NPORT-P
false
0000723620
XXXXXXXX
S000007834
C000057303
C000057302
C000021324
C000044074
C000125076
NEUBERGER BERMAN INCOME FUNDS
811-03802
0000723620
54930087F7MMJ21RIJ90
1290 AVENUE OF THE AMERICAS
NEW YORK
10104
212-476-8800
Neuberger Berman Strategic Income Fund
S000007834
549300J7BX0YC0GM5Q87
2021-10-31
2021-07-31
N
3778300560.62
631950168.17
3146350392.45
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
568443884.60000000
0.00000000
0.00000000
3193028.61000000
EUR
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
8755000.00000000
PA
USD
9007844.40000000
0.286295017287
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
745000.00000000
PA
USD
792493.75000000
0.025187714372
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HAZINE MUSTESARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
421790AG1
200000.00000000
PA
USD
200400.00000000
0.006369284250
Long
DBT
CORP
TR
N
2
2026-06-22
Fixed
5.13000000
N
N
N
N
N
N
Eastern Power, LLC
5493000R3E1L1VM1V279
Eastern Power, LLC Term Loan B
87264NAB3
1083031.80000000
PA
USD
958483.14000000
0.030463331175
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1110.78000000
0.000035303760
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
302801.51000000
USD
33327754.00000000
JPY
2021-09-22
1110.78000000
N
N
N
AFFLELOU SAS
969500I7CS80FNB7CZ43
Afflelou SAS
000000000
610000.00000000
PA
734466.36000000
0.023343438218
Long
DBT
CORP
FR
N
2
2026-05-19
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
28080983.57000000
PA
USD
1096461.32000000
0.034848671738
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.33000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
7200000.00000000
PA
USD
7348500.00000000
0.233556313932
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
1795000.00000000
PA
USD
1866800.00000000
0.059332234721
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AYAQ4
8558340.03000000
PA
USD
1607206.62000000
0.051081615825
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Floating
6.06000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
305671.47000000
PA
431950.24000000
0.013728612078
Long
DBT
NUSS
FR
N
2
2031-07-25
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-4290.71000000
-0.00013637101
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
450000.00000000
CHF
492832.19000000
USD
2021-08-31
-4290.71000000
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
4035000.00000000
PA
USD
4323663.90000000
0.137418385135
Long
DBT
CORP
AE
N
2
2025-03-20
Fixed
6.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
510000.00000000
PA
USD
532312.50000000
0.016918411289
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
BANCO BRADESCO (CAYMAN)
N/A
Banco Bradesco SA/Cayman Islands
05947KAZ3
200000.00000000
PA
USD
204600.00000000
0.006502772243
Long
DBT
CORP
BR
N
2
2025-01-27
Fixed
3.20000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AG1
525000.00000000
PA
USD
525635.58000000
0.016706199705
Long
DBT
CORP
US
N
2
2022-08-12
Floating
0.28000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
200000.00000000
PA
USD
207310.73000000
0.006588926983
Long
DBT
CORP
LU
N
2
2022-07-19
Fixed
4.95000000
N
N
N
N
N
N
N/A
N/A
OIS--GBP-WMBA-SONIA-COMPOUND-20230201
000000000
6000000.00000000
OU
Notional Amount
-1555576.98000000
-0.04944067843
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-02-01
0.00000000
GBP
0.00000000
GBP
6000000.00000000
GBP
-1555576.98000000
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
410000.00000000
PA
501547.31000000
0.015940605699
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
EQUITYTRS-464288513-USD-LIBOR-BBA-20210922
000000000
19723500.00000000
OU
Notional Amount
USD
49165.90000000
0.001562632697
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2021-09-22
0.00000000
USD
-228.05000000
USD
19723500.00000000
USD
49393.95000000
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
1329830.82000000
PA
USD
1327197.75000000
0.042182134360
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
8990000.00000000
PA
USD
9127786.94000000
0.290107133709
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
2.69000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
9566.89000000
0.000304063082
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
327480000.00000000
INR
4410208.07000000
USD
2021-08-05
9566.89000000
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
2240000.00000000
PA
USD
2366000.00000000
0.075198236206
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.63000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
1940000.00000000
PA
USD
2085500.00000000
0.066283145227
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
1766174.19000000
PA
USD
1744097.01000000
0.055432383315
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.59000000
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAB7
891162.13000000
PA
USD
891630.35000000
0.028338558608
Long
ABS-O
CORP
US
N
2
2023-12-20
Floating
0.53000000
N
N
N
N
N
N
Magnetite CLO Ltd
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd
55955MAA8
1000000.00000000
PA
USD
1001928.00000000
0.031844132885
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
7.21000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
1125000.00000000
PA
1640486.13000000
0.052139333684
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.38000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
4715000.00000000
PA
USD
4868237.50000000
0.154726489194
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-24281.83000000
-0.00077174589
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1441613.36000000
USD
6013029.00000000
MYR
2021-09-03
-24281.83000000
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
385000.00000000
PA
USD
393662.50000000
0.012511718368
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAG5
1290000.00000000
PA
USD
1366045.50000000
0.043416826786
Long
DBT
CORP
TR
N
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
000000000
200000.00000000
PA
USD
221000.00000000
0.007024011074
Long
DBT
MX
N
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
SAPPI PAPIER HOLDNG GMBH
549300XBCUMUR5CI0181
Sappi Papier Holding GmbH
000000000
250000.00000000
PA
295821.96000000
0.009402066620
Long
DBT
CORP
AT
N
2
2028-03-15
Fixed
3.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
17741.27000000
0.000563868221
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3632845.00000000
EUR
4327284.76000000
USD
2021-08-04
17741.27000000
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
267000.00000000
PA
USD
224613.75000000
0.007138866368
Long
DBT
CORP
VG
N
2
2022-04-27
Floating
1.98000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915KAE6
350000.00000000
PA
USD
323516.20000000
0.010282268649
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.21000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDS2
615000.00000000
PA
USD
616441.10000000
0.019592258429
Long
DBT
CORP
US
N
2
2022-03-04
Floating
0.52000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
224000.00000000
PA
286526.70000000
0.009106636714
Long
DBT
NUSS
IT
N
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-B
44933FAB2
233088.79000000
PA
USD
233215.82000000
0.007412264716
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
0.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-960.93000000
-0.00003054109
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
579790.88000000
USD
11588972.00000000
MXN
2021-09-15
-960.93000000
N
N
N
Barracuda Networks, Inc.
549300CXGRZWNMPU8080
Barracuda Networks, Inc. 1st Lien Term Loan
06832EAB6
326262.28000000
PA
USD
326399.31000000
0.010373902117
Long
LON
CORP
US
N
2
2025-02-12
Floating
4.50000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
1337500.00000000
PA
USD
1356104.63000000
0.043100877551
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
938000.00000000
PA
USD
978920.25000000
0.031112880890
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Marble Point CLO XI Ltd
549300DBVCVH5X7MO467
Marble Point CLO XI Ltd
56607FAD7
500000.00000000
PA
USD
465180.75000000
0.014784772577
Long
ABS-CBDO
CORP
KY
N
2
2030-12-18
Floating
2.93000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
2435000.00000000
PA
USD
2578056.25000000
0.081937989366
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1003000.00000000
PA
USD
1114333.00000000
0.035416684761
Long
DBT
CORP
CH
N
2
2026-08-21
Fixed
6.38000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
5480000.00000000
PA
USD
5945800.00000000
0.188974502466
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
5195000.00000000
PA
USD
5123568.75000000
0.162841645428
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
600000.00000000
PA
USD
628500.00000000
0.019975524706
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
1407000.00000000
PA
USD
1382377.50000000
0.043935904383
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAA2
397498.41000000
PA
USD
399263.66000000
0.012689739227
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
07813ZCJ1
500000.00000000
PA
403923.53000000
0.012837843203
Long
DBT
CORP
CA
N
2
2028-05-29
Fixed
2.20000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
15400000.00000000
PA
815077.27000000
0.025905483125
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
SWAP/CDSWAP/ICE: (ITRAXX.XO.35.V1)
000000000
750000.00000000
OU
Notional Amount
-93438.59998000
-0.00296974552
N/A
DCR
US
N
2
ICE Clear Credit
T33OE4AS4QXXS2TT7X50
iTraxx Europe Crossover S35.V1
2I667KJN9
Y
buy protection
2026-06-20
0.00000000
EUR
-81320.38452000
EUR
750000.00000000
EUR
-7552.00337000
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
000000000
780000.00000000
PA
893920.29000000
0.028411339440
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
4.50000000
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
1035000.00000000
PA
USD
1172137.50000000
0.037253876834
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
WideOpenWest Finance LLC
54930045JY28O5B5WE54
WideOpenWest Finance LLC 2017 Term Loan B
96758DBA0
702051.79000000
PA
USD
699713.96000000
0.022238907709
Long
LON
CORP
US
N
2
2023-08-18
Floating
4.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
200000.00000000
PA
294154.12000000
0.009349057902
Long
DBT
CORP
BE
N
2
2032-04-02
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac - STACR
54930047IR7X5WWFY307
Freddie Mac Stacr Trust 2019-HQA1
35563MBD7
5000000.00000000
PA
USD
5196424.50000000
0.165157209205
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
4.49000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
135000.00000000
PA
158166.64000000
0.005026987470
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31398AFD9
2030000.00000000
PA
USD
3143389.05000000
0.099905880080
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.63000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
2770000.00000000
PA
USD
2853100.00000000
0.090679665139
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1175.05000000
0.000037346444
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
791358.07000000
USD
668087.00000000
EUR
2021-08-04
1175.05000000
N
N
N
N/A
N/A
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-39016.42000000
-0.00124005324
N/A
DFE
PE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1391933.01000000
USD
5495122.00000000
PEN
2021-08-06
-39016.42000000
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2875000.00000000
PA
USD
3042756.25000000
0.096707482335
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
401000.00000000
PA
493651.92000000
0.015689667660
Long
DBT
CORP
IT
N
2
2029-09-26
Fixed
1.88000000
N
N
N
N
N
N
Highland Local School District/Medina County
N/A
HIGHLAND OH LOCAL SCH DIST
430416LM7
2055000.00000000
PA
USD
2154631.33000000
0.068480336302
Long
DBT
MUN
US
N
2
2049-12-01
Fixed
3.19000000
N
N
N
N
N
N
By Crown Parent, LLC
549300B1M4J69ECRY452
By Crown Parent, LLC Term Loan B1
74966FAL7
999900.00000000
PA
USD
993650.63000000
0.031581054430
Long
LON
CORP
US
N
2
2026-02-02
Floating
4.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
1810000.00000000
PA
USD
1819050.00000000
0.057814603369
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
101000.00000000
PA
122273.45000000
0.003886199397
Long
DBT
NUSS
XX
N
2
2031-07-04
None
0.00000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CPA4
1105000.00000000
PA
USD
1937887.23000000
0.061591589883
Long
DBT
MUN
US
N
2
2049-08-01
Fixed
6.75000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
1130000.00000000
PA
USD
1090676.00000000
0.034664797748
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.38000000
N
N
N
N
N
N
Prairie ECI Acquiror LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP Term Loan B
73955HAB0
2250528.53000000
PA
USD
2180514.59000000
0.069302980215
Long
LON
CORP
US
N
2
2026-03-11
Floating
4.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
9107160.00000000
PA
USD
10727238.34000000
0.340942266498
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
1431.40000000
0.000045493979
N/A
DFE
RO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
113510.90000000
EUR
566139.00000000
RON
2021-10-06
1431.40000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXZ7
70984000.00000000
PA
USD
470872.36000000
0.014965668195
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
0.05000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
1210000.00000000
PA
USD
1228150.00000000
0.039034114030
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
10165000.00000000
PA
USD
11222668.25000000
0.356688443757
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
2155000.00000000
PA
USD
3011353.90000000
0.095709425982
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.38000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
885000.00000000
PA
USD
938011.50000000
0.029812683998
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
1900000.00000000
PA
USD
1878102.50000000
0.059691460445
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
N/A
Trident TPI Holdings Inc 2017 USD Term Loan B1
00216EAB5
1222899.78000000
PA
USD
1218313.91000000
0.038721495003
Long
LON
CORP
US
N
2
2024-10-17
Floating
4.00000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
455000.00000000
PA
537854.41000000
0.017094549014
Long
DBT
CORP
ES
N
2
2024-09-15
Floating
5.25000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DV3
500000.00000000
PA
USD
502263.19000000
0.015963358410
Long
DBT
CORP
US
N
2
2022-02-15
Floating
1.06000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CD6
260000.00000000
PA
USD
260038.76000000
0.008264774343
Long
DBT
CORP
US
N
2
2022-08-19
Floating
0.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
13171.30000000
0.000418621525
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
25496512.00000000
THB
788877.23000000
USD
2021-08-09
13171.30000000
N
N
N
City of Atlantic City NJ
N/A
ATLANTIC CITY NJ
048339WE1
695000.00000000
PA
USD
761401.76000000
0.024199522145
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
4.29000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
1015000.00000000
PA
USD
1065750.00000000
0.033872578291
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
8325000.00000000
PA
USD
8437887.00000000
0.268180143579
Long
DBT
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2020 1st Lien Term Loan
83578BAM5
1164150.00000000
PA
USD
1162485.27000000
0.036947101403
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
36869.57000000
0.001171820217
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6781527.00000000
BRL
1333659.86000000
USD
2021-09-02
36869.57000000
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAH4
2890000.00000000
PA
USD
3135650.00000000
0.099659910972
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac Multiclass Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multiclass Certificates Series 2015-P001
3137FQXY4
18835000.00000000
PA
USD
1617643.98000000
0.051413344930
Long
ABS-MBS
USGSE
US
N
2
2029-03-27
Variable
1.27000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
11551255.00000000
PA
1180336.46000000
0.037514463196
Long
DBT
NUSS
TR
N
2
2025-10-01
Fixed
12.60000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAB1
200000.00000000
PA
USD
211844.00000000
0.006733007248
Long
DBT
CORP
KY
N
2
2023-08-08
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379TLY3
7754740.38000000
PA
USD
1160534.90000000
0.036885113075
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
5386000.00000000
PA
USD
5439860.00000000
0.172894284535
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
KOREA EXPRESSWAY CORP
988400EZO9DR1OFL5772
Korea Expressway Corp
50066HAB4
200000.00000000
PA
USD
200264.00000000
0.006364961781
Long
DBT
NUSS
KR
N
2
2026-05-17
Fixed
1.13000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAM6
102868000.00000000
PA
USD
377988.47000000
0.012013552937
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Variable
0.13000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
204000.00000000
0.006483702530
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
7600000.00000000
PA
USD
7749720.00000000
0.246308231231
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Redstone Buyer LLC
N/A
Redstone Buyer LLC 2021 Term Loan
75774EAG0
1167903.23000000
PA
USD
1158419.86000000
0.036817891064
Long
LON
CORP
US
N
2
2028-04-27
Floating
5.50000000
N
N
N
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
415000.00000000
PA
574687.18000000
0.018265199622
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAG6
655000.00000000
PA
USD
676287.50000000
0.021494347915
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Ohio Turnpike & Infrastructure Commission
N/A
OHIO ST TURNPIKE COMMISSION
67760HNB3
2230000.00000000
PA
USD
2322522.92000000
0.073816410453
Long
DBT
MUN
US
N
2
2048-02-15
Fixed
3.22000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-94185.31000000
-0.00299347810
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
51263716.86000000
EUR
60811076.61000000
USD
2021-10-20
-94185.31000000
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
1300000.00000000
PA
1626725.25000000
0.051701973623
Long
DBT
CORP
NL
N
2
2029-10-23
Fixed
3.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
6060000.00000000
PA
USD
6664060.80000000
0.211802881713
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
350633.00000000
PA
686098.53000000
0.021806170464
Long
DBT
NUSS
NL
N
2
2037-01-15
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300UP5H2PFBIITY41
Palmer Square CLO 2014-1 Ltd
69688YAG4
700000.00000000
PA
USD
700730.73000000
0.022271223563
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
5.83000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
6900000.00000000
PA
USD
6938433.00000000
0.220523213709
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.88000000
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
Unigel Luxembourg SA
904752AB8
1650000.00000000
PA
USD
1779525.00000000
0.056558386003
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
8.75000000
N
N
N
N
N
N
FLAMINGO LUX II SA
222100ZLW6GXM3ZPU976
Flamingo Lux II SCA
000000000
710000.00000000
PA
832348.20000000
0.026454402599
Long
DBT
CORP
LU
N
2
2029-03-31
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-561.43000000
-0.00001784384
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
205730.37000000
USD
1072925.00000000
BRL
2021-09-02
-561.43000000
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FU5
700000.00000000
PA
597855.88000000
0.019001567067
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.06000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
1100000.00000000
PA
USD
1170125.00000000
0.037189913838
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
000000000
250000.00000000
PA
USD
258701.74000000
0.008222280030
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
3860000.00000000
PA
USD
4110900.00000000
0.130656140837
Long
DBT
US
N
2
2025-02-15
Fixed
7.88000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CF5
200000.00000000
PA
USD
207760.00000000
0.006603206066
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
CMA CGM SA
969500BZJ49IICIBZZ08
CMA CGM SA
000000000
960000.00000000
PA
1260850.26000000
0.040073421670
Long
DBT
CORP
FR
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
3030000.00000000
PA
USD
2810325.00000000
0.089320153494
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
200000.00000000
PA
USD
147000.00000000
0.004672079764
Long
DBT
CORP
VG
N
2
2024-11-13
Fixed
3.25000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13877FAA7
1000000.00000000
PA
USD
995030.70000000
0.031624916995
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.54000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
591555AG2
665000.00000000
PA
USD
732344.55000000
0.023276001037
Long
DBT
CORP
NL
N
2
2027-10-01
Fixed
7.65000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
345105JG6
2120000.00000000
PA
USD
2262692.54000000
0.071914830129
Long
DBT
MUN
US
N
2
2053-01-15
Fixed
3.92000000
N
N
N
N
N
N
Symphony CLO Ltd
5493005CJY0RF4FJJP54
Symphony CLO XXI Ltd
87166RDL8
1000000.00000000
PA
USD
999989.60000000
0.031782524997
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
3.43000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
