N
N
N
Oil India Ltd
335800XXEP14XISP1A16
Oil India Ltd
N/A
2200000.00000000
PA
USD
2480809.87000000
0.032091416585
Long
DBT
CORP
IN
N
2
2029-02-04
Fixed
5.13000000
N
N
N
N
N
N
Boparan Finance PLC
213800GQSQIOBR3DHN70
Boparan Finance PLC
N/A
200000.00000000
PA
146882.73000000
0.001900054871
Long
DBT
CORP
GB
N
2
2021-07-15
Fixed
5.50000000
N
N
N
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
N/A
164298.00000000
NS
669786.50000000
0.008664266397
Long
EC
CORP
GB
N
2
N
N
N
GS Mortgage Securities Trust 2012-GCJ9
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAN6
8500000.00000000
PA
USD
8156260.00000000
0.105508261880
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
4.74000000
N
N
N
N
N
N
Arcelik AS
789000748KTQCUMJ0R25
Arcelik AS
N/A
2200000.00000000
PA
USD
2216196.40000000
0.028668412991
Long
DBT
CORP
TR
N
2
2023-04-03
Fixed
5.00000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
N/A
549370.00000000
NS
4643597.37000000
0.060068939364
Long
EC
CORP
LU
N
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
29195.00000000
NS
USD
1928913.65000000
0.024952162698
Long
EC
CORP
US
N
1
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC
465349AA6
6692000.00000000
PA
USD
6800745.00000000
0.087973505557
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
7.13000000
N
N
N
N
N
N
Tecpetrol SA
529900C0GOV3UC7ZMZ16
Tecpetrol SA
N/A
6400000.00000000
PA
USD
5856000.00000000
0.075752413676
Long
DBT
CORP
AR
N
2
2022-12-12
Fixed
4.88000000
N
N
N
N
N
N
Nigeria Government International Bond
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAD5
5630000.00000000
PA
USD
5645561.32000000
0.073030207743
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14000000
N
N
N
N
N
N
Angolan Government International Bond
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AA8
4030000.00000000
PA
USD
4533508.20000000
0.058644840944
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
8740000.00000000
PA
USD
5637300.00000000
0.072923340439
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
2415000.00000000
PA
USD
2584050.00000000
0.033426916762
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
6000000.00000000
PA
USD
6174375.00000000
0.079870869055
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
6315.00000000
NS
USD
533996.40000000
0.006907704268
Long
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp
225310AK7
2994000.00000000
PA
USD
3095047.50000000
0.040037110411
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC18
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAA3
13500000.00000000
PA
USD
12952723.50000000
0.167554656558
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.96000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
6080000.00000000
PA
USD
6241120.00000000
0.080734273231
Long
DBT
NUSS
UA
N
2
2020-09-01
Fixed
7.75000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
N/A
400000.00000000
PA
USD
413360.00000000
0.005347168326
Long
DBT
NUSS
EG
N
2
2022-01-31
Fixed
6.13000000
N
N
N
N
N
N
Brazilian Government International Bond
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
650000.00000000
PA
USD
836173.00000000
0.010816619364
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
7.13000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
8437.00000000
NS
USD
1403241.84000000
0.018152144185
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
Wells Fargo Commercial Mortgage Trust 2017-C40
95000YBD6
10000000.00000000
PA
USD
10569323.00000000
0.136723314237
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
4.33000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C44
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust 2018-C44
95001JAA5
8021500.00000000
PA
USD
1063007.58000000
0.013750920413
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Variable
1.84000000
N
N
N
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
N/A
102900.00000000
NS
827234.54000000
0.010700992670
Long
EC
CORP
SG
N
2
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
15075000.00000000
PA
USD
15025101.75000000
0.194362657665
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
N/A
65000.00000000
NS
482167.01000000
0.006237246380
Long
EC
CORP
TW
N
2
N
N
N
Cromwell Property Group
N/A
Cromwell Property Group
N/A
4585851.00000000
NS
4190301.43000000
0.054205165190
Long
EC
CORP
AU
N
2
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
92840M102
590000.00000000
NS
USD
15947700.00000000
0.206297262223
Long
EC
CORP
US
N
1
N
N
N
Chouzhou International Investment Ltd
254900G02LJVPHKXDT91
Chouzhou International Investment Ltd
N/A
1000000.00000000
PA
USD
1004414.36000000
0.012992966547
Long
DBT
CORP
VG
N
2
2020-12-05
Fixed
4.00000000
N
N
N
N
N
N
Obic Co Ltd
N/A
Obic Co Ltd
N/A
7500.00000000
NS
939039.17000000
0.012147282046
Long
EC
CORP
JP
N
2
N
N
N
Cometa Energia SA de CV
N/A
Cometa Energia SA de CV
N/A
2325600.00000000
PA
USD
2517462.00000000
0.032565543517
Long
DBT
CORP
MX
N
2
2035-04-24
Fixed
6.38000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
5650000.00000000
PA
USD
6134264.84000000
0.079352009521
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.38000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2019-COR5
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAA5
8500000.00000000
PA
USD
1233021.90000000
0.015950202363
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Variable
1.78000000
N
N
N
N
N
N
BANK 2017-BNK5
N/A
BANK 2017-BNK5
06541WAE2
8356000.00000000
PA
USD
6243005.75000000
0.080758667034
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
4.26000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAJ4
300000.00000000
PA
USD
363753.12000000
0.004705460522
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
5.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C46
N/A
Wells Fargo Commercial Mortgage Trust 2018-C46
95001QAZ4
6000000.00000000
PA
USD
6770829.00000000
0.087586516280
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
5.15000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
G0684D107
13146.00000000
NS
USD
569879.10000000
0.007371877959
Long
EC
CORP
BM
N
1
N
N
N
Imerys SA
54930075MZSSIB2TGC64
Imerys SA
N/A
65257.00000000
NS
2520790.75000000
0.032608603771
Long
EC
CORP
FR
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
N/A
1469200.00000000
NS
1028570.67000000
0.013305449263
Long
EC
CORP
CN
N
2
N
N
N
Iron Mountain UK PLC
213800OT3BUEZ7P7XW26
Iron Mountain UK PLC
N/A
600000.00000000
PA
777406.44000000
0.010056423196
Long
DBT
CORP
GB
N
2
2025-11-15
Fixed
3.88000000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH Sub I LLC
N/A
24215000.00000000
PA
USD
23549087.50000000
0.304627769466
Long
LON
CORP
US
N
2
2025-09-15
Floating
9.34000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAA3
1000000.00000000
PA
USD
1029170.48000000
0.013313208323
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
Malaysia Government Bond
N/A
5179000.00000000
PA
1273354.08000000
0.016471933918
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W644
40000.00000000
NS
USD
1106800.00000000
0.014317413158
Long
EP
CORP
US
N
1
N
N
N
Ardonagh Midco 3 PLC
549300C8F38DVT8CAO43
Ardonagh Midco 3 PLC
48250PAA8
2000000.00000000
PA
USD
1885000.00000000
0.024384101738
Long
DBT
CORP
GB
N
2
2023-07-15
Fixed
8.63000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
N/A
Braskem Netherlands Finance BV
10554TAD7
3795000.00000000
PA
USD
3760845.00000000
0.048649775650
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
8101.00000000
NS
USD
1882429.37000000
0.024350848420
Long
EC
CORP
US
N
1
N
N
N
COMM 2017-COR2 Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
75843903.63000000
PA
USD
5741868.91000000
0.074276029532
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.17000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
75763.00000000
NS
USD
1316003.31000000
0.017023638514
Long
EC
CORP
US
N
1
N
N
N
Melco Resorts Finance Ltd
529900NRV6LBR3T6B421
Melco Resorts Finance Ltd
N/A
8500000.00000000
PA
USD
8686416.90000000
0.112366298902
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.88000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
24858.00000000
NS
USD
2265558.12000000
0.029306949438
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK 2019-B10 Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VAF5
47948242.99000000
PA
USD
4405580.46000000
0.056989985226
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.23000000
N
N
N
N
N
N
Peru Government Bond
254900STKLK2DBJJZ530
Peru Government Bond
N/A
10000000.00000000
PA
3210359.67000000
0.041528772843
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
2000000.00000000
PA
2342218.55000000
0.030298618258
Long
DBT
CORP
XX
N
2
2024-05-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU91
42000000.00000000
PA
USD
5190645.60000000
0.067145480317
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
2.15000000
N
N
N
N
N
N
Studio City Finance Ltd
254900D6R731QAUIG324
Studio City Finance Ltd
N/A
7500000.00000000
PA
USD
7968750.00000000
0.103082658210
Long
DBT
CORP
VG
N
2
2024-02-11
Fixed
7.25000000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
N/A
48100.00000000
NS
1020410.95000000
0.013199896243
Long
EC
CORP
JP
N
2
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
7000000.00000000
PA
USD
7147070.00000000
0.092453518308
Long
DBT
CORP
MX
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Great-West Life & Annuity Insurance Capital LP
N/A
Great-West Life & Annuity Insurance Capital LP
39136MAA4
2400000.00000000
PA
USD
2895970.73000000
0.037461880589
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
6.63000000
N
N
N
N
N
N
COMM 2014-UBS3 Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAG0
11861000.00000000
PA
USD
11384446.37000000
0.147267638472
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.78000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
26925.00000000
NS
USD
1449911.25000000
0.018755853279
Long
EC
CORP
US
N
1
N
N
N
Benchmark 2019-B13 Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAF5
58000000.00000000
PA
USD
4978488.00000000
0.064401038670
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.27000000
N
N
N
N
N
N
COMM 2018-COR3 Mortgage Trust
N/A
COMM 2018-COR3 Mortgage Trust
12595VAN7
8500000.00000000
PA
USD
7663005.00000000
0.099127582780
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
2.96000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
761735AT6
11300000.00000000
PA
USD
11593235.00000000
0.149968499583
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Greeneden US Holdings II LLC
549300CVRD4OUCPHWQ42
Greeneden US Holdings II LLC
N/A
2933261.93000000
PA
USD
2861778.34000000
0.037019572517
Long
LON
CORP
US
N
2
2023-12-01
Floating
5.22000000
N
N
N
N
N
N
MGM China Holdings Ltd
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAA9
6865000.00000000
PA
USD
7191087.50000000
0.093022922657
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.38000000
N
N
N
N
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
N/A
249504.00000000
NS
1068801.66000000
0.013825871838
Long
EC
CORP
IT
N
2
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AC3
1500000.00000000
PA
USD
2050040.60000000
0.026519044327
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.38000000
N
N
N
N
N
N
Benchmark 2019-B9 Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAY3
3000000.00000000
PA
USD
2758814.10000000
0.035687641215
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAA4
3000000.00000000
PA
USD
3003781.50000000
0.038856505939
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
2.89000000
N
N
N
N
N
N
High Ridge Brands Co
549300ZIF8QP562GOD97
High Ridge Brands Co
42979BAA2
15607000.00000000
PA
USD
39017.50000000
0.000504725034
Long
DBT
CORP
US
N
2
2025-03-15
None
0.00000000
Y
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
14379.00000000
NS
554867.60000000
0.007177691251
Long
EC
CORP
IT
N
2
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150708
62796.00000000
NS
USD
1645883.16000000
0.021290919057
Long
EP
CORP
US
N
1
N
N
N
Oji Holdings Corp
529900LVC9GIIYUGE243
Oji Holdings Corp
N/A
177500.00000000
NS
917717.83000000
0.011871472113
Long
EC
CORP
JP
N
2
N
N
N
Citigroup Commercial Mortgage Trust 2013-GC15
N/A
Citigroup Commercial Mortgage Trust 2013-GC15
17321JAR5
16492000.00000000
PA
USD
14061115.48000000
0.181892663351
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
4.25000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26
61690VAE8
2185000.00000000
PA
USD
2073473.01000000
0.026822162773
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.06000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C19
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WBB2
15096000.00000000
PA
USD
16025782.26000000
0.207307323641
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.68000000
N
N
N
N
N
N
Forum Energy Technologies Inc
549300SF93HLCR1REE27
Forum Energy Technologies Inc
34984VAB6
8286000.00000000
PA
USD
6711660.00000000
0.086821114203
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
6.25000000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
83389000000.00000000
PA
6422206.48000000
0.083076783126
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
3700000.00000000
PA
USD
3843047.74000000
0.049713139033
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
N/A
13050.00000000
NS
941944.30000000
0.012184862410
Long
EC
CORP
DE
N
2
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
Ivory Coast Government International Bond
N/A
9885000.00000000
PA
11239829.97000000
0.145396900535
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.88000000
N
N
N
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
N/A
37933.00000000
NS
173347.19000000
0.002242395499
Long
EC
CORP
IL
N
2
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
N/A
120700.00000000
NS
3043388.51000000
0.039368856794
Long
EC
CORP
CA
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
N/A
500000.00000000
PA
601704.18000000
0.007783562833
Long
DBT
CORP
IT
N
2
2023-01-16
Fixed
3.25000000
N
N
N
N
N
N
Cengage Learning Holdings II Inc
5493003VGPEJMW28UG24
Cengage Learning Holdings II Inc
15136X102
34465.00000000
NS
USD
439428.75000000
0.005684390104
Long
EC
CORP
US
N
2
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C28
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAF8
53395792.19000000
PA
USD
2076418.19000000
0.026860261218
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
1.10000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
1027500.00000000
PA
USD
287700.00000000
0.003721647782
Long
DBT
CORP
VE
N
2
2020-10-27
None
8.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
53626.00000000
NS
USD
4171566.54000000
0.053962813219
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
31210.00000000
NS
USD
480009.80000000
0.006209341007
Long
EC
CORP
US
N
1
N
N
N
Rusal Capital DAC
549300VAUKY08SYXL004
Rusal Capital DAC
N/A
2600000.00000000
PA
USD
2644408.00000000
0.034207699580
Long
DBT
CORP
IE
N
2
2022-02-02
Fixed
5.13000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
2000000.00000000
PA
USD
2479124.44000000
0.032069614093
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAN3
29811000.00000000
PA
USD
1635282.41000000
0.021153789207
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
1.21000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
N/A
4725000.00000000
PA
5473995.39000000
0.070810854379
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
Inmobiliaria Colonial Socimi SA
N/A
119681.00000000
NS
1546558.24000000
0.020006065500
Long
EC
CORP
ES
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
N/A
950000.00000000
PA
1447995.96000000
0.018731077350
Long
DBT
CORP
US
N
2
2029-09-14
Fixed
4.38000000
N
N
N
N
N
N
CapitaLand Retail China Trust
5493007T7JU82E186P49
CapitaLand Retail China Trust
N/A
1155488.00000000
NS
1290260.82000000
0.016690637190
Long
EC
CORP
SG
N
2
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
2500000.00000000
PA
USD
2828475.00000000
0.036588765073
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
Vietnam Government International Bond
5493008AE7RS4XK4BZ08
Vietnam Government International Bond
N/A
1200000.00000000
PA
USD
1307949.13000000
0.016919450745
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
Flexential Intermediate Corp
549300M6D163XS0DO113
Flexential Intermediate Corp
N/A
21350000.00000000
PA
USD
15211875.00000000
0.196778730838
Long
LON
CORP
US
N
2
2025-07-24
Floating
9.38000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
8950000.00000000
PA
USD
8847075.00000000
0.114444550072
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
N/A
500000.00000000
PA
618532.93000000
0.008001257237
Long
DBT
CORP
IT
N
2
2026-05-25
Fixed
3.63000000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAF3
1150000.00000000
PA
USD
1253500.00000000
0.016215104259
Long
DBT
NUSS
ID
N
2
2026-03-29
Fixed
4.55000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
1915000.00000000
PA
USD
2010750.00000000
0.026010786509
Long
DBT
CORP
XX
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAN6
1885000.00000000
PA
USD
1918553.00000000
0.024818138749
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.38000000
N
N
N
N
N
N
Champion REIT
N/A
Champion REIT
N/A
986090.00000000
NS
653553.44000000
0.008454277757
Long
EC
CORP
HK
N
2
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
N/A
347422.00000000
NS
2793328.41000000
0.036134113600
Long
EC
CORP
GB
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
N/A
85900.00000000
NS
5106424.29000000
0.066056004990
Long
EC
CORP
CH
N
2
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
N/A
102490000.00000100
PA
6897489.36000000
0.089224977343
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
02154VAB7
2375000.00000000
PA
USD
2449218.75000000
0.031682758185
Long
DBT
CORP
LU
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AB5
10980000.00000000
PA
USD
11196086.40000000
0.144831039707
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
Castellum AB
549300GU5OHTR1T5IY68
Castellum AB
N/A
95372.00000000
NS
1948988.52000000
0.025211848466
Long
EC
CORP
SE
N
2
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C31
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAC4
42377000.00000000
PA
USD
1040635.04000000
0.013461512301
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
0.50000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
7000.00000000
NS
USD
756000.00000000
0.009779512421
Long
EP
USGSE
US
N
2
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
45238.00000000
NS
USD
2175495.42000000
0.028141910690
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
5850000.00000000
PA
USD
5725687.50000000
0.074066709030
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
50257.00000000
NS
USD
1461473.56000000
0.018905421737
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
4749.00000000
NS
364077.39000000
0.004709655235
Long
EC
CORP
NL
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AD2
4420000.00000000
PA
USD
4464200.00000000
0.057748279565
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BF2
2800000.00000000
PA
USD
2919117.99000000
0.037761310373
Long
DBT
CORP
US
N
2
2022-06-12
Fixed
4.00000000
N
N
N
N
N
N
DBJPM 17-C6 Mortgage Trust
N/A
DBJPM 17-C6 Mortgage Trust
23312JAQ6
15000000.00000000
PA
USD
13903423.50000000
0.179852781503
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
3.24000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
107596.00000000
NS
USD
9442624.96000000
0.122148502759
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
3550000.00000000
PA
USD
3589050.00000000
0.046427459068
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
N/A
7565000.00000000
PA
USD
8427951.88000000
0.109022830815
Long
DBT
CORP
HK
N
2
2028-03-14
Fixed
5.13000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
7100000.00000000
PA
USD
7863250.00000000
0.101717924665
Long
DBT
CORP
US
N
2
N/A
Variable
5.87000000
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond
N/A
24207000.00000000
PA
9166353.89000000
0.118574698049
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2018-HULA
N/A
GS Mortgage Securities Corp Trust 2018-HULA
36259AAA7
17264823.83000000
PA
USD
17237835.46000000
0.222986277774
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Floating
2.83000000
N
N
N
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
3618.00000000
NS
USD
462778.38000000
0.005986437718
Long
EC
CORP
US
N
1
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
N/A
175722.00000000
NS
982905.15000000
0.012714726353
Long
EC
CORP
AU
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
20168.00000000
NS
USD
2340294.72000000
0.030273731856
Long
EC
CORP
US
N
1
N
N
N
Azure Power Energy Ltd
54930051LQDFHGQMHF47
Azure Power Energy Ltd
N/A
1251000.00000000
PA
USD
1264998.69000000
0.016363849737
Long
DBT
CORP
MU
N
2
2022-11-03
Fixed
5.50000000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
13035.00000000
NS
1417242.91000000
0.018333260108
Long
EC
CORP
BE
N
2
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
5000000.00000000
PA
USD
5375000.00000000
0.069530263577
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.13000000
N
N
N
N
N
N
KeyCorp Capital III
N/A
KeyCorp Capital III
49326QAA4
795000.00000000
PA
USD
1037661.33000000
0.013423044796
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.75000000
N
N
N
N
N
N
JPW Industries Holding Corp
2549006C25X8KUBSYI24
JPW Industries Holding Corp
48128TAA0
17080000.00000000
PA
USD
15969800.00000000
0.206583144795
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
9.00000000
N
N
N
N
N
N
WellCare Health Plans Inc
529900JCT1MMTWHZ5P23
WellCare Health Plans Inc
94946TAC0
2160000.00000000
PA
USD
2260575.00000000
0.029242488481
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
N/A
700000.00000000
PA
782271.20000000
0.010119353065
Long
DBT
CORP
DE
N
2
2022-03-03
Fixed
1.38000000
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
14556.00000000
NS
USD
374234.76000000
0.004841049581
Long
EC
CORP
US
N
1
N
N
N
Century Aluminum Co
549300U5ODNGEYWKSW73
Century Aluminum Co
156431AK4
11055000.00000000
PA
USD
10668075.00000000
0.138000756579
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
7.50000000
N
N
N
N
N
N
Deliver Buyer Inc
5493008Z3RKKERNJ9L16
Deliver Buyer Inc
N/A
11814981.24000000
PA
USD
11401456.90000000
0.147487684357
Long
LON
CORP
US
N
2
2024-05-01
Floating
7.10000000
N
N
N
N
N
N
WisdomTree Trust - WisdomTree International High Dividend Fund
549300QDDDX3P5WM8J43
WisdomTree Trust - WisdomTree International High Dividend Fund
97717W802
49378.00000000
NS
USD
1995858.76000000
0.025818155469
Long
EC
RF
US
N
1
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
7700000.00000000
PA
USD
8248625.00000000
0.106703082865
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAM4
1204000.00000000
PA
USD
1426676.92000000
0.018455297169
Long
DBT
CORP
MX
N
2
2027-09-15
Fixed
9.50000000
N
N
N
N
N
N
BENCHMARK 2019-B10 Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VAM0
12985000.00000000
PA
USD
1954794.36000000
0.025286952016
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.87000000
N
N
N
N
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
Wm Morrison Supermarkets PLC
N/A
1100689.00000000
NS
2843477.23000000
0.036782831865
Long
EC
CORP
GB
N
2
N
N
N
Alicorp SAA
549300Z1XH47TTIIJS11
Alicorp SAA
016234AC0
6700000.00000000
PA
2158414.81000000
0.027920958260
Long
DBT
CORP
PE
N
2
2027-04-17
Fixed
6.88000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
890000.00000000
PA
USD
940480.80000000
0.012165930774
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
103117.00000000
NS
USD
1853012.49000000
0.023970315691
Long
EC
CORP
US
N
1
N
N
N
Resorts World Las Vegas LLC / RWLV Capital Inc
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
N/A
1500000.00000000
PA
USD
1578908.75000000
0.020424547265
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
GPT Group/The
N/A
GPT Group/The
N/A
399625.00000000
NS
1640355.61000000
0.021219415427
Long
EC
CORP
AU
N
2
N
N
N
Brand Industrial Services Inc
549300B658W2BPDQMW42
Brand Industrial Services Inc
N/A
5240000.00000000
PA
USD
5082800.00000000
0.065750404411
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.24000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP / Panther Finance Co Inc
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAA6
8125000.00000000
PA
USD
8589750.00000000
0.111115829128
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S
N/A
6071.00000000
NS
854943.71000000
0.011059434697
Long
EC
CORP
DK
N
2
N
N
N
LB Commercial Mortgage Trust 2007-C3
N/A
LB Commercial Mortgage Trust 2007-C3
50177AAJ8
6369000.00000000
PA
USD
6210093.45000000
0.080332918031
Long
ABS-MBS
CORP
US
N
2
2044-07-15
Variable
5.88000000
N
N
N
N
N
N
MTN Mauritius Investments Ltd
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
N/A
7240000.00000000
PA
USD
7402900.00000000
0.095762900137
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.76000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
N/A
31990.00000000
NS
2000434.28000000
0.025877343768
Long
EC
CORP
GB
N
2
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
7704000.00000000
PA
USD
7886970.00000000
0.102024763335
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C47
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DAA7
14133000.00000000
PA
USD
2098955.43000000
0.027151799866
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
1.94000000
N
N
N
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
N/A
800000.00000000
PA
USD
865196.80000000
0.011192067265
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.38000000
N
N
N
N
N
N
Argentina Treasury Bond BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
N/A
187782677.58000100
PA
1157065.46000000
0.014967640262
Long
DBT
NUSS
AR
N
2
2020-04-28
Fixed
5.24000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
4741000.00000000
PA
USD
4503950.00000000
0.058262480118
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.13000000
N
N
N
N
N
N
BANK 2019-BNK22
N/A
BANK 2019-BNK22
06540XAA9
18082333.00000000
PA
USD
1476205.50000000
0.019095992094
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
0.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C15
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAR9
9191000.00000000
PA
USD
7694275.98000000
0.099532099893
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
3.50000000
N
N
N
N
N
N
Sekisui House Reit Inc
N/A
Sekisui House Reit Inc
N/A
3194.00000000
NS
2947840.85000000
0.038132865355
Long
EC
CORP
JP
N
2
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
5581.00000000
NS
USD
525618.58000000
0.006799329936
Long
EC
CORP
US
N
1
N
N
N
USA Compression Partners LP / USA Compression Finance Corp
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
1180000.00000000
PA
USD
1191800.00000000
0.015416961512
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
N/A
2100000.00000000
PA
2361873.48000000
0.030552871739
Long
DBT
CORP
GB
N
2
2024-01-15
Variable
0.63000000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
3099.00000000
NS
USD
284023.35000000
0.003674087141
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
130411.00000000
NS
USD
1842707.43000000
0.023837010847
Long
EC
CORP
US
N
1
N
N
N
Gazprom OAO Via Gaz Capital SA
213800568PRHV2JR9650
Gazprom OAO Via Gaz Capital SA
N/A
300000.00000000
PA
USD
429630.00000000
0.005557634816
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.63000000
N
N
N
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAJ8
6400000.00000000
PA
USD
6496000.00000000
0.084031365990
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.63000000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
2237.00000000
NS
USD
253116.55000000
0.003274281011
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAN4
2500000.00000000
PA
USD
2600913.30000000
0.033645058100
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Tereos Finance Groupe I SA
969500183Z46A3QF8W69
Tereos Finance Groupe I SA
N/A
5600000.00000000
PA
3959759.99000000
0.051222912708
Long
DBT
CORP
FR
N
2
2023-06-16
Fixed
4.13000000
N
N
N
N
N
N
Mong Duong Finance Holdings BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
2665000.00000000
PA
USD
2710292.34000000
0.035059970376
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
UTEX Industries Inc
N/A
UTEX Industries Inc
N/A
21490000.00000000
PA
USD
11282250.00000000
0.145945640231
Long
LON
CORP
US
N
2
2022-05-22
Floating
9.04000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
500000.00000000
PA
USD
540584.66000000
0.006992929096
Long
DBT
CORP
US
N
2
2046-04-20
Variable
5.25000000
N
N
N
N
N
N
CGMS Commercial Mortgage Trust 2017-B1
N/A
CGMS Commercial Mortgage Trust 2017-B1
17326CAA2
7435000.00000000
PA
USD
6415007.22000000
0.082983654485
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.00000000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
N/A
67800.00000000
NS
1724453.37000000
0.022307292528
Long
EC
CORP
JP
N
2
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
13012.00000000
NS
USD
1226901.48000000
0.015871029448
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK 2018-B1 Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAC5
30260000.00000000
PA
USD
3075877.56000000
0.039789130693
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
1.37000000
N
N
N
N
N
N
Aruhi Corp
549300HA73OUOVZQJP84
Aruhi Corp
N/A
36700.00000000
NS
825087.37000000
0.010673217174
Long
EC
CORP
JP
N
2
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAD5
9675000.00000000
PA
USD
9854568.00000000
0.127477341484
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
131465.00000000
NS
USD
1999582.65000000
0.025866327199
Long
EC
CORP
US
N
1
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4
06541FBC2
13842555.00000000
PA
USD
801093.57000000
0.010362836664
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
0.81000000
N
N
N
N
N
N
Sound Inpatient Physicians Inc
54930047QBMPL027P218
Sound Inpatient Physicians Inc
N/A
6550000.00000000
PA
USD
6517250.00000000
0.084306253078
Long
LON
CORP
US
N
2
2026-06-26
Floating
8.79000000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
N/A
600000.00000000
PA
USD
580500.00000000
0.007509268466
Long
DBT
CORP
TR
N
2
2022-12-06
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GS Mortgage Securities Trust 2019-GC40
36257HAC0
4941000.00000000
PA
USD
495937.06000000
0.006415373860
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Variable
1.16000000
N
N
N
N
N
N
COMM 2012-CCRE4 Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAE3
5000000.00000000
PA
USD
2466785.00000000
0.031909992788
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
4.59000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP7
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AM7
14734000.00000000
PA
USD
15257787.81000000
0.197372652657
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.40000000
N
N
N
N
N
N
Bausch Health Americas Inc
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
3705000.00000000
PA
USD
4157751.00000000
0.053784097287
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
12161.00000000
NS
USD
1212208.48000000
0.015680962813
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-14916.91000000
-0.00019296310
N/A
DFE
N/A
N
2
HSBC Securities Inc
N/A
14838305.45000000
PLN
3870694.00000000
USD
2019-11-29
-14916.91000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
N/A
800000.00000000
PA
1033668.67000000
0.013371396293
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.38000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC / New Red Finance Inc
68245XAC3
1050000.00000000
PA
USD
1077562.50000000
0.013939200864
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
BANK 2018-BNK13
549300664283JRAXM588
BANK 2018-BNK13
06539LBB5
3500000.00000000
PA
USD
3976801.50000000
0.051443359346
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
4.22000000
N
N
N
N
N
N
Denka Co Ltd
353800Y94EKQEH8MVD43
Denka Co Ltd
N/A
44100.00000000
NS
1272667.36000000
0.016463050602
Long
EC
CORP
JP
N
2
N
N
N
Outfront Media Capital LLC / Outfront Media Capital Corp
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
5400000.00000000
PA
USD
5656662.00000000
0.073173804619
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
N/A
201962.00000000
NS
2623833.75000000
0.033941553901
Long
EC
CORP
FI
N
2
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AG
N/A
21249.00000000
NS
2654913.05000000
0.034343591468
Long
EC
CORP
DE
N
2
N
N
N
Holly Energy Partners LP / Holly Energy Finance Corp
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AG7
8950000.00000000
PA
USD
9319187.50000000
0.120551732688
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
6.00000000
N
N
N
N
N
N
ATD New Holdings Inc
5493001F45YR8KICVO87
ATD New Holdings Inc
04683P100
385347.00000000
NS
USD
9649088.88000000
0.124819291740
Long
EC
CORP
US
N
3
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
900000.00000000
PA
USD
958950.00000000
0.012404845815
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
MAF Global Securities Ltd
54930037VUDNYTS17017
MAF Global Securities Ltd
N/A