3400000.00000000
PA
USD
3623822.00000000
0.115175411126
Long
DBT
CORP
SE
N
2
2025-05-13
Fixed
5.13000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
890000.00000000
PA
USD
911137.50000000
0.028958551539
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
000000000
200000.00000000
PA
USD
201797.94000000
0.006413714775
Long
DBT
NUSS
NA
N
2
2021-11-03
Fixed
5.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
4745000.00000000
PA
USD
5011906.25000000
0.159292692321
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Banijay Entertainment S.A.S
969500CE0IE2EZ5VBG13
Banijay Entertainment S.A.S USD Term Loan
000000000
635200.00000000
PA
USD
632424.18000000
0.020100246352
Long
LON
CORP
FR
N
2
2025-03-01
Floating
3.85000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
6300000.00000000
PA
USD
6443640.00000000
0.204797279268
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TZV1
10702580.45000000
PA
USD
2125911.35000000
0.067567533326
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Floating
6.12000000
N
N
N
N
N
N
Avis Budget Finance PLC
549300W3BJJPGKCIOI13
Avis Budget Finance Plc
000000000
460000.00000000
PA
554512.72000000
0.017623997674
Long
DBT
CORP
JE
N
2
2026-01-30
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
865000.00000000
PA
USD
895880.50000000
0.028473640512
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
3210000.00000000
PA
USD
3365685.00000000
0.106971080146
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
China Minmetals Corp
3003002ULBI4T3DT7Z09
China Minmetals Corp
000000000
410000.00000000
PA
USD
418628.72000000
0.013305216132
Long
DBT
CORP
CN
N
2
2022-11-13
Fixed
3.75000000
N
N
N
N
N
N
Apidos CLO
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03767CAE0
500000.00000000
PA
USD
483215.05000000
0.015357954128
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
2.63000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
1485000.00000000
PA
USD
1499850.00000000
0.047669515880
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
565000.00000000
PA
728163.82000000
0.023143125500
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
5135000.00000000
PA
USD
4991220.00000000
0.158635224226
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
1320000.00000000
PA
USD
1388178.00000000
0.044120260837
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
5.00000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
2190000.00000000
PA
USD
2279461.50000000
0.072447795562
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AU3
1260000.00000000
PA
USD
1277325.00000000
0.040597035952
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Aimco
5493004I93856WYBB035
AIMCO CLO 10 Ltd
00900UAA2
2000000.00000000
PA
USD
1999572.40000000
0.063552120730
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
6.69000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
4837997.82000000
PA
USD
4818839.35000000
0.153156474929
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.15000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAE4
10320000.00000000
PA
USD
12514754.40000000
0.397754631207
Long
DBT
CORP
MX
N
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
000000000
615000.00000000
PA
745903.06000000
0.023706929202
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO 2014-1 Ltd
13875LAW8
650000.00000000
PA
USD
604852.37000000
0.019223935498
Long
ABS-CBDO
CORP
KY
N
2
2031-01-30
Floating
5.63000000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) SEP21
000000000
222.00000000
NC
USD
1719776.28000000
0.054659401067
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USU1 Comdty
2021-09-21
34847786.22000000
USD
1719776.28000000
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
1680000.00000000
PA
USD
1684032.00000000
0.053523345779
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CQ0
1170000.00000000
PA
USD
1208750.40000000
0.038417539346
Long
DBT
CORP
GB
N
2
2031-03-09
Fixed
4.70000000
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XIII Ltd
87250BAE9
1150000.00000000
PA
USD
1147732.43000000
0.036478214020
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.33000000
N
N
N
N
N
N
N/A
N/A
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-40193.25000000
-0.00127745625
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2194911.50000000
USD
2480250000.00000000
KRW
2021-08-05
-40193.25000000
N
N
N
Freddie Mac Multiclass Certificates
N/A
Freddie Mac Multiclass Certificates Series 2020-RR03
3137FQXS7
61820000.00000000
PA
USD
6623536.99000000
0.210514919313
Long
ABS-MBS
USGSE
US
N
2
2028-07-27
Fixed
1.71000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
1615000.00000000
PA
USD
1799271.50000000
0.057185986160
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
MHP SE
213800D7DXFXGA292757
MHP SE
55302TAD7
1285000.00000000
PA
USD
1384649.18000000
0.044008104860
Long
DBT
CORP
CY
N
2
2024-05-10
Fixed
7.75000000
N
N
N
N
N
N
Pampa Energia SA
254900QNIK0CVURGML24
Pampa Energia SA
000000000
200000.00000000
PA
USD
192002.00000000
0.006102371829
Long
DBT
CORP
AR
N
2
2023-07-21
Fixed
7.38000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
26460000000.00000000
PA
1921037.17000000
0.061056046860
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2017-5 Ltd
14316RAA8
1120000.00000000
PA
USD
1028760.21000000
0.032696937139
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
5.43000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1385000.00000000
PA
USD
1480952.80000000
0.047068908903
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PBG7
46163248.28000000
PA
USD
1077140.92000000
0.034234614256
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
0.88000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
270932.50000000
PA
USD
284209.55000000
0.009032991070
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd
36319FAG1
2225000.00000000
PA
USD
2214903.17000000
0.070395947486
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.77000000
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
N/A
ICON Luxembourg S.A.R.L. US Term Loan
000000000
436808.70000000
PA
USD
435716.68000000
0.013848320296
Long
LON
CORP
LU
N
2
2028-07-03
Floating
3.00000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
200000.00000000
PA
USD
208500.00000000
0.006626725379
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
215000.00000000
PA
USD
230372.50000000
0.007321895887
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
1253000.00000000
PA
USD
1285527.88000000
0.040857746902
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-881.32000000
-0.00002801086
N/A
DFE
SG
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1409480.89000000
USD
1908626.00000000
SGD
2021-08-19
-881.32000000
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BV4
105000.00000000
PA
USD
105060.29000000
0.003339116020
Long
DBT
CORP
US
N
2
2023-09-29
Floating
0.67000000
N
N
N
N
N
N
PERIAMA HOLDINGS LLC/DE
254900NINXO00BLT2Z47
Periama Holdings LLC/DE
000000000
1070000.00000000
PA
USD
1129271.45000000
0.035891471360
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
Heartland Dental, LLC
5493008FRC0GRKBN1075
Heartland Dental, LLC 2018 1st Lien Term Loan
42236WAH0
1095750.44000000
PA
USD
1081560.47000000
0.034375080175
Long
LON
CORP
US
N
2
2025-04-30
Floating
3.59000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
3035000.00000000
PA
USD
3182956.25000000
0.101163438682
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Utah Transit Authority
N/A
UTAH ST TRANSIT AUTH SALES TAX REVENUE
917567FQ7
2055000.00000000
PA
USD
2124430.44000000
0.067520465778
Long
DBT
MUN
US
N
2
2038-12-15
Fixed
2.77000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
803000.00000000
PA
USD
896750.25000000
0.028501283650
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
6.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAV0
33644257.97000000
PA
USD
776496.02000000
0.024679260830
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
0.75000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
4860000.00000000
PA
USD
7099633.80000000
0.225646635449
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
1000.29000000
0.000031792072
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
713045.95000000
USD
10539955.00000000
ZAR
2021-10-01
1000.29000000
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
3925000.00000000
PA
USD
4229187.50000000
0.134415655362
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
MAV ACQUISITION CORP
N/A
Mav Acquisition Corp
57767XAB6
1445000.00000000
PA
USD
1414069.78000000
0.044943175540
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
12504PAH3
206000.00000000
PA
USD
213229.78000000
0.006777051294
Long
DBT
CORP
IE
N
2
2025-01-29
Fixed
4.70000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
6175000.00000000
PA
USD
6692156.25000000
0.212695835341
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
4564000.00000000
PA
USD
4723831.28000000
0.150136847165
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C3
61760RAA0
26530.98000000
PA
USD
0.27000000
0.000000008581
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.79000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
2324050.99000000
PA
USD
2378207.89000000
0.075586237810
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Floating
2.44000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179JAA4
3000000.00000000
PA
USD
2895787.20000000
0.092036386250
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.54000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
4545000.00000000
PA
USD
4783612.50000000
0.152036865044
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B
000000000
701475.00000000
PA
USD
701040.09000000
0.022281055907
Long
LON
CORP
US
N
2
2026-10-30
Floating
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGB2
700000.00000000
PA
615569.09000000
0.019564543462
Long
DBT
CORP
US
N
2
2025-11-25
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-547.76000000
-0.00001740937
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
129539.45000000
USD
108737.00000000
EUR
2021-08-04
-547.76000000
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
630000.00000000
PA
USD
663572.70000000
0.021090235264
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
2401.15000000
0.000076315403
N/A
DFE
RU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
117036.09000000
USD
8788034.00000000
RUB
2021-09-15
2401.15000000
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
8780000.00000000
PA
USD
9109250.00000000
0.289517976823
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
6365000.00000000
PA
USD
6606461.24000000
0.209972203218
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
580000.00000000
PA
USD
709050.00000000
0.022535633720
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
454201.58000000
PA
669444.81000000
0.021276867687
Long
DBT
NUSS
FR
N
2
2027-07-25
Fixed
1.85000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
2940000.00000000
PA
USD
3311175.00000000
0.105238596691
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAD2
280000.00000000
PA
USD
297850.00000000
0.009466523522
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XR63
504476.09000000
PA
USD
510808.68000000
0.016234958484
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Floating
2.64000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
2440000.00000000
PA
USD
3101850.00000000
0.098585650455
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
6304.19000000
0.000200365160
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2126100.00000000
PLN
470211.84000000
EUR
2021-09-15
6304.19000000
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust 2020-1
92868JAB2
86693.68000000
PA
USD
86773.24000000
0.002757901351
Long
ABS-O
CORP
US
N
2
2022-12-20
Fixed
0.93000000
N
N
N
N
N
N
Traverse Midstream Partners LLC
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC 2017 Term Loan
89435TAB0
1088021.97000000
PA
USD
1086966.59000000
0.034546902106
Long
LON
CORP
US
N
2
2024-09-27
Floating
6.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
1528000.00000000
PA
USD
1688440.00000000
0.053663444607
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
175000.00000000
PA
USD
183093.75000000
0.005819242206
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
400000.00000000
PA
USD
439992.00000000
0.013984202174
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.88000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAE3
850000.00000000
PA
USD
849378.74000000
0.026995681791
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
6.43000000
N
N
N
N
N
N
WINTERSHALL DEA FIN 2BV
529900DV88FUQZSVVL48
Wintershall Dea Finance 2 BV
000000000
300000.00000000
PA
353106.13000000
0.011222721119
Long
DBT
CORP
NL
N
2
2028-07-20
Fixed
3.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
345000.00000000
PA
USD
395018.10000000
0.012554803207
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-A
34528GAJ5
52370.52000000
PA
USD
52400.39000000
0.001665434025
Long
ABS-O
CORP
US
N
2
2022-10-15
Fixed
1.03000000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
000000000
200000.00000000
PA
USD
219626.00000000
0.006980341430
Long
DBT
CORP
NL
N
2
2024-05-20
Fixed
5.35000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
440000.00000000
PA
737154.88000000
0.023428887061
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469XAE7
1215000.00000000
PA
USD
1255095.00000000
0.039890503073
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.88000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1600000.00000000
PA
USD
1744000.00000000
0.055429300060
Long
DBT
CORP
ES
N
2
2025-03-05
Fixed
6.50000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
1470000.00000000
PA
USD
1601976.60000000
0.050915390855
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
Trinitas CLO Ltd
5493004FCKEPFTK2QI86
Trinitas CLO XVI Ltd
89642DAJ7
1500000.00000000
PA
USD
1499988.90000000
0.047673930519
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.43000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
218873.97000000
PA
306888.76000000
0.009753801125
Long
DBT
NUSS
FR
N
2
2032-03-01
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
EURO-BTP FUTURE SEP21
000000000
-5.00000000
NC
-22182.87000000
-0.00070503495
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Long-Term Euro-BTP (FBTP)
IKU1 Comdty
2021-09-08
-752700.00000000
EUR
-22182.87000000
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
400000.00000000
PA
USD
474112.00000000
0.015068633205
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.88000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
357000.00000000
PA
USD
364140.00000000
0.011573409016
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
1319.06000000
0.000041923493
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
903522.34000000
USD
4772405.00000000
BRL
2021-11-03
1319.06000000
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
200000.00000000
PA
224582.37000000
0.007137869022
Long
DBT
CORP
LU
N
2
2029-01-14
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
205000.00000000
PA
245941.53000000
0.007816724119
Long
DBT
NUSS
CY
N
2
2026-02-09
None
0.00000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
2660000.00000000
PA
USD
2663325.00000000
0.084648073729
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KBA1
850000.00000000
PA
USD
830569.09000000
0.026397857403
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
2.63000000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 Term Loan
31935HAD9
2154600.00000000
PA
USD
2175478.07000000
0.069142905228
Long
LON
CORP
US
N
2
2027-03-30
Floating
6.00000000
N
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
1076862.50000000
PA
USD
1076862.50000000
0.034225765273
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
2081000.00000000
PA
USD
2242277.50000000
0.071265981862
Long
DBT
CORP
US
N
2
2027-10-30
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7778.86000000
0.000247234383
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1432807.03000000
USD
1212535.42000000
EUR
2021-10-20
7778.86000000
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QFY1
2055000.00000000
PA
USD
2145752.09000000
0.068198128700
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
2.41000000
N
N
N
N
N
N
N/A
N/A
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1047.82000000
0.000033302711
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
490692.38000000
USD
9825000.00000000
MXN
2021-08-31
1047.82000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
44181000.00000000
PA
646843.36000000
0.020558529067
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
Africa Finance Corp
213800LXFHRRXIJRXW97
Africa Finance Corp
000000000
200000.00000000
PA
USD
212586.63000000
0.006756610150
Long
DBT
NUSS
XX
N
2
2024-04-13
Fixed
3.88000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
7265000.00000000
PA
USD
8234784.58000000
0.261724968705
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2693.30000000
-0.00008560076
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
285497.00000000
EUR
335983.89000000
USD
2021-08-04
-2693.30000000
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2006-AMC1
17309PAB2
460373.86000000
PA
USD
421981.30000000
0.013411770698
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.41000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
6380000.00000000
PA
USD
6906740.07000000
0.219515921893
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
1215000.00000000
PA
USD
1295469.45000000
0.041173718385
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-15715.58000000
-0.00049948600
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1389897.92000000
USD
102803800.00000000
INR
2021-09-24
-15715.58000000
N
N
N
Berlin Packaging LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2021 Term Loan B
08511LAU2
304237.50000000
PA
USD
301271.18000000
0.009575258392
Long
LON
CORP
US
N
2
2028-03-05
Floating
3.75000000
N
N
N
N
N
N
N/A
N/A
SWAP/CDSWAP/ICE: (CDX.NA.HY.36.V1)
000000000
10460000.00000000
OU
Notional Amount
USD
1020700.73000000
0.032440783850
N/A
DCR
US
N
2
ICE Clear Credit
T33OE4AS4QXXS2TT7X50
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
sell protection
2026-06-20
965981.00000000
USD
0.00000000
USD
10460000.00000000
USD
54719.73000000
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
2149612.50000000
PA
USD
2146259.10000000
0.068214242925
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
360000.00000000
PA
USD
377492.40000000
0.011997786416
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
147000.00000000
PA
37781.30000000
0.001200797599
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
22824DAN9
3000000.00000000
PA
USD
3001182.00000000
0.095386133953
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.42000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
200000.00000000
PA
USD
208500.00000000
0.006626725379
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
ASSURANT CLO LTD
04623TAG0
250000.00000000
PA
USD
248447.30000000
0.007896364645
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.98000000
N
N
N
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531GAE5
1200000.00000000
PA
USD
1200061.44000000
0.038141379386
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.38000000
N
N
N
N
N
N
N/A
N/A
EQUITYTRS--USD-FEDERAL FUNDS-H.15-OIS-COMPOUND-20280204
000000000
53685000.00000000
OU
Notional Amount
USD
-186077.24000000
-0.00591406603
N/A
DCR
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EQUITYTRS--USD-FEDERAL FUNDS-H.15-OIS-COMPOUND-20280204
NBJPM1
Tenet Healthcare Corp
8029.60000000
USD
-2923.09000000
USD
Range Resources Corp
8785.08000000
USD
-3336.36000000
USD
Caesars Entertainment Inc
11785.39000000
USD
-4342.30000000
USD
Radiate Holdings GP LLC
12368.18000000
USD
-4432.36000000
USD
Hudbay Minerals Inc
11353.69000000
USD
-4027.46000000
USD
Community Health Systems Inc
11785.39000000
USD
-4366.30000000
USD
Apollo Global Management Inc
11763.80000000
USD
-4252.80000000
USD
Bain Capital LP
8396.55000000
USD
-2973.89000000
USD
First Quantum Minerals Ltd
9087.27000000
USD
-3425.12000000
USD
Iron Mountain Inc
14979.96000000
USD
-5439.97000000
USD
New Fortress Energy Inc
12497.69000000
USD
-4410.77000000
USD
Vistra Corp
16447.74000000
USD
-5955.59000000
USD
Carvana Co
12281.84000000
USD
-4531.54000000
USD
OneMain Holdings Inc
5720.01000000
USD
-2007.96000000
USD
Ryman Hospitality Properties I
8310.21000000
USD
-2994.73000000
USD
Sixth Street Specialty Lending
8072.77000000
USD
-2914.34000000
USD
Live Nation Entertainment Inc
13706.45000000
USD
-4838.94000000
USD
Rhone Capital LLC
11202.59000000
USD
-3940.74000000
USD
NuStar Energy LP
5223.56000000
USD
-1975.58000000
USD
BCPE Empire Holdings Inc
5547.33000000
USD
-1922.18000000
USD
BC Partners Holdings Ltd
9540.55000000
USD
-3450.06000000
USD
Equitrans Midstream Corp
7533.15000000
USD
-2918.06000000
USD
LTF Holdings Inc
9454.21000000
USD
-3311.43000000
USD
Bohai Leasing Co Ltd
12799.88000000
USD
-4450.04000000
USD
TechnipFMC PLC
9065.68000000
USD
-3378.05000000
USD
DISH Network Corp
7964.85000000
USD
-2983.19000000
USD
Uniti Group Inc
9648.48000000
USD
-3469.78000000
USD
Apollo Global Management Inc.