5060000.00000000
PA
USD
5033338.40000000
0.065110575930
Long
DBT
CORP
KY
N
2
N/A
Variable
6.37000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
14539.00000000
NS
USD
788886.14000000
0.010204923022
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
28146.00000000
NS
USD
2021727.18000000
0.026152785805
Long
EC
CORP
US
N
1
N
N
N
Solvay Finance SA
549300850GMPCX5CK282
Solvay Finance SA
N/A
400000.00000000
PA
526421.45000000
0.006809715752
Long
DBT
CORP
FR
N
2
N/A
Variable
5.87000000
N
N
N
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
N/A
104124.00000000
NS
842504.10000000
0.010898517607
Long
EC
CORP
GB
N
2
N
N
N
Evercore Inc - Class A
529900P6KLPT95DW3W58
Evercore Inc - Class A
29977A105
13880.00000000
NS
USD
1022123.20000000
0.013222045675
Long
EC
CORP
US
N
1
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AN4
2000000.00000000
PA
USD
2355816.04000000
0.030474513525
Long
DBT
CORP
US
N
2
2048-09-24
Fixed
4.00000000
N
N
N
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
N/A
94500.00000000
NS
546080.40000000
0.007064021236
Long
EC
CORP
TH
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
1000000.00000000
PA
USD
1069700.00000000
0.013837492641
Long
DBT
CORP
US
N
2
N/A
Variable
5.50000000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
11224.00000000
NS
USD
848983.36000000
0.010982332426
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
5575000.00000000
PA
USD
6014031.25000000
0.077796684274
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17328HAC5
11280000.00000000
PA
USD
605844.29000000
0.007837118729
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.00000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
90837.00000000
NS
USD
3678898.50000000
0.047589726954
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
N/A
200000.00000000
PA
411256.62000000
0.005319959290
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
7.00000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
25000000.00000000
PA
USD
25031372.50000000
0.323802405139
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.92000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
5066.00000000
NS
544119.71000000
0.007038658019
Long
EC
CORP
FR
N
2
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
3494.00000000
NS
USD
383186.98000000
0.004956854273
Long
EC
CORP
US
N
1
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
12840000.00000000
PA
USD
770400.00000000
0.009965788848
Long
DBT
CORP
VE
N
2
2037-04-12
None
0.00000000
Y
Y
N
N
N
N
BANK 2018-BNK12
N/A
BANK 2018-BNK12
06541KAA6
18728000.00000000
PA
USD
1998273.85000000
0.025849396742
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
1.42000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
36459.00000000
NS
1794002.85000000
0.023206975073
Long
EC
CORP
DK
N
2
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
9837000.00000000
PA
USD
10689277.68000000
0.138275031542
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
12427.00000000
NS
USD
541941.47000000
0.007010480605
Long
EC
CORP
US
N
1
N
N
N
Two Harbors Investment Corp
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187B408
30074.00000000
NS
USD
417126.38000000
0.005395889701
Long
EC
CORP
US
N
1
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
6130000.00000000
PA
USD
6206625.00000000
0.080288050637
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
104290.00000000
NS
USD
3305993.00000000
0.042765872497
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
N/A
31300.00000000
NS
1447247.74000000
0.018721398478
Long
EC
CORP
CA
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBL3
1900000.00000000
PA
USD
2174158.92000000
0.028124621910
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
N/A
342630.00000000
NS
2097112.94000000
0.027127965668
Long
EC
CORP
AU
N
2
N
N
N
Apex Tool Group LLC / BC Mountain Finance Inc
N/A
Apex Tool Group LLC / BC Mountain Finance Inc
03764BAB1
22820000.00000000
PA
USD
19282900.00000000
0.249440952471
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
9.00000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
47991.82000000
0.000620815608
N/A
DFE
N/A
N
2
Standard Chartered Bank, Hong Kong
N/A
87517240.00000000
BRL
21870019.00000000
USD
2019-11-04
47991.82000000
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
4015000.00000000
PA
USD
4376350.00000000
0.056611864001
Long
DBT
NUSS
ID
N
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BNK14
06035RAX4
8000000.00000000
PA
USD
7370171.20000000
0.095339524864
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475857
27567.00000000
NS
USD
749546.73000000
0.009696033804
Long
EP
CORP
US
N
1
N
N
N
Parkway Pantai Ltd
2549009IL1HGP0UAGW74
Parkway Pantai Ltd
N/A
750000.00000000
PA
USD
747562.50000000
0.009670366077
Long
DBT
CORP
SG
N
2
N/A
Variable
4.25000000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
19424.00000000
NS
712056.60000000
0.009211066619
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBG2
48706854.72000000
PA
USD
2434563.43000000
0.031493178973
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.31000000
N
N
N
N
N
N
BANK 2019-BNK16
N/A
BANK 2019-BNK16
065405AL6
2500000.00000000
PA
USD
2322675.00000000
0.030045805572
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Fixed
3.00000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1344.00000000
NS
USD
452874.24000000
0.005858319120
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust Inc
N/A
Independence Realty Trust Inc
45378A106
638280.00000000
NS
USD
9829512.00000000
0.127153220501
Long
EC
CORP
US
N
1
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
N/A
3000000.00000000
PA
USD
3063030.00000000
0.039622936417
Long
DBT
CORP
MX
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
N/A
131334.00000000
NS
3249807.56000000
0.042039065343
Long
EC
CORP
ES
N
2
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
1000000.00000000
PA
USD
1035086.84000000
0.013389741546
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAE8
55208839.41000000
PA
USD
1409166.98000000
0.018228790984
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
1.05000000
N
N
N
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
12145.00000000
NS
USD
781652.20000000
0.010111345765
Long
EC
CORP
US
N
1
N
N
N
Credito Real SAB de CV SOFOM ER
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
ZR8273081
8000000.00000000
PA
9088532.49000000
0.117568011081
Long
DBT
CORP
MX
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
Shimao Property Holdings Ltd
254900WTJ6B5CU69ZD26
Shimao Property Holdings Ltd
N/A
2200000.00000000
PA
USD
2340293.85000000
0.030273720602
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.13000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BNK17
065403AJ6
3500000.00000000
PA
USD
3226013.70000000
0.041731271230
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
Benchmark 2019-B11 Mortgage Trust
N/A
Benchmark 2019-B11 Mortgage Trust
08162BAA0
13924000.00000000
PA
USD
1693571.94000000
0.021907814581
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.52000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
46548.00000000
NS
2003358.59000000
0.025915172242
Long
EC
CORP
FR
N
2
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
66267.00000000
NS
USD
764058.51000000
0.009883756202
Long
EC
CORP
US
N
1
N
N
N
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
26980000.00000000
PA
USD
26980000.00000000
0.349009583500
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
BENCHMARK 2018-B1 Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAE1
12667000.00000000
PA
USD
1071245.66000000
0.013857487087
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
1.12000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAT7
17104000.00000000
PA
USD
12331498.25000000
0.159518571837
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.27000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
362500.00000000
NS
USD
14543500.00000000
0.188132723411
Long
EC
CORP
US
N
1
N
N
N
AIMS APAC REIT
549300MGNQOBQ3KVN734
AIMS APAC REIT
N/A
471790.00000000
NS
474956.88000000
0.006143977126
Long
EC
CORP
SG
N
2
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
25375.00000000
NS
USD
1205566.25000000
0.015595039836
Long
EC
CORP
US
N
1
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
N/A
1400000.00000000
PA
USD
1672020.00000000
0.021629021638
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
1680.00000000
NS
USD
2535960.00000000
0.032804831110
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C31
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WBB2
5535500.00000000
PA
USD
5124775.86000000
0.066293398385
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.85000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JAY2
46724925.83000000
PA
USD
1405733.41000000
0.018184374793
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
0.85000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
2920.00000000
NS
USD
555763.60000000
0.007189281785
Long
EC
CORP
US
N
1
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAA1
6775000.00000000
PA
USD
7359343.75000000
0.095199462454
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Stockland
N/A
Stockland
N/A
629599.00000000
NS
2125510.75000000
0.027495315848
Long
EC
CORP
AU
N
2
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond
N/A
16553000.00000000
PA
6113906.30000000
0.079088654237
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
N/A
3093580.00000000
NS
4425170.18000000
0.057243395160
Long
EC
CORP
HK
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2010-C1
N/A
Wells Fargo Commercial Mortgage Trust 2010-C1
94987MAD3
13501082.64000000
PA
USD
71639.44000000
0.000926717980
Long
ABS-MBS
CORP
US
N
2
2043-11-15
Variable
0.57000000
N
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246401
13140.00000000
NS
USD
549120.60000000
0.007103348847
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
5000000.00000000
PA
USD
5250000.00000000
0.067913280703
Long
DBT
CORP
FR
N
2
N/A
Variable
7.63000000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
N/A
19600.00000000
NS
910026.46000000
0.011771977604
Long
EC
CORP
JP
N
2
N
N
N
DBGS 2018-BIOD Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23307DAC7
9495500.00000000
PA
USD
1223006.16000000
0.015820640123
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
1.75000000
N
N
N
N
N
N
Petroamazonas EP
N/A
Petroamazonas EP
N/A
3555000.00000000
PA
USD
3515006.25000000
0.045469639262
Long
DBT
CORP
EC
N
2
2020-11-06
Fixed
4.63000000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498AB7
3025000.00000000
PA
USD
3206500.00000000
0.041478844681
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
1775000.00000000
PA
USD
1832687.50000000
0.023707394405
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2018-IND
N/A
BX Commercial Mortgage Trust 2018-IND
056059AA6
2375468.00000000
PA
USD
2373240.76000000
0.030699917316
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
2.66000000
N
N
N
N
N
N
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAD8
1110000.00000000
PA
USD
860250.00000000
0.011128076138
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
72354.00000000
NS
USD
6561784.26000000
0.084882342164
Long
EC
CORP
US
N
1
N
N
N
LB-UBS Commercial Mortgage Trust 2006-C7
N/A
LB-UBS Commercial Mortgage Trust 2006-C7
50180CAG5
10861680.35000000
PA
USD
7596418.11000000
0.098266223894
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Fixed
5.41000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
3200000.00000000
PA
USD
3381184.00000000
0.043738532971
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Mebuki Financial Group Inc
353800K1RXV3E3JAE812
Mebuki Financial Group Inc
N/A
1001400.00000000
NS
2544169.87000000
0.032911032864
Long
EC
CORP
JP
N
2
N
N
N
CK Hutchison Finance 16 Ltd
254900EAR706W4E5ZN70
CK Hutchison Finance 16 Ltd
N/A
2500000.00000000
PA
2880122.01000000
0.037256863719
Long
DBT
CORP
KY
N
2
2023-04-06
Fixed
1.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
N/A
130000000.00000100
PA
1206316.97000000
0.015604751047
Long
DBT
CORP
US
N
2
2020-06-10
Fixed
0.35000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
1095000.00000000
PA
USD
908850.00000000
0.011756759079
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
N/A
2000000.00000000
PA
USD
2094328.00000000
0.027091940066
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
Instituto Costarricense de Electricidad
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
N/A
1400000.00000000
PA
USD
1421014.00000000
0.018382042412
Long
DBT
CORP
CR
N
2
2021-11-10
Fixed
6.95000000
N
N
N
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
CoreSite Realty Corp
21870Q105
71500.00000000
NS
USD
8401250.00000000
0.108677418954
Long
EC
CORP
US
N
1
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
2255000.00000000
PA
USD
2114062.50000000
0.027347222854
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Sundrug Co Ltd
N/A
Sundrug Co Ltd
N/A
22000.00000000
NS
727995.88000000
0.009417254961
Long
EC
CORP
JP
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
2165000.00000000
PA
USD
2273250.00000000
0.029406450544
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP5
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAU2
97772374.39000000
PA
USD
5310066.54000000
0.068690293235
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.09000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C5
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAN9
9150000.00000000
PA
USD
8848942.13000000
0.114468703010
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.07000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17
46630EAH3
9131574.62000000
PA
USD
7483729.93000000
0.096808505037
Long
ABS-MBS
CORP
US
N
2
2043-12-12
Variable
5.49000000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
Malaysia Government Bond
N/A
21442000.00000000
PA
5282680.70000000
0.068336033761
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.91000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS1
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBR0
7116000.00000000
PA
USD
5563655.99000000
0.071970691616
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
2.88000000
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
Romanian Government International Bond
N/A
1000000.00000000
PA
USD
1152080.00000000
0.014903149034
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.13000000
N
N
N
N
N
N
QNB Finansbank AS
789000Q21SW842S9IJ58
QNB Finansbank AS
31772DAD4
3420000.00000000
PA
USD
3599125.92000000
0.046557799788
Long
DBT
CORP
TR
N
2
2024-09-07
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLN67
39161000.00000000
PA
USD
4785321.47000000
0.061902262904
Long
ABS-MBS
CORP
US
N
2
2026-07-25
Variable
2.17000000
N
N
N
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
N/A
165000.00000000
NS
981532.57000000
0.012696970846
Long
EC
CORP
TW
N
2
N
N
N
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
N/A
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
25381VAA5
1475000.00000000
PA
USD
1397562.50000000
0.018078677021
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
11000000.00000000
PA
USD
11220000.00000000
0.145140382760
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.25000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
1200000.00000000
PA
USD
822000.00000000
0.010633279378
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DAC7
44717000.00000000
PA
USD
570034.43000000
0.007373887286
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.33000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AB9
4300000.00000000
PA
USD
4525750.00000000
0.058544481932
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
6.25000000
N
N
N
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
N/A
2102950.00000000
NS
6678593.65000000
0.086393372429
Long
EC
CORP
DE
N
2
N
N
N
Safestore Holdings PLC
213800WGA3YSJC1YOH73
Safestore Holdings PLC
N/A
201064.00000000
NS
1825644.40000000
0.023616285828
Long
EC
CORP
GB
N
2
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Turkey Government Bond
N/A
75000000.00000000
PA
11963793.78000000
0.154761997192
Long
DBT
NUSS
TR
N
2
2022-09-14
Fixed
8.50000000
N
N
N
N
N
N
Royal Dutch Shell PLC - A Shares
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC - A Shares
N/A
153644.00000000
NS
4453859.52000000
0.057614516532
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
61691GAT7
74906185.54000000
PA
USD
3112996.20000000
0.040269292335
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.73000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
N/A
9313.00000000
NS
967366.86000000
0.012513725163
Long
EP
CORP
DE
N
2
N
N
N
Antero Midstream Partners LP / Antero Midstream Finance Corp
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAC0
7055000.00000000
PA
USD
5838012.50000000
0.075519729840
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.38000000
N
N
N
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
1920000.00000000
PA
USD
1788480.00000000
0.023135532242
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.88000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L818
20702.00000000
NS
USD
1304226.00000000
0.016871288845
Long
EP
CORP
US
N
2
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
N/A
155400.00000000
NS
2192215.48000000
0.028358199096
Long
EC
CORP
JP
N
2
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
N/A
45300.00000000
NS
877379.14000000
0.011349656346
Long
EC
CORP
JP
N
2
N
N
N
Medco Oak Tree Pte Ltd
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
58405FAA3
1400000.00000000
PA
USD
1425265.27000000
0.018437036258
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.38000000
N
N
N
N
N
N
Peru Government Bond
254900STKLK2DBJJZ530
Peru Government Bond
N/A
36620000.00000000
PA
12407134.75000000
0.160496995238
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
2100000.00000000
PA
USD
2320500.00000000
0.030017670070
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AK9
500000.00000000
PA
USD
594859.65000000
0.007695022931
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAS2
2570000.00000000
PA
USD
2284575.80000000
0.029552959541
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.52000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RBT7
850000.00000000
PA
USD
853160.66000000
0.011036369407
Long
DBT
CORP
US
N
2
2021-09-13
Fixed
2.25000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
45200.00000000
NS
USD
1607764.00000000
0.020797814826
Long
EC
CORP
CA
N
1
N
N
N
Oxford Finance LLC / Oxford Finance Co-Issuer II Inc
N/A
Oxford Finance LLC / Oxford Finance Co-Issuer II Inc
69145LAA2
6075000.00000000
PA
USD
6257250.00000000
0.080942928701
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
6.38000000
N
N
N
N
N
N
Citigroup COmmercial Mortgage Trust 2018-C6
N/A
Citigroup COmmercial Mortgage Trust 2018-C6
17327GAA2
10000000.00000000
PA
USD
10716701.00000000
0.138629775852
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Variable
5.07000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
N/A
10823.00000000
NS
1041367.18000000
0.013470983163
Long
EC
CORP
DE
N
2
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
8225.00000000
NS
USD
970467.75000000
0.012553837851
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
5860000.00000000
PA
USD
6211600.00000000
0.080352406555
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
15446.00000000
NS
USD
1483742.76000000
0.019193493057
Long
EC
CORP
US
N
1
N
N
N
Banco do Estado do Rio Grande do Sul SA
254900W2BN097WLYIM20
Banco do Estado do Rio Grande do Sul SA
N/A
131259.00000000
NS
733125.94000000
0.009483616715
Long
EP
CORP
BR
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-NXS5
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust 2016-NXS5
95000CBJ1
4254000.00000000
PA
USD
4531477.36000000
0.058618570276
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
4.88000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212P303
3140.00000000
NS
USD
429112.40000000
0.005550939214
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
18365.00000000
NS
USD
1319708.90000000
0.017071573518
Long
EC
CORP
US
N
1
N
N
N
BANK 2019-BNK16
N/A
BANK 2019-BNK16
065405AN2
2500000.00000000
PA
USD
2090635.00000000
0.027044167924
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C48
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RBC2
10000000.00000000
PA
USD
11365305.00000000
0.147020028332
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
5.12000000
N
N
N
N
N
N
Zambia Government International Bond
N/A
Zambia Government International Bond
N/A
3140000.00000000
PA
USD
2208613.20000000
0.028570317755
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
COMM 2016-COR1 Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBF4
5000000.00000000
PA
USD
5290350.50000000
0.068435249243
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
4.38000000
N
N
N
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
885000.00000000
PA
USD
849600.00000000
0.010990309197
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
26003.00000000
NS
USD
729384.15000000
0.009435213432
Long
EC
CORP
US
N
1
N
N
N
BANK 2017-BNK5
N/A
BANK 2017-BNK5
06541WAA0
42403000.00000000
PA
USD
3339897.74000000
0.043204459569
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
1.18000000
N
N
N
N
N
N
IHS Netherlands Holdco BV
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
4870000.00000000
PA
USD
5090124.00000000
0.065845146671
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Melco Resorts & Entertainment Ltd
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd
585464100
6652.00000000
NS
USD
143284.08000000
0.001853503227
Long
EC
CORP
HK
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
1500000.00000000
PA
USD
1680130.31000000
0.021733935497
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS3
549300ZVNWG0TX42H716
Wells Fargo Commercial Mortgage Trust 2015-NXS3
94989VAZ2
5000000.00000000
PA
USD
4697665.50000000
0.060768357286
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LM6
98643122.00000000
PA
USD
14022336.81000000
0.181391027789
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Variable
2.16000000
N
N
N
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
12850.00000000
NS
USD
1168322.00000000
0.015113253321
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
39869.00000000
NS
USD
1843941.25000000
0.023852971373
Long
EC
CORP
US
N
1
N
N
N
COMM 2014-CCRE17 Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DAG8
12469000.00000000
PA
USD
12783186.38000000
0.165361547601
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.85000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
925000.00000000
PA
741025.36000000
0.009585802529
Long
DBT
CORP
CA
N
2
2025-05-26
Fixed
3.30000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAF6
5275000.00000000
PA
USD
5439843.75000000
0.070369073443
Long
DBT
CORP
GB
N
2
2024-10-15
Fixed
6.00000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
N/A
2000000.00000000
PA
2411835.56000000
0.031199174361
Long
DBT
CORP
FR
N
2
N/A
Variable
2.63000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
5327.00000000
NS
USD
1135982.75000000
0.014694917214
Long
EC
CORP
US
N
1
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
N/A
4776000.00000000
PA
1360353.41000000
0.017597345331
Long
DBT
NUSS
PL
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
Altice Finco SA
549300IGQP5SEZB5Z419
Altice Finco SA
N/A
1600000.00000000
PA
1732508.31000000
0.022411490129
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGZW8
17686000.00000000
PA
USD
2863779.02000000
0.037045453039
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Variable
2.26000000
N
N
N
N
N
N
Cloverie PLC for Zurich Insurance Co Ltd
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co Ltd
N/A
2000000.00000000
PA
USD
2237500.00000000
0.028943993442
Long
DBT
CORP
IE
N
2
2046-06-24
Variable
5.63000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
2550000.00000000
PA
USD
2615280.00000000
0.033830903763
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.63000000
N
N
N
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
N/A
108000.00000000
NS
2113877.15000000
0.027344825192
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust 2019-GSA1
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAC6
21600000.00000000
PA
USD
1848914.64000000
0.023917306465
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
59660.00000000
NS
USD
1664514.00000000
0.021531925050
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Commercial Mortgage Trust Series 2007-C1
549300FW5RBJHRQ6VP04
Credit Suisse Commercial Mortgage Trust Series 2007-C1
22545XAG8
23015103.14000000
PA
USD
10640805.09000000
0.137647996759
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
5.46000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C22
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KAJ4
10000000.00000000
PA
USD
8265261.00000000
0.106918283881
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
3.90000000
N
N
N
N
N
N
BANK 2019-BNK22
N/A
BANK 2019-BNK22
06540XAL5
5000000.00000000
PA
USD
4386245.00000000
0.056739864365
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.50000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
N/A
300000.00000000
PA
357340.68000000
0.004622510077
Long
DBT
CORP
NL
N
2
N/A
Variable
3.38000000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
N/A
3288.00000000
NS
582646.59000000
0.007537036460
Long
EC
CORP
DE
N
2
N
N
N
Russian Federal Bond - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
N/A
777992000.00000100
PA
13420324.08000000
0.173603473595
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
368894.00000000
NS
USD
17824958.08000000
0.230581215545
Long
EC
CORP
US
N
1
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
N/A
13400000.00000000
PA
USD
13986920.00000000
0.180932880787
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
N/A
290413.00000000
NS
3176925.01000000
0.041096266662
Long
EC
CORP
GB
N
2
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
29490000.00000000
PA
USD
29676376.80000000
0.383889544358
Long
DBT
CORP
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
1240000.00000000
PA
USD
1236714.00000000
0.015997962863
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATL8
2130000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-01-15
None
0.00000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
4820.00000000
NS
USD
454622.40000000
0.005880933079
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BK6
14517000.00000000
PA
USD
14680316.25000000
0.189902559676
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
2100000.00000000
PA
USD
892500.00000000
0.011545257719
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.63000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AF7
6000000.00000000
PA
USD
6216060.00000000
0.080410100504
Long
DBT
CORP
US
N
2
N/A
Variable
4.62000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29273AAA4
505000.00000000
PA
USD
523937.50000000
0.006777583715
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2019-H6
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAA9
4693400.00000000
PA
USD
589017.01000000
0.007619443340
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
1.58000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAF1
700000.00000000
PA
USD
849701.20000000
0.010991618306
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BNK20
06540AAK7
15674000.00000000
PA
USD
1576751.11000000
0.020396636330
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
1.21000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KazTransGas JSC
N/A
9711000.00000000
PA
USD
10187538.19000000
0.131784598242
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
664379.11000000
0.008594317141
N/A
DFE
N/A
N
2
Standard Chartered Bank, Hong Kong
N/A
21008000.00000000
USD
86917076.40000000
BRL
2019-11-04
664379.11000000
N
N
N
Dentalcorp Perfect Smile ULC
5493003HQR34Y0NUVR29
Dentalcorp Perfect Smile ULC
N/A
2691673.92000000
PA
USD
2626616.16000000
0.033977546776
Long
LON
CORP
CA
N
2
2025-06-01
Floating
5.79000000
N
N
N
N
N
N
Harvey Norman Holdings Ltd
529900ONRWOF42PYKU59
Harvey Norman Holdings Ltd
N/A
835173.00000000
NS
2356459.76000000
0.030482840599
Long
EC
CORP
AU
N
2
N
N
N
Puma International Financing SA
222100YFBPO7IDRUBR17
Puma International Financing SA
N/A
3400000.00000000
PA
USD
3255194.48000000
0.042108749802
Long
DBT
CORP
LU
N
2
2026-01-24
Fixed
5.00000000
N
N
N
N
N
N
Gohl Capital Ltd
N/A
Gohl Capital Ltd
N/A
600000.00000000
PA
USD
627214.92000000
0.008113566271
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
N/A
8467000.00000000
PA
USD
9178228.00000000
0.118728299909
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Packaging Coordinators Midco Inc
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc
N/A
24050000.00000000
PA
USD
24050000.00000000
0.311107504936
Long
LON
CORP
US
N
2
2024-06-29
Floating
10.86000000
N
N
N
N
N
N
Acrisure LLC / Acrisure Finance Inc
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
19275000.00000000
PA
USD
17636625.00000000
0.228144964625
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
N/A
810000.00000000
NS
836418.30000000
0.010819792532
Long
EC
CORP
CN
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
10155.00000000
NS
USD
570000.15000000
0.007373443845
Long
EC
CORP
US
N
1
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust Inc
65341D102
28088.00000000
NS
USD
1369851.76000000
0.017720214685
Long
EC
CORP
US
N
1
N
N
N
Service Stream Ltd
N/A
Service Stream Ltd
N/A
416231.00000000
NS
739772.67000000
0.009569597903
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAR1
10598000.00000000
PA
USD
8585272.35000000
0.111057906861
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.77000000
N
N
N
N
N
N
CIMIC Group Ltd
529900Q5XXSXHRQERC81
CIMIC Group Ltd
N/A
84753.00000000
NS
1931430.04000000
0.024984714374
Long
EC
CORP
AU
N
2
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BNK20
06540AAP6
3250000.00000000
PA
USD
2678562.58000000
0.034649518548
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
2.50000000
N
N
N
N
N
N
MARB BondCo PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AB6
10353000.00000000
PA
USD
10784720.10000000
0.139509661611
Long
DBT
CORP
GB
N
2
2025-01-19
Fixed
6.88000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AB9
1700000.00000000
PA
USD
1797951.48000000
0.023258054009
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF2
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAM5
10105250.00000000
PA
USD
1203612.07000000
0.015569760831
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
1.60000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
92976GAJ0
1750000.00000000
PA
USD
2516255.30000000
0.032549933811
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.60000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
3300000.00000000
PA
USD
3658677.00000000
0.047328144400
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U844
76941.00000000
NS
USD
1998927.18000000
0.025857848129
Long
EP
CORP
US
N
1
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
1800000.00000000
PA
USD
1847250.00000000
0.023895772910
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
2400000.00000000
PA
USD
2502000.00000000
0.032365529203
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
130000000000.00000000
PA
9805865.27000000
0.126847329642
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Energizer Gamma Acquisition BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
N/A
550000.00000000
PA
646777.23000000
0.008366621633
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
4.63000000
N
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
75103.00000000
NS
USD
1510321.33000000
0.019537309797
Long
EC
CORP
US
N
1
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
1725000.00000000
PA
USD
1848165.00000000
0.023907609225
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
N/A
273940000.00000100
PA
14880610.48000000
0.192493538393
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17328HAL5
3787000.00000000
PA
USD
3217538.96000000
0.041621643155
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.00000000
N
N
N
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
N/A
17000.00000000
NS
355766.86000000
0.004602151357
Long
EC
CORP
JP
N
2
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
28362.00000000
NS
USD
1389738.00000000
0.017977460361
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
596937.00000000
NS
7064851.35000000
0.091389949116
Long
EC
CORP
CH
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC18
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAX3
79067955.64000000
PA
USD
3206529.78000000
0.041479229911
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.08000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
N/A
541400.00000000
NS
5896605.35000000
0.076277678920
Long
EC
CORP
HK
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
1750000.00000000
PA
USD
1912496.13000000
0.024739787908
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22000000
N
N
N
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
1906.00000000
NS
USD
517707.72000000
0.006696996135
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477608
65000.00000000
NS
USD
1794000.00000000
0.023206938206
Long
EP
CORP
US
N
1
N
N
N
DBJPM 17-C6 Mortgage Trust
N/A
DBJPM 17-C6 Mortgage Trust
23312JAG8
99110259.50000000
PA
USD
5540640.13000000
0.071672961604
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
1.03000000
N
N
N
N
N
N
SRC Energy Inc
549300RFZV39PJ73PH67
SRC Energy Inc
78470VAC2
11850000.00000000
PA
USD
11077380.00000000
0.143295469980
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.25000000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Paraguay Government International Bond
N/A
1500000.00000000
PA
USD
1822515.00000000
0.023575804339
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
3000000.00000000
PA
USD
3250500.00000000
0.042048022652
Long
DBT
CORP
CH
N
2
N/A
Variable
6.88000000
N
N
N
N
N
N
Lanai Holdings III Inc
5493006NSCZTUXQVJK33
Lanai Holdings III Inc
N/A
25190000.00000000
PA
USD
21411500.00000000
0.276976230434
Long
LON
CORP
US
N
2
2023-08-14
Floating
10.43000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
3043000.00000000
PA
USD
3221776.25000000
0.041676456158
Long
DBT
CORP
US
N
2
N/A
Variable
5.90000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
2935.00000000
NS
USD
1544631.80000000
0.019981145336
Long
EC
CORP
US
N
1
N
N
N
Oil Search Ltd
529900NIUGGGKB5VMO41
Oil Search Ltd
N/A
176268.00000000
NS
869934.78000000
0.011253357125
Long
EC
CORP
AU
N
2
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17328HAJ0
5000000.00000000
PA
USD
4533942.00000000
0.058650452521
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
46638UAV8
8553000.00000000
PA
USD
7357833.72000000
0.095179928913
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
2.75000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137ABFK2
4400000.00000000
PA
USD
238563.60000000
0.003086026044
Long
ABS-MBS
CORP
US
N
2
2041-06-25
Variable
3.61000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MAG2
5000000.00000000
PA
USD
4213312.00000000
0.054502826770
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Trust 2019-C4
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAK0
48957203.05000000
PA
USD
5970536.53000000
0.077234042535
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.60000000
N
N
N
N
N
N
SATS Ltd
529900SEP1R0K8049D51
SATS Ltd
N/A
200600.00000000
NS
743919.08000000
0.009623235295
Long
EC
CORP
SG
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BC2
6600000.00000000
PA
USD
6887100.00000000
0.089090582006
Long
DBT
CORP
GB
N
2
N/A
Variable
6.87000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
N/A
86570000.00000000
PA
5154597.37000000
0.066679165352
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C53
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAL7
3000000.00000000
PA
USD
2556561.00000000
0.033071322824
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.50000000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
3695000.00000000
PA
USD
4221574.45000000
0.054609708692
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.88000000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704204
21800.00000000
NS
USD
587074.00000000
0.007594308829
Long
EP
CORP
US
N
1
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AE9
1835000.00000000
PA
USD
1870782.50000000
0.024200186106
Long
DBT
CORP
LU
N
2
2028-01-19
Fixed
5.88000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
600000.00000000
PA
USD
635396.82000000
0.008219406208
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.00000000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
N/A
2400000.00000000
PA
USD
2481047.86000000
0.032094495191
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.63000000
N
N
N
N
N
N
Cosan Luxembourg SA
222100ZY943WERK7RZ38
Cosan Luxembourg SA
N/A
1800000.00000000
PA
USD
1986768.00000000
0.025700558643
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
7.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
N/A
193475.00000000
NS
1855683.27000000
0.024004864535
Long
EC
CORP
SE
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
52627.00000000
NS
2920634.63000000
0.037780929420
Long
EC
CORP
NL
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
29736.00000000
NS
USD
1661647.68000000
0.021494846728
Long
EC
CORP
US
N
1
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
N/A
41773000.00000000
PA
11063123.30000000
0.143111047262
Long
DBT
NUSS
BR
N
2
2021-01-01
Fixed
10.00000000
N
N
N
N
N
N
BENCHMARK 2018-B6 Mortgage Trust
N/A
BENCHMARK 2018-B6 Mortgage Trust
08162CAL4
11719500.00000000
PA
USD
10855679.09000000
0.140427577383
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
3.12000000
N
N
N
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
N/A
272700.00000000
NS
2078307.73000000
0.026884704048
Long
EC
CORP
JP
N
2
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
7691000.00000000
PA
USD
8150537.25000000
0.105434233170
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C6
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532ABC2
4000000.00000000
PA
USD
4193651.20000000
0.054248497355
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.22000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
1315000.00000000
PA
USD
1239387.50000000
0.016032546892
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
Benchmark 2018-B8 Mortgage Trust
N/A
Benchmark 2018-B8 Mortgage Trust
08162UAC4
9250000.00000000
PA
USD
8506852.23000000
0.110043474933
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Giant Manufacturing Co Ltd
549300M7TYVF50B2GY12
Giant Manufacturing Co Ltd
N/A
119000.00000000
NS
879938.76000000
0.011382767239
Long
EC
CORP
TW
N
2
N
N
N
CSAIL 2019-C15 Commercial Mortgage Trust
N/A
CSAIL 2019-C15 Commercial Mortgage Trust
22945DAL7
55937993.15000000
PA
USD
4283927.30000000
0.055416296616
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.05000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
8773.00000000
NS
USD
700787.24000000
0.009065287722
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
N/A
2000000.00000000
PA
2367727.69000000
0.030628600998
Long
DBT
CORP
DE
N
2
2023-03-30
Fixed
2.25000000
N
N
N
N
N
N
Polaris Intermediate Corp
N/A
Polaris Intermediate Corp
73107GAA1
30932000.00000000
PA
USD
25905550.00000000
0.335110645509
Long
DBT
CORP
US
N
2
2022-12-01
Variable
8.50000000
N
N
N
N
N
N
Dexus
N/A
Dexus
N/A
195745.00000000
NS
1614207.53000000
0.020881167447
Long
EC
CORP
AU
N
2
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
10795.00000000
NS
USD
966908.15000000
0.012507791353
Long
EC
CORP
US
N
1
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
60342.00000000
NS
1673728.80000000
0.021651126441
Long
EC
CORP
NO
N
2
N
N
N
Howden
N/A
Howden
N/A
8270000.00000000
PA
USD
7815150.00000000
0.101095709655
Long
LON
CORP
US
N
2
2026-09-25
Floating
7.35000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
32414.00000000
NS
USD
1013585.78000000
0.013111606779
Long
EC
CORP
US
N
1
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
955000.00000000
PA
USD
972309.38000000
0.012577660924
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.63000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
5515000.00000000
PA
USD
6066169.10000000
0.078471132358
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
36984.00000000
NS
USD
2419493.28000000
0.031298233578
Long
EC
CORP
US
N
1
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
N/A
9300.00000000
NS
670324.34000000
0.008671223821
Long
EC
CORP
JP
N
2
N
N
N
Debt and Asset Trading Corp
N/A
Debt and Asset Trading Corp
N/A
8450000.00000000
PA
USD
6506500.00000000
0.084167192551
Long
DBT
CORP
VN
N
2
2025-10-10
Fixed
1.00000000
N
N
N
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
N/A
22200.00000000
NS
1120528.40000000
0.014495001860
Long
EC
CORP
JP
N
2
N
N
N
Kamigumi Co Ltd
N/A
Kamigumi Co Ltd
N/A
26400.00000000
NS
596934.42000000
0.007721861871
Long
EC
CORP
JP
N
2
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAB7
3130000.00000000
PA
USD
3259503.06000000
0.042164485003
Long
DBT
CORP
US
N
2
2029-08-06
Fixed
6.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC42
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAB3
13000000.00000000
PA
USD
1057859.40000000
0.013684324262
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.94000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
2900000.00000000
PA
USD
3240750.00000000
0.041921897988
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Bahrain Government International Bond
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAG9
2343000.00000000
PA
USD
2701244.70000000
0.034942931344
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
916.00000000
NS
USD
166785.28000000
0.002157511531
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481101
87426.00000000
NS
USD
727384.32000000
0.009409343905
Long
EC
CORP
US
N
1
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
N/A
5727325.23000000
PA
USD
2863719.89000000
0.037044688142
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
46634SAR6
3750000.00000000
PA
USD
3066872.25000000
0.039672639237
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
2.97000000
N
N
N
N
N
N
CSAIL 2019-C17 Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAW9
29989887.01000000
PA
USD
3126760.61000000
0.040447346857
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Variable
1.37000000
N
N
N
N
N
N
BX Trust 2018-BILT
N/A
BX Trust 2018-BILT
05606JAA3
16502000.00000000
PA
USD
16471032.35000000
0.213067017802
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
2.71000000
N
N
N
N
N
N
ServiceMaster Co LLC/The
HZPA4EQ289DXC7NQGK91
ServiceMaster Co LLC/The
817610AA6
11225000.00000000
PA
USD
11617875.00000000
0.150287239248
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.13000000
N
N
N
N
N
N
Rutas 2 and 7 Finance Ltd
N/A
Rutas 2 and 7 Finance Ltd
78319MAA1
1620000.00000000
PA
USD
1053000.00000000
0.013621463729
Long
DBT
CORP
KY
N
2
2036-09-30
None
0.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
34686.00000000
NS
USD
1790838.18000000
0.023166037335
Long
EC
CORP
US
N
1
N
N
N
Sunoco LP / Sunoco Finance Corp
N/A
Sunoco LP / Sunoco Finance Corp
86765LAJ6
5020000.00000000
PA
USD
5151775.00000000
0.066642655561
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.88000000
N
N
N
N
N
N
Beach Energy Ltd
8Q9PJD25OKTQT5FHUF40
Beach Energy Ltd
N/A
449330.00000000
NS
706787.81000000
0.009142910273
Long
EC
CORP
AU
N
2
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
N/A
88500.00000000
NS
2631280.84000000
0.034037888437
Long
EC
CORP
CA
N
1
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC / New Red Finance Inc
68245XAE9
10968000.00000000
PA
USD
11242200.00000000
0.145427558918
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
BANK 2017-BNK5
N/A
BANK 2017-BNK5
06541WAC6
18288000.00000000
PA
USD
16756855.49000000
0.216764386780
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
3.08000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
1003612.00000000
NS
USD
31061791.40000000
0.401811077809
Long
EC
CORP
US
N
1
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
P7807HAQ8
536000.00000000
PA
USD
32160.00000000
0.000416017353
Long
DBT
CORP
VE
N
2
2035-05-17
None
0.00000000
Y
Y
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBF2
2100000.00000000
PA
USD
2274761.41000000
0.029426001937
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
8600000.00000000
PA
USD
8858000.00000000
0.114585874375
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
Dufry AG
549300X53WDBVW7TIF57
Dufry AG
N/A
57855.00000000
NS
5031976.89000000
0.065092963623
Long
EC
CORP
CH
N
2
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
4400000.00000000
PA
USD
4947624.00000000
0.064001786195
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
Ivory Coast Government International Bond
N/A
8400000.00000000
PA
USD
8233680.00000000
0.106509756392
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
12972.00000000
NS
USD
706844.28000000
0.009143640762
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AC0
7504000.00000000
PA
USD
7822920.00000000
0.101196221310
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.13000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
2130000.00000000
PA
USD
2279313.00000000
0.029484880681
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Capital III
549300XM9G8HLD2LDU04
Citigroup Capital III
17305HAA6
4600000.00000000
PA
USD
6533065.68000000
0.084510842548
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.63000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
80800.00000000
NS
USD
2190488.00000000
0.028335852651
Long
EP
CORP
US
N
1
N
N
N
Echo Investment SA
259400LHRL5AUI6F1F70
Echo Investment SA
N/A
396170.00000000
NS
456222.58000000
0.005901632788
Long
EC
CORP
PL
N
2
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BK4
2800000.00000000
PA
USD
2471000.00000000
0.031964517451
Long
DBT
CORP
KY
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
Japan Rental Housing Investments Inc
N/A
Japan Rental Housing Investments Inc
N/A
696.00000000
NS
667683.63000000
0.008637063959
Long
EC
CORP
JP
N
2
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
4137.00000000
NS
USD
786112.74000000
0.010169046700
Long
EC
CORP
US
N
1
N
N
N
Atlantic Union Bankshares Corp
N/A
Atlantic Union Bankshares Corp
04911A107
28125.00000000
NS
USD
1036687.50000000
0.013410447464
Long
EC
CORP
US
N
1
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAA5
3000000.00000000
PA
USD
2640000.00000000
0.034150678296
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
8.25000000
N
N
N
N
N
N
Ten-X LLC
N/A
Ten-X LLC
N/A
35440000.00000000
PA
USD
35085600.00000000
0.453862514561
Long
LON
CORP
US
N
3
2025-09-29
Floating
9.89000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAF6
3600000.00000000
PA
USD
4138773.05000000
0.053538601126
Long
DBT
CORP
ID
N
2
2043-05-20
Fixed
5.63000000
N
N
N
N
N
N
Sri Lanka Government International Bond
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
N/A
1336000.00000000
PA
USD
1305685.48000000
0.016890168478
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
1250000.00000000
PA
USD
1776383.59000000
0.022979054739
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.38000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
2700000.00000000
PA
USD
2926449.00000000
0.037856143314
Long
DBT
CORP
US
N
2
2042-09-15
Variable
5.88000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
800000.00000000
PA
USD
939075.95000000
0.012147757827
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
237327.00000000
NS
USD
7307298.33000000
0.094526210032
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
1850000.00000000
PA
2898398.04000000
0.037493279939
Long
DBT
CORP
NL
N
2
2029-09-17
Fixed
5.75000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
11000000.00000000
PA
USD
11495000.00000000
0.148697745083
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Abu Dhabi Government International Bond
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
8450000.00000000
PA
USD
8131266.00000000
0.105184942920
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.13000000
N
N
N
N
N
N
Banco do Brasil SA/Cayman
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
N/A
7500000.00000000
PA
USD
7461000.00000000
0.096514473776
Long
DBT
CORP
BR
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
OI European Group BV
72450053F5WRDY8CDZ66
OI European Group BV
N/A
600000.00000000
PA
690928.15000000
0.008937751885
Long
DBT
CORP
NL
N
2
2024-11-15
Fixed
3.13000000
N
N
N
N
N
N
MV24 Capital BV
N/A
MV24 Capital BV
55388RAA4
3830000.00000000
PA
USD
4004265.00000000
0.051798623420
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
Koito Manufacturing Co Ltd
N/A
Koito Manufacturing Co Ltd
N/A
13300.00000000
NS
695765.99000000
0.009000333520
Long
EC
CORP
JP
N
2
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
N/A
1000000.00000000
PA
USD
980000.00000000
0.012677145731
Long
DBT
CORP
TR
N
2
2024-06-19
Fixed
4.88000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
N/A
133300000.00000100
PA
7325434.92000000
0.094760822475
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
Odebrecht Drilling Norbe VIII/IX Ltd
549300YNW6BY570L6488
Odebrecht Drilling Norbe VIII/IX Ltd
N/A
8103042.05000000
PA
USD
8062607.87000000
0.104296790757
Long
DBT
CORP
KY
N
2
2021-12-01
Fixed
6.35000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAG7
635000.00000000
PA
USD
696118.75000000
0.009004896775
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
N/A
43548.00000000
NS
528952.24000000
0.006842453705
Long
EC
CORP
IT
N
2
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
17769.00000000
NS
USD
2158578.12000000
0.027923070815
Long
EC
CORP
US
N
1
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869AA0
3000000.00000000
PA
USD
3105000.00000000
0.040165854587
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.88000000
N
N
N
N
N
N
NMC Health PLC
2138008YQEVWBE1V2M52
NMC Health PLC
N/A
8421.00000000
NS
238708.01000000
0.003087894112
Long
EC
CORP
AE
N
2
N
N
N
Citigroup Commercial Mortgage Trust 2018-B2
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FBJ4
13246500.00000000
PA
USD
1378993.77000000
0.017838474474
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
1.50000000
N
N
N
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
27927WAL6
4095000.00000000
PA
USD
4156465.95000000
0.053767474056
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.75000000
N
N
N
N
N
N
Angolan Government International Bond
549300QHR2R3J8JSGK83
Angolan Government International Bond
N/A
8500000.00000000
PA
USD
9561990.00000000
0.123692592562
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBF1
41905463.99000000
PA
USD
3229364.96000000
0.041774622670
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
1.61000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2018-BIOA
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AA0
15000000.00000000
PA
USD
14962539.00000000
0.193553354503
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.58000000
N
N
N
N
N
N
Chile Government International Bond
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CF3
2800000.00000000
PA
USD
2982784.00000000
0.038584885156
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
Gol Finance SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
8869000.00000000
PA
USD
9068552.50000000
0.117309552667
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
Latam Finance Ltd
N/A
Latam Finance Ltd
51818KAC4
3000000.00000000
PA
USD
3231000.00000000
0.041795773324
Long
DBT
CORP
KY
N
2
2026-03-01
Fixed
7.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAY6
20500000.00000000
PA
USD
19529831.35000000
0.252635222583
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
3.91000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477855
3704.00000000
NS
USD
102711.92000000
0.001328667324
Long
EP
CORP
US
N
1
N
N
N
Big Yellow Group PLC
213800W7Q4V2ZI8LIW31
Big Yellow Group PLC
N/A
69484.00000000
NS
1028349.07000000
0.013302582676
Long
EC
CORP
GB
N
2
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAQ1
14750000.00000000
PA
USD
15056357.50000000
0.194766977765
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.13000000
N
N
N
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
N/A
4875000.00000000
PA
USD
5089483.86000000
0.065836865908
Long
DBT
CORP
IN
N
2
2029-06-18
Fixed
4.50000000
N
N
N
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
N/A
30800.00000000
NS
772396.93000000
0.009991620861
Long
EC
CORP
CA
N
1
N
N
N
Ghana Government International Bond
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
1985000.00000000
PA
USD
2006338.75000000
0.025953723183
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
N/A
1000000.00000000
PA
USD
1029000.00000000
0.013311003017
Long
DBT
CORP
MX
N
2
2025-01-11
Fixed
5.70000000
N
N
N
N
N
N
Banco Internacional del Peru SAA Interbank
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAC4
2065000.00000000
PA
USD
2059837.50000000
0.026645775683
Long
DBT
CORP
PE
N
2
2026-10-04
Fixed
3.25000000
N
N
N
N
N
N
Masergy Holdings Inc
549300ETD0H0RPH2C868
Masergy Holdings Inc
N/A
13674285.73000000
PA
USD
13400800.02000000
0.173350913030
Long
LON
CORP
US
N
2
2024-12-16
Floating
9.70000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
900000.00000000
PA
USD
1480086.00000000
0.019146189711
Long
DBT
CORP
US
N
2
2069-08-01
Fixed
10.75000000
N
N
N
N
N
N
Mitsui Sumitomo Insurance Co Ltd
5493006KRZ0SJO41LZ83
Mitsui Sumitomo Insurance Co Ltd
606839AB4
3000000.00000000
PA
USD
3350850.00000000
0.043346136503
Long
DBT
CORP
JP
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
39448.00000000
NS
USD
3138088.40000000
0.040593881596
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
22756.00000000
NS
USD
991934.04000000
0.012831522837
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
3000000.00000000
PA
USD
3390000.00000000
0.043852575539
Long
DBT
CORP
FR
N
2
N/A
Variable
7.37000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust 2007-C6
N/A
LB-UBS Commercial Mortgage Trust 2007-C6
52109PAJ4
13250000.00000000
PA
USD
13342043.78000000
0.172590850359
Long
ABS-MBS
CORP
US
N
2
2040-07-15
Variable
6.29000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AH1
1900000.00000000
PA
USD
2063842.89000000
0.026697588860
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20000000
N
N
N
N
N
N
Thai Beverage PCL
529900VZFHQZ684D8L07
Thai Beverage PCL
N/A
826600.00000000
NS
554970.05000000
0.007179016530
Long
EC
CORP
TH
N
2
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
90000.00000000
NS
USD
21450600.00000000
0.277482022677
Long
EC
CORP
US
N
1
N
N
N
Altarea SCA
969500ICGCY1PD6OT783
Altarea SCA
N/A
2912.00000000
NS
640273.76000000
0.008282493636
Long
EC
CORP
FR
N
2
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MAA5
12767000.00000000
PA
USD
1866495.82000000
0.024144734201
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
1.90000000
N
N
N
N
N
N
InterXion Holding NV
724500JX3LUPNMOBTY38
InterXion Holding NV
N47279109
45085.00000000
NS
USD
3977398.70000000
0.051451084644
Long
EC
CORP
NL
N
1
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
3010000.00000000
PA
USD
3036638.50000000
0.039281539589
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
107540000000.00000000
PA
8215850.68000000
0.106279118752
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.38000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
N/A
51911.00000000
NS
2744442.72000000
0.035501735012
Long
EC
CORP
FR
N
2
N
N
N
Bank 2019-BNK19
N/A
Bank 2019-BNK19
06540WBD4
10000000.00000000
PA
USD
10594590.00000000
0.137050164687
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.18000000
N
N
N
N
N
N
Sonae SGPS SA
549300847SOBT7HY7R50
Sonae SGPS SA
N/A
916555.00000000
NS
924748.20000000
0.011962416016
Long
EC
CORP
PT
N
2
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252850
5000.00000000
NS
USD
133300.00000000
0.001724350536
Long
EP
CORP
US
N
1
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508E101
13167.00000000
NS
USD
665460.18000000
0.008608301714
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
94682.00000000
NS
USD
10649831.36000000
0.137764759351
Long
EC
CORP
US
N
1
N
N
N
Specialty Steel
N/A
Specialty Steel
84752HAA4
41564000.00000000
PA
USD
41564000.00000000
0.537666209363
Long
DBT
CORP
US
Y
3
2022-11-15
Fixed
12.59000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
900000.00000000
PA
USD
1174403.07000000
0.015191917209
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.63000000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2019-SMP
N/A
GS Mortgage Securities Corp Trust 2019-SMP
36259NAA9
8000000.00000000
PA
USD
7999825.60000000
0.103484647914
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
3.06000000
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
1200000.00000000
PA
USD
1323614.40000000
0.017122094531
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
Kenya Government International Bond
549300VVURQQYU45PR87
Kenya Government International Bond
491798AH7
7659000.00000000
PA
USD
8015618.36000000
0.103688940894
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
IHS Netherlands Holdco BV
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAB2
7200000.00000000
PA
USD
7435440.00000000
0.096183833118
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.13000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
8856.00000000
NS
USD
1299175.20000000
0.016805952388
Long
EC
CORP
US
N
1
N
N
N
Lamar Funding Ltd
549300TSXHL7X0727895
Lamar Funding Ltd
N/A
2300000.00000000
PA
USD
2147477.80000000
0.027779478597
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
3.96000000
N
N
N
N
N
N
Oman Sovereign Sukuk SAOC
549300KM6RUZQLK8LU36
Oman Sovereign Sukuk SAOC
N/A
1100000.00000000
PA
USD
1105775.00000000
0.014304153899
Long
DBT
NUSS
OM
N
2
2024-06-01
Fixed
4.40000000
N
N
N
N
N
N
Shriram Transport Finance Co Ltd
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
825547AA0
3500000.00000000
PA
USD
3539035.47000000
0.045780477960
Long
DBT
CORP
IN
N
2
2022-10-24
Fixed
5.95000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
109768.00000000
NS
USD
13975661.76000000
0.180787245737
Long
EC
CORP
US
N
1
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
4790000.00000000
PA
USD
4897775.00000000
0.063356946361
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
N/A
4583.00000000
NS
113707.04000000
0.001470898690
Long
EC
CORP
IL
N
2
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
N/A
2653.00000000
NS
1328667.85000000
0.017187465268
Long
EC
CORP
CH
N
2
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
55278.00000000
NS
USD
1551100.68000000
0.020064825881
Long
EC
CORP
US
N
1
N
N
N
Colombian TES
549300MHDRBVRF6B9117
Colombian TES
N/A
9675000000.00000000
PA
3169114.69000000
0.040995233433
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Perusahaan Listrik Negara PT
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568QAC1
700000.00000000
PA
USD
731787.00000000
0.009466296370
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.13000000
N
N
N
N
N
N
Pelabuhan Indonesia II PT
N/A
Pelabuhan Indonesia II PT
69370NAA4
3235000.00000000
PA
USD
3679812.50000000
0.047601550333
Long
DBT
CORP
ID
N
2
2045-05-05
Fixed
5.38000000
N
N
N
N
N
N
JSW Steel Ltd
335800EK6HZSC4CVAJ09
JSW Steel Ltd
N/A
6500000.00000000
PA
USD
6655438.21000000
0.086093836830
Long
DBT
CORP
IN
N
2
2024-04-18
Fixed
5.95000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
33833.00000000
NS
USD
1196673.21000000
0.015480000689
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W669
2000.00000000
NS
USD
51720.00000000
0.000669042833
Long
EP
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
269032.00000000
NS
2085095.51000000
0.026972509840
Long
EC
CORP
IT
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS3
549300ZVNWG0TX42H716
Wells Fargo Commercial Mortgage Trust 2015-NXS3
94989VAG4
26036221.96000000
PA
USD
968706.28000000
0.012531051716
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
1.13000000
N
N
N
N
N
N
KIK Custom Products Inc
54930093YQIEW0FV8L89
KIK Custom Products Inc
N/A
5338843.28000000
PA
USD
5031112.35000000
0.065081780052
Long
LON
CORP
US
N
2
2023-05-15
Floating
5.81000000
N
N
N
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
38885.00000000
NS
USD
1558899.65000000
0.020165712289
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBP7
12975000.00000000
PA
USD
13526437.50000000
0.174976142258
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
232942.00000000
NS
USD
4349027.14000000
0.056258419227
Long
EC
CORP
US
N
1
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT Inc
45073V108
7090.00000000
NS
USD
421500.50000000
0.005452472718
Long
EC
CORP
US
N
1
N
N
N
Far East Hospitality Trust
N/A
Far East Hospitality Trust
N/A
1406730.00000000
NS
754404.14000000
0.009758868594
Long
EC
CORP
SG
N
2
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAK8
4225000.00000000
PA
USD
4242069.00000000
0.054874823382
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.70000000
N
N
N
N
N
N
GTT Communications Inc
549300ETSL7K1ZX05H30
GTT Communications Inc
362393AA8
30603000.00000000
PA
USD
17826247.50000000
0.230597895306
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
7.88000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
93674.00000000
NS
USD
2671582.48000000
0.034559224930
Long
EP
CORP
US
N
1
N
N
N
Brookfield Infrastructure Finance ULC
N/A
Brookfield Infrastructure Finance ULC
N/A
1000000.00000000
PA
772302.79000000
0.009990403079
Long
DBT
CORP
CA
N
2
2024-02-22
Fixed
3.32000000
N
N
N
N
N
N
Real Alloy Holding Inc
N/A
Real Alloy Holding Inc
N/A
18505871.24000000
PA
USD
18505871.24000000
0.239389414892
Long
DBT
CORP
US
Y
3
2023-11-30
Variable
14.10000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
14641.00000000
NS
USD
1335552.02000000
0.017276517948
Long
EC
CORP
US
N
1
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
21328000.00000000
PA
USD
19728400.00000000
0.255203879434
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
Trinidad & Tobago Government International Bond
N/A
Trinidad & Tobago Government International Bond
N/A
1900000.00000000
PA
USD
1968894.00000000
0.025469343028
Long
DBT
NUSS
TT
N
2
2026-08-04
Fixed
4.50000000
N
N
N
N
N
N
Showa Denko KK
5493006AIPA1V92YPP18
Showa Denko KK
N/A
72300.00000000
NS
2028516.69000000
0.026240613977
Long
EC
CORP
JP
N
2
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AA1
12473000.00000000
PA
USD
13049876.25000000
0.168811411221
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC42
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAA5
8500000.00000000
PA
USD
7567508.35000000
0.097892251199
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
2.80000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
19852.00000000
NS
USD
2755259.08000000
0.035641653963
Long
EC
CORP
US
N
1
N
N
N
KUEHG Corp
N/A
KUEHG Corp
N/A
14160000.00000000
PA
USD
14053800.00000000
0.181798031304
Long
LON
CORP
US
N
2
2025-08-22
Floating
10.44000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
N/A
66057.00000000
NS
1619221.58000000
0.020946028511
Long
EC
CORP
AU
N
2
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
N/A
66549.00000000
NS
2274019.11000000
0.029416399646
Long
EC
CORP
DK
N
2
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
1800000.00000000
PA
USD
2639268.00000000
0.034141209244
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAP0
1665000.00000000
PA
USD
1946345.04000000
0.025177652770
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
N/A
91082.00000000
NS
2018695.42000000
0.026113567373
Long
EC
CORP
AU
N
2
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAK6
17925000.00000000
PA
USD
18166091.25000000
0.234994067494
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137AME86
25653792.70000000
PA
USD
1152707.00000000
0.014911259820
Long
ABS-MBS
CORP
US
N
2
2039-12-25
Variable
2.20000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
N/A
3200000.00000000
PA
USD
3744000.00000000
0.048431871038
Long
DBT
CORP
GB
N
2
2048-10-20
Variable
6.50000000
N
N
N
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
N/A
100300.00000000
NS
1634831.26000000
0.021147953192
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
N/A
36800.00000000
NS
1978722.95000000
0.025596488978
Long
EC
CORP
CA
N
1
N
N
N
JSL Europe SA
54930068BSUST41D5C30
JSL Europe SA
N/A
6500000.00000000
PA
USD
6914375.00000000
0.089443407669
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
7.75000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
201409.00000000
NS
USD
12874063.28000000
0.166537118729
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
3000000.00000000
PA
USD
2947181.22000000
0.038124332471
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
N/A
500000.00000000
PA
559043.97000000
0.007231716201
Long
DBT
CORP
FR
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2019-GC41
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAC9
4000000.00000000
PA
USD
3426425.20000000
0.044323766936
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.00000000
N
N
N
N
N
N
Amada Holdings Co Ltd
529900QF5O6TQGCPDX85
Amada Holdings Co Ltd
N/A
136200.00000000
NS
1551060.36000000
0.020064304307
Long
EC
CORP
JP
N
2
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
N/A
7500000.00000000
PA
8688881.58000000
0.112398181665
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
N/A
48500.00000000
NS
2335703.44000000
0.030214339687
Long
EC
CORP
CA
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
49335.00000000
NS
USD
2391267.45000000
0.030933108108
Long
EC
CORP
US
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
N/A
25900.00000000
NS
716737.88000000
0.009271623016
Long
EC
CORP
JP
N
2
N
N
N
CSAIL 2019-C15 Commercial Mortgage Trust
N/A
CSAIL 2019-C15 Commercial Mortgage Trust
22945DAW3
3980500.00000000
PA
USD
617724.24000000
0.007990796134
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.98000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