8461.30000000
USD
-2979.28000000
USD
Carnival Corp
13987.05000000
USD
-5169.04000000
USD
USA Compression Partners LP
5353.07000000
USD
-1956.97000000
USD
Ascent Resources LLC
5439.41000000
USD
-1942.09000000
USD
Next Alt Sarl
13987.05000000
USD
-5314.92000000
USD
Antero Midstream Corp
13965.47000000
USD
-5377.07000000
USD
Frontier Communications Parent
7921.68000000
USD
-2962.16000000
USD
United Airlines Holdings Inc
15066.30000000
USD
-5380.05000000
USD
Vertical Topco Sarl
11979.65000000
USD
-4425.29000000
USD
Golden Entertainment Inc
7921.68000000
USD
-2937.42000000
USD
US Acute Care Solutions LLC
5417.82000000
USD
-1965.16000000
USD
Alliant Holdings LP
9411.04000000
USD
-3413.59000000
USD
Ontario Teachers' Pension Plan
5115.64000000
USD
-1924.97000000
USD
Harsco Corp
7964.85000000
USD
-2874.71000000
USD
TransDigm Group Inc
7878.51000000
USD
-2916.02000000
USD
Norwegian Cruise Line Holdings
8849.83000000
USD
-2907.27000000
USD
Six Flags Entertainment Corp
8353.38000000
USD
-2951.56000000
USD
Spirit AeroSystems Holdings In
7921.68000000
USD
-2923.09000000
USD
Vivint Smart Home Inc
14505.09000000
USD
-5368.70000000
USD
Blue Racer Midstream LLC
7900.10000000
USD
-2979.47000000
USD
IFM Investors Pty Ltd
15001.55000000
USD
-5421.92000000
USD
EnLink Midstream LLC
5266.73000000
USD
-1938.37000000
USD
Scientific Games Corp
11375.27000000
USD
-4285.54000000
USD
Service Properties Trust
11224.18000000
USD
-3959.17000000
USD
American Airlines Group Inc
9130.44000000
USD
-2830.79000000
USD
Y
equity-performance leg
2028-02-04
0.00000000
USD
0.00000000
USD
53685000.00000000
USD
-186077.24000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
13555000.00000000
PA
USD
13829277.02000000
0.439533913742
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
3900000.00000000
PA
USD
3959789.38000000
0.125853413831
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
1900000.00000000
PA
USD
1902470.00000000
0.060465929178
Long
DBT
CORP
BR
N
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SJ1
1423000.00000000
PA
USD
1441646.51000000
0.045819642766
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.36000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAD1
2110000.00000000
PA
USD
2247150.00000000
0.071420843825
Long
DBT
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
223900.00000000
0.007116181355
Long
DBT
CORP
MX
N
2
2027-02-23
Fixed
4.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
250000.00000000
PA
299465.71000000
0.009517875399
Long
DBT
CORP
CH
N
2
2026-01-16
Floating
0.45000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715AB2
1200000.00000000
PA
USD
1239120.00000000
0.039382771956
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
5.88000000
N
N
N
N
N
N
Paprec Holding SA
969500ASAFSVN9KVC873
Paprec Holding SA
000000000
590000.00000000
PA
711397.53000000
0.022610244927
Long
DBT
CORP
FR
N
2
2025-03-31
Fixed
4.00000000
N
N
N
N
N
N
JobsOhio Beverage System
N/A
JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE
47770VBQ2
2055000.00000000
PA
USD
2197834.01000000
0.069853440839
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.83000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
3855000.00000000
PA
USD
3585150.00000000
0.113946304537
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-III Ltd
12560GAA9
750000.00000000
PA
USD
751489.43000000
0.023884479993
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
7.48000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
2325000.00000000
PA
USD
2341721.77000000
0.074426604729
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
N/A
N/A
9128284H0 @ 104.7812 08/19/2021
000000000
5750000.00000000
OU
Notional Amount
USD
58863.10000000
0.001870837403
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
5750000.00000000
USD
58863.10000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAA9
1040000.00000000
PA
USD
1041489.52000000
0.033101510960
Long
DBT
CORP
CH
N
2
2022-02-04
Floating
0.48000000
N
N
N
N
N
N
Emerald TopCo Inc
549300HC42NZULO53062
Emerald TopCo Inc Term Loan
29102TAB8
1386682.75000000
PA
USD
1370652.70000000
0.043563256758
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.63000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
4340000.00000000
PA
USD
4632950.00000000
0.147248380571
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PMV1
2055000.00000000
PA
USD
2168987.77000000
0.068936624960
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.53000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-556.57000000
-0.00001768938
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
209792.00000000
EUR
248692.56000000
USD
2021-10-20
-556.57000000
N
N
N
HalseyPoint CLO I, Ltd.
N/A
HalseyPoint CLO 4 Ltd
40637NAA4
1000000.00000000
PA
USD
999881.20000000
0.031779079736
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
6.81000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
700000.00000000
PA
USD
717500.00000000
0.022804198849
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
46143NAB6
640000.00000000
PA
USD
697600.00000000
0.022171720024
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
90000.00000000
PA
USD
92385.00000000
0.002936259109
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAT0
6200000.00000000
PA
USD
6250363.84000000
0.198654410996
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
25070000.00000000
PA
1279881.35000000
0.040678284054
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
GM FINANCIAL CAD
5493001CSMJPUBB7NS44
General Motors Financial of Canada Ltd
37045YAG9
500000.00000000
PA
399927.86000000
0.012710849400
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
1.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
6875000.00000000
PA
USD
7181373.51000000
0.228244556843
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09000000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
219000.00000000
PA
271194.16000000
0.008619324810
Long
DBT
NL
N
2
2031-02-01
Fixed
1.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
990000.00000000
PA
USD
1002375.00000000
0.031858339821
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
15956899.00000000
NS
USD
15956899.00000000
0.507155815775
Long
STIV
RF
US
N
2
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
805000.00000000
PA
USD
857828.13000000
0.027264227533
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
2000000.00000000
PA
USD
2222500.00000000
0.070637396436
Long
DBT
CORP
GB
N
2
2025-12-29
Fixed
6.00000000
N
N
N
N
N
N
BWAY Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
1033850.57000000
PA
USD
999764.52000000
0.031775371312
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.34000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AT7
164000.00000000
PA
USD
148830.00000000
0.004730242389
Long
DBT
CORP
AR
N
2
2025-03-23
Fixed
8.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CM0
1793000.00000000
PA
USD
1853065.50000000
0.058895713091
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
5.10000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
250000.00000000
PA
USD
280625.00000000
0.008919063835
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
CALRIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAB5
2545000.00000000
PA
USD
2563171.30000000
0.081464903150
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
MAV ACQUISITION CORP
N/A
Mav Acquisition Corp
57767XAA8
2210000.00000000
PA
USD
2201977.70000000
0.069985139140
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
184000.00000000
PA
222202.76000000
0.007062238221
Long
DBT
NUSS
ES
N
2
2037-07-30
Fixed
0.85000000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAD3
2055000.00000000
PA
USD
2110029.84000000
0.067062773588
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.94000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
591555AF4
2050000.00000000
PA
USD
2255000.00000000
0.071670339241
Long
DBT
CORP
NL
N
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
200000.00000000
PA
242066.07000000
0.007693550933
Long
DBT
CORP
FR
N
2
2029-01-20
Fixed
2.50000000
N
N
N
N
N
N
Valeant Pharmaceuticals International, Inc.
B3BS7ACMDUWISF18KY76
Valeant Pharmaceuticals International Inc 2018 Term Loan B
C9413PAZ6
1317880.87000000
PA
USD
1307996.76000000
0.041571872069
Long
LON
CORP
US
N
2
2025-06-02
Floating
3.09000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GA9
700000.00000000
PA
USD
700031.56000000
0.022249001944
Long
DBT
CORP
US
N
2
2023-07-28
Floating
0.51000000
N
N
N
N
N
N
William Morris Endeavor Entertainment, LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
96925HAF9
922274.46000000
PA
USD
895104.25000000
0.028448969070
Long
LON
CORP
US
N
2
2025-05-18
Floating
2.85000000
N
N
N
N
N
N
GT Polaris, Inc.
N/A
GT Polaris, Inc. 2021 Term Loan
68627BAF2
1159182.28000000
PA
USD
1158023.10000000
0.036805280898
Long
LON
CORP
US
N
2
2027-09-24
Floating
4.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
4765000.00000000
PA
USD
5047564.50000000
0.160426013329
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
222000.00000000
PA
269608.82000000
0.008568938178
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKJG2
77922000.00000000
PA
USD
573287.74000000
0.018220721423
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
0.06000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
990000.00000000
PA
USD
1209275.10000000
0.038434215810
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
200000.00000000
PA
USD
203600.72000000
0.006471012271
Long
DBT
CORP
MU
N
2
2022-02-13
Fixed
5.37000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CX4
291000.00000000
PA
USD
291779.66000000
0.009273590783
Long
DBT
NUSS
KR
N
2
2022-10-01
Floating
0.62000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
851000.00000000
PA
USD
866496.71000000
0.027539739759
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
3455000.00000000
PA
USD
5325449.93000000
0.169258005808
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2021-B
44891VAB7
620000.00000000
PA
USD
619865.46000000
0.019701094369
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
0.19000000
N
N
N
N
N
N
CIFC Funding Ltd
254900SVOWCOSOG16T40
CIFC Funding 2019-III Ltd
12554UAA6
2350000.00000000
PA
USD
2350339.58000000
0.074700503339
Long
ABS-CBDO
CORP
KY
N
2
2032-07-16
Floating
6.93000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
4460000.00000000
PA
USD
4574176.00000000
0.145380375020
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
2250000.00000000
PA
2505293.45000000
0.079625379805
Long
DBT
CORP
NL
N
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
565000.00000000
PA
USD
647724.48000000
0.020586533577
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
2870000.00000000
PA
USD
2891525.00000000
0.091900921363
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1345000.00000000
PA
USD
1517765.25000000
0.048238913683
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
455000.00000000
PA
USD
459099.55000000
0.014591494675
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
2980000.00000000
PA
USD
3225850.00000000
0.102526724542
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
7832.94000000
0.000248953200
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
55129789.00000000
THB
1685101.75000000
USD
2021-08-09
7832.94000000
N
N
N
N/A
N/A
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-20893.84000000
-0.00066406589
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1187483.31000000
EUR
420375028.00000000
HUF
2021-09-15
-20893.84000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
1410000.00000000
PA
USD
1591185.00000000
0.050572402991
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-573.29000000
-0.00001822079
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
190201.00000000
EUR
225056.89000000
USD
2021-08-04
-573.29000000
N
N
N
NIELSEN CO LUX SARL/THE
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAC4
2045000.00000000
PA
USD
2100010.50000000
0.066744330353
Long
DBT
CORP
LU
N
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XHT4
4551770.12000000
PA
USD
4581157.26000000
0.145602259398
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Floating
1.44000000
N
N
N
N
N
N
Flatiron CLO Ltd
5493008L4GGS612L9S27
Flatiron CLO 18 Ltd
33883HAA3
2150000.00000000
PA
USD
2067639.31000000
0.065715481497
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
5.28000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RAT6
56915126.11000000
PA
USD
1144460.74000000
0.036374230370
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
1.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
200000.00000000
PA
USD
243180.00000000
0.007728954810
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.38000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
000000000
150000.00000000
PA
USD
160335.00000000
0.005095904142
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.70000000
N
N
N
N
N
N
KKR Financial CLO Ltd
254900VCKMCY079T6M57
KKR Clo 16 Ltd
48251DAE6
2000000.00000000
PA
USD
2010644.00000000
0.063904007793
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
6.88000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
1722000.00000000
PA
USD
1846845.00000000
0.058698007838
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
1475000.00000000
PA
USD
1452875.00000000
0.046176516242
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
1MDB Energy Ltd
N/A
1MDB Energy Ltd
000000000
1500000.00000000
PA
USD
1520261.67000000
0.048318257039
Long
DBT
CORP
MY
N
2
2022-05-11
Fixed
5.99000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
40669.88000000
0.001292604920
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4254565.00000000
BRL
854244.55000000
USD
2021-09-02
40669.88000000
N
N
N
CHINALCO CAPITAL HOLDING
5493003PX4GYVUD3CQ19
Chinalco Capital Holdings Ltd
000000000
200000.00000000
PA
USD
199215.19000000
0.006331627605
Long
DBT
CORP
VG
N
2
2026-06-03
Fixed
2.13000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. Term Loan B5
78488CAG5
768194.25000000
PA
USD
760512.31000000
0.024171252884
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.75000000
N
N
N
N
N
N
VOTORANTIM CIMENTOS INTL
635400TDXGDD6FQOI583
Votorantim Cimentos International SA
000000000
200000.00000000
PA
USD
274286.00000000
0.008717592314
Long
DBT
CORP
LU
N
2
2041-04-05
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
912810SM1 @ 116.2238 08/19/2021
000000000
2325000.00000000
OU
Notional Amount
USD
42701.43000000
0.001357173381
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
2325000.00000000
USD
42701.43000000
N
N
N
N/A
N/A
912828H45 @ 107.5286 08/19/2021
000000000
5825000.00000000
OU
Notional Amount
USD
80996.33000000
0.002574294655
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
5825000.00000000
USD
80996.33000000
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBK0
525000.00000000
PA
USD
525082.83000000
0.016688631732
Long
DBT
CORP
US
N
2
2023-06-10
Floating
0.30000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VIII Ltd
87248XAA4
3500000.00000000
PA
USD
3513278.65000000
0.111662027803
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.68000000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAA7
1865000.00000000
PA
USD
1897637.50000000
0.060312338528
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
293425.96000000
PA
385703.45000000
0.012258757032
Long
DBT
NUSS
IT
N
2
2030-05-15
Fixed
0.40000000
N
N
N
N
N
N
Verizon Owner Trust
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAB0
350676.38000000
PA
USD
351141.34000000
0.011160274483
Long
ABS-O
CORP
US
N
2
2023-09-20
Floating
0.41000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
53855000.00000000
PA
USD
53476332.03000000
1.699630535693
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGD0
1390000.00000000
PA
USD
1399254.79000000
0.044472312853
Long
DBT
CORP
US
N
2
2024-03-22
Floating
0.55000000
N
N
N
N
N
N
York CLO Ltd
5493009C48K5WG4EX118
York CLO-2 Ltd
98625TAQ8
1550000.00000000
PA
USD
1522472.47000000
0.048388522576
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
2.74000000
N
N
N
N
N
N
HOUSE OF HR
549300FAK0S1P2U98B26
House of HR
000000000
575000.00000000
PA
723149.77000000
0.022983764673
Long
DBT
CORP
BE
N
2
2027-01-15
Fixed
7.50000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBA7
2465000.00000000
PA
USD
2680588.90000000
0.085196769769
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.88000000
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
4085000.00000000
PA
USD
4706937.66000000
0.149599919681
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
Covia Holdings Corporation
213800IE4YGTGVTQ1806
Covia Holdings Corporation 2020 PIK Take Back Term Loan
22305CAB5
1128973.00000000
PA
USD
1109927.23000000
0.035276656810
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300A8L0VCZ9626397
Palmer Square CLO 2018-1 Ltd
69689GAA5
1600000.00000000
PA
USD
1545743.04000000
0.049128127741
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
5.28000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDJ9
500000.00000000
PA
USD
501997.44000000
0.015954912116
Long
DBT
CORP
US
N
2
2022-07-12
Floating
0.56000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
3265000.00000000
PA
USD
3795562.50000000
0.120633814628
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.38000000
N
N
N
N
N
N
Emerald Expositions Holding, Inc.