2905000.00000000
PA
USD
3061143.75000000
0.039598536146
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
COMM 2013-CCRE7 Mortgage Trust
549300FVY7JUBJ0PIH53
COMM 2013-CCRE7 Mortgage Trust
12625FBA3
7500000.00000000
PA
USD
6238703.25000000
0.080703010484
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.38000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
38958.00000000
NS
USD
1549359.66000000
0.020042304285
Long
EC
CORP
US
N
1
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
N/A
21675.00000000
NS
210315.47000000
0.002720612104
Long
EC
CORP
CA
N
1
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
1375000.00000000
PA
USD
1469462.50000000
0.019008765570
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
N/A
63400.00000000
NS
902022.66000000
0.011668441544
Long
EC
CORP
JP
N
2
N
N
N
Turkey Government International Bond
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
7200000.00000000
PA
USD
7416000.00000000
0.095932359942
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
Taiwan Union Technology Corp
N/A
Taiwan Union Technology Corp
N/A
204000.00000000
NS
894040.71000000
0.011565188133
Long
EC
CORP
TW
N
2
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
N/A
10116.00000000
NS
1736603.22000000
0.022464461323
Long
EC
CORP
FR
N
2
N
N
N
Camelot Finance SA
N/A
Camelot Finance SA
13323AAB6
3100000.00000000
PA
USD
3132240.00000000
0.040518227495
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
35098.00000000
NS
USD
1020298.86000000
0.013198446262
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
4022.00000000
NS
USD
207092.78000000
0.002678923828
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners Inc
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
9430.00000000
NS
USD
554672.60000000
0.007175168758
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
5050000.00000000
PA
USD
5340375.00000000
0.069082359321
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
N/A
112000.00000000
NS
1760068.18000000
0.022768000831
Long
EC
CORP
JP
N
2
N
N
N
Fidelity & Guaranty Life Holdings Inc
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings Inc
315786AC7
13425000.00000000
PA
USD
14331187.50000000
0.185386278000
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AU3
5584000.00000000
PA
USD
4523040.00000000
0.058509425743
Long
DBT
CORP
US
N
2
2067-04-20
Variable
4.01000000
N
N
N
N
N
N
Guatemala Government Bond
529900QKDFFU9UWW5315
Guatemala Government Bond
N/A
1900000.00000000
PA
USD
1999769.00000000
0.025868737797
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
SandRidge Energy Inc
N/A
SandRidge Energy Inc
800ESCAN5
3450000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2021-03-15
None
0.00000000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BNK20
06540AAE1
50000000.00000000
PA
USD
3413405.00000000
0.044155339413
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
0.84000000
N
N
N
N
N
N
BENCHMARK 2018-B7 Mortgage Trust
N/A
BENCHMARK 2018-B7 Mortgage Trust
08162TAG8
5000000.00000000
PA
USD
4570309.00000000
0.059120891051
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
3.00000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal
N/A
36910.00000000
NS
548814.10000000
0.007099384005
Long
EC
CORP
LU
N
2
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
N/A
33050.00000000
NS
1542382.99000000
0.019952055038
Long
EC
CORP
FR
N
2
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
5365000.00000000
PA
USD
5961856.25000000
0.077121755622
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
COMM 2016-COR1 Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBD9
44634102.44000000
PA
USD
3180755.58000000
0.041145818391
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.44000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
67473.00000000
NS
USD
2732656.50000000
0.035349270085
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
45303.00000000
NS
USD
692229.84000000
0.008954590368
Long
EC
CORP
US
N
1
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
N/A
7300000.00000000
PA
USD
7386864.45000000
0.095555466459
Long
DBT
CORP
KY
N
2
2025-01-17
Fixed
5.13000000
N
N
N
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
N/A
154287.00000000
NS
3164821.59000000
0.040939698479
Long
EC
CORP
CH
N
2
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
33943.00000000
NS
1984362.63000000
0.025669443106
Long
EC
CORP
AT
N
2
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
51000.00000000
NS
USD
5406000.00000000
0.069931275330
Long
EP
USGSE
US
N
2
N
N
N
Kenedix Office Investment Corp
353800FFT483NCIHFY42
Kenedix Office Investment Corp
N/A
176.00000000
NS
1378093.63000000
0.017826830386
Long
EC
CORP
JP
N
2
N
N
N
Vertafore Inc
549300C8UJDK6DDYSL16
Vertafore Inc
N/A
15625000.00000000
PA
USD
14928437.50000000
0.193112222171
Long
LON
CORP
US
N
2
2026-06-04
Floating
9.29000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
1640000.00000000
PA
USD
1738400.00000000
0.022487704223
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
One Call Corp
549300WUCCV86ZQHG041
One Call Corp
682322AE2
71915621.00000000
PA
USD
59689965.43000000
0.772141214747
Long
DBT
CORP
US
N
2
2024-07-01
Variable
7.50000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
1200000.00000000
PA
USD
1299188.95000000
0.016806130256
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
39092.00000000
NS
USD
1791977.28000000
0.023180772577
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AE5
4198000.00000000
PA
USD
4565325.00000000
0.059056418709
Long
DBT
CORP
US
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK 2019-BNK20
06540AAM3
4921000.00000000
PA
USD
4365962.38000000
0.056477491172
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
2.50000000
N
N
N
N
N
N
Tsuruha Holdings Inc
N/A
Tsuruha Holdings Inc
N/A
9000.00000000
NS
1012397.03000000
0.013096229272
Long
EC
CORP
JP
N
2
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
1700000.00000000
PA
USD
1793500.00000000
0.023200470274
Long
DBT
CORP
US
N
2
N/A
Variable
4.88000000
N
N
N
N
N
N
BX Trust 2018-EXCL
N/A
BX Trust 2018-EXCL
12433WAA9
5761909.09000000
PA
USD
5747423.65000000
0.074347884888
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Floating
3.00000000
N
N
N
N
N
N
Telecom Argentina SA
549300MKPIRSJD8SB782
Telecom Argentina SA
N/A
1600000.00000000
PA
USD
1516000.00000000
0.019610768294
Long
DBT
CORP
AR
N
2
2021-06-15
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAT3
6000000.00000000
PA
USD
5897147.40000000
0.076284690804
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.00000000
N
N
N
N
N
N
Minto Apartment Real Estate Investment Trust
N/A
Minto Apartment Real Estate Investment Trust
N/A
144116.00000000
NS
2445518.64000000
0.031634894069
Long
EC
CORP
CA
N
1
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAH5
5200000.00000000
PA
USD
5434000.00000000
0.070293479493
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
6.00000000
N
N
N
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
N/A
20404.00000000
NS
430635.87000000
0.005570646613
Long
EC
CORP
FR
N
2
N
N
N
GS Mortgage Securities Trust 2013-GCJ14
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAZ5
2500000.00000000
PA
USD
2420515.25000000
0.031311453641
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.75000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BNK17
065403AL1
3849000.00000000
PA
USD
3265150.96000000
0.042237545463
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
COMM 2012-CCRE5 Mortgage Trust
N/A
COMM 2012-CCRE5 Mortgage Trust
12623SAS9
3475000.00000000
PA
USD
3534940.62000000
0.045727507542
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.32000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
6792.00000000
NS
USD
658552.32000000
0.008518942584
Long
EC
CORP
US
N
1
N
N
N
Comm 2013-CCRE13 Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BAE8
6421000.00000000
PA
USD
6684051.03000000
0.086463968349
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.89000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JAE4
12750000.00000000
PA
USD
11750847.53000000
0.152007353677
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
3.10000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AF6
10135000.00000000
PA
USD
10274356.25000000
0.132907664772
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Heungkuk Life Insurance Co Ltd
988400EEEB3WBUD4BW44
Heungkuk Life Insurance Co Ltd
N/A
2700000.00000000
PA
USD
2665212.93000000
0.034476829304
Long
DBT
CORP
KR
N
2
N/A
Variable
4.48000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
7361000.00000000
PA
USD
9744565.41000000
0.126054363051
Long
DBT
CORP
US
N
2
2087-03-07
Fixed
7.80000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
17250000.00000000
PA
USD
1035000.00000000
0.013388618195
Long
DBT
CORP
VE
N
2
2021-11-17
None
0.00000000
Y
Y
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C30
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBC1
73744811.88000000
PA
USD
1908803.34000000
0.024692018483
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
0.53000000
N
N
N
N
N
N
Unit Corp
549300XGK22FZCTN8B67
Unit Corp
909218AB5
3000000.00000000
PA
USD
1980000.00000000
0.025613008722
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
6.63000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
47242.00000000
NS
USD
1379938.82000000
0.017850699511
Long
EC
CORP
US
N
1
N
N
N
LafargeHolcim Ltd
529900EHPFPYHV6IQO98
LafargeHolcim Ltd
N/A
85144.00000000
NS
4395004.25000000
0.056853172823
Long
EC
CORP
CH
N
2
N
N
N
Dexko Global Inc
549300SMZ4OV1KBH1M19
Dexko Global Inc
N/A
21140000.00000000
PA
USD
20981450.00000000
0.271413162555
Long
LON
CORP
US
N
2
2025-07-24
Floating
10.35000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFDS7
83687608.00000000
PA
USD
2532018.79000000
0.032753848158
Long
ABS-MBS
CORP
US
N
2
2042-11-25
Variable
1.63000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C38
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAH3
96794324.94000000
PA
USD
6056430.59000000
0.078345156327
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.07000000
N
N
N
N
N
N
Smurfit Kappa Acquisitions ULC
6354002XN4LUSDRPTR29
Smurfit Kappa Acquisitions ULC
N/A
400000.00000000
PA
486182.33000000
0.006289188009
Long
DBT
CORP
IE
N
2
2025-02-01
Fixed
2.75000000
N
N
N
N
N
N
Material Sciences Corp
N/A
Material Sciences Corp
N/A
22010053.70000000
PA
USD
22010053.70000000
0.284719039090
Long
DBT
CORP
US
Y
3
2024-01-09
Variable
10.35000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A206
30800.00000000
NS
USD
785400.00000000
0.010159826793
Long
EP
CORP
BM
N
1
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
N/A
139000.00000000
NS
1324987.89000000
0.017139861809
Long
EC
CORP
HK
N
2
N
N
N
United Urban Investment Corp
353800GYZWBD7BDCN841
United Urban Investment Corp
N/A
1354.00000000
NS
2731601.88000000
0.035335627665
Long
EC
CORP
JP
N
2
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
749571AE5
1975000.00000000
PA
USD
2041853.75000000
0.026413140357
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Genneia SA
529900YZ70LX0XWS9P67
Genneia SA
372319AA1
1835000.00000000
PA
USD
1238625.00000000
0.016022683297
Long
DBT
CORP
AR
N
2
2022-01-20
Fixed
8.75000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBF4
1500000.00000000
PA
USD
1440000.00000000
0.018627642707
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
N/A
54892.00000000
NS
1056438.59000000
0.013665944858
Long
EC
CORP
GB
N
2
N
N
N
Digicel Ltd
N/A
Digicel Ltd
25380QAH2
4670000.00000000
PA
USD
2451796.70000000
0.031716106193
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2012-GCJ9
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAK2
5000000.00000000
PA
USD
5135906.50000000
0.066437382819
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
4.74000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAS4
1575000.00000000
PA
USD
1636503.75000000
0.021169588294
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.13000000
N
N
N
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
G25839104
7445.00000000
NS
USD
398381.95000000
0.005153414323
Long
EC
CORP
GB
N
1
N
N
N
Nexity SA
969500JJ71T2DIPDVV84
Nexity SA
N/A
10098.00000000
NS
522654.99000000
0.006760993342
Long
EC
CORP
FR
N
2
N
N
N
Promigas SA ESP / Gases del Pacifico SAC
N/A
Promigas SA ESP / Gases del Pacifico SAC
74348DAA5
2000000.00000000
PA
USD
2000000.00000000
0.025871725982
Long
DBT
CORP
XX
N
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q607
8000.00000000
NS
USD
4960000.00000000
0.064161880436
Long
EP
USGSE
US
N
2
N
N
N
JPMCC Commercial Mortgage Securities Trust 2019-COR4
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAE1
1000000.00000000
PA
USD
874912.40000000
0.011317746935
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Variable
3.00000000
N
N
N
N
N
N
Benchmark 2019-B13 Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAT5
5500000.00000000
PA
USD
4434544.95000000
0.057364665901
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.50000000
N
N
N
N
N
N
Republic of Belarus International Bond
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
N/A
1500000.00000000
PA
USD
1611750.00000000
0.020849377175
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
6.88000000
N
N
N
N
N
N
Sankyu Inc
529900QWTXZZEM1T5G75
Sankyu Inc
N/A
17600.00000000
NS
894805.02000000
0.011575075142
Long
EC
CORP
JP
N
2
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
252624.00000000
NS
USD
1955309.76000000
0.025293619160
Long
EC
CORP
US
N
1
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
8100000.00000000
PA
USD
8322750.00000000
0.107661953709
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
17782.89000000
0.000230037028
N/A
DFE
N/A
N
2
HSBC Securities Inc
N/A
57678034.00000000
MXN
3004987.68000000
USD
2019-11-29
17782.89000000
N
N
N
Newmont Goldcorp Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639AP1
1000000.00000000
PA
USD
1183681.24000000
0.015311938345
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.88000000
N
N
N
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
N/A
1400000.00000000
PA
USD
1362340.00000000
0.017623043587
Long
DBT
CORP
TR
N
2
2024-04-25
Fixed
6.13000000
N
N
N
N
N
N
NGL Energy Partners LP / NGL Energy Finance Corp
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAJ1
2115000.00000000
PA
USD
2107111.05000000
0.027257299849
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
98105HAF7
3206000.00000000
PA
USD
3298251.18000000
0.042665725374
Long
DBT
CORP
KR
N
2
N/A
Variable
5.25000000
N
N
N
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
N/A
327582.00000000
NS
4496145.80000000
0.058161526056
Long
EC
CORP
GB
N
2
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
N/A
16600.00000000
NS
554867.24000000
0.007177686594
Long
EC
CORP
JP
N
2
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
6625000.00000000
PA
USD
6989375.00000000
0.090413597393
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-54103.96000000
-0.00069988141
N/A
DFE
N/A
N
2
Toronto Dominion Bank
N/A
9958050.00000000
EUR
11069169.22000000
USD
2019-11-29
-54103.96000000
N
N
N
Guangzhou Automobile Group Co Ltd
5299005KY9BJO3ZE6A37
Guangzhou Automobile Group Co Ltd
N/A
584000.00000000
NS
583261.57000000
0.007544991757
Long
EC
CORP
CN
N
2
N
N
N
Mapfre SA
95980020140005693107
Mapfre SA
N/A
2000000.00000000
PA
2414735.34000000
0.031236685518
Long
DBT
CORP
ES
N
2
2026-05-19
Fixed
1.63000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
2155000.00000000
PA
USD
2133450.00000000
0.027598016898
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
3260000.00000000
PA
USD
3251524.00000000
0.042061268976
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
50000.00000000
NS
USD
1388500.00000000
0.017961445763
Long
EP
CORP
CA
N
1
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
7550000.00000000
PA
USD
8084879.75000000
0.104584896745
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Aveanna Healthcare LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
N/A
23880000.00000000
PA
USD
22835250.00000000
0.295393665368
Long
LON
CORP
US
N
2
2025-03-16
Floating
9.87000000
N
N
N
N
N
N
BENCHMARK 2018-B1 Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAX9
3000000.00000000
PA
USD
3273362.40000000
0.042343767526
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.67000000
N
N
N
N
N
N
BANK 2018-BNK13
549300664283JRAXM588
BANK 2018-BNK13
06539LAJ9
11500000.00000000
PA
USD
10279585.50000000
0.132975309633
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.00000000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
N/A
173900.00000000
NS
4229000.84000000
0.054705775455
Long
EC
CORP
CA
N
1
N
N
N
Fletcher Building Ltd
549300UPHQTT2LG75045
Fletcher Building Ltd
N/A
21347.00000000
NS
62720.25000000
0.000811340560
Long
EC
CORP
NZ
N
2
N
N
N
Allegion PLC
N/A
Allegion PLC
G0176J109
4236.00000000
NS
USD
491545.44000000
0.006358564465
Long
EC
CORP
IE
N
1
N
N
N
LEG Immobilien AG
391200SO40AKONBO0Z96
LEG Immobilien AG
N/A
22434.00000000
NS
2576856.88000000
0.033333867547
Long
EC
CORP
DE
N
2
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
1565000.00000000
PA
USD
1568912.50000000
0.020295237145
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
N/A
4300000.00000000
PA
4130372.96000000
0.053429938712
Long
DBT
CORP
FR
N
2
2024-03-07
Fixed
4.50000000
N
N
N
N
N
N
Centaur Funding Corp
N/A
Centaur Funding Corp
151327202
2071.00000000
NS
USD
2153840.00000000
0.027861779144
Long
EP
CORP
KY
N
2
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C19
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAG2
1359000.00000000
PA
USD
1397543.82000000
0.018078435379
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.68000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
8100000.00000000
PA
USD
8717378.60000000
0.112766815211
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.98000000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
16936000.00000000
PA
USD
15115380.00000000
0.195530484738
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
William Hill PLC
213800MDW41W5UZQIX82
William Hill PLC
N/A
297917.00000000
NS
762722.94000000
0.009866479452
Long
EC
CORP
GB
N
2
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906AAM0
1700000.00000000
PA
USD
765000.00000000
0.009895935188
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
7.13000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAD2
150000.00000000
PA
USD
134250.00000000
0.001736639606
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.63000000
N
N
N
N
N
N
Hoshizaki Corp
5299001QAMLGU3SRBG20
Hoshizaki Corp
N/A
5000.00000000
NS
425011.68000000
0.005497892862
Long
EC
CORP
JP
N
2
N
N
N
Jaguar Land Rover Automotive PLC
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
N/A
3500000.00000000
PA
3522952.87000000
0.045572435650
Long
DBT
CORP
GB
N
2
2024-01-15
Fixed
2.20000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
N/A
400000.00000000
PA
531989.27000000
0.006881740309
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
Uniti Group Inc
549300V3NU625PJUVA84
Uniti Group Inc
91325V108
618635.00000000
NS
USD
4280954.20000000
0.055377837002
Long
EC
CORP
US
N
1
N
N
N
Quebecor Media Inc
5493006O1E1TBNKPQW25
Quebecor Media Inc
74819RAP1
13800000.00000000
PA
USD
14934360.00000000
0.193188834820
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
5.75000000
N
N
N
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
N/A
108800.00000000
NS
2459175.06000000
0.031811551647
Long
EC
CORP
JP
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
2500000.00000000
PA
USD
2656000.00000000
0.034357652104
Long
DBT
CORP
NL
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
Morocco Government International Bond
529900F3MBW9XY5K1X07
Morocco Government International Bond
N/A
1400000.00000000
PA
USD
1466460.80000000
0.018969935990
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25000000
N
N
N
N
N
N
Rumo Luxembourg Sarl
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
N/A
1800000.00000000
PA
USD
1941840.00000000
0.025119376190
Long
DBT
CORP
LU
N
2
2024-02-09
Fixed
7.38000000
N
N
N
N
N
N
Alpek SAB de CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
N/A
1300000.00000000
PA
USD
1351987.00000000
0.017489118597
Long
DBT
CORP
MX
N
2
2022-11-20
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C53
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BBC6
8777333.00000000
PA
USD
1073862.81000000
0.013891342181
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
0.00000000
N
N
N
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
22025YAP5
10000000.00000000
PA
USD
9362500.00000000
0.121112017254
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.63000000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
34680.00000000
NS
USD
1246399.20000000
0.016123249283
Long
EC
CORP
US
N
1
N
N
N
ML-CFC Commercial Mortgage Trust 2007-5
N/A
ML-CFC Commercial Mortgage Trust 2007-5
55312YAH5
4088825.55000000
PA
USD
2504818.62000000
0.032401990485
Long
ABS-MBS
CORP
US
N
2
2048-08-12
Variable
5.45000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
N/A
277500.00000000
NS
4205046.02000000
0.054395899186
Long
EC
CORP
HK
N
2
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDW5
2435000.00000000
PA
USD
2654174.35000000
0.034334035746
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C43
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAA0
6613750.00000000
PA
USD
772478.72000000
0.009992678885
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
1.62000000
N
N
N
N
N
N
UTEX Industries Inc
N/A
UTEX Industries Inc
N/A
11689781.25000000
PA
USD
8942682.66000000
0.115681317662
Long
LON
CORP
US
N
2
2021-05-21
Floating
5.00000000
N
N
N
N
N
N
Appen Ltd
254900XDTS1IBK6ZMQ16
Appen Ltd
N/A
44226.00000000
NS
664457.42000000
0.008595330148
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage Securities Trust 2010-C2
N/A
GS Mortgage Securities Trust 2010-C2
36248EAG0
5000000.00000000
PA
USD
5139706.50000000
0.066486539098
Long
ABS-MBS
CORP
US
N
2
2043-12-10
Variable
5.18000000
N
N
N
N
N
N
China Life Insurance Co Ltd
549300J6TFLDXGH6S048
China Life Insurance Co Ltd
N/A
1000000.00000000
PA
USD
1003018.56000000
0.012974910669
Long
DBT
CORP
CN
N
2
2135-07-03
Variable
4.00000000
N
N
N
N
N
N
Quebecor Inc
N/A
Quebecor Inc
N/A
32000.00000000
NS
743937.44000000
0.009623472797
Long
EC
CORP
CA
N
1
N
N
N
Weichai International Hong Kong Energy Group Co Ltd
3003000XJVQXBJOJ3W36
Weichai International Hong Kong Energy Group Co Ltd
N/A
700000.00000000
PA
USD
703827.36000000
0.009104614298
Long
DBT
CORP
HK
N
2
N/A
Variable
3.75000000
N
N
N
N
N
N
Assura PLC
21380026T19N2Y52XF72
Assura PLC
N/A
854811.74000000
NS
828456.18000000
0.010716795638
Long
EC
CORP
GB
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBF1
1400000.00000000
PA
USD
1577473.13000000
0.020405976281
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.13000000
N
N
N
N
N
N
Benchmark 2019-B13 Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAR9
7500000.00000000
PA
USD
6506030.25000000
0.084161115930
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.50000000
N
N
N
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
26817RBA5
345000.00000000
PA
USD
370012.50000000
0.004786431005
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
8.13000000
N
N
N
N
N
N
Sisal Group SpA
815600B11BCB2AFDE431
Sisal Group SpA
N/A
4300000.00000000
PA
4963641.23000000
0.064208982888
Long
DBT
CORP
IT
N
2
2023-07-31
Fixed
7.00000000
N
N
N
N
N
N
W&T Offshore Inc
549300Q7EOY2YIO3YK85
W&T Offshore Inc
92922PAL0
7000000.00000000
PA
USD
6562500.00000000
0.084891600879
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
9.75000000
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
N/A
32411000.00000000
PA
9969079.71000000
0.128958649276
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
N/A
351526000.00000100
PA
6035792.83000000
0.078078189091
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
Engineered Machinery Holdings Inc
5493008AR0NPSLW8EW07
Engineered Machinery Holdings Inc
N/A
21223266.62000000
PA
USD
20865230.11000000
0.269909757981
Long
LON
CORP
US
N
2
2025-07-25
Floating
9.43000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
2600.00000000
NS
USD
72930.00000000
0.000943412487
Long
EP
CORP
US
N
1
N
N
N
Cogeco Communications Inc
549300XHH6LJM6IAXV57
Cogeco Communications Inc
N/A
129700.00000000
NS
11211255.79000000
0.145027268857
Long
EC
CORP
CA
N
1
N
N
N
Royal Dutch Shell PLC - B Shares
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC - B Shares
N/A
83851.00000000
NS
2414897.17000000
0.031238778928
Long
EC
CORP
NL
N
2
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
N/A
400000.00000000
PA
USD
420500.00000000
0.005439530387
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Venezuela Government International Bond
529900XM8PJTJK5OJI77
Venezuela Government International Bond
N/A
6825000.00000000
PA
USD
708093.75000000
0.009159803734
Long
DBT
NUSS
VE
N
2
2031-08-05
None
0.00000000
Y
Y
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C44
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust 2018-C44
95001JAC1
5000000.00000000
PA
USD
4683371.00000000
0.060583445592
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
3.00000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
40000.00000000
NS
USD
1199200.00000000
0.015512686898
Long
EP
CORP
US
N
1
N
N
N
Costa Rica Government International Bond
N/A
Costa Rica Government International Bond
221597BS5
950000.00000000
PA
USD
908447.00000000
0.011751545926
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.38000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
77017.00000000
NS
4101529.77000000
0.053056827158
Long
EC
CORP
DE
N
2
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
9700.00000000
NS
322370.22000000
0.004170136998
Long
EC
CORP
JP
N
2
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAX9
7286000.00000000
PA
USD
7318502.12000000
0.094671140724
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.10000000
N
N
N
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co
736508847
22817.00000000
NS
USD
1297830.96000000
0.016788563484
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
1500000.00000000
PA
USD
1737536.91000000
0.022476539409
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
N/A
156165.00000000
NS
5821087.04000000
0.075300784408
Long
EC
CORP
FR
N
2
N
N
N
Abu Dhabi Government International Bond
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAE0
3040000.00000000
PA
USD
3017200.00000000
0.039030085816
Long
DBT
NUSS
AE
N
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
16742.00000000
NS
USD
803616.00000000
0.010395466473
Long
EC
CORP
US
N
1
N
N
N
GFL Environmental Inc
5493008HF9XC5H29ZX61
GFL Environmental Inc
36168QAC8
4000000.00000000
PA
USD
4100000.00000000
0.053037038263
Long
DBT
CORP
CA
N
2
2022-05-01
Fixed
5.63000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
136501.00000000
NS
USD
2589423.97000000
0.033496433701
Long
EC
CORP
US
N
1
N
N
N
Itau Unibanco Holding SA/Cayman Island
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556UAB0
3136000.00000000
PA
USD
3232275.20000000
0.041812269136
Long
DBT
CORP
BR
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
N/A
70300.00000000
NS
1671835.80000000
0.021626638852
Long
EC
CORP
JP
N
2
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAB5
8420000.00000000
PA
USD
8167400.00000000
0.105652367393
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
MINEBEA MITSUMI Inc
353800CCB0CZ75YZ4010
MINEBEA MITSUMI Inc
N/A
37800.00000000
NS
717880.59000000
0.009286404956
Long
EC
CORP
JP
N
2
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAN9
500000.00000000
PA
USD
570000.00000000
0.007373441904
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
14790000.00000000
PA
USD
13884260.40000000
0.179604890267
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.00000000
N
N
N
N
N
N
CD 2006-CD2 Mortgage Trust
N/A
CD 2006-CD2 Mortgage Trust
12513XAH5
1891831.12000000
PA
USD
1119964.02000000
0.014487701117
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
5.50000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
6228000.00000000
PA
USD
6952266.58000000
0.089933567956
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.38000000
N
N
N
N
N
N
NTT DOCOMO Inc
353800TVPXCGWDZIIU09
NTT DOCOMO Inc
N/A
55500.00000000
NS
1521539.13000000
0.019682421721
Long
EC
CORP
JP
N
2
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
N/A
76974.00000000
NS
748058.01000000
0.009676775926
Long
EC
CORP
CA
N
1
N
N
N
Citigroup Commercial Mortgage Trust 2016-C1
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAW8
36455234.49000000
PA
USD
3583753.70000000
0.046358946857
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
1.89000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
N/A
500000.00000000
PA
586864.00000000
0.007591592298
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.63000000
N
N
N
N
N
N
DBGS 2018-BIOD Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23307DBA0
5500000.00000000
PA
USD
6348738.00000000
0.082126404934
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.47000000
N
N
N
N
N
N
Nippon Electric Glass Co Ltd
529900NCIGSAX4V03234
Nippon Electric Glass Co Ltd
N/A
74500.00000000
NS
1678228.21000000
0.021709330192
Long
EC
CORP
JP
N
2
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
N/A
123757.00000000
NS
1471635.70000000
0.019036877788
Long
EC
CORP
IT
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
N/A
76744.00000000
NS
3114129.21000000
0.040283948797
Long
EC
CORP
ES
N
2
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
364952.00000000
NS
USD
23105111.12000000
0.298884551843
Long
EC
CORP
US
N
1
N
N
N
Japan Hotel REIT Investment Corp
353800L8KG849FP1JI68
Japan Hotel REIT Investment Corp
N/A
6067.00000000
NS
5032258.40000000
0.065096605198
Long
EC
CORP
JP
N
2
N
N
N
COMM 2018-COR3 Mortgage Trust
N/A
COMM 2018-COR3 Mortgage Trust
12595VAL1
15800000.00000000
PA
USD
1980174.50000000
0.025615266030
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
1.75000000
N
N
N
N
N
N
Perenti Global Ltd
25490044GUNE4S2E6K11
Perenti Global Ltd
N/A
363086.00000000
NS
571970.33000000
0.007398929823
Long
EC
CORP
AU
N
2
N
N
N
US Concrete Inc
549300J94Q38BL8BMH45
US Concrete Inc
90333L201
20275.00000000
NS
USD
1059571.50000000
0.013706471753
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
22644.00000000
NS
USD
1280065.32000000
0.016558749599
Long
EC
CORP
US
N
1
N
N
N
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
20341WAE5
19090000.00000000
PA
USD
15796975.00000000
0.204347504274
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
7.13000000
N
N
N
N
N
N
LKQ European Holdings BV
549300J0BGI20W62GB49
LKQ European Holdings BV
N/A
600000.00000000
PA
696783.48000000
0.009013495631
Long
DBT
CORP
NL
N
2
2026-04-01
Fixed
3.63000000
N
N
N
N
N
N
Provident Funding Associates LP / PFG Finance Corp
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAJ0
12630000.00000000
PA
USD
12278886.00000000
0.158837986979
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.38000000
N
N
N
N
N
N
Meridian Energy Ltd
N/A
Meridian Energy Ltd
N/A
32058.00000000
NS
94496.86000000
0.001222398434
Long
EC
CORP
NZ
N
2
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
N/A
1500000.00000000
PA
USD
1640278.77000000
0.021218421435
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
West Street Merger Sub Inc
N/A
West Street Merger Sub Inc
95616AAA1
2000000.00000000
PA
USD
1905000.00000000
0.024642818998
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
29689.00000000
NS
USD
1367178.45000000
0.017685633113
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
N/A
47400.00000000
NS
1311612.25000000
0.016966836363
Long
EC
CORP
JP
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587404
31100.00000000
NS
USD
826638.00000000
0.010693275911
Long
EP
CORP
US
N
1
N
N
N
OZ Minerals Ltd
529900O2VBT5CL7EZT27
OZ Minerals Ltd
N/A
82892.00000000
NS
578374.44000000
0.007481772513
Long
EC
CORP
AU
N
2
N
N
N
CapitaLand Commercial Trust
5493006N1HMMKB2HAT92
CapitaLand Commercial Trust
N/A
556100.00000000
NS
837478.14000000
0.010833502477
Long
EC
CORP
SG
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
53160.00000000
NS
USD
2085998.40000000
0.026984189502
Long
EC
CORP
US
N
1
N
N
N
1MDB Global Investments Ltd
N/A
1MDB Global Investments Ltd
N/A
24300000.00000000
PA
USD
23473999.99000000
0.303656447724
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Pennon Group PLC
213800V1CCTS41GWH423
Pennon Group PLC
N/A
48687.00000000
NS
566067.37000000
0.007322569942
Long
EC
CORP
GB
N
2
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
425000.00000000
PA
USD
25500.00000000
0.000329864506
Long
DBT
CORP
VE
N
2
2027-04-12
None
0.00000000
Y
Y
N
N
N
N
Molson Coors Brewing Co
54930073LBBH6ZCBE225
Molson Coors Brewing Co
60871RAF7
1900000.00000000
PA
USD
1901312.71000000
0.024595120719
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
2.10000000
N
N
N
N
N
N
Depository Trust & Clearing Corp/The
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp/The
249670AA8
1000000.00000000
PA
USD
1008750.00000000
0.013049051792
Long
DBT
CORP
US
N
2
N/A
Variable
4.88000000
N
N
N
N
N
N
Azure Power Solar Energy Pvt Ltd
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
1250000.00000000
PA
USD
1255000.00000000
0.016234508053
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
Kuwait Projects Co SPC Ltd
254900BQTJEWBK1TAN59
Kuwait Projects Co SPC Ltd
N/A
5000000.00000000
PA
USD
5080000.00000000
0.065714183994
Long
DBT
CORP
AE
N
2
2027-02-23
Fixed
4.50000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
3143.00000000
NS
USD
510674.64000000
0.006606017176
Long
EC
CORP
US
N
1
N
N
N
SBI Holdings Inc/Japan
353800L6LMHYIPSMRQ17
SBI Holdings Inc/Japan
N/A
19800.00000000
NS
430617.16000000
0.005570404583
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
6000000.00000000
PA
USD
6577500.00000000
0.085085638824
Long
DBT
CORP
FR
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
Volvo AB - B Shares
549300HGV012CNC8JD22
Volvo AB - B Shares
N/A
124988.00000000
NS
1873042.36000000
0.024229419345
Long
EC
CORP
SE
N
2
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
4080000.00000000
PA
USD
3689850.00000000
0.047731394057
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.13000000
N
N
N
N
N
N
WisdomTree US High Dividend Fund
N/A
WisdomTree US High Dividend Fund
97717W208
23276.00000000
NS
USD
1744303.44000000
0.022564070314
Long
EC
RF
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
27539.00000000
NS
USD
968271.24000000
0.012525424098
Long
EC
CORP
US
N
1
N
N
N
Comm 2013-CCRE13 Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BAG3
4110000.00000000
PA
USD
4162468.67000000
0.053845124419
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.89000000
N
N
N
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
8500000.00000000
PA
USD
8351335.00000000
0.108031725353
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
BANK 2018-BNK12
N/A
BANK 2018-BNK12
06541KAJ7
6000000.00000000
PA
USD
5457186.00000000
0.070593410413
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Fixed
3.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
1000000.00000000
PA
1206368.36000000
0.015605415821
Long
DBT
CORP
NL
N
2
2028-04-11
Variable
2.96000000
N
N
N
N
N
N
Wanda Properties International Co Ltd
N/A
Wanda Properties International Co Ltd
N/A
1500000.00000000
PA
USD
1520250.00000000
0.019665745712
Long
DBT
CORP
VG
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Trust 2019-C4
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAM6
13091000.00000000
PA
USD
1242358.15000000
0.016070974814
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.17000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
2130000.00000000
PA
USD
1831800.00000000
0.023695913827
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
1500000.00000000
PA
USD
1626000.00000000
0.021033713223
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAA9
2575000.00000000
PA
USD
2591093.75000000
0.033518033747
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBP2
4000000.00000000
PA
USD
4036000.00000000
0.052209143032
Long
DBT
CORP
US
N
2
N/A
Variable
5.25000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATZ7
1575000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2025-04-15
None
0.00000000
N
N
N
N
N
N
Mitsui Fudosan Logistics Park Inc
353800DN63EIYS760S59
Mitsui Fudosan Logistics Park Inc
N/A
453.00000000
NS
1891077.09000000
0.024462714141
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAR7
4844000.00000000
PA
USD
4952645.59000000
0.064066744795
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
5.40000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX21
41400000.00000000
PA
USD
4885133.76000000
0.063193421012
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
2.01000000
N
N
N
N
N
N
Truck Hero Inc
54930007KT5CX7XNSD31
Truck Hero Inc
N/A
22010000.00000000
PA
USD
20029100.00000000
0.259093693435
Long
LON
CORP
US
N
2
2025-05-16
Floating
10.09000000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
580000.00000000
PA
USD
595225.00000000
0.007699749048
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W792
40875.00000000
NS
USD
1032911.25000000
0.013361598411
Long
EP
CORP
US
N
1
N
N
N
Comm 2014-UBS2 Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAP8
13690000.00000000
PA
USD
13063557.92000000
0.168988395429
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
5.00000000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
3400000.00000000
PA
USD
3585980.00000000
0.046387745968
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AL8
4975000.00000000
PA
USD
5211810.00000000
0.067419260095
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
CSAIL 2019-C15 Commercial Mortgage Trust
N/A
CSAIL 2019-C15 Commercial Mortgage Trust
22945DAY9
2500000.00000000
PA
USD
2286214.00000000
0.029574151072
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
Odebrecht Offshore Drilling Finance Ltd
549300L7LF2PIRAWID66
Odebrecht Offshore Drilling Finance Ltd
N/A
2576502.00000000
PA
USD
2524997.73000000
0.032663024688
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72000000
N
N
N
N
N
N
CD 2017-CD5 Mortgage Trust
N/A
CD 2017-CD5 Mortgage Trust
12515HAA3
7000000.00000000
PA
USD
6265135.80000000
0.081044938329
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.35000000
N
N
N
N
N
N
Senegal Government International Bond
549300NP14ZLQGWIUZ97
Senegal Government International Bond
N/A
7500000.00000000
PA
8648730.79000000
0.111878796546
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC16
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAT7
2500000.00000000
PA
USD
2027899.25000000
0.026232626857
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
3.50000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAG4
12100000.00000000
PA
USD
12463000.00000000
0.161219660458
Long
DBT
CORP
GB
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2012-GC8
N/A
Citigroup Commercial Mortgage Trust 2012-GC8
17318UAS3
1875000.00000000
PA
USD
1754154.38000000
0.022691500724
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Variable
4.88000000
N
N
N
N
N
N
Fiat Chrysler Automobiles NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
N/A
193775.00000000
NS
3007149.96000000
0.038900079876
Long
EC
CORP
GB
N
2
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
2000000.00000000
PA
USD
1980000.00000000
0.025613008722
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Brookfield Property REIT Inc
549300K1JD1LDRNBET48
Brookfield Property REIT Inc
11282X103
150637.00000000
NS
USD
2847039.30000000
0.036828910315
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
N/A
600000.00000000
PA
683399.88000000
0.008840367215
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
1800000.00000000
PA
USD
1945016.48000000
0.025160466700
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
Iccrea Banca SpA
NNVPP80YIZGEY2314M97
Iccrea Banca SpA
N/A
3500000.00000000
PA
3993720.86000000
0.051662225869
Long
DBT
CORP
IT
N
2
2022-10-11
Fixed
1.50000000
N
N
N
N
N
N
CSAIL 2018-CX12 Commercial Mortgage Trust
N/A
CSAIL 2018-CX12 Commercial Mortgage Trust
12595XAC7
3500000.00000000
PA
USD
3291576.05000000
0.042579376807
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
3.27000000
N
N
N
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
N/A
82031.00000000
NS
1700827.28000000
0.022001668665
Long
EC
CORP
GB
N
2
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
N/A
18500.00000000
NS
429568.00000000
0.005556832793
Long
EC
CORP
JP
N
2
N
N
N
JSW Steel Ltd
335800EK6HZSC4CVAJ09
JSW Steel Ltd
N/A
650000.00000000
PA
USD
659415.59000000
0.008530109726
Long
DBT
CORP
IN
N
2
2022-04-13
Fixed
5.25000000
N
N
N
N
N
N
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
1200000.00000000
PA
USD
1294500.00000000
0.016745474642
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
N/A
1900000.00000000
PA
USD
1980750.00000000
0.025622710619
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.13000000
N
N
N
N
N
N
LLPL Capital Pte Ltd
N/A
LLPL Capital Pte Ltd
50201PAA4
4446900.00000000
PA
USD
5197536.72000000
0.067234622901
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.88000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C3
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C3
90349DAW2
20994000.00000000
PA
USD
19114923.63000000
0.247268033163
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
5.00000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
3250000.00000000
PA
USD
3071250.00000000
0.039729269211
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
66276.00000000
NS
USD
2411783.64000000
0.031198502731
Long
EC
CORP
US
N
1
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BNK17
065403AA5
11541000.00000000
PA
USD
1476943.32000000
0.019105536433
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
1.60000000
N
N
N
N
N
N
Venezuela Government International Bond
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
13395000.00000000
PA
USD
1389731.25000000
0.017977373044
Long
DBT
NUSS
VE
N
2
2027-09-15
None
0.00000000
Y
Y
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
48408.01000000
0.000626199385
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
6588752.85000000
USD
25345878.00000000
PLN
2019-11-29
48408.01000000
N
N
N
goeasy Ltd
5493009DJVZG2P8YV435
goeasy Ltd
380355AB3
6000000.00000000
PA
USD
6232500.00000000
0.080622766092
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
7.88000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652K103
34046.00000000
NS
USD
1167777.80000000
0.015106213624
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B4H25
43000000.00000000
PA
USD
2511032.30000000
0.032482369799
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Variable
1.66000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
7649.00000000
NS
USD
1197297.97000000
0.015488082499
Long
EC
CORP
US
N
1
N
N
N
Nielsen Finance LLC / Nielsen Finance Co
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
3975000.00000000
PA
USD
3994954.50000000
0.051678184067
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
31898.00000000
NS
USD
5188209.70000000
0.067113969848
Long
EC
CORP
US
N
1
N
N
N
DriveTime Automotive Group Inc / Bridgecrest Acceptance Corp
N/A
DriveTime Automotive Group Inc / Bridgecrest Acceptance Corp
26209NAK9
5600000.00000000
PA
USD
5691000.00000000
0.073617996282
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
8.00000000
N
N
N
N
N
N
Comunicaciones Celulares SA Via Comcel Trust
N/A
Comunicaciones Celulares SA Via Comcel Trust
200303AA3
5005000.00000000
PA
USD
5155150.00000000
0.066686314098
Long
DBT
CORP
KY
N
2
2024-02-06
Fixed
6.88000000
N
N
N
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GW4
2220000.00000000
PA
USD
1004572.20000000
0.012995008343
Long
DBT
NUSS
AR
N
2
2021-04-22
Fixed
6.88000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
61690GAW1
5331000.00000000
PA
USD
5136484.60000000
0.066444861041
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.94000000
N
N
N
N
N
N
COMM 2012-CCRE5 Mortgage Trust
N/A
COMM 2012-CCRE5 Mortgage Trust
12623SAU4
7500000.00000000
PA
USD
7338902.25000000
0.094935034011
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.32000000
N
N
N
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
66971.00000000
NS
USD
1482068.23000000
0.019171831566
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
4881.00000000
NS
USD
895614.69000000
0.011585548922
Long
EC
CORP
US
N
1
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
N/A
82600.00000000
NS
3130032.65000000
0.040489673518
Long
EC
CORP
CA
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
14300000.00000000
PA
USD
16259672.00000000
0.210332889272
Long
DBT
CORP
US
N
2
N/A
Variable
6.30000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JAE6
7850000.00000000
PA
USD
7506497.35000000
0.097103021262
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.81000000
N
N
N
N
N
N
Bosideng International Holdings Ltd
N/A
Bosideng International Holdings Ltd
N/A
1928000.00000000
NS
996988.05000000
0.012896900818
Long
EC
CORP
HK
N
2
N
N
N
Sri Lanka Government International Bond
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
9052000.00000000
PA
USD
8846605.50000000
0.114438476684
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
2000000.00000000
PA
USD
2048871.40000000
0.026503919716
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
27454.00000000
NS
USD
840916.02000000
0.010877974421
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AS6
800000.00000000
PA
USD
891788.41000000
0.011536052688
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
Pampa Energia SA
254900QNIK0CVURGML24
Pampa Energia SA
N/A
1400000.00000000
PA
USD
1121414.00000000
0.014506457860
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
Colombian TES
N/A
10252900000.00000000
PA
3152465.96000000
0.040779867742
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
N/A
Republic of South Africa Government International Bond
836205BB9
1795000.00000000
PA
USD
1736877.90000000
0.022468014546
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
3800000.00000000
PA
USD
3994750.00000000
0.051675538683
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Sunstone Hotel Investors Inc
N/A
Sunstone Hotel Investors Inc
867892101
61093.00000000
NS
USD
825366.43000000
0.010676827055
Long
EC
CORP
US
N
1
N
N
N
Medipal Holdings Corp
353800PJDODZEA4NP730
Medipal Holdings Corp
N/A
27000.00000000
NS
616883.70000000
0.007979923024
Long
EC
CORP
JP
N
2
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
N/A
485000.00000000
NS
20149722.88000000
0.260654054484
Long
EC
CORP
CA
N
1
N
N
N
Bioceanico Sovereign Certificate Ltd
N/A
Bioceanico Sovereign Certificate Ltd
09076AAA5
2835000.00000000
PA
USD
1963237.50000000
0.025396171319
Long
DBT
CORP
KY
N
2
2034-06-05
None
0.00000000
N
N
N
N
N
N
Reliance Intermediate Holdings LP
549300F3NZL11SQLVG51
Reliance Intermediate Holdings LP
75947TAB0
3375000.00000000
PA
USD
3467812.50000000
0.044859147378
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
6.50000000
N
N
N
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
N/A
850000.00000000
PA
958859.38000000
0.012403673567
Long
DBT
CORP
SE
N
2
2022-07-15
Fixed
2.75000000
N
N
N
N
N
N
Walnut Bidco PLC
549300LGP4VBCHWQTD80
Walnut Bidco PLC
93266WAA1
8000000.00000000
PA
USD
8210000.00000000
0.106203435157
Long
DBT
CORP
JE
N
2
2024-08-01
Fixed
9.13000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
61761QAN3
18500000.00000000
PA
USD
18838141.15000000
0.243687612924
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.06000000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
Malaysia Government Bond
N/A
25092000.00000000
PA
6844228.07000000
0.088535996593
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89000000
N
N
N
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GM6
23615000.00000000
PA
USD
413262.50000000
0.005345907079
Long
DBT
NUSS
AR
N
2
2035-12-15
Variable
0.00000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N6596X109
9026.00000000
NS
USD
1026075.68000000
0.013273174415
Long
EC
CORP
NL
N
1
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
N/A
6800000.00000000
PA
USD
7819061.60000000
0.101146309576
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C15
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAP3
23750000.00000000
PA
USD
25334070.38000000
0.327718063443
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
5.20000000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAV0
13215000.00000000
PA
USD
13292805.96000000
0.171953916666
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.08000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
3450000.00000000
PA
USD
3889875.00000000
0.050318890052
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
N/A
46500.00000000
NS
2655276.74000000
0.034348296112
Long
EC
CORP
CA
N
1
N
N
N
Citigroup Commercial Mortgage Trust 2019-GC41
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAN5
13007000.00000000
PA
USD
919574.09000000
0.011895484438
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
0.98000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
4950.00000000
NS
USD
855013.50000000
0.011060337491
Long
EC
CORP
US
N
1
N
N
N
CSAIL 2018-CX12 Commercial Mortgage Trust
N/A
CSAIL 2018-CX12 Commercial Mortgage Trust
12595XAT0
5000000.00000000
PA
USD
5650278.50000000
0.073091228537
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.22000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J877
15702.00000000
NS
USD
423954.00000000
0.005484210858
Long
EP
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
1000000.00000000
PA
1224614.66000000
0.015841447458
Long
DBT
CORP
FR
N
2
2027-01-23
Variable
2.13000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW63
1515000.00000000
PA
USD
1598325.00000000
0.020675713215
Long
DBT
NUSS
EG
N
2
2024-03-01
Fixed
6.20000000
N
N
N
N
N
N
Targus Group International Inc
N/A
Targus Group International Inc
N/A
75880.00000000
NS
USD
3794.00000000
0.000049078664
Long
EC
CORP
US
N
3
N
N
N
Entergy New Orleans LLC
1Q8BAFRNDFTDI3IGJH73
Entergy New Orleans LLC
29364P509
17346.00000000
NS
USD
442323.00000000
0.005721829725
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
8525000.00000000
PA
USD
8631562.50000000
0.111656709899
Long
DBT
CORP
US
N
2
N/A
Variable
5.55000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
2650000.00000000
PA
USD
2729500.00000000
0.035308438034
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
N/A
752000.00000000
NS
828026.19000000
0.010711233346
Long
EC
CORP
HK
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
N/A
500000.00000000
PA
981957.02000000
0.012702461473
Long
DBT
CORP
US
N
2
2034-03-27
Fixed
5.63000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
292207.00000000
NS
USD
11361008.16000000
0.146964444998
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAH4
1880000.00000000
PA
USD
1954617.20000000
0.025284660299
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.13000000
N
N
N
N
N
N
CCR SA
N/A
CCR SA
N/A
175400.00000000
NS
726004.24000000
0.009391491379
Long
EC
CORP
BR
N
1
N
N
N
Nationstar Mortgage Holdings Inc
N/A
Nationstar Mortgage Holdings Inc
93369KAA3
14180000.00000000
PA
USD
15030800.00000000
0.194436369447
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.13000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKUS3
17583897.00000000
PA
USD
3042529.39000000
0.039357743335
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.32000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
1350000.00000000
PA
USD
1409062.50000000
0.018227439445
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
Badger Daylighting Ltd
N/A
Badger Daylighting Ltd
N/A
18900.00000000
NS
559925.59000000
0.007243120717
Long
EC
CORP
CA
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
194609.00000000
NS
USD
12445245.55000000
0.160989991325
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
33887.00000000
NS
USD
1688928.08000000
0.021847742244
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973833
6000.00000000
NS
USD
164160.00000000
0.002123551268
Long
EP
CORP
US
N
1
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
11185.00000000
NS
USD
1163687.40000000
0.015053300770
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
18318.00000000
NS
USD
1011153.60000000
0.013080144432
Long
EC
CORP
US
N
1
N
N
N
OCP SA
N/A
OCP SA
67091TAC9
2410000.00000000
PA
USD
2547880.92000000
0.032959038498
Long
DBT
CORP
MA
N
2
2025-10-22
Fixed
4.50000000
N
N
N
N
N
N
Jardine Strategic Holdings Ltd
213800BZ6VW56K2S6677
Jardine Strategic Holdings Ltd
N/A
7014.00000000
NS
USD
226494.88000000
0.002929906735
Long
EC
CORP
HK
N
2
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp
N/A
73432.00000000
NS
875318.81000000
0.011323004199
Long
EC
CORP
CA
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
2890000.00000000
PA
USD
3012825.00000000
0.038973491416
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Ukreximbank Via Biz Finance PLC
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
N/A
6156000.00000000
PA
USD
6525360.00000000
0.084411162927
Long
DBT
NUSS
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
Midea Real Estate Holding Ltd
300300CW5XG771ZXV614
Midea Real Estate Holding Ltd
N/A
468600.00000000
NS
1166336.70000000
0.015087571752
Long
EC
CORP
CN
N
2
N
N
N
NSI NV
724500I77C30W2LZZJ03
NSI NV
N/A
19209.00000000
NS
877597.02000000
0.011352474812
Long
EC
CORP
NL
N
2
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
193337.00000000
NS
USD
3186193.76000000
0.041216165942
Long
EC
CORP
US
N
1
N
N
N
Nigeria Government International Bond
549300GSBZD84TNEQ285
Nigeria Government International Bond
N/A
12912000.00000000
PA
USD
12933433.92000000
0.167305129193
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Noor Sukuk Co Ltd
5493008H7PHKEPYBEP57
Noor Sukuk Co Ltd
N/A
700000.00000000
PA
USD
733272.40000000
0.009485511301
Long
DBT
CORP
KY
N
2
2023-04-24
Fixed
4.47000000
N
N
N
N
N
N
Mongolian Mortgage Corp Hfc LLC
254900PVFSFJVINH0P02
Mongolian Mortgage Corp Hfc LLC
60938EAA8
1620000.00000000
PA
USD
1587171.51000000
0.020531433196
Long
DBT
CORP
MN
N
2
2022-01-29
Fixed
9.75000000
N
N
N
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
N/A
853242.00000000
NS
1829955.91000000
0.023672058931
Long
EC
CORP
GB
N
2
N
N
N
Clear Channel Worldwide Holdings Inc
N/A
Clear Channel Worldwide Holdings Inc
18451QAN8
1702000.00000000
PA
USD
1872200.00000000
0.024218522691
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
785000.00000000
PA
USD
830922.50000000
0.010748699616
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
N/A
244500.00000000
NS
2257488.99000000
0.029202568278
Long
EC
CORP
HK
N
2
N
N
N
ProGroup AG
529900YI5W5TQ8F2FP82
ProGroup AG
N/A
450000.00000000
PA
489783.41000000
0.006335771087
Long
DBT
CORP
DE
N
2
2026-03-31
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2018-C5
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAJ2
1000000.00000000
PA
USD
938282.10000000
0.012137488692
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
3.22000000
N
N
N
N
N
N
Fabege AB
549300JNPI46XNH0PM97
Fabege AB
N/A
70166.00000000
NS
1047891.32000000
0.013555378545
Long
EC
CORP
SE
N
2
N
N
N
BANK 2018-BNK13
549300664283JRAXM588
BANK 2018-BNK13
06539LAA8
41485000.00000000
PA
USD
4927617.34000000
0.063742982782
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
1.54000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAZ9
1000000.00000000
PA
USD
1015345.80000000
0.013134374157
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Variable
4.51000000
N
N
N
N
N
N
Evergreen Skills Lux Sarl
213800Y2WBMGMF48QG13
Evergreen Skills Lux Sarl
N/A
13231572.95000000
PA
USD
10522805.34000000
0.136121568160
Long
LON
CORP
LU
N
2
2021-04-23
Floating
6.95000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
17079.00000000
NS
USD
1729248.75000000
0.022369324907
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C48
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAY5
68781852.14000000
PA
USD
4905597.35000000
0.063458135209
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
0.95000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
15567000.00000000
PA
USD
14594062.50000000
0.188786792984
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
OCP SA
N/A
OCP SA
N/A
2200000.00000000
PA
USD
2412124.00000000
0.031202905581
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.63000000
N
N
N
N
N
N
Benchmark 2019-B13 Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAM0
4000000.00000000
PA
USD
512402.00000000
0.006628362068
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.64000000
N
N
N
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG
N/A
2540.00000000
NS
363400.15000000
0.004700894551
Long
EC
CORP
CH
N
2
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351703
14888.00000000
NS
USD
405846.88000000
0.005249979635
Long
EP
CORP
US
N
1
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp Ltd
N/A
14355.00000000
NS
176066.69000000
0.002277574579
Long
EC
CORP
NZ
N
2
N
N
N
Concordia Financial Group Ltd
N/A
Concordia Financial Group Ltd
N/A
435400.00000000
NS
1775532.21000000
0.022968041404
Long
EC
CORP
JP
N
2
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
N/A
35000000.00000000
PA
9878990.39000000
0.127793266175
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Icahn Enterprises LP / Icahn Enterprises Finance Corp
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BF3
2365000.00000000
PA
USD
2385693.75000000
0.030861007488
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.88000000
N
N
N
N
N
N
Vale Overseas Ltd
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
2100000.00000000
PA
USD
2446920.00000000
0.031653021870
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
Sixt SE
5299004ZME6CSBR7WP07
Sixt SE
N/A
7091.00000000
NS
693438.66000000
0.008970227498
Long
EC
CORP
DE
N
2
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
Gulfport Energy Corp
402635AH9
296000.00000000
PA
USD
190180.00000000
0.002460142423
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.00000000
N
N
N
N
N
N
Liquid Telecommunications Financing Plc
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
N/A
1500000.00000000
PA
USD
1493400.00000000
0.019318417790
Long
DBT
CORP
GB
N
2
2022-07-13
Fixed
8.50000000
N
N
N
N
N
N
UOL Group Ltd
254900O9PRCWTMR86R25
UOL Group Ltd
N/A
137500.00000000
NS
787308.96000000
0.010184520838
Long
EC
CORP
SG
N
2
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B2GY0
86714229.00000000
PA
USD
635944.81000000
0.008226494932
Long
ABS-MBS
CORP
US
N
2
2041-04-25
Variable
1.45000000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
59097.00000000
NS
2837951.35000000
0.036711349839
Long
EC
CORP
DE
N
2
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
2430000.00000000
PA
USD
2504673.90000000
0.032400118407
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
N/A
3000000.00000000
PA
USD
3150084.00000000
0.040749055034
Long
DBT
CORP
NO
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
Frasers Logistics & Industrial Trust
N/A
Frasers Logistics & Industrial Trust
N/A
1046500.00000000
NS
968515.39000000
0.012528582389
Long
EC
CORP
SG
N
2
N
N
N
BANK 2019-BNK18
N/A
BANK 2019-BNK18
065402AJ8
3580000.00000000
PA
USD
3305103.97000000
0.042754372127
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAA8
2500000.00000000
PA
USD
2656250.00000000
0.034360886070
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp
N/A
244600.00000000
NS
1234978.36000000
0.015975510861
Long
EC
CORP
CA
N
1
N
N
N
BENCHMARK 2018-B6 Mortgage Trust
N/A
BENCHMARK 2018-B6 Mortgage Trust
08162CAN0
3801000.00000000
PA
USD
3230470.66000000
0.041788925854
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
3.12000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
8500000.00000000
PA
USD
8040895.28000000
0.104015919668
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-71487.75000000
-0.00092475573
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
2682156317.00000000
HUF
9046390.00000000
USD
2019-11-29
-71487.75000000
N
N
N
Shangri-La Asia Ltd
529900FVJ8C1OTM8OL03
Shangri-La Asia Ltd
N/A
896000.00000000
NS
919665.48000000
0.011896666646
Long
EC
CORP
HK
N
2
N
N
N
Entra ASA
549300APU14LQKTYCH34
Entra ASA
N/A
64598.00000000
NS
967366.39000000
0.012513719083
Long
EC
CORP
NO
N
2
N
N
N
Elbit Systems Ltd
529900Q9CB1REUMZSS32
Elbit Systems Ltd
N/A
791.00000000
NS
129689.81000000
0.001677649613
Long
EC
CORP
IL
N
2
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
ZR8877386
6000000.00000000
PA
6642278.78000000
0.085923608246
Long
DBT
CORP
NL
N
2
2025-06-17
Fixed
5.63000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
9191.00000000
NS
USD
1386829.99000000
0.017939842742
Long
EC
CORP
US
N
1
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAT8
1750000.00000000
PA
USD
1754375.00000000
0.022694354635
Long
DBT
NUSS
QA
N
2
2021-06-02
Fixed
2.38000000
N
N
N
N
N
N
Titan Acquisition Ltd / Titan Co-Borrower LLC
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
14490000.00000000
PA
USD
13584375.00000000
0.175725613820
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B2HQ6
20000000.00000000
PA
USD
1052678.00000000
0.013617298381
Long
ABS-MBS
CORP
US
N
2
2041-06-25
Variable
1.66000000
N
N
N
N
N
N
Barclays Commercial Mortgage Trust 2019-C4
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAT1
4000000.00000000
PA
USD
3727918.40000000
0.048223841664
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.25000000
N
N
N
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot SA
N/A
78842.00000000
NS
1996761.63000000
0.025829834871
Long
EC
CORP
FR
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
N/A
17138.00000000
NS
902406.17000000
0.011673402577
Long
EC
CORP
DE
N
2
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial Inc
85254J102
58986.00000000
NS
USD
1830925.44000000
0.023684600638
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
14380.00000000
NS
USD
539250.00000000
0.006975664117
Long
EC
CORP
US
N
1
N
N
N
Fortune Star BVI Ltd
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
N/A
4000000.00000000
PA
USD
3982382.20000000
0.051515550517
Long
DBT
CORP
VG
N
2
2022-03-23
Fixed
5.25000000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
68915000000.00000000
PA
5467565.48000000
0.070727677944
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
N/A
29400.00000000
NS
513122.69000000
0.006637684815
Long
EC
CORP
JP
N
2
N
N
N
Export Credit Bank of Turkey
789000JVRVYLAXGDWR11
Export Credit Bank of Turkey
90015LAD9
2545000.00000000
PA
USD
2513492.90000000
0.032514199783
Long
DBT
NUSS
TR
N
2
2024-05-03
Fixed
6.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2019-GC41
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAE5
9330000.00000000
PA
USD
6596800.76000000
0.085335310811
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.00000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
855000.00000000
PA
USD
891337.50000000
0.011530219778
Long
DBT
CORP
LU
N
2
2021-05-15
Fixed
6.50000000
N
N
N
N
N
N
Turkiye Vakiflar Bankasi TAO
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAH6
4505000.00000000
PA
USD
4638708.40000000
0.060005696318
Long
DBT
CORP
TR
N
2
2024-03-28
Fixed
8.13000000
N
N
N
N
N
N
COMM 2014-UBS5 Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust
12592KAG9
6500000.00000000
PA
USD
5767069.10000000
0.074602015737
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
3.50000000
N
N
N
N
N
N
NewRiver REIT PLC
2138004GX1VAUMH66L31
NewRiver REIT PLC
N/A
585779.00000000
NS
1526087.88000000
0.019741263728
Long
EC
CORP
GB
N
2
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2D6
4103000.00000000
PA
USD
4261941.52000000
0.055131891578
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
94656.00000000
NS
USD
2058768.00000000
0.026631940778
Long
EC
CORP
US
N
1
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
N/A
292000.00000000
NS
459613.80000000
0.005945501145
Long
EC
CORP
CN
N
2
N
N
N
Cable Onda SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
3200000.00000000
PA
USD
3242464.00000000
0.041944070057
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Kronos International Inc
529900NTVDLUSYY9F493
Kronos International Inc
N/A
200000.00000000
PA
219714.04000000
0.002842190718
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
AIG Life Holdings Inc
5493001FBIY3WQ6U5014
AIG Life Holdings Inc
00138GAA7
4995000.00000000
PA
USD
6681418.74000000
0.086429917407
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
8.50000000
N
N
N
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
24092.00000000
NS
USD
856952.44000000
0.011085419353
Long
EC
CORP
US
N
1
N
N
N
Unifin Financiera SAB de CV
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90471MAA0
10890000.00000000
PA
USD
11175862.50000000
0.144569426107
Long
DBT
CORP
MX
N
2
2028-01-27
Fixed
8.38000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
N/A
127040000.00000100
PA
6596385.16000000
0.085329934666
Long
DBT
NUSS
MX
N
2
2022-06-09
Fixed
6.50000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
18500000.00000000
PA
22788784.55000000
0.294792594673
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAA9
2700000.00000000
PA
USD
2913570.00000000
0.037689542335
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.50000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
38002286.00000000
PA
USD
2280137.16000000
0.029495541902
Long
DBT
CORP
VE
N
2
2024-05-16
None
0.00000000
Y
Y
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
31164.00000000
NS
USD
6783156.24000000
0.087745979768
Long
EC
CORP
US
N
1
N
N
N
Primerica Inc
254900621R686KJR7022
Primerica Inc
74164M108
3656.00000000
NS
USD
461314.08000000
0.005967495734
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-670109.17000000
-0.00866844041
N/A
DFE
N/A
N
2
JPMorgan Chase
N/A
63559254.05000000
EUR
70256713.88000000
USD
2019-11-13
-670109.17000000
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C3
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C3
90349DAU6
25827000.00000000
PA
USD
26874550.87000000
0.347645508002