549300YQCBSQUCZ74696
Emerald Expositions Holding, Inc. 2017 Term Loan B
29088UAF4
553185.74000000
PA
USD
530538.32000000
0.016862022782
Long
LON
CORP
US
N
2
2024-05-22
Floating
2.59000000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
1207000.00000000
PA
USD
1318140.56000000
0.041894270999
Long
LON
CORP
US
N
2
2025-11-01
Floating
10.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
1115000.00000000
PA
USD
1220055.30000000
0.038776841350
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
8261000.00000000
PA
USD
8663723.75000000
0.275357880380
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
53000.00000000
PA
69414.73000000
0.002206198335
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
ICBCIL Finance Co Ltd
549300ZCUURSNVTOEU07
ICBCIL Finance Co Ltd
000000000
200000.00000000
PA
USD
200414.00000000
0.006369729210
Long
DBT
CORP
HK
N
2
2021-09-29
Fixed
2.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAX3
545000.00000000
PA
USD
548236.00000000
0.017424505589
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.04000000
N
N
N
N
N
N
Berlin Packaging LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2018 1st Lien Term Loan
08511LAQ1
779592.90000000
PA
USD
769520.56000000
0.024457560793
Long
LON
CORP
US
N
2
2025-11-07
Floating
3.15000000
N
N
N
N
N
N
N/A
N/A
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-145892.88000000
-0.00463689232
N/A
DFE
CO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2008320.68000000
USD
7239112388.00000000
COP
2021-09-15
-145892.88000000
N
N
N
Granite Generation LLC
549300ERB8DGZI3MXK42
Granite Generation LLC Term Loan B
38750BAB3
4251357.77000000
PA
USD
4134445.43000000
0.131404481837
Long
LON
CORP
US
N
2
2026-11-09
Floating
4.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
10935000.00000000
PA
USD
11396347.65000000
0.362208471038
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIII CLO Ltd
04009GAJ6
4750000.00000000
PA
USD
4756733.60000000
0.151182576848
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
3.88000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
56000.00000000
PA
67507.63000000
0.002145585252
Long
DBT
NUSS
IT
N
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127965G0
17200000.00000000
PA
USD
17197085.63000000
0.546572488279
Long
STIV
UST
US
N
2
2021-12-02
None
0.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
25801.09000000
0.000820032316
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
210121926.00000000
MXN
10578559.43000000
USD
2021-08-05
25801.09000000
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAP0
2220000.00000000
PA
USD
2762124.00000000
0.087788188074
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Clear Channel Worldwide Holdings Inc
3VZDKVXEPWXFPZ736G54
Clear Channel Worldwide Holdings Inc
18453HAA4
773000.00000000
PA
USD
793639.10000000
0.025224116865
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
AA BOND CO LTD
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
335000.00000000
PA
485311.49000000
0.015424584978
Long
DBT
CORP
JE
N
2
2026-01-31
Fixed
6.50000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc.
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc. 2021 Term Loan
11284EAM5
976175.98000000
PA
USD
961533.34000000
0.030560275241
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.25000000
N
N
N
N
N
N
N/A
N/A
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
10411.85000000
0.000330918324
N/A
DFE
RO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
990011.11000000
EUR
4929099.00000000
RON
2021-10-06
10411.85000000
N
N
N
N/A
N/A
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
4545.90000000
0.000144481682
N/A
DFE
RO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
403027.45000000
EUR
2007882.78000000
RON
2021-10-06
4545.90000000
N
N
N
Circor International, Inc.
5493007701O01N3FQM69
Circor International, Inc. 2020 Term Loan B
17273LAJ6
1079616.53000000
PA
USD
1071249.50000000
0.034047368105
Long
LON
CORP
US
N
2
2024-12-11
Floating
4.25000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
440000.00000000
PA
546166.62000000
0.017358734783
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
54478000000.00000000
PA
4255405.12000000
0.135248926191
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
750000.00000000
PA
USD
759675.00000000
0.024144640781
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE
882667AZ1
1410000.00000000
PA
USD
1621426.68000000
0.051533569938
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
243575.42000000
PA
299776.51000000
0.009527753511
Long
DBT
NUSS
IT
N
2
2024-04-11
Fixed
0.40000000
N
N
N
N
N
N
TECPETROL S.A.
529900C0GOV3UC7ZMZ16
Tecpetrol SA
000000000
244000.00000000
PA
USD
244000.00000000
0.007755016751
Long
DBT
CORP
AR
N
2
2022-12-12
Fixed
4.88000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
5965000.00000000
PA
USD
6452400.15000000
0.205075701850
Long
DBT
US
N
2
2032-07-15
Fixed
5.63000000
N
N
N
N
N
N
Credit Logement SA
969500FYPDQY3Y12Z881
Credit Logement SA
000000000
250000.00000000
PA
290087.82000000
0.009219819276
Long
DBT
CORP
FR
N
2
2021-09-16
Variable
0.60000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) SEP21
000000000
62.00000000
NC
USD
3476.94000000
0.000110507081
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU1 Comdty
2021-09-30
13677210.56000000
USD
3476.94000000
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05971AAE1
200000.00000000
PA
USD
207000.00000000
0.006579051096
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.50000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO X Ltd
87249DAA7
1000000.00000000
PA
USD
981631.30000000
0.031199045800
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.63000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
00654GAA1
1095000.00000000
PA
USD
1102237.69000000
0.035032261271
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.95000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
23170000.00000000
PA
4644456.92000000
0.147614103347
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan Trust
N/A
JP Morgan Alternative Loan Trust 2006-A5
466284AA4
286489.08000000
PA
USD
282687.89000000
0.008984628370
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.41000000
N
N
N
N
N
N
N/A
N/A
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-81285.77000000
-0.00258349388
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6564581.49000000
USD
25190925000.00000000
COP
2021-09-08
-81285.77000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
2295000.00000000
PA
USD
2417823.56000000
0.076845336927
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.13000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
2215000.00000000
PA
USD
2209296.38000000
0.070217747689
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Presidio Holdings Inc.
N/A
Presidio Holdings Inc. 2020 Term Loan B
74101YAD0
1267200.00000000
PA
USD
1258494.34000000
0.039998543805
Long
LON
CORP
US
N
2
2027-01-22
Floating
3.63000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
ASSURANT CLO LTD
04623HAA9
1500000.00000000
PA
USD
1460861.25000000
0.046430342072
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.73000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
735000.00000000
PA
USD
1006950.00000000
0.032003746385
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
1600000.00000000
PA
USD
1593408.00000000
0.050643056279
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
1610000.00000000
PA
USD
1621900.75000000
0.051548637236
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSBV4
4517527.62000000
PA
USD
965760.22000000
0.030694617558
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Floating
5.91000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1901000.00000000
PA
USD
1929515.00000000
0.061325496506
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CP2
1510000.00000000
PA
USD
1523212.50000000
0.048412042843
Long
DBT
CORP
GB
N
2
2026-03-09
Fixed
4.00000000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2019 Term Loan B
87422LAM2
667900.00000000
PA
USD
607414.98000000
0.019305382561
Long
LON
CORP
US
N
2
2026-07-08
Floating
3.84000000
N
N
N
N
N
N
Golden Credit Card Trust
549300BEDPMEONLTJX58
Golden Credit Card Trust
380881FA5
500000.00000000
PA
USD
500349.95000000
0.015902550180
Long
ABS-O
CORP
CA
N
2
2023-10-15
Floating
0.44000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
2570000.00000000
PA
USD
2788450.00000000
0.088624903529
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXV Ltd
55819LAE8
3000000.00000000
PA
USD
2999927.40000000
0.095346259183
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.23000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
209778.29000000
0.006667353086
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
31299.78000000
0.000994796386
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
70545000.00000000
ZAR
4845123.63000000
USD
2021-08-05
31299.78000000
N
N
N
Navicure, Inc.
549300BIRBTAWWHCSZ09
Navicure, Inc. 2019 Term Loan B
63939WAG8
918375.00000000
PA
USD
914361.70000000
0.029061025821
Long
LON
CORP
US
N
2
2026-10-22
Floating
4.09000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAF9
1260000.00000000
PA
USD
1319850.00000000
0.041948601883
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300Y6KOVOWQ8OJC33
Freddie Mac STACR Trust 2019-DNA2
35564LBD8
13232000.00000000
PA
USD
13762571.44000000
0.437413819930
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Floating
4.44000000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation 2021 Term Loan B
92537EAC2
1545496.18000000
PA
USD
1529793.94000000
0.048621219800
Long
LON
CORP
US
N
2
2027-03-02
Floating
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B55A9
8374164.63000000
PA
USD
1756264.98000000
0.055819116148
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
6.06000000
N
N
N
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
200000.00000000
PA
USD
197420.00000000
0.006274571340
Long
DBT
CORP
GB
N
2
2022-07-30
Fixed
6.38000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XLLT7H0EYXK263
Dryden 36 Senior Loan Fund
26249LAJ8
3650000.00000000
PA
USD
3636389.52000000
0.115574842799
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
7.01000000
N
N
N
N
N
N
ISLANDSBANKI
549300PZMFIQR79Q0T97
Islandsbanki HF
000000000
221000.00000000
PA
266083.59000000
0.008456896302
Long
DBT
CORP
IS
N
2
2024-01-19
Fixed
1.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EB81
1570000.00000000
PA
USD
1617442.42000000
0.051406938778
Long
DBT
CORP
US
N
2
2023-11-29
Floating
1.74000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBM6
280000.00000000
PA
USD
281274.48000000
0.008939706164
Long
DBT
CORP
US
N
2
2022-03-09
Floating
1.07000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
200000.00000000
PA
USD
202000.00000000
0.006420136818
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
220137.06000000
0.006996584376
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
4730000.00000000
PA
USD
5415613.50000000
0.172123661528
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
1715000.00000000
PA
USD
1751443.75000000
0.055665883691
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
3340000.00000000
PA
USD
3540700.60000000
0.112533575678
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
196611.97000000
0.006248889839
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABH1
1375000.00000000
PA
USD
1522400.00000000
0.048386219273
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
881881.58000000
PA
USD
866924.87000000
0.027553347906
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.09000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
1325000.00000000
PA
1545531.81000000
0.049121414248
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
4.38000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36966THT2
1115000.00000000
PA
USD
1128697.25000000
0.035873221644
Long
DBT
CORP
US
N
2
2023-03-15
Floating
1.12000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
755000.00000000
PA
USD
836162.50000000
0.026575631945
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
14920.69000000
0.000474222134
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
183138199.00000000
HUF
522232.81000000
EUR
2021-09-15
14920.69000000
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1050000.00000000
PA
USD
1123500.00000000
0.035708038198
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
912828ZJ2 @ 107.3846 08/19/2021
000000000
3800000.00000000
OU
Notional Amount
USD
56643.56000000
0.001800294084
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
3800000.00000000
USD
56643.56000000
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
3465000.00000000
PA
USD
3646912.50000000
0.115909293152
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BL4
4105000.00000000
PA
USD
4318336.85000000
0.137249076274
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
2250000.00000000
PA
USD
2396250.00000000
0.076159667586
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan
69515EAH5
294262.50000000
PA
USD
293894.67000000
0.009340811840
Long
LON
CORP
US
N
2
2027-11-30
Floating
4.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
4285000.00000000
PA
USD
4392125.00000000
0.139594274386
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
11687.68000000
0.000371467845
N/A
DFE
IL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2297690.03000000
USD
7463283.00000000
ILS
2021-09-10
11687.68000000
N
N
N
SASOL FINANCING INT
N/A
Sasol Financing International Ltd
803865AA2
200000.00000000
PA
USD
204600.00000000
0.006502772243
Long
DBT
CORP
IM
N
2
2022-11-14
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-791.61000000
-0.00002515962
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
139982.78000000
USD
2054585.00000000
ZAR
2021-10-01
-791.61000000
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2021-1
05591RAB0
400000.00000000
PA
USD
400157.12000000
0.012718135938
Long
ABS-O
CORP
US
N
2
2023-03-27
Fixed
0.20000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
176000.00000000
PA
225273.52000000
0.007159835743
Long
DBT
NUSS
IT
N
2
2026-06-01
Fixed
1.60000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2A4
1155000.00000000
PA
USD
1161399.91000000
0.036912605563
Long
DBT
CORP
US
N
2
2022-05-13
Floating
0.90000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
1134300.00000000
PA
USD
1133233.76000000
0.036017404886
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAE1
750000.00000000
PA
USD
733769.63000000
0.023321294149
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.43000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2004-DO1
81375WAT3
206449.66000000
PA
USD
205625.33000000
0.006535360158
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
1.06000000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2021 Term Loan B
27943UAK2
1214509.58000000
PA
USD
1210963.21000000
0.038487868767
Long
LON
CORP
US
N
2
2028-04-07
Floating
4.25000000
N
N
N
N
N
N
Freddie Mac - STACR
549300NKHCH87PYOHD44
Freddie Mac STACR Trust 2019-HQA2
35564MBD6
13680000.00000000
PA
USD
14077289.09000000
0.447416445535
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Floating
4.19000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
31218337.00000000
PA
2026585.09000000
0.064410661154
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
116000.00000000
PA
153359.41000000
0.004874199973
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.88000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAC6
3155000.00000000
PA
USD
3147112.50000000
0.100024221954
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2020 Term Loan
75025KAF5
1333300.00000000
PA
USD
1327553.48000000
0.042193440475
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
ARES CLO Ltd
549300VFCO6SQG8OL714
ARES XLV CLO Ltd
04015VAE6
2000000.00000000
PA
USD
1977997.80000000
0.062866418334
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.23000000
N
N
N
N
N
N
COMMERCIAL BANK PSQC/THE
2138004FUUD4I7X8H721
Commercial Bank PSQC/The
000000000
695000.00000000
PA
USD
699031.00000000
0.022217201290
Long
DBT
CORP
QA
N
2
2026-03-03
Fixed
4.50000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
790000.00000000
PA
USD
801850.00000000
0.025485082714
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
9050000.00000000
PA
USD
9321500.00000000
0.296263887911
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
302000.00000000
PA
USD
196028.20000000
0.006230335962
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
RITCHIE BROS AUCTIONEERS
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
767744AA3
1220000.00000000
PA
USD
1247450.00000000
0.039647523142
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBD6
15662282.02000000
PA
USD
313242.51000000
0.009955741444
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
0.80000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
N/A
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
4980000.00000000
PA
USD
5069640.00000000
0.161127635757
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
3315250.27000000
PA
USD
3306133.33000000
0.105078358021
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.09000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
200000.00000000
PA
USD
211800.00000000
0.006731608803
Long
DBT
CORP
MX
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CV2
265000.00000000
PA
USD
265026.21000000
0.008423289746
Long
DBT
CORP
US
N
2
2023-09-14
Floating
0.47000000
N
N
N
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
000000000
1125000.00000000
PA
1419547.91000000
0.045117286154
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
6.63000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBC8
2275000.00000000
PA
USD
2255207.50000000
0.071676934184
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
126000.00000000
PA
153679.43000000
0.004884371123
Long
DBT
NUSS
IT
N
2
2031-12-01
Fixed
0.95000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)SEP21
000000000
-2902.00000000
NC
USD
-6464439.39000000
-0.20545834327
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
-383718529.36000000
USD
-6464439.39000000
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
1294064.49000000
PA
USD
1270266.64000000
0.040372701115
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.34000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
1085000.00000000
PA
USD
1117550.00000000
0.035518930208
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
107072000.00000000
PA
1509251.34000000
0.047968317312
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
792000.00000000
PA
USD
819720.00000000
0.026053042342
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L USD Term Loan B
00135BAC7
1260602.73000000
PA
USD
1258762.25000000
0.040007058750
Long
LON
CORP
LU
N
2
2027-01-17
Floating
4.50000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
115000.00000000
PA
169052.70000000
0.005372977542
Long
DBT
NUSS
BE
N
2
2047-06-22
Fixed
1.60000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1485.80000000
-0.00004722296
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
378594.00000000
EUR
447629.78000000
USD
2021-08-04
-1485.80000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
72098000000.00000000
PA
5047730.01000000
0.160431273710
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.13000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2020 Term Loan B1
12769LAD1
1166187.50000000
PA
USD
1166187.50000000
0.037064768844
Long
LON
CORP
US
N
2
2025-07-21
Floating
4.59000000
N
N
N
N
N
N
GULF INTERNATIONAL BANK
558600JW2XPMLG97TV14
Gulf International Bank BSC
000000000
289000.00000000
PA
USD
293565.71000000
0.009330356552
Long
DBT
CORP
BH
N
2
2022-03-25
Fixed
3.50000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
3850000.00000000
PA
USD
4037687.50000000
0.128329238526
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
7410000.00000000
PA
USD
7644748.80000000
0.242971946746
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAG6
325000.00000000
PA
USD
325186.26000000
0.010335347925
Long
DBT
CORP
US
N
2
2021-11-26
Floating
0.39000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
22961.20000000
0.000729772502
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
10259735.25000000
USD
8654904.73000000
EUR
2021-10-20
22961.20000000
N
N
N
Polaris Newco LLC
N/A
Polaris Newco LLC USD Term Loan B
73108RAB4
1640000.00000000
PA
USD
1637950.00000000
0.052058728230
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBF8
2630000.00000000
PA
USD
2879590.42000000
0.091521606331
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
3795000.00000000
PA
USD
3762609.68000000
0.119586479911
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
Lonestar II Generation Holdings LLC
5493008TLUD4K1PDBH71
Lonestar II Generation Holdings LLC Term Loan C
54238DAC6
121085.97000000
PA
USD
120254.11000000
0.003822019006
Long
LON
CORP
US
N
2
2026-04-20
Floating
5.09000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92334VAA3
239000.00000000
PA
USD
251341.96000000
0.007988365205
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
4.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
1185000.00000000
PA
USD
1185242.93000000
0.037670404823
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAL3
2820000.00000000
PA
USD
2760075.00000000
0.087723065003
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
953490.29000000
PA
USD
942029.34000000
0.029940382427
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.84000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
1425000.00000000
PA
USD
1482000.00000000
0.047102191909
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
11385000.00000000
PA
USD
12125025.00000000
0.385367917988
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAS3
1360000.00000000
PA
USD
1391144.00000000
0.044214528786
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.63000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
5535000.00000000
PA
USD
6213231.23000000
0.197474230616
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AE2
2125000.00000000
PA
USD
2405191.66000000
0.076443859074
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.74000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
2135000.00000000
PA
USD
2262997.95000000
0.071924536931
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QXN0
10760998.76000000
PA
USD
2162586.27000000
0.068733167011
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Floating
6.12000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
2000000.00000000
PA
2832821.81000000
0.090035166356
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.38000000
N
N
N
N
N
N
Rackspace Technology Global, Inc.