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
5.03000000
N
N
N
N
N
N
Hess Infrastructure Partners LP / Hess Infrastructure Partners Finance Corp
N/A
Hess Infrastructure Partners LP / Hess Infrastructure Partners Finance Corp
428102AA5
3810000.00000000
PA
USD
3986212.50000000
0.051565098753
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
N/A
3750000.00000000
PA
2826550.76000000
0.036563873368
Long
DBT
CORP
CA
N
2
2021-10-28
Fixed
1.61000000
N
N
N
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
70394.00000000
NS
USD
1759146.06000000
0.022756072413
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
N/A
7000000.00000000
PA
USD
6851250.00000000
0.088626831317
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
Ruth's Hospitality Group Inc
529900JQW9JP41OHOD14
Ruth's Hospitality Group Inc
783332109
16030.00000000
NS
USD
329897.40000000
0.004267507567
Long
EC
CORP
US
N
1
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
3500000.00000000
PA
USD
3618194.79000000
0.046804472078
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.63000000
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
325000.00000000
PA
USD
341022.50000000
0.004411420336
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
52760.00000000
NS
USD
3684230.80000000
0.047658704856
Long
EC
CORP
US
N
1
N
N
N
PLA Administradora Industrial S de RL de CV
N/A
PLA Administradora Industrial S de RL de CV
N/A
803735.00000000
NS
1317797.00000000
0.017046841442
Long
EC
CORP
MX
N
1
N
N
N
COMM 2015-LC19 Mortgage Trust
N/A
COMM 2015-LC19 Mortgage Trust
200474AG9
8000000.00000000
PA
USD
7076512.00000000
0.091540789687
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.25000000
N
N
N
N
N
N
Croatia Government International Bond
74780000O00QGQ7CER13
Croatia Government International Bond
N/A
1350000.00000000
PA
USD
1491620.40000000
0.019295397129
Long
DBT
NUSS
HR
N
2
2023-04-04
Fixed
5.50000000
N
N
N
N
N
N
Antero Midstream Partners LP / Antero Midstream Finance Corp
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
3725000.00000000
PA
USD
2812375.00000000
0.036380497679
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
2075000.00000000
PA
USD
2163395.00000000
0.027985381315
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
800000.00000000
PA
USD
1026422.78000000
0.013277664453
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
N/A
124858.00000000
NS
2738825.96000000
0.035429077375
Long
EC
CORP
GB
N
2
N
N
N
Kernel Holding SA
5493003GR6L4DZOS2U12
Kernel Holding SA
N/A
1500000.00000000
PA
USD
1587240.00000000
0.020532319174
Long
DBT
CORP
LU
N
2
2022-01-31
Fixed
8.75000000
N
N
N
N
N
N
Milagro Oil & Gas Inc
N/A
Milagro Oil & Gas Inc
N/A
1874.00000000
NS
USD
191148.00000000
0.002472664339
Long
EC
CORP
US
N
3
N
N
N
JPMDB Commercial Mortgage Securities Trust 2018-C8
N/A
JPMDB Commercial Mortgage Securities Trust 2018-C8
46591ABF1
1250000.00000000
PA
USD
1403094.50000000
0.018150238215
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.52000000
N
N
N
N
N
N
Williams Scotsman International Inc
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAA0
1200000.00000000
PA
USD
1251000.00000000
0.016182764601
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
7.88000000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
6345000.00000000
PA
USD
6559778.25000000
0.084856392694
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
23604.00000000
NS
USD
1728048.84000000
0.022353803036
Long
EC
CORP
US
N
1
N
N
N
AO Smith Corp
549300XG4US7UJNECY36
AO Smith Corp
831865209
16623.00000000
NS
USD
825830.64000000
0.010682832012
Long
EC
CORP
US
N
1
N
N
N
Zest Acquisition Corp
N/A
Zest Acquisition Corp
N/A
11260000.00000000
PA
USD
10190300.00000000
0.131820324638
Long
LON
CORP
US
N
2
2026-03-06
Floating
9.68000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
5038.00000000
NS
USD
451152.90000000
0.005836052102
Long
EC
CORP
US
N
1
N
N
N
Industrias Penoles SAB de CV
549300WA2HB7776CB324
Industrias Penoles SAB de CV
456472AC3
4855000.00000000
PA
USD
4994581.25000000
0.064609218748
Long
DBT
CORP
MX
N
2
2049-09-12
Fixed
5.65000000
N
N
N
N
N
N
N/A
N/A
Total Return Swaps
N/A
123000000.00000100
NC
USD
127770.67000000
0.001652823881
N/A
DIR
N/A
N
2
JPMorgan Chase
N/A
Ukraine Government Bond, 16.00%, 08/11/2011
Ukraine Government Bond, 16.00%, 08/11/2011
Y
Receive positive return on reference instrument
2021-08-12
0.00000000
USD
0.00000000
USD
5005692.97000000
USD
127770.67000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
N/A
250000.00000000
PA
308772.75000000
0.003994241989
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.45000000
N
N
N
N
N
N
Comcast Corp - Class A
51M0QTTNCGUN7KFCFZ59
Comcast Corp - Class A
20030N101
16697.00000000
NS
USD
748359.54000000
0.009680676477
Long
EC
CORP
US
N
1
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
N/A
291884.00000000
NS
4296773.25000000
0.055582470065
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XBK0
32337508.57000000
PA
USD
1205649.03000000
0.015596110667
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
0.90000000
N
N
N
N
N
N
WPT Industrial Real Estate Investment Trust
N/A
WPT Industrial Real Estate Investment Trust
92937G109
265219.00000000
NS
USD
3611884.95000000
0.046722848852
Long
EC
CORP
CA
N
1
N
N
N
Docuformas SAPI de CV
549300HM88E943FM9K17
Docuformas SAPI de CV
25615WAB9
1425000.00000000
PA
USD
1443168.75000000
0.018668633223
Long
DBT
CORP
MX
N
2
2024-07-24
Fixed
10.25000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AH4
1890000.00000000
PA
USD
1904429.92000000
0.024635444521
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS1
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBC3
24935790.00000000
PA
USD
672458.41000000
0.008698829858
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.35000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
34879.00000000
NS
1086857.96000000
0.014059445661
Long
EC
CORP
ES
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
36913.00000000
NS
2806097.39000000
0.036299291376
Long
EC
CORP
DE
N
2
N
N
N
CCB Life Insurance Co Ltd
300300F2005031000082
CCB Life Insurance Co Ltd
N/A
2700000.00000000
PA
USD
2683760.55000000
0.034716758775
Long
DBT
CORP
CN
N
2
2077-04-21
Variable
4.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
7700000.00000000
PA
USD
8094625.00000000
0.104710959964
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAB4
4230000.00000000
PA
USD
4589550.00000000
0.059369789990
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87000000
N
N
N
N
N
N
Wellness Merger Sub Inc
N/A
Wellness Merger Sub Inc
N/A
19410000.00000000
PA
USD
19264425.00000000
0.249201962402
Long
LON
CORP
US
N
2
2025-06-27
Floating
10.86000000
N
N
N
N
N
N
Northview Apartment Real Estate Investment Trust
N/A
Northview Apartment Real Estate Investment Trust
N/A
20300.00000000
NS
444809.05000000
0.005753988928
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
310953.96000000
0.004022457823
N/A
DFE
N/A
N
2
JPMorgan Chase
N/A
151847710.00000000
ZAR
10329916.73000000
USD
2019-11-29
310953.96000000
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BNK14
06035RAA4
11466000.00000000
PA
USD
1420530.77000000
0.018375791415
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
1.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC39
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAL1
4864000.00000000
PA
USD
4424737.02000000
0.057237791862
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
3.00000000
N
N
N
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
N/A
355034.00000000
NS
2458930.19000000
0.031808384042
Long
EC
CORP
ES
N
2
N
N
N
BENCHMARK 2018-B6 Mortgage Trust
N/A
BENCHMARK 2018-B6 Mortgage Trust
08162CAY6
37790000.00000000
PA
USD
4329075.02000000
0.056000321337
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
1.50000000
N
N
N
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
N/A
399957.00000000
NS
2267545.18000000
0.029332653774
Long
EC
CORP
ZA
N
2
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
24276.00000000
NS
USD
2037484.68000000
0.026356622667
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXT1
70234388.00000000
PA
USD
8021314.94000000
0.103762631072
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.19000000
N
N
N
N
N
N
Bank 2019-BNK19
N/A
Bank 2019-BNK19
06540WAA1
17013666.00000000
PA
USD
1467619.25000000
0.018984921541
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
1.03000000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
N/A
240300.00000000
NS
4665516.60000000
0.060352483520
Long
EC
CORP
JP
N
2
N
N
N
OTE PLC
213800YSQ5M2ELXX5A25
OTE PLC
N/A
1500000.00000000
PA
1693961.77000000
0.021912857368
Long
DBT
CORP
GB
N
2
2026-09-24
Fixed
0.88000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
13175000.00000000
PA
USD
14294875.00000000
0.184916544475
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
N/A
833503.00000000
NS
2235967.69000000
0.028924171690
Long
EC
CORP
GB
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
7036.00000000
NS
USD
487665.16000000
0.006308369695
Long
EC
CORP
US
N
1
N
N
N
Venezuela Government International Bond
529900XM8PJTJK5OJI77
Venezuela Government International Bond
P97475AN0
15700600.00000000
PA
USD
1628937.25000000
0.021071709087
Long
DBT
NUSS
VE
N
2
2019-10-13
None
0.00000000
Y
Y
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
11400.00000000
NS
USD
1038084.00000000
0.013428512397
Long
EC
CORP
US
N
1
N
N
N
International Personal Finance PLC
213800II1O44IRKUZB59
International Personal Finance PLC
N/A
4000000.00000000
PA
4146684.21000000
0.053640938808
Long
DBT
CORP
GB
N
2
2021-04-07
Fixed
5.75000000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
36710000.00000000
PA
USD
21108250.00000000
0.273053429982
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
539473AE8
4100000.00000000
PA
USD
4991750.00000000
0.064572594085
Long
DBT
CORP
GB
N
2
N/A
Variable
12.00000000
N
N
N
N
N
N
MTN Mauritius Investments Ltd
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
2470000.00000000
PA
USD
2725645.00000000
0.035258570282
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AA4
3800000.00000000
PA
USD
3980500.00000000
0.051491202636
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.25000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
N/A
2500000.00000000
PA
2957832.97000000
0.038262122050
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
1.13000000
N
N
N
N
N
N
Real Alloy Holding Inc
549300QXHE3BJ2SHOX96
Real Alloy Holding Inc
75583RAA5
9569000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2019-01-15
None
0.00000000
Y
N
N
N
N
N
Hysan Development Co Ltd
5299007BABFLKIH9HL03
Hysan Development Co Ltd
N/A
390000.00000000
NS
1537086.01000000
0.019883534030
Long
EC
CORP
HK
N
2
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518504
97800.00000000
NS
USD
2780454.00000000
0.035967571997
Long
EP
CORP
US
N
1
N
N
N
BBCMS 2018-TALL Mortgage Trust
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
15000000.00000000
PA
USD
14966050.50000000
0.193598778786
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.64000000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
591555AF4
1000000.00000000
PA
USD
988600.00000000
0.012788394153
Long
DBT
CORP
NL
N
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
24153.00000000
NS
USD
1362470.73000000
0.017624734692
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
N/A
1850000.00000000
PA
2615943.99000000
0.033839493047
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.13000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
N/A
43860.00000000
NS
2283437.71000000
0.029538237365
Long
EC
CORP
GB
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
16038.00000000
NS
USD
1246152.60000000
0.016120059299
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
5269.00000000
NS
USD
656043.19000000
0.008486484822
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4X49
43705883.00000000
PA
USD
4384333.80000000
0.056715141344
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Variable
2.11000000
N
N
N
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
N/A
6597.00000000
NS
719100.35000000
0.009302183604
Long
EC
CORP
DE
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
10930000.00000000
PA
USD
11613125.00000000
0.150225793898
Long
DBT
CORP
US
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
N/A
1000000.00000000
PA
1176058.98000000
0.015213337834
Long
DBT
CORP
NL
N
2
N/A
Variable
3.75000000
N
N
N
N
N
N
Liberty Mutual Insurance Co
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
946000.00000000
PA
USD
1398726.96000000
0.018093740316
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.70000000
N
N
N
N
N
N
BBVA Bancomer SA/Texas
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
2510000.00000000
PA
USD
2550160.00000000
0.032988520365
Long
DBT
CORP
MX
N
2
2034-09-13
Variable
5.88000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
3565000.00000000
PA
USD
3970518.75000000
0.051362086553
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
3300000.00000000
PA
USD
3489750.00000000
0.045142927873
Long
DBT
CORP
US
N
2
2053-05-15
Variable
5.65000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
N/A
227548.00000000
NS
6711840.38000000
0.086823447574
Long
EC
CORP
GB
N
2
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
N/A
4600000.00000000
PA
5645750.85000000
0.073032659477
Long
DBT
CORP
LU
N
2
2022-11-01
Fixed
8.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC39
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAQ0
2497000.00000000
PA
USD
2132018.25000000
0.027579495976
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
3.00000000
N
N
N
N
N
N
El Salvador Government International Bond
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
2955000.00000000
PA
USD
2997847.50000000
0.038779744528
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
5000000.00000000
PA
USD
5500950.00000000
0.071159535521
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
N/A
83625.00000000
NS
2152271.18000000
0.027841485104
Long
EC
CORP
GB
N
2
N
N
N
LondonMetric Property PLC
213800OCERWWPQDURL87
LondonMetric Property PLC
N/A
538456.00000000
NS
1616525.14000000
0.020911147732
Long
EC
CORP
GB
N
2
N
N
N
Panther BF Aggregator 2 LP
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP
N/A
6875000.00000000
PA
USD
6774762.50000000
0.087637399497
Long
LON
CORP
CA
N
2
2026-03-18
Floating
5.09000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP6
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAV3
20330035.35000000
PA
USD
1222636.13000000
0.015815853465
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.15000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
17865.00000000
NS
USD
727284.15000000
0.009408048120
Long
EC
CORP
US
N
1
N
N
N
CSAIL 2018-CX12 Commercial Mortgage Trust
N/A
CSAIL 2018-CX12 Commercial Mortgage Trust
12595XAA1
8985000.00000000
PA
USD
1000475.26000000
0.012942010889
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
1.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
7645.00000000
NS
USD
813580.90000000
0.010524371054
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
N/A
10500.00000000
NS
630240.42000000
0.008152703724
Long
EC
CORP
JP
N
2
N
N
N
Russian Federal Bond - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
N/A
393298000.00000100
PA
6382869.72000000
0.082567928188
Long
DBT
NUSS
RU
N
2
2022-12-07
Fixed
7.40000000
N
N
N
N
N
N
N/A
N/A
Total Return Swaps
N/A
100000000.00000100
NC
USD
550859.15000000
0.007125838491
N/A
DIR
N/A
N
2
HSBC Securities Inc
N/A
Egypt Treasury Bills, 0.00%, 11/19/2019
Egypt Treasury Bills, 0.00%, 11/19/2019
Y
Receive positive return on reference instrument
2019-11-20
0.00000000
USD
0.00000000
USD
5574910.18000000
USD
550859.15000000
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAD3
1500000.00000000
PA
USD
1512169.47000000
0.019561217083
Long
DBT
CORP
ES
N
2
2020-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGR64
17800000.00000000
PA
USD
2847054.82000000
0.036829111079
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Variable
2.21000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
N/A
177361.00000000
NS
2922858.72000000
0.037809699944
Long
EC
CORP
ES
N
2
N
N
N
Benchmark 2019-B11 Mortgage Trust
N/A
Benchmark 2019-B11 Mortgage Trust
08162BAJ1
3000000.00000000
PA
USD
2745100.80000000
0.035510247845
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
Apartment Investment & Management Co
549300O8FT5GJ4RU1D57
Apartment Investment & Management Co
03748R754
81086.00000000
NS
USD
4449999.68000000
0.057564586171
Long
EC
CORP
US
N
1
N
N
N
Nigeria Government International Bond
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAL7
2135000.00000000
PA
USD
2364939.50000000
0.030592533354
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.25000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331859
35000.00000000
NS
USD
941150.00000000
0.012174587454
Long
EP
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEL9
14690000.00000000
PA
USD
2406703.83000000
0.031132791005
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Variable
2.23000000
N
N
N
N
N
N
Provincia de Buenos Aires/Government Bonds
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
N/A
6905000.00000000
PA
USD
2313244.05000000
0.029923808095
Long
DBT
NUSS
AR
N
2
2023-02-15
Fixed
6.50000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
7382.00000000
NS
USD
894329.30000000
0.011568921293
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
8719.00000000
NS
USD
813046.75000000
0.010517461363
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8
46649JAA6
11398000.00000000
PA
USD
11383482.37000000
0.147255168300
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
2.71000000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
3700000.00000000
PA
USD
3885000.00000000
0.050255827720
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Ghana Government International Bond
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
8084000.00000000
PA
USD
10191223.94000000
0.131832276599
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
Colombian TES
N/A
17564600000.00000000
PA
5448183.68000000
0.070476957634
Long
DBT
NUSS
CO
N
2
2022-05-04
Fixed
7.00000000
N
N
N
N
N
N
COMM 2014-CCRE15 Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RAG5
5414000.00000000
PA
USD
5304471.53000000
0.068617916952
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.25000000
N
N
N
N
N
N
Cabot Microelectronics Corp
31F6V1MN00ZW3XWB4J69
Cabot Microelectronics Corp
12709P103
10878.00000000
NS
USD
1643883.36000000
0.021265049918
Long
EC
CORP
US
N
1
N
N
N
Jagged Peak Energy LLC
549300RX1X1CBWDBPJ74
Jagged Peak Energy LLC
47009LAC9
6280000.00000000
PA
USD
6342800.00000000
0.082049591780
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.88000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
N/A
750000.00000000
PA
860824.54000000
0.011135508308
Long
DBT
CORP
NL
N
2
2025-01-15
Fixed
4.63000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
2300000.00000000
PA
2912541.54000000
0.037676238317
Long
DBT
CORP
FR
N
2
2030-09-03
Fixed
1.75000000
N
N
N
N
N
N
Vale Overseas Ltd
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
1145000.00000000
PA
USD
1464180.20000000
0.018940434461
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.88000000
N
N
N
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
N/A
125948.00000000
NS
1834397.32000000
0.023729512402
Long
EC
CORP
GB
N
2
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
M2682V108
4595.00000000
NS
USD
466760.10000000
0.006037944703
Long
EC
CORP
IL
N
1
N
N
N
Azrieli Group Ltd
N/A
Azrieli Group Ltd
N/A
1383.00000000
NS
106599.23000000
0.001378953034
Long
EC
CORP
IL
N
2
N
N
N
Industrial & Infrastructure Fund Investment Corp
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp
N/A
1105.00000000
NS
1729995.09000000
0.022378979459
Long
EC
CORP
JP
N
2
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
N/A
102600.00000000
NS
1192202.69000000
0.015422170655
Long
EC
CORP
JP
N
2
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
6000000.00000000
PA
USD
6405000.00000000
0.082854202458
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Specialty Steel Holdings, Inc.
N/A
Specialty Steel Holdings, Inc.
N/A
86.71000000
NS
USD
13278682.69000000
0.171771219980
Long
EC
CORP
US
N
3
N
N
N
Irish Residential Properties REIT PLC
635400EOPACLULRENY18
Irish Residential Properties REIT PLC
N/A
536076.00000000
NS
1049785.10000000
0.013579876223
Long
EC
CORP
IE
N
2
N
N
N
GS Mortgage Securities Trust 2017-GS7
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
28916440.39000000
PA
USD
1992845.89000000
0.025779181395
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.13000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAA1
3180000.00000000
PA
USD
3275400.00000000
0.042370125641
Long
DBT
CORP
NL
N
2
2025-01-15
Fixed
5.88000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAC0
10000000.00000000
PA
USD
8071712.00000000
0.104414560535
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
3.99000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
2850000.00000000
PA
USD
2990075.25000000
0.038679203767
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
N/A
7500000.00000000
PA
USD
7997460.00000000
0.103454046837
Long
DBT
CORP
GB
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAR4
10000000.00000000
PA
USD
9111514.00000000
0.117865296745
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
3.74000000
N
N
N
N
N
N
Kyowa Exeo Corp
N/A
Kyowa Exeo Corp
N/A
21200.00000000
NS
539369.34000000
0.006977207883
Long
EC
CORP
JP
N
2
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GL8
1710486.36000000
PA
USD
872365.15000000
0.011284796058
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
Uruguay Government International Bond
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
1985000.00000000
PA
USD
2322469.85000000
0.030043151780
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Aleris International Inc
5493002SZ3VN4IY2H022
Aleris International Inc
N/A
8026502.84000000
PA
USD
8021526.41000000
0.103765366619
Long
LON
CORP
US
N
2
2023-02-08
Floating
6.79000000
N
N
N
N
N
N
TD Ameritrade Holding Corp
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236Y108
24874.00000000
NS
USD
954664.12000000
0.012349404258
Long
EC
CORP
US
N
1
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
N/A
746000.00000000
NS
838757.26000000
0.010850048998
Long
EC
CORP
HK
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C50
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XAA4
14851333.00000000
PA
USD
2414678.23000000
0.031235946750
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
2.02000000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
N/A
65417.00000000
NS
676993.12000000
0.008757490246
Long
EC
CORP
AU
N
2
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BL6
3100000.00000000
PA
USD
3063420.00000000
0.039627981404
Long
DBT
CORP
CL
N
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
Realogy Group LLC / Realogy Co-Issuer Corp
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
6250000.00000000
PA
USD
6140625.00000000
0.079434283679
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
Crown European Holdings SA
85OKW2SW05RZFQS1W718
Crown European Holdings SA
N/A
300000.00000000
PA
368048.89000000
0.004761030015
Long
DBT
CORP
FR
N
2
2025-05-15
Fixed
3.38000000
N
N
N
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
N/A
142300.00000000
NS
1584900.44000000
0.020502054946
Long
EC
CORP
JP
N
2
N
N
N
Meiji Yasuda Life Insurance Co
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co
585270AA9
2550000.00000000
PA
USD
2819968.50000000
0.036478726155
Long
DBT
CORP
JP
N
2
2045-10-20
Variable
5.20000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
16075.00000000
NS
USD
2422181.00000000
0.031333001555
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust 2019-GSA1
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAA0
5000000.00000000
PA
USD
4352738.50000000
0.056306428872
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
2.80000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
6730.00000000
NS
USD
796293.60000000
0.010300744910
Long
EC
CORP
US
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
N/A
44400.00000000
NS
1305150.22000000
0.016883244428
Long
EC
CORP
JP
N
2
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW22
950000.00000000
PA
USD
983675.60000000
0.012724692789
Long
DBT
NUSS
EG
N
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
4676000.00000000
PA
USD
4944870.00000000
0.063966160828
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Telephone & Data Systems Inc
N/A
Telephone & Data Systems Inc
879433837
58270.00000000
NS
USD
1482388.80000000
0.019175978416
Long
EP
CORP
US
N
1
N
N
N
JPMCC Commercial Mortgage Securities Trust 2019-COR4
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAA9
18869000.00000000
PA
USD
2954300.46000000
0.038216425985
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Variable
2.01000000
N
N
N
N
N
N
GFL Environmental Inc
5493008HF9XC5H29ZX61
GFL Environmental Inc
36168QAD6
8000000.00000000
PA
USD
8230000.00000000
0.106462152417
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.38000000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
79299000000.00000000
PA
5710022.59000000
0.073864069900
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
14989.00000000
NS
USD
4903351.57000000
0.063429084106
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Inc
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
2195000.00000000
PA
USD
2115431.25000000
0.027364928817
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
Nexen Inc
6Q7WW7FQZR6X22IL2I79
Nexen Inc
65334HAE2
500000.00000000
PA
USD
646554.81000000
0.008363744438
Long
DBT
CORP
CA
N
2
2035-03-10
Fixed
5.88000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
8682.00000000
NS
USD
1497471.36000000
0.019371084346
Long
EC
CORP
US
N
1
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
N/A
12613.00000000
NS
365178.60000000
0.004723900336
Long
EC
CORP
KR
N
2
N
N
N
Fila Korea Ltd
N/A
Fila Korea Ltd
N/A
9835.00000000
NS
485287.07000000
0.006277607048
Long
EC
CORP
KR
N
2
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans Inc
74840LAB8
3525000.00000000
PA
USD
3635156.25000000
0.047023883201
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
5000000.00000000
PA
USD
5273702.50000000
0.068219892995
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.03000000
N
N
N
N
N
N
Kenedix Retail REIT Corp
353800IOH9ONLGE3AQ55
Kenedix Retail REIT Corp
N/A
341.00000000
NS
939384.79000000
0.012151752939
Long
EC
CORP
JP
N
2
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBF9
4050000.00000000
PA
USD
4146187.50000000
0.053634513435
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.13000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C4
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAN4
17981000.00000000
PA
USD
15997406.21000000
0.206940254946
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.48000000
N
N
N
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
5360000.00000000
PA
USD
2251200.00000000
0.029121214765
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.63000000
N
N
N
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
148423.00000000
NS
USD
2009647.42000000
0.025996523685
Long
EC
CORP
CA
N
1
N
N
N
Bharti Airtel Ltd
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
N/A
8500000.00000000
PA
USD
8530683.64000000
0.110351754787
Long
DBT
CORP
IN
N
2
2025-06-10
Fixed
4.38000000
N
N
N
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
N/A
10168.00000000
NS
524792.88000000
0.006788648794
Long
EC
CORP
IE
N
2
N
N
N
Cromwell European Real Estate Investment Trust
21380093RFHTC319NL93
Cromwell European Real Estate Investment Trust
N/A
2031700.00000000
NS
1143273.67000000
0.014789231556
Long
EC
CORP
SG
N
2
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
11800000.00000000
PA
USD
11977000.00000000
0.154932831044
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
1015000.00000000
PA
USD
1053062.50000000
0.013622272221
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
3685000.00000000
PA
USD
4422000.00000000
0.057202386146
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
MARB BondCo PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
N/A
1900000.00000000
PA
USD
1979230.00000000
0.025603048107
Long
DBT
CORP
GB
N
2
2025-01-19
Fixed
6.88000000
N
N
N
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
42641.00000000
NS
1149919.98000000
0.014875207312
Long
EC
CORP
SE
N
2
N
N
N
CSN Resources SA
222100ZEX458NMOXZP08
CSN Resources SA
N/A
4425000.00000000
PA
USD
4491375.00000000
0.058099811641
Long
DBT
CORP
LU
N
2
2026-04-17
Fixed
7.63000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
103508.83000000
0.001338976043
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
17499616.11000000
USD
5178215156.00000000
HUF
2019-11-29
103508.83000000
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
335870.00000000
NS
USD
7493259.70000000
0.096931780836
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swaps
N/A
205150000.00000100
NC
USD
601942.13000000
0.007786640922
N/A
DIR
N/A
N
2
HSBC Securities Inc
N/A
Egypt Treasury Bills, 0.00%, 11/12/2019
Egypt Treasury Bills, 0.00%, 11/12/2019
Y
Receive positive return on reference instrument
2019-11-13
0.00000000
USD
0.00000000
USD
12011681.16000000
USD
601942.13000000
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
N/A
49231.00000000
NS
869780.29000000
0.011251358663
Long
EC
CORP
SE
N
2
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
13498.00000000
NS
USD
631706.40000000
0.008171667441
Long
EC
CORP
US
N
1
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HL7
32830000.00000000
PA
USD
12886103.30000000
0.166692866778
Long
DBT
NUSS
AR
N
2
2027-01-26
Fixed
6.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
2795000.00000000
PA
USD
3165337.50000000
0.040946372220
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's
088830AA2
3875000.00000000
PA
USD
3875000.00000000
0.050126469090
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
Peru Government Bond
254900STKLK2DBJJZ530
Peru Government Bond
N/A
26800000.00000000
PA
9201341.83000000
0.119027297247
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
12120000.00000000
PA
USD
12756300.00000000
0.165013749073
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
700000.00000000
PA
851092.32000000
0.011009613644
Long
DBT
CORP
BE
N
2
2030-04-18
Fixed
1.50000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
12535000.00000000
PA
USD
12926718.75000000
0.167218262674
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
2450000.00000000
PA
USD
2575594.89000000
0.033317542617
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
450000.00000000
PA
512590.06000000
0.006630794786
Long
DBT
CORP
ES
N
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
1114000.00000000
PA
USD
1130710.00000000
0.014626709642
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.88000000
N
N
N
N
N
N
Sterling Bancorp/DE
549300LQK6SKH5ZXO648
Sterling Bancorp/DE
85917A100
31478.00000000
NS
USD
618542.70000000
0.008001383621
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BHD20
79054170.00000000
PA
USD
5574070.00000000
0.072105405822
Long
ABS-MBS
CORP
US
N
2
2043-01-25
Variable
1.48000000
N
N
N
N
N
N
Joseph T Ryerson & Son Inc
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAA5
4090000.00000000
PA
USD
4330287.50000000
0.056016005812
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
11.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C2
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAH3
25616279.44000000
PA
USD
752829.15000000
0.009738494740
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
1.31000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AR0
1000000.00000000
PA
USD
1167190.27000000
0.015098613417
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.90000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017BV0
1800000.00000000
PA
USD
1854627.37000000
0.023991205557
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.10000000
N
N
N
N
N
N
CA Immobilien Anlagen AG
5299003ICAPV07J0R180
CA Immobilien Anlagen AG
N/A
21493.00000000
NS
828188.63000000
0.010713334648
Long
EC
CORP
AT
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
26111.00000000
NS
USD
1088306.48000000
0.014078183517
Long
EC
CORP
US
N
1
N
N
N
CIMB Group Holdings Bhd
549300FYDN5UD7USZW18
CIMB Group Holdings Bhd
N/A
668300.00000000
NS
838730.49000000
0.010849702705
Long
EC
CORP
MY
N
2
N
N
N
Bonos de la Tesoreria de la Republica en pesos
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
N/A
2870000000.00000000
PA
4009013.06000000
0.051860043673
Long
DBT
NUSS
CL
N
2
2021-03-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2019-H6
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAC5
2122000.00000000
PA
USD
1947388.90000000
0.025191156000
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.00000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
N/A