N/A
Rackspace Technology Global, Inc. 2021 Term Loan
000000000
4294237.50000000
PA
USD
4239400.09000000
0.134740240634
Long
LON
CORP
US
N
2
2028-02-15
Floating
3.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320VAA6
250000.00000000
PA
USD
245731.43000000
0.007810046541
Long
ABS-CBDO
CORP
KY
N
2
2031-05-16
Floating
5.94000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
1085000.00000000
PA
USD
1127043.75000000
0.035820668692
Long
DBT
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1565000.00000000
PA
USD
2019022.15000000
0.064170289324
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
1730000.00000000
PA
2021354.73000000
0.064244425377
Long
DBT
CORP
SE
N
2
2027-09-15
Fixed
3.00000000
N
N
N
N
N
N
Gilbert Park CLO Ltd
N/A
Gilbert Park CLO Ltd
375414AA7
1600000.00000000
PA
USD
1594690.72000000
0.050683824783
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.53000000
N
N
N
N
N
N
ASHLAND SERVICES BV
549300S52OPXPKGJS029
Ashland Services BV
000000000
445000.00000000
PA
536503.78000000
0.017051622136
Long
DBT
CORP
NL
N
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2020-1
57109JAA6
43728.60000000
PA
USD
43775.25000000
0.001391302446
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
2.24000000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc. 2021 Term Loan B
72431HAD2
1078748.49000000
PA
USD
1075037.60000000
0.034167764740
Long
LON
CORP
US
N
2
2028-04-12
Floating
3.75000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
589000.00000000
PA
USD
653053.75000000
0.020755912995
Long
DBT
CORP
IT
N
2
2024-06-03
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2380.06000000
0.000075645103
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
903332.93000000
USD
763495.00000000
EUR
2021-08-04
2380.06000000
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
4266035.86000000
PA
USD
4249568.96000000
0.135063436360
Long
LON
CORP
US
N
2
2024-09-19
Floating
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1480000.00000000
PA
USD
1536447.20000000
0.048832679401
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
380000.00000000
PA
USD
488480.50000000
0.015525305165
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.38000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA 2017 USD Term Loan B
000000000
708095.13000000
PA
USD
693161.40000000
0.022030648641
Long
LON
CORP
LU
N
2
2025-07-15
Floating
2.88000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2018 Term Loan B1
68162RAD3
489214.66000000
PA
USD
471969.84000000
0.015000549243
Long
LON
CORP
US
N
2
2024-10-10
Floating
4.50000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2018-A
00900HAA1
1100000.00000000
PA
USD
1062175.07000000
0.033758956807
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
5.28000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0MD8
5470812.91000000
PA
USD
5617453.67000000
0.178538718493
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
3.34000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-140.04000000
-0.00000445087
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9159182.00000000
CNY
1413305.70000000
USD
2021-09-02
-140.04000000
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
66666.67000000
PA
USD
68610.67000000
0.002180643013
Long
DBT
CORP
GB
N
2
2022-04-27
Fixed
9.63000000
N
N
N
N
N
N
Granite Holdings US Acquisition Co.
N/A
Granite Holdings US Acquisition Co. 2021 Term Loan B
38740TAE1
703570.54000000
PA
USD
701811.61000000
0.022305577016
Long
LON
CORP
US
N
3
2026-09-30
Floating
4.15000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
11110000.00000000
PA
USD
10914464.00000000
0.346892832603
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.63000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B3
88632NAP5
2329643.24000000
PA
USD
2307814.48000000
0.073348934229
Long
LON
CORP
US
N
2
2026-06-30
Floating
3.85000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
3530000.00000000
PA
USD
3654256.00000000
0.116142690552
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
SAZKA GROUP AS
3157001WZJ5O35EAL536
Sazka Group AS
000000000
1075000.00000000
PA
1283640.07000000
0.040797746909
Long
DBT
CORP
CZ
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1835000.00000000
PA
USD
1807475.00000000
0.057446716816
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7294.87000000
-0.00023185179
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1084941.00000000
GBP
1501041.70000000
USD
2021-10-20
-7294.87000000
N
N
N
Agiliti Health, Inc
25490002CCQ55NKGNB14
Agiliti Health, Inc 2020 Incremental Term Loan
00847YAD4
407532.14000000
PA
USD
405494.48000000
0.012887772479
Long
LON
CORP
US
N
3
2026-01-04
Floating
3.50000000
N
N
N
N
N
N
FXI Holdings Inc
549300VLKCUZW3MSVS50
FXI Holdings Inc
36120RAA7
2855000.00000000
PA
USD
2926375.00000000
0.093008553879
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
7.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
407.91000000
0.000012964544
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
214463.01000000
USD
180856.00000000
EUR
2021-10-20
407.91000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
2360000.00000000
PA
USD
2989062.13000000
0.095000929876
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
000000000
130000.00000000
PA
USD
129675.00000000
0.004121441792
Long
DBT
CORP
PE
N
2
2022-02-02
Fixed
5.38000000
N
N
N
N
N
N
ICON Luxembourg S.A.R.L.
N/A
ICON Luxembourg S.A.R.L. LUX Term Loan
000000000
1753191.30000000
PA
USD
1748808.32000000
0.055582122200
Long
LON
CORP
LU
N
2
2028-07-03
Floating
3.00000000
N
N
N
N
N
N
N/A
N/A
CCPINFLATIONZERO--FRC-EXT-CPI-20240415
000000000
1600000.00000000
OU
Notional Amount
13141.70000000
0.000417680752
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-15
0.00000000
EUR
0.00000000
EUR
1600000.00000000
EUR
13141.70000000
N
N
N
N/A
N/A
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
28002.80000000
0.000890008947
N/A
DFE
EG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2247680.23000000
USD
38772484.00000000
EGP
2022-05-25
28002.80000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
304181000.00000000
PA
4231533.81000000
0.134490227793
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
1485000.00000000
PA
USD
1530426.15000000
0.048641313239
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-154.62000000
-0.00000491426
N/A
DFE
SG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
497338.62000000
USD
673675.00000000
SGD
2021-08-19
-154.62000000
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
3010000.00000000
PA
USD
3113402.83000000
0.098952832382
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
4985000.00000000
PA
USD
5203093.75000000
0.165369177014
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
1835000.00000000
PA
USD
1903812.50000000
0.060508597661
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
000000000
222000.00000000
PA
300870.34000000
0.009562518552
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.13000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
3145000.00000000
PA
USD
3250955.05000000
0.103324634719
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
1514628.80000000
PA
USD
1488986.13000000
0.047324231070
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.34000000
N
N
N
N
N
N
N/A
N/A
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-20759.45000000
-0.00065979460
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2170593.18000000
USD
2480250000.00000000
KRW
2021-09-08
-20759.45000000
N
N
N
N/A
N/A
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-40152.84000000
-0.00127617191
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8967378.48000000
GBP
12426723.18000000
USD
2021-10-20
-40152.84000000
N
N
N
ENDURE DIGITAL INC
N/A
Endure Digital Inc
29279XAA8
1775000.00000000
PA
USD
1721750.00000000
0.054722131525
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
249000.00000000
PA
297388.29000000
0.009451849060
Long
DBT
NUSS
GR
N
2
2026-02-12
None
0.00000000
N
N
N
N
N
N
QTS LP/FINANCE
N/A
QualityTech LP / QTS Finance Corp
74759BAF0
7375000.00000000
PA
USD
7899878.75000000
0.251080705091
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.88000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AP3
925000.00000000
PA
USD
929680.71000000
0.029547907703
Long
DBT
CORP
GB
N
2
2022-06-10
Floating
0.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
5700000.00000000
PA
USD
5876107.20000000
0.186759466272
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
43332823.00000000
PA
3949633.05000000
0.125530616662
Long
DBT
NUSS
TR
N
2
2030-11-13
Fixed
11.70000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
725000.00000000
PA
USD
754725.00000000
0.023987315647
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
964600.84000000
PA
USD
960858.19000000
0.030538817046
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.84000000
N
N
N
N
N
N
Altium Packaging LLC
549300FG8OPBIML5F686
Altium Packaging LLC 2021 Term Loan B
20902CAW0
1007475.00000000
PA
USD
996503.60000000
0.031671729963
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.25000000
N
N
N
N
N
N
Tech Data Corporation
549300EK847TAWPJWF34
Tech Data Corporation ABL FILO Term Loan
87823QAS3
2168612.50000000
PA
USD
2169978.73000000
0.068968120499
Long
LON
CORP
US
N
2
2025-06-30
Floating
5.59000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
2065000.00000000
PA
USD
2159990.00000000
0.068650650136
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
CARS.COM INC
5493002G6J07LNGX4M98
Cars.com Inc
14575EAA3
1625000.00000000
PA
USD
1730982.50000000
0.055015566738
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.38000000
N
N
N
N
N
N
Project Alpha Intermediate Holding, Inc.
N/A
Project Alpha Intermediate Holding, Inc. 2021 Term Loan B
74339DAE8
2143537.08000000
PA
USD
2138178.24000000
0.067957410119
Long
LON
CORP
US
N
2
2024-04-26
Floating
4.10000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
1085000.00000000
PA
1253055.15000000
0.039825670815
Long
DBT
CORP
NL
N
2
2028-02-15
Fixed
3.63000000
N
N
N
N
N
N
DIB Sukuk Ltd
549300U3ZMUHC2JQLL56
DIB Sukuk Ltd
000000000
200000.00000000
PA
USD
207753.19000000
0.006602989625
Long
DBT
CORP
KY
N
2
2023-02-06
Fixed
3.63000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
11305000.00000000
PA
USD
11926775.00000000
0.379066966877
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
1780000.00000000
PA
USD
1824500.00000000
0.057987819931
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.38000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
05958AAL2
1090000.00000000
PA
USD
1215360.90000000
0.038627639913
Long
DBT
CORP
BR
N
2
2024-06-18
Fixed
9.00000000
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
4145000.00000000
PA
USD
4443937.40000000
0.141241020410
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
000000000
217000.00000000
PA
269270.18000000
0.008558175232
Long
DBT
CORP
US
N
2
2028-12-03
Fixed
1.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAC8
1000000.00000000
PA
USD
1000110.00000000
0.031786351653
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.22000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
2163177.38000000
PA
USD
2143903.47000000
0.068139374277
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.34000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
110000.00000000
PA
142224.98000000
0.004520315993
Long
DBT
CORP
JP
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
434438.34000000
PA
566275.24000000
0.017997844148
Long
DBT
NUSS
FR
N
2
2026-03-01
Fixed
0.10000000
N
N
N
N
N
N
MTN Infrastructure TopCo Inc
54930040E6IYPRA4GM07
MTN Infrastructure TopCo Inc 1st Lien Term Loan B
55377KAB0
935312.81000000
PA
USD
933704.07000000
0.029675781573
Long
LON
CORP
US
N
2
2024-11-15
Floating
4.00000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2020-1 LLC
00140WBA7
1500000.00000000
PA
USD
1499985.45000000
0.047673820868
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Variable
3.15000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-6579.04000000
-0.00020910067
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
39264030.00000000
TWD
1399288.31000000
USD
2021-08-23
-6579.04000000
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
000000000
200000.00000000
PA
USD
201953.05000000
0.006418644613
Long
DBT
CORP
KR
N
2
2026-12-07
Fixed
3.88000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
840000.00000000
PA
USD
797496.00000000
0.025346700161
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Gedesco Trade Receivables DAC
635400YVBGIJDE3ZNE59
Gedesco Trade Receivables 2020-1 DAC
000000000
370112.46000000
PA
437217.96000000
0.013896035261
Long
ABS-O
CORP
IE
N
2
2026-01-24
Floating
0.60000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
1990000.00000000
PA
USD
2022337.50000000
0.064275660614
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
5310000.00000000
PA
USD
5396287.50000000
0.171509426062
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QAL2
88400.08000000
PA
USD
284.08000000
0.000009028873
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Variable
2.12000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
2255000.00000000
PA
USD
2573518.75000000
0.081793774659
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-82935.22000000
-0.00263591811
N/A
DFE
RU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11031108.76000000
USD
800946745.00000000
RUB
2021-08-05
-82935.22000000
N
N
N
Dealer Tire, LLC
549300XTS06OMOCRSE50
Dealer Tire, LLC 2020 Term Loan B
24228HAM0
811514.10000000
PA
USD
809485.31000000
0.025727754669
Long
LON
CORP
US
N
2
2025-12-12
Floating
4.34000000
N
N
N
N
N
N
ConvergeOne Holdings, Inc.
254900PRFQRQIU08WI18
ConvergeOne Holdings, Inc. 2019 Term Loan
21249DAB4
909975.59000000
PA
USD
898600.90000000
0.028560102592
Long
LON
CORP
US
N
2
2026-01-04
Floating
5.09000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1270000.00000000
PA
USD
1306512.50000000
0.041524698048
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
Learning Care Group, Inc.
5493000VMN44LK8QID23
Learning Care Group, Inc. 2018 1st Lien Term Loan
52201CAC5
1557603.92000000
PA
USD
1520283.73000000
0.048318958169
Long
LON
CORP
US
N
2
2025-03-13
Floating
4.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
1675000.00000000
PA
USD
1777610.50000000
0.056497537727
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Dryden Senior Loan Fund
54930064P37IJ78XTR63
Dryden 54 Senior Loan Fund
26244RAE1
2350000.00000000
PA
USD
2318401.67000000
0.073685425360
Long
ABS-CBDO
CORP
KY
N
2
2029-10-19
Floating
6.33000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
170000.00000000
PA
USD
184662.50000000
0.005869101561
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
900000.00000000
PA
USD
924750.00000000
0.029391195660
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.13000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
1540000.00000000
PA
USD
1366270.58000000
0.043423980472
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
375000.00000000
PA
440478.85000000
0.013999675657
Long
DBT
NUSS
ES
N
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
44260000.00000000
PA
USD
45084688.17000000
1.432920131152
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
7745000.00000000
PA
USD
9659914.00000000
0.307019651186
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
Oztel Holdings SPC Ltd
549300RABIG0RH4JYT64
Oztel Holdings SPC Ltd
692733AB4
3090000.00000000
PA
USD
3399080.34000000
0.108032479413
Long
DBT
CORP
AE
N
2
2028-04-24
Fixed
6.63000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
595000.00000000
PA
732286.63000000
0.023274160174
Long
DBT
CORP
FR
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
SGL CARBON SE
52990038IB31TYK07X63
SGL Carbon SE
000000000
450000.00000000
PA
544435.13000000
0.017303703087
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
4.63000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
1550000.00000000
PA
USD
1656407.50000000
0.052645360287
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CJ5
795000.00000000
PA
USD
797271.38000000
0.025339561096
Long
DBT
CORP
US
N
2
2022-05-16
Floating
0.54000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
4240000.00000000
PA
USD
3847271.61000000
0.122277277801
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
000000000
150000.00000000
PA
USD
152062.50000000
0.004832980470
Long
DBT
CORP
PE
N
2
2023-01-18
Fixed
3.38000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
179000.00000000
PA
215232.43000000
0.006840701230
Long
DBT
NUSS
GR
N
2
2031-06-18
Fixed
0.75000000
N
N
N
N
N
N
CQP Holdco LP
N/A
CQP Holdco LP 2021 Term Loan B
000000000
2180000.00000000
PA
USD
2166026.20000000
0.068842497809
Long
LON
CORP
US
N
2
2028-06-05
Floating
4.25000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAF4
200000.00000000
PA
USD
217500.00000000
0.006912771079
Long
DBT
NUSS
TR
N
2
2024-01-24
Fixed
8.25000000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC 2021 Term Loan B
46269KAK0
2176645.26000000
PA
USD
2171203.65000000
0.069007051954
Long
LON
CORP
US
N
2
2026-11-04
None
0.00000000
N
N
N
N
N
N
Jay Park CLO, Ltd.
N/A
Jay Park CLO Ltd
47206WAE2
1250000.00000000
PA
USD
1214791.88000000
0.038609554832
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
5.33000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
1500000.00000000
PA
USD
1558050.00000000
0.049519278073
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
FAURECIA
969500F0VMZLK2IULV85
Faurecia SE
000000000
285000.00000000
PA
356155.27000000
0.011319631496
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust 2020-A
09661RAB7
146838.13000000
PA
USD
146908.63000000
0.004669175764
Long
ABS-O
CORP
US
N
2
2023-02-27
Fixed
0.39000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
224000.00000000
PA
291946.97000000
0.009278908372
Long
DBT
CORP
GB
N
2
2029-03-22
Fixed
3.63000000
N
N
N
N
N
N
AM Capital Funding, LLC
549300VEZWL2JF9NXH87
AM Capital Funding LLC
00166AAA5
7960000.00000000
PA
USD
8301600.22000000
0.263848560539
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
4.98000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
200000.00000000
PA
299011.28000000
0.009503432316
Long
DBT
CORP
NL
N
2
2028-07-07
Fixed
4.50000000
N
N
N
N
N
N
PCF GMBH
5299001ZMR76CCHGY076
PCF GmbH
000000000
550000.00000000
PA
670346.47000000
0.021305525017
Long
DBT
CORP
DE
N
2
2026-04-15
Fixed
4.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBD1
3159000.00000000
PA
USD
3493885.59000000
0.111045660978
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Garda World Security Corporation
N/A
Garda World Security Corporation 2021 Term Loan B
000000000
3086675.20000000
PA
USD
3079730.18000000
0.097882619411
Long
LON
CORP
CA
N
2
2026-10-30
Floating
4.34000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
255000.00000000
PA
USD
156080.40000000
0.004960680805
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL 2021 Term Loan B3
000000000
3228608.05000000
PA
USD
3228608.05000000
0.102614383246
Long
LON
CORP
LU
N
2
2026-10-01
Floating
4.50000000
N
N
N
N
N
N
SPAIN I/L BOND
9598007A56S18711AH60
Spain Government Inflation Linked Bond
000000000
193487.19000000
PA
258232.95000000
0.008207380545
Long
DBT
NUSS
ES
N
2
2024-11-30
Fixed
1.80000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
175982.00000000
PA
USD
67489.10000000
0.002144996315
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-46351.52000000
-0.00147318366
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1721501.27000000
EUR
7696314.00000000
PLN
2021-09-30
-46351.52000000
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
180000.00000000
PA
USD
186525.00000000
0.005928297129
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
3590000.00000000
PA
USD
4316975.00000000
0.137205792792
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
DEXIA CREDIT LOCAL
F4G136OIPBYND1F41110
Dexia Credit Local SA
000000000
200000.00000000
PA
246996.02000000
0.007850238822
Long
DBT
CORP
FR
N
2
2026-01-17
Fixed
0.63000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
2530000.00000000
PA
USD
2798812.50000000
0.088954253369
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
000000000
220000.00000000
PA
263283.70000000
0.008367907803
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
0.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
1257000.00000000
PA
USD
1355020.86000000
0.043066432246
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
861.13000000
0.000027369170
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
300000.00000000
USD
253233.62000000
EUR
2021-10-20
861.13000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030686
77075000.00000000
PA
USD
80793266.79000000
2.567840726953
Long
ABS-MBS
USGSE
US
N
2
2051-08-15
Fixed
3.00000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2021-A
55317JAB6
460000.00000000
PA
USD
460322.09000000
0.014630350488
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.30000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AAdvantage Loyalty IP Ltd. 2021 Term Loan
02376CBJ3
1620000.00000000
PA
USD
1663335.00000000
0.052865536018
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGJ2
1580000.00000000
PA
USD
1590135.86000000
0.050539058326
Long
DBT
CORP
US
N
2
2023-04-24
Floating
1.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
6840000.00000000
PA
USD
6788700.00000000
0.215764271401
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
5045000.00000000
PA
USD
5272025.00000000
0.167560008975
Long
DBT
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
CommScope Inc
549300NGP3QQM94T9A69
CommScope Inc
20338QAA1
1595000.00000000
PA
USD
1688706.25000000
0.053671906792
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
OCP CLO Ltd
254900WK4JKXAXOKTL68
OCP CLO 2018-15 Ltd
67112QAA4
1000000.00000000
PA
USD
996308.00000000
0.031665513236
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
5.98000000
N
N
N
N
N
N
REDSTONE BUYER LLC
N/A
REDSTONE BUYER LLC 2021 DELAYED DRAW TERM LOAN
75774EAH8
457096.77000000
PA
USD
453385.14000000
0.014409874408
Long
LON
CORP
US
N
2
2028-04-27
None
0.00000000
N
N
N
N
N
N
APX Group, Inc.
N/A
APX Group, Inc. 2021 Term Loan B
00213NAM4
2190000.00000000
PA
USD
2172480.00000000
0.069047618002
Long
LON
CORP
US
N
2
2028-07-10
Floating
4.00000000
N
N
N
N
N
N
MAXEDA DIY HOLDING BV
724500KEZU4CPEQLGZ87
Maxeda DIY Holding BV
000000000
1000000.00000000
PA
1217319.66000000
0.038689894899
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
5.88000000
N
N
N
N
N
N
Altice Finco SA
549300IGQP5SEZB5Z419
Altice Finco SA
000000000
920000.00000000
PA
1069232.22000000
0.033983253186
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
6000000.00000000
PA
1202387.95000000
0.038215322517
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-13288.42000000
-0.00042234393
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
679080.17000000
USD
9827676.00000000
ZAR
2021-10-01
-13288.42000000
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAE8
2855000.00000000
PA
USD
1898575.00000000
0.060342134955
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 41, LTD.
N/A
Octagon Investment Partners 41 Ltd
67592GAA5
3200000.00000000
PA
USD
3200251.52000000
0.101713131750
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.03000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
2692800.00000000
PA
USD
2691130.46000000
0.085531810648
Long
LON
CORP
US
N
2
2027-04-09
Floating
4.75000000
N
N
N
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
119823.06000000
PA
222618.31000000
0.007075445587
Long
DBT
NUSS
DE
N
2
2046-04-15
Fixed
0.10000000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
Bayer AG
000000000
200000.00000000
PA
230981.61000000
0.007341255142
Long
DBT
CORP
DE
N
2
2036-01-12
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
6206.39000000
0.000197256796
N/A
DFE
ID
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1407452.41000000
USD
20611296082.00000000
IDR
2021-10-26
6206.39000000
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
000000000
630000.00000000
PA
742606.38000000
0.023602151298
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PSY5
2594514.60000000
PA
USD
480828.94000000
0.015282116739
Long
ABS-MBS
USGA
US
N
2
2043-12-16
Floating
6.01000000
N
N
N
N
N
N
N/A
N/A
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
-404.77000000
-0.00001286474
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1196408.73000000
EUR
30546564.00000000
CZK
2021-09-15
-404.77000000
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan
000000000
192338.90000000
PA
USD
190296.26000000
0.006048158541
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
1145000.00000000
PA
USD
1207975.00000000
0.038392894920
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
4050000.00000000
PA
USD
4306243.50000000
0.136864715078
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1385000.00000000
PA
USD
1490758.60000000
0.047380565228
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
CPG International Inc.
N/A
CPG International Inc. 2017 Term Loan
12626JAE7
874085.43000000
PA
USD
871900.22000000
0.027711478737
Long
LON
CORP
US
N
2
2024-05-05
Floating
3.25000000
N
N
N
N
N
N
ISTANBUL METROPOLITAN MU
N/A
Istanbul Metropolitan Municipality
000000000
200000.00000000
PA
USD
198810.79000000
0.006318774618
Long
DBT
NUSS
TR
N
2
2025-12-09
Fixed
6.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
5204.63000000
0.000165418003
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
225722.56000000
USD
1207627.00000000
BRL
2021-09-02
5204.63000000
N
N
N
Wilsonart LLC
549300SAZRUMYKDJBY14
Wilsonart LLC 2021 Term Loan E
000000000
1476984.50000000
PA
USD
1469230.33000000
0.046696335332
Long
LON
CORP
US
N
2
2026-12-19
Floating
4.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
3635000.00000000
PA
USD
3753849.96000000
0.119308070995
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
4845000.00000000
PA
USD
4809679.95000000
0.152865363042
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
1875000.00000000
PA
USD
1602618.75000000
0.050935800216
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AE4
1970000.00000000
PA
USD
2164281.40000000
0.068787043083
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.88000000
N
N
N
N
N
N
Ohio University
549300P1K3IH2L5SFY61
OHIO UNIV GEN RECPTS ATHENS
677704F86
2055000.00000000
PA
USD
2087197.33000000
0.066337091221
Long
DBT
MUN
US
N
2
2043-12-01
Fixed
2.91000000
N
N
N
N
N
N
N/A
N/A
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-295377.99000000
-0.00938795598
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
9024976.16000000
USD
6625235000.00000000
CLP
2021-08-05
-295377.99000000
N
N
N
BANK BAHRAIN & KUWAIT
549300MCPF5HTBF8ZR90
BBK BSC
000000000
200000.00000000
PA
USD
211904.38000000
0.006734926297
Long
DBT
CORP
BH
N
2
2024-07-09
Fixed
5.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
1529550.00000000
PA
USD
1517130.05000000
0.048218725213
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMH2
335000.00000000
PA
USD
335767.10000000
0.010671637234
Long
DBT
CORP
US
N
2
2024-03-25
Floating
0.69000000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
12642KAB0
3840000.00000000
PA
USD
4238169.60000000
0.134701132148
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT SEP21
000000000
-568.00000000
NC
USD
-8461899.99000000
-0.26894334497
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
-104871850.01000000
USD
-8461899.99000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
503058.51000000
PA
637472.92000000
0.020260709726
Long
DBT
NUSS
FR
N
2
2025-03-01
Fixed
0.10000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
445000.00000000
PA
USD
470525.20000000
0.014954634459
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RR1
4389944.30000000
PA
USD
5935856.34000000
0.188658464557
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
270000.00000000
PA
USD
270675.00000000
0.008602824423
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
888.68000000
0.000028244788
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
167746.00000000
USD
141939.14000000
EUR
2021-10-20
888.68000000
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
185000.00000000
PA
USD
194531.20000000
0.006182757027
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
5545000.00000000
PA
USD
6345559.38000000
0.201679997092
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29000000
N
N
N
N
N
N
Varsity Brands, Inc.
549300YOKDS0ZSYJRX81
Varsity Brands, Inc. 2017 Term Loan B
42703UAG0
1116213.39000000
PA
USD
1084122.26000000
0.034456501176
Long
LON
CORP
US
N
2
2024-12-15
Floating
4.50000000
N
N
N
N
N
N
DIB SUKUK LTD
549300U3ZMUHC2JQLL56
DIB Sukuk Ltd
000000000
200000.00000000
PA
USD
208394.56000000
0.006623374195
Long
DBT
CORP
KY
N
2
2026-01-16
Fixed
2.95000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAG2
555000.00000000
PA
USD
555038.82000000
0.017640718634
Long
DBT
CORP
US
N
2
2023-04-05
Floating
0.59000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
14447.94000000
0.000459196789
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5455285.00000000
PLN
1205044.71000000
EUR
2021-09-15
14447.94000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
300000.00000000
PA
401682.34000000
0.012766611785
Long
DBT
CORP
NL
N
2
2029-06-17
Fixed
3.88000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
220368.19000000
0.007003930348
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
5880000.00000000
PA
USD
5709656.40000000
0.181469184541
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
5145000.00000000
PA
USD
5376525.00000000
0.170881317379
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
TMS International Corp.
549300L4K0F1YF8WKF23
TMS International Corp. 2018 Term Loan B2
87261SAD1
785428.92000000
PA
USD
777574.63000000
0.024713542136
Long
LON
CORP
US
N
3
2024-08-14
Floating
3.75000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016268AA2
550000.00000000
PA
USD
532250.35000000
0.016916435984
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.13000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
1935000.00000000
PA
USD
2000306.25000000
0.063575444578
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
228234AA8
3000000.00000000
PA
USD
3000591.00000000
0.095367350286
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.87000000
N
N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
000000000
200000.00000000
PA
USD
213528.66000000
0.006786550554
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
MASHREQBANK PSC
5493000SA3K24EQKA103
Mashreqbank PSC
000000000
200000.00000000
PA
USD
213756.99000000
0.006793807533
Long
DBT
CORP
AE
N
2
2024-02-26
Fixed
4.25000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 6 Ltd
67098QAE4
3000000.00000000
PA
USD
3000588.00000000
0.095367254937
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.39000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
675000.00000000
PA
USD
701865.00000000
0.022307273903
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.63000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
440000.00000000
PA
USD
506000.00000000
0.016082124903
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
346207.50000000
PA
446730.48000000
0.014198370310
Long
DBT
NUSS
IT
N
2
2025-05-26
Fixed
1.40000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
2305000.00000000
PA
USD
2552349.55000000
0.081120957034
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.88000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
214000.00000000
PA
USD
219350.00000000
0.006971569362
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.63000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) SEP21
000000000
323.00000000
NC
USD
209598.95000000
0.006661653149
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
39986237.15000000
USD
209598.95000000
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
745000.00000000
PA
1092508.69000000
0.034723045869
Long
DBT
CORP
JE
N
2
2026-08-28
Fixed
6.50000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2021 Term Loan
03765VAK6
3196108.93000000
PA
USD
3180575.84000000
0.101087782455
Long
LON
CORP
US
N
2
2026-09-23
Floating
3.50000000
N
N
N
N
N
N
Athenahealth, Inc.
5493004JZ4RQIZBHP241
Athenahealth, Inc. 2021 Term Loan B1
04685YAM1
3198385.01000000
PA
USD
3194387.03000000
0.101526741511
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.41000000
N
N
N
N
N
N
N/A
N/A
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-17818.48000000
-0.00056632217
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
10570576.82000000
USD
210121926.00000000
MXN
2021-08-05
-17818.48000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
7270000.00000000
PA
USD
9345148.80000000
0.297015514305
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300R0C8KS2AMEHL81
Eaton Vance CLO 2018-1 Ltd
27831EAA5
750000.00000000
PA
USD
744171.00000000
0.023651879389
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
18709.25000000
0.000594633390
N/A
DFE
PH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1360783.02000000
USD
69061099.00000000
PHP
2021-09-10
18709.25000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
129786.00000000
0.004124969689
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2006-RFC1
14453EAD4
3405167.80000000
PA
USD
3394640.38000000
0.107891364806
Long
ABS-O
CORP
US
N
2
2036-03-25
Floating
0.57000000
N
N
N
N
N
N
Aimco
5493004I93856WYBB035
AIMCO CLO 10 Ltd
00901AAQ0
1050000.00000000
PA
USD
1050000.00000000
0.033371998316
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
0.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAK5
1215000.00000000
PA
USD
1219519.80000000
0.038759821631
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
N/A
N/A
912828Z37 @ 110.646 08/19/2021
000000000
7155000.00000000
OU
Notional Amount
USD
153344.33000000
0.004873720688
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
7155000.00000000
USD
153344.33000000
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
1643000.00000000
PA
USD
1709259.48000000
0.054325147132
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.70000000
N
N
N
N
N
N
Dryden Senior Loan Fund
54930046L20VLJKPVV31
Dryden 45 Senior Loan Fund
26244PAG0
250000.00000000
PA
USD
245394.55000000
0.007799339532
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.98000000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
590000.00000000
PA
727150.82000000
0.023110929467
Long
DBT
CORP
NL
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-52823.79000000
-0.00167889088
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
969140.21000000
USD
4772405.00000000
BRL
2021-08-03
-52823.79000000
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31395Q3Q1
11933525.36000000
PA
USD
1917888.89000000
0.060955985531
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Fixed
4.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
3435000.00000000
PA
USD
3567247.50000000
0.113377311966
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
1220000.00000000
PA
USD
1268531.60000000
0.040317556590
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
123000.00000000
PA
148462.09000000
0.004718549159
Long
DBT
CORP
FR
N
2
2027-10-25
Fixed
1.63000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAB2
1525000.00000000
PA
USD
1555500.00000000
0.049438231791
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
1415000.00000000
PA
USD
1441531.25000000
0.045815979474
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
148000.00000000
PA
USD
154173.85000000
0.004900085202
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
PHILIPPINE NATIONAL BANK
549300AFS0UU6SDK2K95
Philippine National Bank
000000000
200000.00000000
PA
USD
209448.85000000
0.006656882542
Long
DBT
CORP
PH
N
2
2024-09-27
Fixed
3.28000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1542.51000000
-0.00004902537
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
334026.00000000
EUR
394703.29000000
USD
2021-08-04
-1542.51000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
3225000.00000000
PA
USD
4015125.00000000
0.127612137848
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
4845000.00000000
PA
USD
4917675.00000000
0.156297754115
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
000000000
250000.00000000
PA
304535.45000000
0.009679006214
Long
DBT
US
N
2
2029-05-21
Fixed
0.88000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
12553589.06000000
PA
USD
12664311.72000000
0.402507989904
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Floating
2.39000000
N
N
N
N
N
N
BANIJAY GROUP SAS
969500TVFVKI682L1144
Banijay Group SAS
000000000
890000.00000000
PA
1092641.85000000
0.034727278075
Long
DBT
CORP
FR
N
2
2026-03-01
Fixed
6.50000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAH9
1260000.00000000
PA
USD
1293944.40000000
0.041125247941
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE
235241UA2
1710000.00000000
PA
USD
1760662.68000000
0.055958887612
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
2.82000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XC36
3257658.63000000
PA
USD
3293379.51000000
0.104673005203
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Floating
2.29000000
N
N
N
N
N
N
LABORATOIRE EIMER SELAS
969500DCZL54LLTFEM37
Laboratoire Eimer Selas
000000000
385000.00000000
PA
470407.23000000
0.014950885035
Long
DBT
CORP
FR
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAF2
157934.19000000
PA
USD
2086.74000000
0.000066322555
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.84000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1020000.00000000
PA
USD
889960.20000000
0.028285476472
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2020 Extended Term Loan
88023HAD2
1141785.46000000
PA
USD
1139410.55000000
0.036213720910
Long
LON
CORP
US
N
2
2026-11-02
Floating
3.75000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
2000000.00000000
PA
2286524.32000000
0.072672272150
Long
DBT
CORP
FR
N
2
2025-01-30
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJX3
18956222.35000000
PA
USD
19471566.21000000
0.618861975980
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
3.09000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
75340000.00000000
PA
4165902.24000000
0.132404269085
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
480000.00000000
PA
USD
561600.00000000
0.017849251671
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.63000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
1155000.00000000
PA
USD
1274611.80000000
0.040510802708
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02588NAA3
665000.00000000
PA
USD
667365.60000000
0.021210784456
Long
ABS-O
CORP
US
N
2
2025-02-18
Floating
0.47000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
1310000.00000000
PA
USD
1353334.80000000
0.043012844445
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
CommScope Inc
549300NGP3QQM94T9A69
CommScope Inc
20338QAD5
4275000.00000000
PA
USD
4456687.50000000
0.141646254997
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
5451424.91000000
PA
USD
5482034.12000000
0.174234698498
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
1.89000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
1210000.00000000
PA
USD
1259501.10000000
0.040030541513
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DKU5
2055000.00000000
PA
USD
2187481.95000000
0.069524422812
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.98000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
300000.00000000
PA
365522.35000000
0.011617344046
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.38000000
N
N
N
N
N
N
N/A
N/A
EURO-OAT FUTURE SEP21
000000000
-11.00000000
NC
-46572.15000000
-0.00148019591
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-OAT
OATU1 Comdty
2021-09-08
-1743620.00000000
EUR
-46572.15000000
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
8370000.00000000
PA
USD
8455541.40000000
0.268741250824
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
OCP CLO Ltd
25490025Q5WQX513IQ05
OCP CLO 2017-14 Ltd
67097TAA7
1800000.00000000
PA
USD
1782021.78000000
0.056637740802
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
5.96000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
211440.00000000
0.006720166975
Long
DBT
NUSS
DO
N
2
2024-04-18
Fixed
5.88000000
N
N
N
N
N
N
KKR Financial CLO Ltd
549300MJB0YZ0QTQNZ45
KKR Clo 25 Ltd
48252UAN7
5500000.00000000
PA
USD
5515823.50000000
0.175308621482
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.53000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
655000.00000000
PA
USD
667281.25000000
0.021208103572