15700.00000000
NS
786216.16000000
0.010170384527
Long
EC
CORP
JP
N
2
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAB8
5872000.00000000
PA
USD
6826200.00000000
0.088302787950
Long
DBT
CORP
AT
N
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
TLG Immobilien AG
549300NYSIH10FPUO363
TLG Immobilien AG
N/A
57766.00000000
NS
1694079.92000000
0.021914385741
Long
EC
CORP
DE
N
2
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
71984.00000000
NS
USD
573712.48000000
0.007421466037
Long
EC
CORP
CO
N
1
N
N
N
Citigroup Commercial Mortgage Trust 2018-B2
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FAJ5
2500000.00000000
PA
USD
2280164.25000000
0.029495892335
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.17000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
N/A
2500000.00000000
PA
3081015.37000000
0.039855592699
Long
DBT
CORP
IT
N
2
N/A
Variable
4.60000000
N
N
N
N
N
N
CITIC Telecom International Holdings Ltd
N/A
CITIC Telecom International Holdings Ltd
N/A
2007000.00000000
NS
761818.88000000
0.009854784655
Long
EC
CORP
HK
N
2
N
N
N
Argentum Netherlands BV for Zurich Insurance Co Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Zurich Insurance Co Ltd
N/A
2000000.00000000
PA
USD
2187064.00000000
0.028291560256
Long
DBT
CORP
NL
N
2
2048-06-01
Variable
5.13000000
N
N
N
N
N
N
Truck Hero Inc
54930007KT5CX7XNSD31
Truck Hero Inc
897787AA5
5440000.00000000
PA
USD
5399200.00000000
0.069843311461
Long
DBT
CORP
US
N
2
2024-04-21
Fixed
8.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
78695.00000000
NS
USD
2227068.50000000
0.028809052987
Long
EP
CORP
US
N
1
N
N
N
Bangkok Bank PCL/Hong Kong
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AT9
1820000.00000000
PA
USD
1844348.54000000
0.023858240021
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.73000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings Inc
N/A
RegionalCare Hospital Partners Holdings Inc
75915QAC2
17150000.00000000
PA
USD
18307625.00000000
0.236824928693
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
8.25000000
N
N
N
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness Inc
72703H101
13010.00000000
NS
USD
828216.60000000
0.010713696464
Long
EC
CORP
US
N
1
N
N
N
Real Alloy Holding Inc
N/A
Real Alloy Holding Inc
749999249
361.57000000
NS
USD
14014091.63000000
0.181284369270
Long
EC
CORP
US
N
3
N
N
N
Seven Group Holdings Ltd
254900DME8O9GCK94794
Seven Group Holdings Ltd
N/A
75492.00000000
NS
975755.44000000
0.012622238684
Long
EC
CORP
AU
N
2
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9
06540RAU8
10000000.00000000
PA
USD
8806294.00000000
0.113917012643
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.80000000
N
N
N
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
N/A
14700.00000000
NS
603550.82000000
0.007807450715
Long
EC
CORP
JP
N
2
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
9525.00000000
NS
USD
954786.00000000
0.012350980881
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
32200.00000000
NS
USD
873908.00000000
0.011304754154
Long
EP
CORP
US
N
1
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
51600.00000000
NS
USD
1250784.00000000
0.016179970455
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
N/A
45934.00000000
NS
131769.06000000
0.001704546506
Long
EC
CORP
NZ
N
2
N
N
N
Reata Pharmaceuticals Inc
5299005F094GH9QDDD80
Reata Pharmaceuticals Inc
75615P103
3630.00000000
NS
USD
748070.40000000
0.009676936202
Long
EC
CORP
US
N
1
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
7000000.00000000
PA
USD
7586320.00000000
0.098135596126
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
N/A
63500.00000000
NS
1089831.08000000
0.014097905534
Long
EC
CORP
JP
N
2
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
7525000.00000000
PA
USD
7035875.00000000
0.091015115022
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
N/A
31470000.00000000
PA
9212122.67000000
0.119166756716
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
5200.00000000
NS
USD
494104.00000000
0.006391661647
Long
EC
CORP
US
N
1
N
N
N
NFP Corp
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAB6
2000000.00000000
PA
USD
2030000.00000000
0.026259801871
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EL9
1800000.00000000
PA
2107675.49000000
0.027264601368
Long
DBT
CORP
US
N
2
2023-11-02
Fixed
1.13000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
N/A
39000000000.00000000
PA
2821532.36000000
0.036498956034
Long
DBT
NUSS
KR
N
2
2021-11-30
Fixed
8.40000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137A2B34
22693383.74000000
PA
USD
162938.50000000
0.002107750111
Long
ABS-MBS
CORP
US
N
2
2020-08-25
Variable
1.26000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-531792.96000000
-0.00687920087
N/A
DFE
N/A
N
2
HSBC Securities Inc
N/A
66000000.00000000
TRY
10974685.06000000
USD
2019-11-22
-531792.96000000
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
15132HAH4
3400000.00000000
PA
USD
3449565.03000000
0.044623100607
Long
DBT
CORP
CL
N
2
2027-07-17
Fixed
4.38000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
8690000.00000000
PA
USD
9363475.00000000
0.121124629720
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
34651.00000000
NS
USD
1217636.14000000
0.015751174280
Long
EC
CORP
US
N
1
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
N/A
200000.00000000
PA
USD
210401.20000000
0.002721721096
Long
DBT
NUSS
RU
N
2
2022-04-04
Fixed
4.50000000
N
N
N
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
05462GAJ3
3736000.00000000
PA
USD
3899636.80000000
0.050445167359
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
N
Ecobank Transnational Inc
213800USCE9Y111R4656
Ecobank Transnational Inc
N/A
1500000.00000000
PA
USD
1668750.00000000
0.021586721366
Long
DBT
CORP
TG
N
2
2024-04-18
Fixed
9.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
5150000.00000000
PA
USD
5420375.00000000
0.070117228360
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCM76
16292669.00000000
PA
USD
1451165.22000000
0.018772074463
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Variable
1.97000000
N
N
N
N
N
N
Antero Midstream Partners LP / Antero Midstream Finance Corp
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
1200000.00000000
PA
USD
892500.00000000
0.011545257719
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
N/A
3151187.50000000
PA
USD
3166155.64000000
0.040956955567
Long
LON
CORP
US
N
2
2025-09-18
Floating
5.72000000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
N/A
500000.00000000
PA
577775.42000000
0.007474023672
Long
DBT
CORP
NL
N
2
2029-06-15
Fixed
3.88000000
N
N
N
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
6491.00000000
NS
USD
649100.00000000
0.008396668667
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
4966.00000000
NS
USD
1454293.10000000
0.018812536290
Long
EC
CORP
US
N
1
N
N
N
Makalot Industrial Co Ltd
N/A
Makalot Industrial Co Ltd
N/A
83450.00000000
NS
465892.34000000
0.006026719478
Long
EC
CORP
TW
N
2
N
N
N
QNB Finansbank AS
789000Q21SW842S9IJ58
QNB Finansbank AS
N/A
2000000.00000000
PA
USD
1995000.00000000
0.025807046667
Long
DBT
CORP
TR
N
2
2022-05-19
Fixed
4.88000000
N
N
N
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
N/A
4500000.00000000
PA
USD
4525897.55000000
0.058546390618
Long
DBT
CORP
VG
N
2
2022-11-06
Fixed
13.00000000
N
N
N
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2A0
1935000.00000000
PA
USD
1962090.00000000
0.025381327416
Long
DBT
CORP
IN
N
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
LB Commercial Mortgage Trust 2007-C3
N/A
LB Commercial Mortgage Trust 2007-C3
50177AAH2
250114.08000000
PA
USD
250206.62000000
0.003236638555
Long
ABS-MBS
CORP
US
N
2
2044-07-15
Variable
5.88000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581801
27047.00000000
NS
USD
1160045.83000000
0.015006193920
Long
EC
CORP
US
N
1
N
N
N
Bi Hai Co Ltd
254900B69UK4C7UGCQ24
Bi Hai Co Ltd
N/A
2300000.00000000
PA
USD
2395907.68000000
0.030993133487
Long
DBT
CORP
VG
N
2
2022-03-05
Fixed
6.25000000
N
N
N
N
N
N
Cornerstone Chemical Co
BL03B05TRUKQ14Y1HC46
Cornerstone Chemical Co
21925AAE5
10632000.00000000
PA
USD
9781440.00000000
0.126531367695
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
8757.00000000
NS
USD
731121.93000000
0.009457693116
Long
EC
CORP
US
N
1
N
N
N
Aveanna Healthcare LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
N/A
9420000.00000000
PA
USD
9007875.00000000
0.116524636841
Long
LON
CORP
US
N
2
2027-06-04
Floating
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
1500000.00000000
PA
USD
1491035.16000000
0.019287826544
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AC3
3500000.00000000
PA
USD
3898125.00000000
0.050425610922
Long
DBT
CORP
GB
N
2
N/A
Variable
6.41000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2019-COR4
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAC5
7000000.00000000
PA
USD
6552674.80000000
0.084764503438
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Variable
3.00000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
7000000.00000000
PA
USD
7621250.00000000
0.098587445821
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
N/A
750000.00000000
PA
USD
782850.00000000
0.010126840342
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2C8
2300000.00000000
PA
USD
2335130.15000000
0.030206923686
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.88000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
3381.00000000
NS
USD
449673.00000000
0.005816908318
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
60522.00000000
NS
USD
982272.06000000
0.012706536788
Long
EC
CORP
US
N
1
N
N
N
Standard Life Aberdeen PLC
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen PLC
N/A
1012291.00000000
NS
3980000.82000000
0.051484745312
Long
EC
CORP
GB
N
2
N
N
N
Swiss Insured Brazil Power Finance Sarl
254900OBFHBLNHXH1Z48
Swiss Insured Brazil Power Finance Sarl
870880AA9
49263000.00000000
PA
14218157.96000000
0.183924143356
Long
DBT
CORP
LU
N
2
2032-07-16
Fixed
9.85000000
N
N
N
N
N
N
NFP Corp
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAA8
15775000.00000000
PA
USD
15538375.00000000
0.201002290104
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.88000000
N
N
N
N
N
N
National Australia Bank Ltd/New York
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254AAS7
2000000.00000000
PA
USD
2019064.22000000
0.026118338120
Long
DBT
CORP
AU
N
2
2026-07-12
Fixed
2.50000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
19313.00000000
NS
USD
1346116.10000000
0.017413173439
Long
EC
CORP
US
N
1
N
N
N
Honduras Government International Bond
N/A
Honduras Government International Bond
N/A
750000.00000000
PA
USD
802507.50000000
0.010381127069
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GY0
2675000.00000000
PA
USD
1074012.50000000
0.013893278550
Long
DBT
NUSS
AR
N
2
2046-04-22
Fixed
7.63000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K860
120000.00000000
NS
USD
3332400.00000000
0.043107469831
Long
EP
CORP
US
N
1
N
N
N
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
15544000.00000000
PA
USD
15904620.80000000
0.205739995594
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
Eastern & Southern African Trade & Development Bank
2138004HC83AB2ENIZ64
Eastern & Southern African Trade & Development Bank
N/A
5340000.00000000
PA
USD
5540677.20000000
0.071673441137
Long
DBT
CORP
XX
N
2
2022-03-14
Fixed
5.38000000
N
N
N
N
N
N
Cleveland Unlimited Inc
N/A
Cleveland Unlimited Inc
BGH3AYR70
0.18000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
N/A
46855.00000000
NS
428919.99000000
0.005548450224
Long
EC
CORP
AU
N
2
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
N/A
48663.00000000
NS
354473.38000000
0.004585419077
Long
EC
CORP
IL
N
2
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAP2
1900000.00000000
PA
USD
2019114.25000000
0.026118985301
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
1000000.00000000
PA
USD
1015000.00000000
0.013129900935
Long
DBT
CORP
US
N
2
N/A
Variable
5.30000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
500000.00000000
PA
USD
526875.00000000
0.006815582813
Long
DBT
CORP
CH
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C6
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532ABD0
44161931.77000000
PA
USD
2880762.30000000
0.037265146422
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
1.17000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ14
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAV4
10460000.00000000
PA
USD
10832548.59000000
0.140128364405
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.75000000
N
N
N
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
N/A
64300.00000000
NS
1208456.63000000
0.015632429396
Long
EC
CORP
JP
N
2
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAA4
12620000.00000000
PA
USD
12620000.00000000
0.163250590948
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
8.25000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GX0
295000.00000000
PA
USD
348100.00000000
0.004502973907
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPM9
37838463.00000000
PA
USD
6182297.82000000
0.079973357569
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Variable
2.27000000
N
N
N
N
N
N
Huarong Finance 2017 Co Ltd
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
N/A
2400000.00000000
PA
USD
2441983.80000000
0.031589167863
Long
DBT
CORP
VG
N
2
N/A
Variable
4.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBK7
1250000.00000000
PA
USD
1855219.08000000
0.023998859837
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.88000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust 2016-C5
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust 2016-C5
78419CAH7
17959500.00000000
PA
USD
1028256.80000000
0.013301389084
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.91000000
N
N
N
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
N/A
7010.00000000
NS
USD
399647.22000000
0.005169781682
Long
EC
CORP
HK
N
2
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
4900000.00000000
PA
USD
5132750.00000000
0.066396550767
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAB7
6918000.00000000
PA
USD
7125540.00000000
0.092175009177
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.88000000
N
N
N
N
N
N
Healthcare Trust of America Inc
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
171727.00000000
NS
USD
5323537.00000000
0.068864545260
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage Trust 2019-C3
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAA2
6117000.00000000
PA
USD
889053.96000000
0.011500680218
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.79000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
N/A
108620000.00000100
PA
6476149.53000000
0.083774583030
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
1239000.00000000
PA
USD
1276355.13000000
0.016510755089
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AB4
8190000.00000000
PA
USD
7739550.00000000
0.100117758413
Long
DBT
CORP
CA
N
2
2023-01-30
Fixed
6.38000000
N
N
N
N
N
N
Venezuela Government International Bond
529900XM8PJTJK5OJI77
Venezuela Government International Bond
N/A
9395000.00000000
PA
USD
974731.25000000
0.012608989903
Long
DBT
NUSS
VE
N
2
2023-05-07
None
0.00000000
Y
Y
N
N
N
N
Perusahaan Gas Negara Tbk PT
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
N/A
1400000.00000000
PA
USD
1520808.11000000
0.019672965346
Long
DBT
CORP
ID
N
2
2024-05-16
Fixed
5.13000000
N
N
N
N
N
N
HCP Inc
PZ9HF5U52KPF0MH0QN75
HCP Inc
40414L109
142912.00000000
NS
USD
5376349.44000000
0.069547719748
Long
EC
CORP
US
N
1
N
N
N
Turkey Government International Bond
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
3000000.00000000
PA
USD
2809086.00000000
0.036337951626
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.88000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
05534B760
372475.00000000
NS
USD
17673938.75000000
0.228627650183
Long
EC
CORP
CA
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
N/A
500000.00000000
PA
563360.17000000
0.007287549973
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.88000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1950000.00000000
PA
USD
2093851.50000000
0.027085776127
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200GS4
800000.00000000
PA
USD
1052334.22000000
0.013612851290
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.60000000
N
N
N
N
N
N
Argentum Netherlands BV for Swiss Re Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
N/A
4500000.00000000
PA
USD
4978125.00000000
0.064396342952
Long
DBT
CORP
NL
N
2
2052-08-15
Variable
5.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
60000.00000000
NS
USD
1659600.00000000
0.021468358220
Long
EP
CORP
US
N
1
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
1080000.00000000
PA
USD
967680.00000000
0.012517775899
Long
DBT
NUSS
EC
N
2
2028-01-23
Fixed
7.88000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
3058.00000000
NS
USD
944432.72000000
0.012217052270
Long
EC
CORP
US
N
1
N
N
N
Ryman Healthcare Ltd
529900UR74KKRFG56I57
Ryman Healthcare Ltd
N/A
10007.00000000
NS
82707.23000000
0.001069889395
Long
EC
CORP
NZ
N
2
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAA7
33753000.00000000
PA
USD
33626426.25000000
0.434986842851
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
Tupras Turkiye Petrol Rafinerileri AS
789000RCNG97UV50EE03
Tupras Turkiye Petrol Rafinerileri AS
N/A
600000.00000000
PA
USD
572356.80000000
0.007403929146
Long
DBT
CORP
TR
N
2
2024-10-18
Fixed
4.50000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R711
63000.00000000
NS
USD
1634220.00000000
0.021140046017
Long
EP
CORP
US
N
1
N
N
N
BBCMS Mortgage Trust 2018-C2
N/A
BBCMS Mortgage Trust 2018-C2
05491UBJ6
5000000.00000000
PA
USD
5554484.00000000
0.071852044010
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
4.97000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
13325000.00000000
PA
USD
14257750.00000000
0.184436300561
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
STERIS PLC
549300F1857N5E6G6T48
STERIS PLC
G8473T100
3915.00000000
NS
USD
554246.55000000
0.007169657434
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
2200000.00000000
PA
2760121.34000000
0.035704551493
Long
DBT
CORP
ES
N
2
2028-12-12
Variable
5.38000000
N
N
N
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
115424.00000000
NS
USD
4269533.76000000
0.055230103755
Long
EC
CORP
US
N
1
N
N
N
Gabon Government International Bond
N/A
Gabon Government International Bond
N/A
12478000.00000000
PA
USD
12587182.50000000
0.162826068264
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Westrock Co
549300JEB576INN13W07
Westrock Co
96145D105
27353.00000000
NS
USD
1022181.61000000
0.013222801259
Long
EC
CORP
US
N
1
N
N
N
BANK 2019-BNK18
N/A
BANK 2019-BNK18
065402AA7
17647000.00000000
PA
USD
1971337.55000000
0.025500952456
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
1.35000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CH1
900000.00000000
PA
USD
1382045.76000000
0.017877954598
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.25000000
N
N
N
N
N
N
BENCHMARK 2019-B10 Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VAV0
3250000.00000000
PA
USD
2971838.35000000
0.038443293727
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.00000000
N
N
N
N
N
N
Vertafore Inc
549300C8UJDK6DDYSL16
Vertafore Inc
N/A
300000.00000000
PA
USD
290037.00000000
0.003751878894
Long
LON
CORP
US
N
2
2025-07-02
Floating
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C49
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAC2
2500000.00000000
PA
USD
2222242.00000000
0.028746618045
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
5000000.00000000
PA
USD
5543450.00000000
0.071709309698
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
BB&T Corp
549300DRQQI75D2JP341
BB&T Corp
054937AL1
7000000.00000000
PA
USD
7122500.00000000
0.092135684154
Long
DBT
CORP
US
N
2
N/A
Variable
4.80000000
N
N
N
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
N/A
45400.00000000
NS
1024487.30000000
0.013252627348
Long
EC
CORP
JP
N
2
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
3164.00000000
NS
USD
496146.84000000
0.006418087545
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C37
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAK0
1800000.00000000
PA
USD
1941701.40000000
0.025117583280
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.32000000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
N/A
2300.00000000
NS
523022.55000000
0.006765748048
Long
EC
CORP
CA
N
1
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAA1
800000.00000000
PA
USD
835000.00000000
0.010801445597
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
6.63000000
N
N
N
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
N/A
268100.00000000
NS
1886908.67000000
0.024408792031
Long
EC
CORP
JP
N
2
N
N
N
Russian Federal Bond - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
N/A
643400000.00000100
PA
11679783.26000000
0.151088076017
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.48000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
12885000.00000000
PA
USD
11463784.50000000
0.148293945651
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
N/A
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
G2763RAA4
5175000.00000000
PA
USD
4903312.50000000
0.063428578702
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
2500000.00000000
PA
USD
2499511.73000000
0.032333341284
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912EAA3
1630000.00000000
PA
USD
1845975.00000000
0.023879279685
Long
DBT
CORP
BR
N
2
2042-09-11
Fixed
5.63000000
N
N
N
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
N/A
78200.00000000
NS
1831046.27000000
0.023686163679
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital I Trust 2018-L1
N/A
Morgan Stanley Capital I Trust 2018-L1
61691QAN8
5000000.00000000
PA
USD
4563894.50000000
0.059037913957
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEUD0
27900000.00000000
PA
USD
2634318.00000000
0.034077176723
Long
ABS-MBS
CORP
US
N
2
2045-02-25
Variable
2.04000000
N
N
N
N
N
N
Paragon Banking Group PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
N/A
164086.00000000
NS
1069625.67000000
0.013836531118
Long
EC
CORP
GB
N
2
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896845
200000.00000000
NS
USD
5592000.00000000
0.072337345846
Long
EP
CORP
US
N
1
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
N/A
5520000.00000000
PA
USD
4988700.00000000
0.064533139703
Long
DBT
CORP
BR
N
2
2025-07-27
Variable
10.00000000
N
N
Y
N
N
N
Essential Properties Realty Trust Inc
N/A
Essential Properties Realty Trust Inc
29670E107
114128.00000000
NS
USD
2928524.48000000
0.037882991439
Long
EC
CORP
US
N
1
N
N
N
African Export-Import Bank/The
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAA9
6000000.00000000
PA
USD
6001920.00000000
0.077640014803
Long
DBT
CORP
XX
N
2
2029-09-21
Fixed
3.99000000
N
N
N
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
8159.00000000
NS
USD
488887.28000000
0.006324178872
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
202332.00000000
NS
USD
4977367.20000000
0.064386540155
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
N/A
53600.00000000
NS
1270287.27000000
0.016432262084
Long
EC
CORP
JP
N
2
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
N/A
8000000.00000000
PA
USD
8290000.00000000
0.107238304196
Long
DBT
CORP
SE
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518108
288220.00000000
NS
USD
9269155.20000000
0.119904521710
Long
EC
CORP
US
N
1
N
N
N
Itau Unibanco Holding SA/Cayman Island
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
N/A
6000000.00000000
PA
USD
6184200.00000000
0.079997963909
Long
DBT
CORP
BR
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
N/A
82000.00000000
NS
640831.21000000
0.008289704733
Long
EC
CORP
HK
N
2
N
N
N
Star Energy Geothermal Wayang Windu Ltd
N/A
Star Energy Geothermal Wayang Windu Ltd
N/A
1840000.00000000
PA
USD
1950975.40000000
0.025237550473
Long
DBT
CORP
VG
N
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc
172441AZ0
7575000.00000000
PA
USD
7688625.00000000
0.099458999590
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C28
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAP6
54005000.00000000
PA
USD
1260082.46000000
0.016300254060
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
0.50000000
N
N
N
N
N
N
Moss Creek Resources Holdings Inc
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
2000000.00000000
PA
USD
1350000.00000000
0.017463415038
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Argentina Treasury Bill
549300KPBYGYF7HCHO27
Argentina Treasury Bill
N/A
149605000.00000100
PA
1266292.92000000
0.016380591719
Long
DBT
NUSS
AR
N
2
2020-10-29
None
0.00000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
N/A
176300.00000000
NS
3283455.32000000
0.042474328157
Long
EC
CORP
CA
N
1
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
4350000.00000000
PA
USD
4186875.00000000
0.054160841360
Long
DBT
NUSS
EC
N
2
2030-03-27
Fixed
9.50000000
N
N
N
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAL4
3500000.00000000
PA
USD
3687075.00000000
0.047695497038
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
Benchmark 2018-B5 Mortgage Trust
N/A
Benchmark 2018-B5 Mortgage Trust
08160BAL8
4500000.00000000
PA
USD
4195029.15000000
0.054266322328
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
3.11000000
N
N
N
N
N
N
N/A
N/A
Futures
N/A
200.00000000
NC
USD
-100454.00000000
-0.00129945918
N/A
DIR
N/A
N
1
CBT
N/A
Short
N/A
US 10 Year Note; December 2019
2019-12-20
26059375.00000000
USD
-100454.00000000
N
N
N
Investec Australia Property Fund
N/A
Investec Australia Property Fund
N/A
742821.00000000
NS
804381.89000000
0.010405373921
Long
EC
CORP
AU
N
2
N
N
N
Banc of America Merrill Lynch Commercial Mortgage Inc
549300KC4TL4CE0SHX51
Banc of America Merrill Lynch Commercial Mortgage Inc
05947UD62
2498982.77000000
PA
USD
2473992.94000000
0.032003233712
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
5.50000000
N
N
N
N
N
N
Ship Healthcare Holdings Inc
353800BIFUE1L527TH13
Ship Healthcare Holdings Inc
N/A
13200.00000000
NS
562607.16000000
0.007277809139
Long
EC
CORP
JP
N
2
N
N
N
Levi Strauss & Co
MB0UERO0RDFKU8258G77
Levi Strauss & Co
N/A
200000.00000000
PA
238410.03000000
0.003084039483
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.38000000
N
N
N
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
N/A
119200.00000000
NS
1980015.78000000
0.025613212850
Long
EC
CORP
JP
N
2
N
N
N
Israel Government International Bond
213800T8ZHTFZIBYPE21
Israel Government International Bond
4651387N9
2350000.00000000
PA
USD
2836318.40000000
0.036690226221
Long
DBT
NUSS
IL
N
2
2043-01-30
Fixed
4.50000000
N
N
N
N
N
N
Charter Hall Group
N/A
Charter Hall Group
N/A
84145.00000000
NS
655650.66000000
0.008481407107
Long
EC
CORP
AU
N
2
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
N/A
1187289.00000000
NS
2077677.18000000
0.026876547340
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RAE8
41500000.00000000
PA
USD
2694316.95000000
0.034853314919
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.39000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
N/A
1100000.00000000
PA
1514407.52000000
0.019590168191
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
2.63000000
N
N
N
N
N
N
ABJA Investment Co Pte Ltd
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
N/A
2100000.00000000
PA
USD
2042494.57000000
0.026421429917
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
800000.00000000
PA
USD
855000.00000000
0.011060162857
Long
DBT
CORP
US
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
Speedway Motorsports LLC / Speedway Funding II Inc
N/A
Speedway Motorsports LLC / Speedway Funding II Inc
84779MAA2
3750000.00000000
PA
USD
3741750.00000000
0.048402765347
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.88000000
N
N
N
N
N
N
Gildan Activewear Inc
549300SB3IBI34M00Z45
Gildan Activewear Inc
N/A
24800.00000000
NS
633604.13000000
0.008196216216
Long
EC
CORP
CA
N
1
N
N
N
Banco Votorantim SA
X2EUTZGMHS8RBQFIUS93
Banco Votorantim SA
05967CAE3
2315000.00000000
PA
USD
2387112.25000000
0.030879357010
Long
DBT
CORP
BR
N
2
2024-09-24
Fixed
4.50000000
N
N
N
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
N/A
63079.00000000
NS
2836426.85000000
0.036691629115
Long
EC
CORP
AT
N
2
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
3400000.00000000
PA
USD
3220582.00000000
0.041661007503
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C21
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EBA3
38509838.87000000
PA
USD
1446260.10000000
0.018708622503
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
1.01000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
1790000.00000000
PA
USD
1892925.00000000
0.024486618452
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
5242000.00000000
PA
USD
5025767.50000000
0.065012639805
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
COMM 2015-LC23 Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FAL7
6000000.00000000
PA
USD
5981100.00000000
0.077370690136
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
3.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2018-GS9
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAC9
8353000.00000000
PA
USD
816832.35000000
0.010566431366
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
1.36000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
23280.00000000
NS
USD
3695700.00000000
0.047807068856
Long
EC
CORP
US
N
1
N
N
N
Indonesia Government International Bond
529900FWX0GRR7WG5W79
Indonesia Government International Bond
N/A
1300000.00000000
PA
USD
1745563.50000000
0.022580370278
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.63000000
N
N
N
N
N
N
Northwest Acquisitions ULC / Dominion Finco Inc
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
16636000.00000000
PA
USD
8318000.00000000
0.107600508360
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
7.13000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2018-H3
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Trust 2018-H3
61767YAA8
7681750.00000000
PA
USD
1017108.25000000
0.013157172969
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
1.85000000
N
N
N
N
N
N
Repsol International Finance BV
5493002YCY6HTK0OUR29
Repsol International Finance BV
N/A
300000.00000000
PA
383998.13000000
0.004967347198
Long
DBT
CORP
NL
N
2
2075-03-25
Variable
4.50000000
N
N
N
N
N
N
Plastipak Holdings Inc
N/A
Plastipak Holdings Inc
727610AN7
15848000.00000000
PA
USD
13074600.00000000
0.169131234263
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C4
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAL8
12000000.00000000
PA
USD
11903487.60000000
0.153981884710
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.48000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
1500000.00000000
PA
USD
1549714.11000000
0.020046889402
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95000000
N
N
N
N
N
N
Targus Group International Inc
5493002GPK5LQJ7QPJ51
Targus Group International Inc
N/A
879713.67000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
3
2016-05-24
None
0.00000000
Y
N
N
N
N
N
Argentum Netherlands BV for Swiss Re Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
N/A
1000000.00000000
PA
USD
1096250.00000000
0.014180939804
Long
DBT
CORP
NL
N
2
2050-08-15
Variable
5.75000000
N
N
N
N
N
N
National General Holdings Corp
549300HUE7OCQI86BK16
National General Holdings Corp
636220303
24365.00000000
NS
USD
519461.80000000
0.006719686673
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
N/A
3500.00000000
NS
213042.02000000
0.002755882382
Long
EC
CORP
JP
N
2
N
N
N
Ono Pharmaceutical Co Ltd
N/A
Ono Pharmaceutical Co Ltd
N/A
42300.00000000
NS
796798.95000000
0.010307282048
Long
EC
CORP
JP
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
181887.00000000
NS
USD
2928380.70000000
0.037881131521
Long
EC
CORP
US
N
1
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
Ivory Coast Government International Bond
N/A
8800000.00000000
PA
USD
8693520.00000000
0.112458183630
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
Adani Ports & Special Economic Zone Ltd
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAE2
4885000.00000000
PA
USD
5094421.46000000
0.065900738025
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
Acwa Power Management And Investments One Ltd
635400M3OWQGQBZOYO38
Acwa Power Management And Investments One Ltd
005117AA4
5000000.00000000
PA
USD
5408900.00000000
0.069968789332
Long
DBT
CORP
AE
N
2
2039-12-15
Fixed
5.95000000
N
N
N
N
N
N
BENCHMARK 2019-B10 Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VAX6
5236000.00000000
PA
USD
4493843.08000000
0.058131738386
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.00000000
N
N
N
N
N
N
DBUBS 2011-LC1 Mortgage Trust
N/A
DBUBS 2011-LC1 Mortgage Trust
233050AE3
142383507.00000100
PA
USD
559951.62000000
0.007243457437
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.31000000