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.63000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
2770000.00000000
PA
USD
2936200.00000000
0.093320820435
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241AA1
2390000.00000000
PA
USD
2449750.00000000
0.077860050357
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
4440000.00000000
PA
USD
4606500.00000000
0.146407724042
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
870000.00000000
PA
USD
897187.50000000
0.028515180704
Long
DBT
CORP
CH
N
2
2030-01-24
Fixed
5.10000000
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAN8
200000.00000000
PA
USD
206398.00000000
0.006559917817
Long
DBT
CORP
VG
N
2
2025-05-13
Fixed
2.15000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
1500000.00000000
PA
2274262.90000000
0.072282569209
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
000000000
1078142.00000000
PA
USD
1056913.38000000
0.033591725274
Long
LON
CORP
US
N
2
2028-02-10
Floating
4.25000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
80000.00000000
PA
156562.14000000
0.004975991878
Long
DBT
NUSS
DE
N
2
2046-08-15
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
380000.00000000
PA
USD
338196.20000000
0.010748840968
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
REPUBLIKA SLOVEN
485100000LWQHIX4XX88
Slovenia Government Bond
000000000
119000.00000000
PA
143493.07000000
0.004560619514
Long
DBT
NUSS
SI
N
2
2031-07-01
Fixed
0.13000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
865000.00000000
PA
USD
883381.25000000
0.028076378655
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
805000.00000000
PA
USD
819087.50000000
0.026032939686
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
1110000.00000000
PA
USD
1262625.00000000
0.040129827975
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
628000.00000000
PA
768086.43000000
0.024411980046
Long
DBT
NUSS
IT
N
2
2031-04-01
Fixed
0.90000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAF8
30402741.76000000
PA
USD
699205.30000000
0.022222741042
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
0.96000000
N
N
N
N
N
N
N/A
N/A
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
4214.74000000
0.000133956472
N/A
DFE
KZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
362771.85000000
USD
157860171.00000000
KZT
2021-09-24
4214.74000000
N
N
N
Voya CLO Ltd
54930068MLVF3BECCK93
Voya CLO 2018-3 Ltd
92917LAA0
250000.00000000
PA
USD
243567.35000000
0.007741265899
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
5.88000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AP0
2400000.00000000
PA
USD
2505600.00000000
0.079635122839
Long
DBT
CORP
US
N
2
2023-07-06
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QQ5
16454000.00000000
PA
USD
16807519.13000000
0.534190952486
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Floating
2.59000000
N
N
N
N
N
N
AVEANNA HEALTHCARE LLC
N/A
AVEANNA HEALTHCARE LLC
05549DAK4
413207.55000000
PA
USD
410108.49000000
0.013034418893
Long
LON
CORP
US
N
2
2028-06-30
None
0.00000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
1318358.83000000
PA
USD
1303527.29000000
0.041429819549
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.34000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
000000000
200000.00000000
PA
USD
201498.00000000
0.006404181825
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIII CLO Ltd
04015YAA8
1700000.00000000
PA
USD
1701739.78000000
0.054086149593
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
6.98000000
N
N
N
N
N
N
Kestrel Acquisition, LLC
549300ER0JUHJLPPMH08
Kestrel Acquisition, LLC 2018 Term Loan B
49254YAB1
721646.79000000
PA
USD
612194.62000000
0.019457293169
Long
LON
CORP
US
N
2
2025-06-02
Floating
5.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAT0
2845000.00000000
PA
USD
2937462.50000000
0.093360946290
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
200000.00000000
PA
USD
160802.87000000
0.005110774387
Long
DBT
CORP
VG
N
2
2023-09-26
Fixed
6.75000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1400000.00000000
PA
USD
1517250.00000000
0.048222537567
Long
DBT
CORP
DE
N
2
2025-04-09
Fixed
7.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
1740000.00000000
PA
USD
1669704.00000000
0.053067961025
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
898324AC2
200000.00000000
PA
USD
225250.00000000
0.007159088210
Long
DBT
MX
N
2
2026-01-30
Fixed
5.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
2720000.00000000
PA
USD
2788000.00000000
0.088610601244
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
N/A
N/A
EQUITYTRS-78468R408-USD-LIBOR-BBA-20210909
000000000
35571528.43000000
OU
Notional Amount
USD
-21456.61000000
-0.00068195233
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
Y
equity-performance leg
2021-09-09
0.00000000
USD
0.00000000
USD
35571528.43000000
USD
-21456.61000000
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
590000.00000000
PA
724383.24000000
0.023022967872
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
4.50000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2021 Incremental Term Loan
90385KAG6
1071860.06000000
PA
USD
1070627.42000000
0.034027596626
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.00000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
1630000.00000000
PA
USD
1639861.50000000
0.052119481159
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
6198000.00000000
PA
USD
9890938.72000000
0.314362276488
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGRJ0
4419636.16000000
PA
USD
809016.61000000
0.025712858044
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Floating
6.06000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
565000.00000000
PA
USD
615330.20000000
0.019556950855
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
166995.00000000
PA
235811.33000000
0.007494757435
Long
DBT
NUSS
BE
N
2
2037-06-22
Fixed
1.45000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
L2465BAQ9
855000.00000000
PA
USD
847159.65000000
0.026925152774
Long
LON
CORP
GB
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
5307.97000000
0.000168702443
N/A
DFE
CZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
425915.94000000
EUR
10991715.00000000
CZK
2021-09-15
5307.97000000
N
N
N
N/A
N/A
912810FH6 @ 142.421 08/19/2021
000000000
3700000.00000000
OU
Notional Amount
USD
86845.64000000
0.002760202430
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
3700000.00000000
USD
86845.64000000
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319YAA3
1000000.00000000
PA
USD
981054.80000000
0.031180722984
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.08000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
1715000.00000000
PA
USD
1775796.75000000
0.056439891572
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
195940.00000000
PA
USD
71224.19000000
0.002263708141
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
2047000.00000000
PA
USD
2088410.81000000
0.066375659081
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc. 2021 Term Loan B
90932RAJ3
1620937.50000000
PA
USD
1621553.46000000
0.051537599368
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7E8
885000.00000000
PA
USD
888809.54000000
0.028248905211
Long
DBT
CORP
CA
N
2
2023-01-17
Floating
0.49000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BH3
2760000.00000000
PA
USD
3055872.00000000
0.097124338323
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
9.50000000
N
N
N
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
192836.67000000
PA
283517.55000000
0.009010997334
Long
DBT
NUSS
DE
N
2
2030-04-15
Fixed
0.50000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KB5
1710000.00000000
PA
USD
1793117.63000000
0.056990398599
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.01000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
134797.30000000
PA
171274.13000000
0.005443580931
Long
DBT
NUSS
IT
N
2
2027-10-28
Fixed
0.65000000
N
N
N
N
N
N
SEVERSTAL (STEEL CAP)
222100O3LN8LHUW6LJ83
Severstal OAO Via Steel Capital SA
000000000
200000.00000000
PA
USD
211377.37000000
0.006718176415
Long
DBT
CORP
LU
N
2
2022-10-17
Fixed
5.90000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
2065000.00000000
PA
USD
2201806.25000000
0.069979689969
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
191990.26000000
0.006101998698
Long
DBT
CORP
KY
N
2
2024-02-01
Fixed
7.50000000
N
N
N
N
N
N
CENTURION BIDCO SPA
815600440B4998FCA515
Centurion Bidco SpA
000000000
565000.00000000
PA
698670.53000000
0.022205744524
Long
DBT
CORP
IT
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5402.74000000
-0.00017171450
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
540156.37000000
USD
450222.00000000
EUR
2021-10-06
-5402.74000000
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
2290000.00000000
PA
USD
2326456.80000000
0.073941440393
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
200000.00000000
PA
USD
217500.00000000
0.006912771079
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
1899806.74000000
PA
USD
1899008.82000000
0.060355922994
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BV7
450000.00000000
PA
USD
451901.61000000
0.014362723588
Long
DBT
CORP
US
N
2
2022-08-08
Floating
0.53000000
N
N
N
N
N
N
HUNT OIL CO OF PERU
549300SVO0550J3IKN50
Hunt Oil Co of Peru LLC Sucursal Del Peru
000000000
200000.00000000
PA
USD
198000.00000000
0.006293005396
Long
DBT
CORP
PE
N
2
2028-06-01
Fixed
6.38000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAD3
300000.00000000
PA
USD
289998.54000000
0.009216981703
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
2.53000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
11813158.00000000
PA
1307354.60000000
0.041551462390
Long
DBT
NUSS
TR
N
2
2022-08-17
Fixed
10.70000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
1205000.00000000
PA
USD
1246439.95000000
0.039615420869
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
PLATIN 1426 GMBH
213800NMYXIGFN77O655
Schenck Process Holding GmbH/Darmstadt
000000000
450000.00000000
PA
537148.59000000
0.017072116039
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.38000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493001WZ3LKC11Q9C47
Magnetite XX Ltd
55955AAG1
250000.00000000
PA
USD
244548.48000000
0.007772449012
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.63000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
10535000.00000000
PA
USD
11641175.00000000
0.369989783335
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
1715000.00000000
PA
USD
1796462.50000000
0.057096708119
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-30078.12000000
-0.00095596854
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4863648.00000000
EUR
5742874.94000000
USD
2021-09-03
-30078.12000000
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
220000.00000000
PA
278853.38000000
0.008862756693
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-2370.24000000
-0.00007533299
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
425973.05000000
EUR
152347643.00000000
HUF
2021-09-15
-2370.24000000
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
165000.00000000
PA
USD
185310.68000000
0.005889702572
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
1470000.00000000
PA
USD
1683150.00000000
0.053495313301
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
3205000.00000000
PA
USD
3361243.75000000
0.106829924539
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CA8
580000.00000000
PA
USD
603316.00000000
0.019175105272
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1510000.00000000
PA
USD
1709682.40000000
0.054338588737
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1999.34000000
-0.00006354473
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
476758.00000000
EUR
563565.48000000
USD
2021-08-04
-1999.34000000
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
3330000.00000000
PA
USD
3592004.40000000
0.114164156942
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
1110000.00000000
PA
USD
1146075.00000000
0.036425536162
Long
DBT
CORP
FR
N
2
2026-05-26
Fixed
4.75000000
N
N
N
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAD8
1275000.00000000
PA
USD
1173000.00000000
0.037281289547
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
8460000.00000000
PA
USD
8009275.06000000
0.254557632208
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
2025000.00000000
PA
USD
2253825.00000000
0.071632994386
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
Sunshine Mid BV
724500YPEUZJGV4VB176
Sunshine Mid BV
000000000
575000.00000000
PA
705966.72000000
0.022437638277
Long
DBT
CORP
NL
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
1340000.00000000
PA
USD
1340000.00000000
0.042589026422
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-630.74000000
-0.00002004671
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
452580.99000000
USD
380763.00000000
EUR
2021-09-03
-630.74000000
N
N
N
Magnetite CLO Ltd
5493001WZ3LKC11Q9C47
Magnetite XX Ltd
55955BAA2
250000.00000000
PA
USD
242414.23000000
0.007704616452
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.48000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689BAJ7
3500000.00000000
PA
USD
3499855.45000000
0.111235400176
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
6.62000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
15400000.00000000
PA
USD
15919750.00000000
0.505975114475
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
117000.00000000
PA
141793.08000000
0.004506588978
Long
DBT
NUSS
XX
N
2
2031-04-22
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
1105000.00000000
PA
USD
1083308.85000000
0.034430648684
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
GTT Communications, Inc.
549300ETSL7K1ZX05H30
GTT Communications, Inc. 2018 USD Term Loan B
36250LAP9
1341614.47000000
PA
USD
1053167.36000000
0.033472666061
Long
LON
CORP
US
N
2
2025-05-31
Floating
2.90000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
1450000.00000000
PA
USD
1598335.00000000
0.050799650408
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
680000.00000000
PA
USD
670928.80000000
0.021324033127
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
4900000.00000000
PA
USD
5143285.00000000
0.163468284153
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
153000.00000000
PA
181717.12000000
0.005775488974
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Forterra Finance, LLC
N/A
Forterra Finance, LLC 2017 Term Loan B
34960TAC7
442879.15000000
PA
USD
442325.55000000
0.014058369057
Long
LON
CORP
US
N
2
2023-10-25
Floating
4.00000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
2710000.00000000
PA
USD
2861384.94000000
0.090942984191
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAC3
5705000.00000000
PA
USD
5867307.25000000
0.186479778732
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
EURO-SCHATZ FUT SEP21
000000000
69.00000000
NC
15794.01000000
0.000501978738
N/A
DIR
DE
N
1
Eurex Zurich
N/A
Long
Euro-Schatz Futures (FGBS)
DUU1 Comdty
2021-09-08
7739180.76000000
EUR
15794.01000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
56380000.00000000
PA
3004648.63000000
0.095496313354
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Kronos International Inc
529900NTVDLUSYY9F493
Kronos International Inc
000000000
585000.00000000
PA
706194.55000000
0.022444879365
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GA69
2740000.00000000
PA
USD
2889898.82000000
0.091849236719
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
2.69000000
N
N
N
N
N
N
N/A
N/A
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
4043.80000000
0.000128523511
N/A
DFE
RO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
314522.28000000
EUR
1569011.68000000
RON
2021-10-06
4043.80000000
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
2635000.00000000
PA
USD
2678398.45000000
0.085127151013
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
660000.00000000
PA
USD
671550.00000000
0.021343776637
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
15630000.00000000
PA
USD
15655164.30000000
0.497565825394
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
2215000.00000000
PA
USD
2241137.00000000
0.071229733515
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XJK5
2055000.00000000
PA
USD
2312711.39000000
0.073504572013
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
525000.00000000
PA
USD
541301.25000000
0.017204099432
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
850000.00000000
PA
USD
868827.50000000
0.027613818921
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
404875.00000000
PA
USD
400826.25000000
0.012739402800
Long
LON
CORP
US
N
2
2027-02-28
Floating
3.09000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
2271170.69000000
PA
USD
2236285.51000000
0.071075539309
Long
LON
CORP
US
N
2
2025-04-25
Floating
2.88000000
N
N
N
N
N
N
QNB Finansbank AS/Turkey
789000Q21SW842S9IJ58
QNB Finansbank AS
000000000
200000.00000000
PA
USD
204002.09000000
0.006483768956
Long
DBT
CORP
TR
N
2
2022-05-19
Fixed
4.88000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Term Loan
000000000
855100.10000000
PA
USD
846018.94000000
0.026888897753
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
BANCO INBURSA
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
000000000
200000.00000000
PA
USD
213502.00000000
0.006785703223
Long
DBT
CORP
MX
N
2
2024-06-06
Fixed
4.13000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
3240000.00000000
PA
USD
3197491.20000000
0.101625400898
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
1695000.00000000
PA
USD
1757164.13000000
0.055847693703
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPG2
1015000.00000000
PA
USD
1020130.45000000
0.032422658723
Long
DBT
CORP
US
N
2
2022-12-09
Floating
0.52000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
35000.00000000
PA
41955.63000000
0.001333469727
Long
DBT
NUSS
IT
N
2
2045-04-30
Fixed
1.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
3775000.00000000
PA
USD
4443971.79000000
0.141242113423
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.38000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
1260000.00000000
PA
USD
1357650.00000000
0.043149993823
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XY24
3241883.19000000
PA
USD
3280004.17000000
0.104247898704
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Floating
2.44000000
N
N
N
N
N
N
N/A
N/A
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-6023.87000000
-0.00019145578
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
523241.05000000
EUR
186193182.00000000
HUF
2021-09-15
-6023.87000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
1660000.00000000
PA
USD
1671802.60000000
0.053134660526
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1376000.00000000
PA
USD
1494879.19000000
0.047511529344
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.13000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1125000.00000000
PA
USD
1237113.60000000
0.039319002834
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAA3
1070000.00000000
PA
USD
1132060.00000000
0.035980099442
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.88000000
N
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
189054.70000000
0.006008698219
Long
DBT
CORP
KY
N
2
2022-04-09
Fixed
11.25000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
1615950.00000000
PA
USD
1602828.49000000
0.050942466352
Long
LON
CORP
US
N
2
2028-03-13
Floating
2.84000000
N
N
N
N
N
N
UNITY 1 SUKUK LIMITED
549300WZ57IYQNVBCB12
Unity 1 Sukuk Ltd
000000000
650000.00000000
PA
USD
655967.85000000
0.020848531415
Long
DBT
CORP
KY
N
2
2021-11-30
Fixed
3.86000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCX7
560000.00000000
PA
USD
566469.74000000
0.018004025913
Long
DBT
CORP
US
N
2
2024-04-15
Floating
0.76000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
363202.40000000
PA
470796.95000000
0.014963271450
Long
DBT
NUSS
IT
N
2
2023-09-15
Fixed
2.60000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
15642353.00000000
PA
911944.02000000
0.028984185047
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
9084.95000000
0.000288745653
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8711683.10000000
USD
6625235000.00000000
CLP
2021-09-08
9084.95000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
6075000.00000000
PA
USD
6378750.00000000
0.202734889772
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
1240000.00000000
PA
USD
1342622.40000000
0.042672373783
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
47495.79000000
0.001509551832
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8748360.17000000
USD
7403437.00000000
EUR
2021-10-20
47495.79000000
N
N
N
N/A
N/A
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
7382.89000000
0.000234649326
N/A
DFE
RU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
10896671.26000000
USD
800946745.00000000
RUB
2021-09-08
7382.89000000
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
1620000.00000000
PA
USD
1628100.00000000
0.051745667103
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
6345000.00000000
PA
USD
6724553.71000000
0.213725519132
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493000081NBXWGGSW23
Magnetite XXII Ltd
55954HAS1
3000000.00000000
PA
USD
3004280.70000000
0.095484619488
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
3.23000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
4945000.00000000
PA
USD
5179887.50000000
0.164631616123
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
Freddie Mac Multiclass Certificates
N/A
Freddie Mac Multiclass Certificates Series 2020-RR04
3137FRV57
65436000.00000000
PA
USD
8826897.61000000
0.280544011600
Long
ABS-MBS
USGSE
US
N
2
2029-02-27
Variable
2.13000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
1337873.64000000
PA
USD
1332441.87000000
0.042348807469
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
2015000.00000000
PA
USD
2093947.70000000
0.066551637256
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGF6
1500000.00000000
PA
USD
1505572.50000000
0.047851393271
Long
ABS-O
CORP
US
N
2
2024-08-08
Floating
0.47000000
N
N
N
N
N
N
QIB Sukuk Ltd
549300XDP1VCBZLCP049
QIB Sukuk Ltd
000000000
200000.00000000
PA
USD
203957.32000000
0.006482346037
Long
DBT
CORP
KY
N
2
2022-05-23
Fixed
3.25000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2016 Term Loan B
55328HAE1
1774248.88000000
PA
USD
1760746.85000000
0.055961562775
Long
LON
CORP
US
N
2
2023-06-07
Floating
3.75000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
2000000.00000000
PA
2608159.26000000
0.082894748984
Long
DBT
NUSS
GR
N
2
2026-07-23
Fixed
1.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
6516.07000000
0.000207099311
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1543697.00000000
BRL
300950.79000000
USD
2021-09-22
6516.07000000
N
N
N
N/A
N/A
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
9062.80000000
0.000288041663
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4391578.38000000
USD
327480000.00000000
INR
2021-08-05
9062.80000000
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AC3
1310000.00000000
PA
USD
1433140.00000000
0.045549281587
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2021 Term Loan B
44332EAU0
2163150.01000000
PA
USD
2157569.08000000
0.068573706386
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNT7
447062.05000000
PA
USD
447629.82000000
0.014226953904
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
2.29000000
N
N
N
N
N
N
PPM CLO 3 Ltd.