N
N
N
N
N
N
TAG Immobilien AG
529900TAE68USJNXLR59
TAG Immobilien AG
N/A
90303.00000000
NS
2194518.90000000
0.028387995821
Long
EC
CORP
DE
N
2
N
N
N
Australia & New Zealand Banking Group Ltd/United Kingdom
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
2600000.00000000
PA
USD
2928250.00000000
0.037879440803
Long
DBT
CORP
AU
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Avon International Operations Inc
549300TLB866S6OTS133
Avon International Operations Inc
05409QAA6
6500000.00000000
PA
USD
6768125.00000000
0.087551537706
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
7.88000000
N
N
N
N
N
N
TCF Financial Corp
549300UK6KFVK4A0D603
TCF Financial Corp
872307103
63141.00000000
NS
USD
2499752.19000000
0.032336451841
Long
EC
CORP
US
N
1
N
N
N
Energy Ventures Gom LLC / EnVen Finance Corp
N/A
Energy Ventures Gom LLC / EnVen Finance Corp
29278MAA3
4270000.00000000
PA
USD
4205950.00000000
0.054407592947
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
11.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
5503.00000000
NS
USD
910526.38000000
0.011778444501
Long
EC
CORP
US
N
1
N
N
N
TierPoint LLC
549300L53HPEWRGN5U22
TierPoint LLC
N/A
7760000.00000000
PA
USD
6456320.00000000
0.083518070946
Long
LON
CORP
US
N
2
2025-05-05
Floating
9.09000000
N
N
N
N
N
N
Deutz AG
5299005DETTV58V2PP63
Deutz AG
N/A
57780.00000000
NS
321468.81000000
0.004158476482
Long
EC
CORP
DE
N
2
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
14376.00000000
NS
USD
1893462.96000000
0.024493577429
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
61761AAJ7
6786500.00000000
PA
USD
7041763.34000000
0.091091285782
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
4.68000000
N
N
N
N
N
N
Taubman Centers Inc
N/A
Taubman Centers Inc
876664103
54632.00000000
NS
USD
1954732.96000000
0.025286157754
Long
EC
CORP
US
N
1
N
N
N
Perspecta Inc
549300XIT2GJKMZC0O65
Perspecta Inc
715347100
22543.00000000
NS
USD
598291.22000000
0.007739413250
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257W100
32838.00000000
NS
USD
1192019.40000000
0.015419799641
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust 2012-GCJ7
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAC1
7429000.00000000
PA
USD
7453632.34000000
0.096419166736
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.69000000
N
N
N
N
N
N
Kirkland Lake Gold Ltd
N/A
Kirkland Lake Gold Ltd
N/A
3300.00000000
NS
154965.45000000
0.002004611829
Long
EC
CORP
CA
N
1
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
N/A
5950.00000000
NS
770715.58000000
0.009969871148
Long
EC
CORP
KR
N
2
N
N
N
Virgin Media Secured Finance PLC
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
1350000.00000000
PA
USD
1419187.50000000
0.018358415058
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
6627.00000000
NS
USD
899615.25000000
0.011637299618
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
748300.00000000
NS
USD
19478249.00000000
0.251967960371
Long
EC
CORP
US
N
1
N
N
N
Circa Resort & Casino
N/A
Circa Resort & Casino
N/A
17870000.00000000
PA
USD
17780650.00000000
0.230008052293
Long
LON
CORP
US
N
2
2025-07-02
Floating
10.04000000
N
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
N/A
9000000.00000000
PA
USD
9090179.10000000
0.117589311402
Long
DBT
CORP
KY
N
2
2022-04-09
Fixed
11.25000000
N
N
N
N
N
N
Dentalcorp Perfect Smile ULC
5493003HQR34Y0NUVR29
Dentalcorp Perfect Smile ULC
N/A
15150000.00000000
PA
USD
14619750.00000000
0.189119082964
Long
LON
CORP
CA
N
2
2026-06-01
Floating
9.34000000
N
N
N
N
N
N
BX Trust 2018-GW
N/A
BX Trust 2018-GW
12433UAA3
15862000.00000000
PA
USD
15832066.82000000
0.204801447249
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
2.71000000
N
N
N
N
N
N
Turkcell Iletisim Hizmetleri AS
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
N/A
2200000.00000000
PA
USD
2134088.00000000
0.027606269979
Long
DBT
CORP
TR
N
2
2028-04-11
Fixed
5.80000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
2425000.00000000
PA
USD
2534125.00000000
0.032781093802
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAX6
13750000.00000000
PA
USD
12864391.38000000
0.166412004355
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.08000000
N
N
N
N
N
N
Primary Health Properties PLC
213800Y5CJHXOATK7X11
Primary Health Properties PLC
N/A
380141.00000000
NS
696618.88000000
0.009011366388
Long
EC
CORP
GB
N
2
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
9514.00000000
NS
USD
1068136.78000000
0.013817271041
Long
EC
CORP
US
N
1
N
N
N
Benchmark 2019-B9 Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAN7
11550000.00000000
PA
USD
1816029.60000000
0.023491910093
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
2.00000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
N/A
47800000000.00000000
PA
3540427.43000000
0.045798484164
Long
DBT
NUSS
KR
N
2
2024-05-15
Fixed
8.00000000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
N/A
23400.00000000
NS
873345.62000000
0.011297479284
Long
EC
CORP
JP
N
2
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP7
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AK1
2500000.00000000
PA
USD
2707612.50000000
0.035025304333
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.05000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
3850000.00000000
PA
USD
5159000.00000000
0.066736117171
Long
DBT
CORP
US
N
2
2068-05-15
Variable
8.18000000
N
N
N
N
N
N
Macquarie Mexico Real Estate Management SA de CV
N/A
Macquarie Mexico Real Estate Management SA de CV
N/A
1395750.00000000
NS
1980816.42000000
0.025623569819
Long
EC
CORP
MX
N
1
N
N
N
Republic of South Africa Government International Bond
549300KEVMSOSY8T8R35
Republic of South Africa Government International Bond
836205AT1
4800000.00000000
PA
USD
4948214.40000000
0.064009423529
Long
DBT
NUSS
ZA
N
2
2026-04-14
Fixed
4.88000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AN2
4550000.00000000
PA
USD
4754750.00000000
0.061506794557
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137AXHR7
16936236.00000000
PA
USD
710041.53000000
0.009184999950
Long
ABS-MBS
CORP
US
N
2
2040-11-25
Variable
1.65000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
N/A
1500000.00000000
PA
USD
1546875.00000000
0.020010163064
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
5000000.00000000
PA
USD
5200000.00000000
0.067266487553
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
CD 2017-CD4 Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAV6
7470000.00000000
PA
USD
8016714.36000000
0.103703118599
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.35000000
N
N
N
N
N
N
Sumitomo Bakelite Co Ltd
N/A
Sumitomo Bakelite Co Ltd
N/A
27300.00000000
NS
1132005.07000000
0.014643462490
Long
EC
CORP
JP
N
2
N
N
N
BANK 2019-BNK18
N/A
BANK 2019-BNK18
065402AL3
4250000.00000000
PA
USD
3681752.05000000
0.047626640086
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.00000000
N
N
N
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
N/A
160600.00000000
NS
1271822.73000000
0.016452124584
Long
EC
CORP
SG
N
2
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
1800000.00000000
PA
USD
1781144.66000000
0.023040643289
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Finance Inc
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
6650000.00000000
PA
USD
6907687.50000000
0.089356899085
Long
DBT
CORP
XX
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
FirstRand Bank Ltd
ZAYQDKTCATIXF9OQY690
FirstRand Bank Ltd
N/A
550000.00000000
PA
USD
583462.00000000
0.007547584492
Long
DBT
CORP
ZA
N
2
2028-04-23
Variable
6.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
5300000.00000000
PA
USD
6009511.00000000
0.077738210939
Long
DBT
CORP
US
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
81139.00000000
NS
USD
2017115.54000000
0.026093130262
Long
EC
CORP
US
N
1
N
N
N
BANK 2018-BNK10
549300GL0Y86051URC66
BANK 2018-BNK10
065404AN5
31334000.00000000
PA
USD
3927115.29000000
0.050800625341
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Variable
1.74000000
N
N
N
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
N/A
500000.00000000
PA
669759.76000000
0.008663920492
Long
DBT
CORP
IT
N
2
2025-03-24
Fixed
4.88000000
N
N
N
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
N/A
25906.00000000
NS
1723727.89000000
0.022297907819
Long
EC
CORP
DE
N
2
N
N
N
Sohgo Security Services Co Ltd
N/A
Sohgo Security Services Co Ltd
N/A
8400.00000000
NS
456269.78000000
0.005902243361
Long
EC
CORP
JP
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
2261.00000000
NS
1286501.04000000
0.016642001191
Long
EC
CORP
FR
N
2
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N4297BBC7
1100000.00000000
PA
USD
1205875.00000000
0.015599033784
Long
DBT
CORP
NL
N
2
2073-03-28
Variable
7.00000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAF8
2800000.00000000
PA
USD
2954823.96000000
0.038223197909
Long
DBT
CORP
LU
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
800000.00000000
PA
USD
931200.00000000
0.012045875617
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Eagle Holding Co II LLC
N/A
Eagle Holding Co II LLC
26959XAA1
11500000.00000000
PA
USD
11600625.00000000
0.150064095611
Long
DBT
CORP
US
N
2
2022-05-15
Variable
7.63000000
N
N
N
N
N
N
Bank 2019-BNK19
N/A
Bank 2019-BNK19
06540WAJ2
3000000.00000000
PA
USD
2742648.30000000
0.035478522641
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2012-C1
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAQ4
8000000.00000000
PA
USD
7501168.00000000
0.097034081521
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.00000000
N
N
N
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
N/A
140000.00000000
NS
614667.90000000
0.007951259739
Long
EC
CORP
TW
N
2
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAB0
13595000.00000000
PA
USD
12388443.75000000
0.160255211023
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.88000000
N
N
N
N
N
N
Petroleos de Venezuela SA
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
P7807HAR6
12044915.00000000
PA
USD
722694.90000000
0.009348682210
Long
DBT
CORP
VE
N
2
2026-11-15
None
0.00000000
Y
Y
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
14140000.00000000
PA
USD
14399044.80000000
0.186264070735
Long
DBT
CORP
US
N
2
N/A
Variable
5.55000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2019-COR4
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAY7
34359331.92000000
PA
USD
2910826.39000000
0.037654051372
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Variable
1.12000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513402
55283.00000000
NS
USD
1489324.02000000
0.019265691472
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
11200000.00000000
PA
USD
12496176.00000000
0.161648820649
Long
DBT
CORP
US
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAD5
9090000.00000000
PA
USD
9337248.00000000
0.120785360842
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
6.63000000
N
N
N
N
N
N
Camelot Finance SA
N/A
Camelot Finance SA
13323AAA8
1500000.00000000
PA
USD
1556250.00000000
0.020131436779
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
7.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C47
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DAC3
6000000.00000000
PA
USD
5389469.40000000
0.069717437753
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
3.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
5000000.00000000
PA
USD
5231250.00000000
0.067670733272
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd
384313508
93546.00000000
NS
USD
1130035.68000000
0.014617986731
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C35
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAW6
38443353.21000000
PA
USD
3855341.65000000
0.049872171368
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
1.96000000
N
N
N
N
N
N
Orbia Advance Corp SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
N/A
500000.00000000
PA
USD
526000.00000000
0.006804263933
Long
DBT
CORP
MX
N
2
2044-09-17
Fixed
5.88000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
115000.00000000
NS
USD
16618650.00000000
0.214976579497
Long
EC
CORP
US
N
1
N
N
N
INEOS Finance PLC
2138002D68XDR4LZCG32
INEOS Finance PLC
N/A
2750000.00000000
PA
3028735.70000000
0.039179310051
Long
DBT
CORP
GB
N
2
2026-05-01
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BDCY0
98038138.00000000
PA
USD
9762147.59000000
0.126281803723
Long
ABS-MBS
CORP
US
N
2
2042-08-25
Variable
2.11000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BE2
2460000.00000000
PA
USD
2501820.00000000
0.032363200748
Long
DBT
CORP
CL
N
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
7029.00000000
NS
USD
1143407.43000000
0.014790961857
Long
EC
CORP
US
N
1
N
N
N
Foresight Energy LLC / Foresight Energy Finance Corp
N/A
Foresight Energy LLC / Foresight Energy Finance Corp
345525AE9
28670000.00000000
PA
USD
2508625.00000000
0.032451229296
Long
DBT
CORP
US
N
2
2023-04-01
None
11.50
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
32160000.00000000
PA
USD
32288640.00000000
0.417681423209
Long
LON
CORP
US
N
2
2025-08-04
Floating
8.41000000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
144000000000.00000000
PA
11207714.09000000
0.144981453912
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.38000000
N
N
N
N
N
N
Daiwa Office Investment Corp
N/A
Daiwa Office Investment Corp
N/A
202.00000000
NS
1609333.97000000
0.020818123742
Long
EC
CORP
JP
N
2
N
N
N
Light Servicos de Eletricidade SA/Light Energia SA
N/A
Light Servicos de Eletricidade SA/Light Energia SA
N/A
1900000.00000000
PA
USD
2047269.00000000
0.026483191289
Long
DBT
CORP
BR
N
2
2023-05-03
Fixed
7.25000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAB6
700000.00000000
PA
USD
749995.05000000
0.009701833210
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.21000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ14
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAX0
7742050.00000000
PA
USD
7726713.77000000
0.099951710700
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.75000000
N
N
N
N
N
N
BANK 2019-BNK16
N/A
BANK 2019-BNK16
065405AY8
13119665.00000000
PA
USD
1892164.01000000
0.024476774390
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.83000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
13487.00000000
NS
USD
809894.35000000
0.010476682348
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794206
119879.00000000
NS
USD
3526840.18000000
0.045622721360
Long
EP
CORP
US
N
1
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JAC8
20444000.00000000
PA
USD
2607834.60000000
0.033734591089
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
1.75000000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AD3
5000000.00000000
PA
USD
5461800.00000000
0.070653096484
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
5.10000000
N
N
N
N
N
N
Telephone & Data Systems Inc
N/A
Telephone & Data Systems Inc
879433845
9296.00000000
NS
USD
236118.40000000
0.003054395272
Long
EP
CORP
US
N
1
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAQ2
11675000.00000000
PA
USD
12930062.50000000
0.167261516966
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
5600000.00000000
PA
USD
6022688.00000000
0.077908666806
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
6.25000000
N
N
N
N
N
N
Saracen Mineral Holdings Ltd
254900SQ035N7AB62C07
Saracen Mineral Holdings Ltd
N/A
272394.00000000
NS
704797.70000000
0.009117166483
Long
EC
CORP
AU
N
2
N
N
N
Mexico City Airport Trust
N/A
Mexico City Airport Trust
N/A
1900000.00000000
PA
USD
1898480.00000000
0.024558477171
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
JXTG Holdings Inc
3538001KQ5SAOZSQTT44
JXTG Holdings Inc
N/A
394900.00000000
NS
1845857.59000000
0.023877760885
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
N/A
43500.00000000
NS
1351198.46000000
0.017478918152
Long
EC
CORP
JP
N
2
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
11400000.00000000
PA
USD
11670750.00000000
0.150971223003
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2011-GC5
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAN8
3660000.00000000
PA
USD
3375105.23000000
0.043659898835
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.39000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
212742.00000000
NS
USD
5010074.10000000
0.064809632133
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
67436.00000000
NS
USD
1857187.44000000
0.024024322272
Long
EC
CORP
US
N
1
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
N/A
24242.00000000
NS
144477.81000000
0.001868945155
Long
EC
CORP
NZ
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
157797.00000000
NS
1667087.60000000
0.021565216787
Long
EC
CORP
FI
N
2
N
N
N
Benchmark 2018-B5 Mortgage Trust
N/A
Benchmark 2018-B5 Mortgage Trust
08160BAF1
97114272.12000000
PA
USD
3381839.43000000
0.043747011524
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.49000000
N
N
N
N
N
N
Lundin Petroleum AB
549300IULC8F8IGXKI15
Lundin Petroleum AB
N/A
28026.00000000
NS
928166.92000000
0.012006640110
Long
EC
CORP
SE
N
2
N
N
N
WFRBS Commercial Mortgage Trust 2014-C24
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAT5
11047000.00000000
PA
USD
9125472.67000000
0.118045864188
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.69000000
N
N
N
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
44637.00000000
NS
USD
832033.68000000
0.010763073688
Long
EC
CORP
US
N
1
N
N
N
Alfresa Holdings Corp
N/A
Alfresa Holdings Corp
N/A
30000.00000000
NS
669865.22000000
0.008665284708
Long
EC
CORP
JP
N
2
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
200000.00000000
PA
USD
220500.00000000
0.002852357789
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.88000000
N
N
N
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
N/A
38300.00000000
NS
704720.78000000
0.009116171457
Long
EC
CORP
JP
N
2
N
N
N
BENCHMARK 2018-B7 Mortgage Trust
N/A
BENCHMARK 2018-B7 Mortgage Trust
08162TAC7
16962000.00000000
PA
USD
2505380.69000000
0.032409261346
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
1.86000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
23614.00000000
NS
USD
13383942.92000000
0.173132851894
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
13264.00000000
NS
USD
849161.28000000
0.010984633975
Long
EC
CORP
US
N
1
N
N
N
Unione di Banche Italiane SpA
81560097964CBDAED282
Unione di Banche Italiane SpA
N/A
2000000.00000000
PA
2319466.44000000
0.030004300080
Long
DBT
CORP
IT
N
2
2026-05-05
Variable
4.25000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
N/A
1000000.00000000
PA
USD
1094000.00000000
0.014151834112
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
N/A
1728430.00000000
NS
2133410.76000000
0.027597509295
Long
EC
CORP
SG
N
2
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323AN9
1220000.00000000
PA
USD
1236775.00000000
0.015998751950
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.88000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATT1
690000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-02-01
None
0.00000000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
2400000.00000000
PA
USD
2588014.32000000
0.033478198662
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.88000000
N
N
N
N
N
N
TransDigm UK Holdings PLC
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
1025000.00000000
PA
USD
1091625.00000000
0.014121111437
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.88000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
N/A
33498.00000000
NS
2926897.00000000
0.037861938581
Long
EC
CORP
CH
N
2
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BD4
1471000.00000000
PA
USD
1476516.25000000
0.019100011914
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.38000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
1375000.00000000
PA
USD
1435156.25000000
0.018564984620
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
Israel Chemicals Ltd
529900FQVQD88SHIGM04
Israel Chemicals Ltd
N/A
22947.00000000
NS
102000.80000000
0.001319468373
Long
EC
CORP
IL
N
2
N
N
N
Citigroup Commercial Mortgage Trust 2016-GC37
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAY6
14823205.31000000
PA
USD
1310744.89000000
0.016955616313
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.76000000
N
N
N
N
N
N
Lima Metro Line 2 Finance Ltd
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
4985000.00000000
PA
USD
5296562.50000000
0.068515606823
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
Bahrain Government International Bond
549300RODM1WN85LFQ95
Bahrain Government International Bond
N/A
7600000.00000000
PA
USD
8762040.00000000
0.113344548962
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
N/A
33400.00000000
NS
1152251.38000000
0.014905365983
Long
EC
CORP
JP
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
10485.00000000
NS
USD
841526.10000000
0.010885866333
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
57483.00000000
NS
USD
1167479.73000000
0.015102357832
Long
EC
CORP
PR
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CM0
13000000.00000000
PA
USD
13195000.00000000
0.170688712167
Long
DBT
CORP
US
N
2
N/A
Variable
5.10000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
N/A
702699.00000000
NS
3787589.39000000
0.048995737415
Long
EC
CORP
GB
N
2
N
N
N
Zayo Group LLC / Zayo Capital Inc
N/A
Zayo Group LLC / Zayo Capital Inc
989194AM7
13525000.00000000
PA
USD
13910597.75000000
0.179945586618
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.00000000
N
N
N
N
N
N
China Medical System Holdings Ltd
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
N/A
657000.00000000
NS
890973.31000000
0.011525508666
Long
EC
CORP
CN
N
2
N
N
N
Sophia LP
549300RP8NIJ7FY7OS79
Sophia LP
N/A
1566177.66000000
PA
USD
1564219.94000000
0.020234534831
Long
LON
CORP
US
N
2
2022-09-30
Floating
5.35000000
N
N
N
N
N
N
Persol Holdings Co Ltd
N/A
Persol Holdings Co Ltd
N/A
19500.00000000
NS
374556.41000000
0.004845210402
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust 2019-GC42
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAC1
3500000.00000000
PA
USD
2903274.15000000
0.037556356630
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
2.80000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
9570.00000000
NS
USD
1127058.90000000
0.014579479513
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B1B35
35000000.00000000
PA
USD
54404.00000000
0.000703762690
Long
ABS-MBS
CORP
US
N
2
2040-05-25
Variable
1.40000000
N
N
N
N
N
N
Hidrovias International Finance SARL
N/A
Hidrovias International Finance SARL
N/A
700000.00000000
PA
USD
729757.00000000
0.009440036568
Long
DBT
CORP
LU
N
2
2025-01-24
Fixed
5.95000000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
2050000.00000000
PA
USD
2292067.98000000
0.029649877355
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Feng TAY Enterprise Co Ltd
N/A
Feng TAY Enterprise Co Ltd
N/A
103100.00000000
NS
696475.72000000
0.009009514490
Long
EC
CORP
TW
N
2
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLMY7
28250000.00000000
PA
USD
5147618.95000000
0.066588893467
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
2.31000000
N
N
N
N
N
N
Optimas OE Solutions Holding LLC / Optimas OE Solutions Inc
N/A
Optimas OE Solutions Holding LLC / Optimas OE Solutions Inc
68403UAA1
29884000.00000000
PA
USD
19424600.00000000
0.251273964257
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
8.63000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
535000.00000000
PA
USD
584487.50000000
0.007560850220
Long
DBT
CORP
US
N
2
N/A
Variable
6.45000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
N/A
77500000.00000000
PA
4705721.27000000
0.060872565623
Long
DBT
CORP
ZA
N
2
2026-04-02
Fixed
7.85000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
2255000.00000000
PA
USD
2749701.90000000
0.035569767044
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
N/A
200000.00000000
PA
233953.29000000
0.003026387705
Long
DBT
CORP
DE
N
2
2047-12-05
Variable
2.25000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
4061.00000000
NS
USD
1100693.44000000
0.014238419535
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
50048VAA8
400000.00000000
PA
USD
438500.00000000
0.005672375921
Long
DBT
CORP
NL
N
2
2073-03-28
Variable
7.00000000
N
N
N
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
45263.00000000
NS
USD
1969393.13000000
0.025475799705
Long
EC
CORP
US
N
1
N
N
N
Benchmark 2019-B12 Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAM5
13870000.00000000
PA
USD
1286815.60000000
0.016646070296
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.13000000
N
N
N
N
N
N
Israel Chemicals Ltd
529900FQVQD88SHIGM04
Israel Chemicals Ltd
N/A
5055000.00000000
PA
USD
6080912.25000000
0.078661847727
Long
DBT
CORP
IL
N
2
2038-05-31
Fixed
6.38000000
N
N
N
N
N
N
InterXion Holding NV
724500JX3LUPNMOBTY38
InterXion Holding NV
N/A
300000.00000000
PA
363819.68000000
0.004706321533
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
4.75000000
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
34404.00000000
NS
USD
1676162.88000000
0.021682613366
Long
EC
CORP
US
N
1
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAC6
1930000.00000000
PA
USD
2402850.00000000
0.031082938388
Long
DBT
CORP
PA
N
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
Ingles Markets Inc
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030AJ3
2668000.00000000
PA
USD
2721360.00000000
0.035203140109
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.75000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
2350000.00000000
PA
USD
2560325.00000000
0.033120013412
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
1750000.00000000
PA
USD
1474375.00000000
0.019072312997
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
10285000.00000000
PA
USD
10979237.50000000
0.142025912047
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
N/A
121000.00000000
NS
1245259.13000000
0.016108501494
Long
EC
CORP
JP
N
2
N
N
N
LoanCore Capital Markets LLC / JLC Finance Corp
N/A
LoanCore Capital Markets LLC / JLC Finance Corp
47233GAA2
2275000.00000000
PA
USD
2275000.00000000
0.029429088304
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
6.88000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
1385000.00000000
PA
USD
1383268.75000000
0.017893775029
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
61299.00000000
NS
USD
1861037.64000000
0.024074127932
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
500000.00000000
PA
610636.61000000
0.007899111524
Long
DBT
CORP
DE
N
2
2075-04-21
Variable
3.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF2
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAT0
5000000.00000000
PA
USD
4329942.00000000
0.056011536471
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
92034.00000000
NS
USD
6649456.50000000
0.086016458249
Long
EP
CORP
US
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
N/A
400000.00000000
PA
464633.85000000
0.006010439824
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
17302.00000000
NS
USD
990885.54000000
0.012817959585
Long
EC
CORP
US
N
1
N
N
N
Mycronic AB
549300S5CCFESE4C6Y07
Mycronic AB
N/A
56654.00000000
NS
943015.93000000
0.012198724868
Long
EC
CORP
SE
N
2
N
N
N
Abu Dhabi Government International Bond
213800FER4348CINTA77
Abu Dhabi Government International Bond
N/A
1000000.00000000
PA
USD
1043950.00000000
0.013504394169
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.13000000
N
N
N
N
N
N
Kia Motors Corp
988400V8MJK9N7OI5X76
Kia Motors Corp
N/A
12247.00000000
NS
447595.76000000
0.005790037426
Long
EC
CORP
KR
N
2
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
58834.00000000
NS
USD
1098430.78000000
0.014209150075
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust 2019-GC39
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAN7
16430000.00000000
PA
USD
2182848.73000000
0.028237032101
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
1.63000000
N
N
N
N
N
N
CD 2018-CD7 Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JBA1
5182000.00000000
PA
USD
5784491.45000000
0.074827388870
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.85000000
N
N
N
N
N
N
Imperial Oil Ltd
549300MO45LTBPAU4Z27
Imperial Oil Ltd
N/A
63700.00000000
NS
1586333.61000000
0.020520594237
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital I Trust 2011-C3
N/A
Morgan Stanley Capital I Trust 2011-C3
61760RAA0
13770618.02000000
PA
USD
105427.85000000
0.001363800223
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.63000000
N
N
N
N
N
N
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
4085000.00000000
PA
USD
3451825.00000000
0.044652335269
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
Chemours Co/The
163851108
203620.00000000
NS
USD
3341404.20000000
0.043223946929
Long
EC
CORP
US
N
1
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
N/A
30158.00000000
NS
1255686.52000000
0.016243388782
Long
EC
CORP
CA
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
4752.00000000
NS
USD
543486.24000000
0.007030463538
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C29
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBH7
5270000.00000000
PA
USD
4556600.10000000
0.058943554598
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.66000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
5493005BBCF84ICNQ550
GS Mortgage Securities Trust 2019-GC40
36257HAA4
4000000.00000000
PA
USD
3650277.20000000
0.047219485738
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.00000000
N
N
N
N
N
N
Mirabela Nickel Ltd
N/A
Mirabela Nickel Ltd
Q6188CAC0
6966176.39000000
PA
USD
348308.82000000
0.004505675174
Long
DBT
CORP
AU
N
2
2019-06-24
None
0.00000000
Y
N
N
N
N
Mirabela Nickel Ltd
Mirabela Nickel Ltd
AUD
XXXX
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
N/A
475000.00000000
PA
USD
445312.50000000
0.005760501488
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
N/A
36933.00000000
NS
USD
202887.56000000
0.002624525678
Long
EC
CORP
HK
N
2
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
4176000.00000000
PA
USD
4061160.00000000
0.052534609345
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Sophia LP / Sophia Finance Inc
N/A
Sophia LP / Sophia Finance Inc
29359FAA0
13775000.00000000
PA
USD
14145134.25000000
0.182979518649
Long
DBT
CORP
US
N
2
2023-09-30
Fixed
9.00000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
23153.00000000
NS
USD
1760554.12000000
0.022774286884
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
8557.00000000
NS
USD
601300.39000000
0.007778339461
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
12060.00000000
NS
USD
545112.00000000
0.007051494146
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Holdings Inc
N/A
Spirit AeroSystems Holdings Inc
848574109
3019.00000000
NS
USD
247014.58000000
0.003195346763
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GS Mortgage Securities Trust 2019-GC40
36257HAJ5
16500000.00000000
PA
USD
1600676.55000000
0.020706132543
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Variable
1.16000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
12251.00000000
NS
USD
284835.75000000
0.003684596236
Long
EC
CORP
US
N
1
N
N
N
Pampa Energia SA
254900QNIK0CVURGML24
Pampa Energia SA
697660AA6
3010000.00000000
PA
USD
2411040.10000000
0.031188884399
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
NagaCorp Ltd
549300MMNKN0RBJELS20
NagaCorp Ltd
N/A
578000.00000000
NS
1050275.48000000
0.013586219712
Long
EC
CORP
KH
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
38000.00000000
NS
USD
1041200.00000000
0.013468820546
Long
EP
CORP
US
N
1
N
N
N
Turkiye Halk Bankasi AS
78900012HXPJ1YQGTH03
Turkiye Halk Bankasi AS
N/A
1700000.00000000
PA
USD
1568250.00000000
0.020286667135
Long
DBT
CORP
TR
N
2
2021-07-13
Fixed
5.00000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
1840000.00000000
PA
USD
1918200.00000000
0.024813572389
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAM6
3861000.00000000
PA
USD
3986482.50000000
0.051568591436
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
Wihlborgs Fastigheter AB
549300RC1YDJPITF8X06
Wihlborgs Fastigheter AB
N/A
62439.00000000
NS
944720.14000000
0.012220770296
Long
EC
CORP
SE
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS1
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBM1
3580000.00000000
PA
USD
3640549.97000000
0.047093655624
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.10000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BAHC9
33967574.00000000
PA
USD
936339.95000000
0.012112365306
Long
ABS-MBS
CORP
US
N
2
2041-02-25
Variable
2.01000000
N
N
N
N
N
N
Republic of South Africa Government Bond
549300KEVMSOSY8T8R35
Republic of South Africa Government Bond
N/A
363100000.00000100
PA
17170432.50000000
0.222114362318
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
Hilton Orlando Trust 2018-ORL
N/A
Hilton Orlando Trust 2018-ORL
432885AA9
10000000.00000000
PA
USD
9996865.00000000
0.129318075980
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
2.68000000
N
N
N
N
N
N
2019-12-04
Principal Funds, Inc
Sara Reece
/s/ Sara Reece
Vice President and Controller