549300UEAJV6RALDS969
PPM CLO 3 Ltd
69355EAS4
300000.00000000
PA
USD
299157.93000000
0.009508093272
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
3.23000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAA8
2745000.00000000
PA
USD
2717550.00000000
0.086371499071
Long
DBT
CORP
XX
N
2
2024-10-15
Fixed
5.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBE4
39745128.90000000
PA
USD
997574.91000000
0.031705779254
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.07000000
N
N
N
N
N
N
Aimco
5493004I93856WYBB035
AIMCO CLO 10 Ltd
00901AAG2
1050000.00000000
PA
USD
1051268.93000000
0.033412328535
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
3.69000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAB2
750000.00000000
PA
USD
750603.08000000
0.023856309259
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
0.36000000
N
N
N
N
N
N
CHINA HUADIAN OVERSEAS
254900VYKHYMLL9E9T73
China Huadian Overseas Development 2018 Ltd
000000000
234000.00000000
PA
USD
241179.12000000
0.007665361130
Long
DBT
CORP
VG
N
2
2025-06-23
Fixed
3.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
8717.50000000
0.000277067043
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
834107.30000000
USD
16874512.00000000
MXN
2021-09-15
8717.50000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1160000.00000000
PA
USD
1279387.20000000
0.040662578556
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
ABERTIS FINANCE BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
000000000
400000.00000000
PA
492886.66000000
0.015665345512
Long
DBT
CORP
NL
N
2
2025-11-24
Fixed
3.25000000
N
N
N
N
N
N
EG Group Limited
N/A
EG Group Limited 2021 Term Loan
000000000
519139.54000000
PA
USD
518817.67000000
0.016489507056
Long
LON
CORP
US
N
2
2026-03-31
Floating
4.75000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
547000.00000000
PA
661334.00000000
0.021019082985
Long
DBT
CORP
JP
N
2
2029-09-19
Fixed
4.00000000
N
N
N
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings, Inc. Term Loan B
19633FAD3
1089326.42000000
PA
USD
1062997.40000000
0.033785092803
Long
LON
CORP
US
N
2
2024-05-01
Floating
4.00000000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
000000000
880000.00000000
PA
1043899.50000000
0.033178107006
Long
DBT
CORP
DE
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAL8
665000.00000000
PA
USD
710319.75000000
0.022575990001
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
6230000.00000000
PA
USD
6432475.00000000
0.204442423686
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2D5
650000.00000000
PA
USD
636122.50000000
0.020217789522
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE SEP21
000000000
-170.00000000
NC
-976442.96000000
-0.03103414554
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU1 Comdty
2021-09-08
-29193765.42000000
EUR
-976442.96000000
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
2977194.75000000
PA
USD
3311819.53000000
0.105259081695
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BT5
876000.00000000
PA
USD
882502.00000000
0.028048433579
Long
DBT
CORP
US
N
2
2023-02-27
Floating
0.79000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
3155000.00000000
PA
USD
3265425.00000000
0.103784531050
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
8442.49000000
0.000268326440
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1738776.00000000
USD
34981718.00000000
MXN
2021-09-15
8442.49000000
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2020 Term Loan
30233PAB6
637872.33000000
PA
USD
630115.80000000
0.020026879444
Long
LON
CORP
US
N
2
2027-02-18
Floating
3.86000000
N
N
N
N
N
N
SNCF RESEAU
969500VZN4KDEZ14C105
SNCF Reseau
000000000
137919.60000000
PA
173128.98000000
0.005502533361
Long
DBT
NUSS
FR
N
2
2023-02-28
Fixed
2.45000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
222155.57000000
PA
297422.66000000
0.009452941436
Long
DBT
NUSS
FR
N
2
2028-03-01
Fixed
0.10000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
8117000.00000000
PA
USD
9715795.02000000
0.308795709572
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1295300.00000000
PA
USD
133415.90000000
0.004240338276
Long
DBT
NUSS
VE
N
2
2024-10-13
None
0.00000000
Y
Y
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1161000.00000000
PA
USD
1207765.08000000
0.038386223063
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DC1
1690000.00000000
PA
USD
1652968.72000000
0.052536066039
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.88000000
N
N
N
N
N
N
Flatiron CLO Ltd
549300ZUHE1G4KLVKW25
Flatiron Clo 17 Ltd
33882FAC4
700000.00000000
PA
USD
698241.53000000
0.022192109679
Long
ABS-CBDO
CORP
KY
N
2
2030-05-15
Floating
6.06000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
1390000.00000000
PA
USD
1403031.25000000
0.044592339536
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.65000000
N
N
N
N
N
N
OCP CLO Ltd
254900FZYL5HDKV64882
OCP CLO 2015-10 Ltd
67092DAQ2
2800000.00000000
PA
USD
2799994.40000000
0.088991817526
Long
ABS-CBDO
CORP
KY
N
2
2027-10-26
Floating
2.73000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02587AAL8
1000000.00000000
PA
USD
1002499.80000000
0.031862306321
Long
ABS-O
CORP
US
N
2
2024-09-16
Floating
0.54000000
N
N
N
N
N
N
MINERA MEXICO SA DE CV
N/A
Minera Mexico SA de CV
60284MAB8
1145000.00000000
PA
USD
1283132.80000000
0.040781624420
Long
DBT
CORP
MX
N
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
2004850.00000000
PA
USD
1997692.69000000
0.063492378178
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
253.18000000
0.000008046783
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
36421.00000000
USD
30868.51000000
EUR
2021-10-20
253.18000000
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust 2015-GC30
36250GAR6
43831514.32000000
PA
USD
1056225.53000000
0.033569863437
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
0.74000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
805000.00000000
PA
USD
734288.80000000
0.023337794854
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
4195000.00000000
PA
USD
4546331.25000000
0.144495389353
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
595000.00000000
PA
709574.85000000
0.022552314952
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAA3
1385147.16000000
PA
USD
1367478.22000000
0.043462362719
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAJ0
2220000.00000000
PA
USD
2392050.00000000
0.076026179593
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.63000000
N
N
N
N
N
N
N/A
N/A
912828B25 @ 106.6895 08/19/2021
000000000
4500000.00000000
OU
Notional Amount
USD
54759.83000000
0.001740423766
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
4500000.00000000
USD
54759.83000000
N
N
N
N/A
N/A
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-6203.15000000
-0.00019715382
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
35273374.00000000
MXN
1755582.57000000
USD
2021-09-15
-6203.15000000
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
5115000.00000000
PA
USD
5948809.55000000
0.189070154559
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
NN BANK NV NETHERLANDS
724500BICUQ0LF1AH770
Nationale-Nederlanden Bank NV/The Netherlands
000000000
200000.00000000
PA
257510.98000000
0.008184434277
Long
DBT
CORP
NL
N
2
2028-09-25
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-10143.10000000
-0.00032237668
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4395704.70000000
USD
327480000.00000000
INR
2021-09-08
-10143.10000000
N
N
N
ZoomInfo LLC
549300XF0FRWD2286I33
ZoomInfo LLC 2021 Term Loan B
25471YAK8
1149456.72000000
PA
USD
1146939.41000000
0.036453009580
Long
LON
CORP
US
N
2
2026-02-02
Floating
3.09000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-3337.11000000
-0.00010606288
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
146817.93000000
USD
2117904.00000000
ZAR
2021-10-01
-3337.11000000
N
N
N
MedRisk, Inc.
N/A
MedRisk, Inc. 2021 Term Loan B
54317EAB0
1620000.00000000
PA
USD
1614265.20000000
0.051305957654
Long
LON
CORP
US
N
2
2028-05-10
Floating
4.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
680000.00000000
PA
USD
719950.00000000
0.022882066845
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAE1
1435000.00000000
PA
USD
1492400.00000000
0.047432733607
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAX8
1215000.00000000
PA
USD
1348650.00000000
0.042863948123
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
000000000
1470000.00000000
PA
1680831.17000000
0.053421614262
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
SPA HOLDINGS 3
743700UEY0YM039XN974
SpA Holdings 3 Oy
000000000
560000.00000000
PA
671735.80000000
0.021349681892
Long
DBT
CORP
FI
N
2
2028-02-04
Fixed
3.63000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
1415000.00000000
PA
USD
2042906.25000000
0.064929394224
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5442.43000000
0.000172975966
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
269965.61000000
USD
198100.00000000
GBP
2021-10-20
5442.43000000
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXV Ltd
09627FAU4
700000.00000000
PA
USD
699992.72000000
0.022247767498
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
3.43000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAB3
1670000.00000000
PA
USD
1669028.06000000
0.053046477722
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.14000000
N
N
N
N
N
N
N/A
N/A
912828V49 @ 110.6065 08/19/2021
000000000
4730000.00000000
OU
Notional Amount
USD
103265.69000000
0.003282078507
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
4730000.00000000
USD
103265.69000000
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
220000.00000000
PA
283331.18000000
0.009005073963
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.63000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
1902154.86000000
PA
USD
1876000.23000000
0.059624644302
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.34000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
1285000.00000000
PA
USD
1315518.75000000
0.041810942390
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
5641000.00000000
PA
USD
5965357.50000000
0.189596095664
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
3180000.00000000
PA
USD
3335025.00000000
0.105996617795
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc. 2018 Term Loan B
88037HAG9
816214.99000000
PA
USD
805506.25000000
0.025601288779
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.09000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2020-B
44891PAB0
442301.83000000
PA
USD
442625.59000000
0.014067905185
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
0.36000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
150000.00000000
PA
USD
169125.00000000
0.005375275443
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
156000.00000000
PA
USD
166341.20000000
0.005286798329
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
5.13000000
N
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
1190000.00000000
PA
USD
1258198.90000000
0.039989153878
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BFR8
1370000.00000000
PA
USD
2346594.77000000
0.074581482584
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.63000000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
MASSACHUSETTS ST EDUCTNL FING AUTH
57563RPN3
1060000.00000000
PA
USD
1202948.95000000
0.038233152699
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
4.08000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
2087000.00000000
PA
2416818.18000000
0.076813383080
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
1215000.00000000
PA
USD
1300050.00000000
0.041319301344
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFJ5
1005000.00000000
PA
USD
1006575.14000000
0.031991832264
Long
ABS-O
CORP
US
N
2
2024-09-16
Floating
0.60000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
1880000.00000000
PA
USD
1983682.00000000
0.063047078442
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
2615000.00000000
PA
USD
2487518.75000000
0.079060449083
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
REPSOL INTL FINANCE
5493002YCY6HTK0OUR29
Repsol International Finance BV
000000000
815000.00000000
PA
1073991.36000000
0.034134512245
Long
DBT
CORP
NL
N
2
2028-09-11
Fixed
4.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
137926000.00000000
PA
2122280.79000000
0.067452143762
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BJ4
1050000.00000000
PA
USD
1314538.90000000
0.041779799959
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
Ingram Micro Inc.
549300KJMEWPKRQZHX63
Ingram Micro Inc. 2021 Term Loan B
000000000
1620000.00000000
PA
USD
1620000.00000000
0.051488225974
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Co Inc
384701AA6
1465000.00000000
PA
USD
1562056.25000000
0.049646608138
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.13000000
N
N
N
N
N
N
Brazil Loan Trust 1
N/A
Brazil Loan Trust 1
000000000
773579.47000000
PA
USD
800662.49000000
0.025447340255
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.48000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
5945000.00000000
PA
USD
6086193.75000000
0.193436616741
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NXV4
19518831.80000000
PA
USD
2338676.16000000
0.074329806547
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
000000000
200000.00000000
PA
USD
218800.00000000
0.006954088792
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
2070000.00000000
PA
USD
2410394.75000000
0.076609228132
Long
DBT
CORP
GB
N
2
2025-09-27
Fixed
7.50000000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
200000.00000000
PA
USD
206766.75000000
0.006571637745
Long
DBT
CORP
TR
N
2
2023-03-15
Fixed
5.25000000
N
N
N
N
N
N
NWD MTN LTD
254900STSWBVJ5FV9O74
NWD MTN Ltd
000000000
1120000.00000000
PA
USD
1171577.36000000
0.037236073986
Long
DBT
CORP
VG
N
2
2029-07-18
Fixed
4.13000000
N
N
N
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
162000.00000000
PA
216712.19000000
0.006887732228
Long
DBT
CORP
FI
N
2
2028-05-15
Fixed
3.13000000
N
N
N
N
N
N
Petco Health and Wellness Company, Inc.
N/A
Petco Health and Wellness Company, Inc. 2021 Term Loan B
000000000
1077300.00000000
PA
USD
1072247.46000000
0.034079086123
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
4615000.00000000
PA
USD
5093806.25000000
0.161895708190
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
5835000.00000000
PA
USD
5911030.05000000
0.187869414169
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
4895000.00000000
PA
USD
6353710.00000000
0.201939047070
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
800000.00000000
PA
USD
816000.00000000
0.025934810120
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
33438.11000000
0.001062758619
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1041932397.00000000
CLP
1404694.84000000
USD
2021-09-15
33438.11000000
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1203000.00000000
PA
USD
1281195.00000000
0.040720035602
Long
DBT
CORP
US
N
2
2024-04-06
Fixed
6.38000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
200000.00000000
PA
USD
243436.00000000
0.007737091221
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
2680000.00000000
PA
USD
2840800.00000000
0.090288736016
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
301935000.00000000
PA
USD
314519554.18000000
9.996329554862
Long
ABS-MBS
USGSE
US
N
2
2051-08-12
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2012-GC8
17318UAG9
1000000.00000000
PA
USD
1015709.50000000
0.032282148308
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
4.29000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAK8
1020000.00000000
PA
USD
1004700.00000000
0.031932234960
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B
07014QAM3
3687622.12000000
PA
USD
3689465.93000000
0.117261762671
Long
LON
CORP
US
N
2
2028-03-06
Floating
5.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
1325000.00000000
PA
USD
1380014.00000000
0.043860785604
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.13000000
N
N
N
N
N
N
Ivanti Software, Inc.
N/A
Ivanti Software, Inc. 2021 Add On Term Loan B
46583DAF6
394012.50000000
PA
USD
391715.41000000
0.012449834288
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
1220000.00000000
PA
USD
1268800.00000000
0.040326087108
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.38000000
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R04
20753TAB9
6980284.11000000
PA
USD
6996278.73000000
0.222361716189
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Floating
2.19000000
N
N
N
N
N
N
FS LUXEMBOURG SARL
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
30315XAB0
610000.00000000
PA
USD
681681.10000000
0.021665771925
Long
DBT
CORP
LU
N
2
2025-12-15
Fixed
10.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
1415000.00000000
PA
USD
1278770.05000000
0.040642963767
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BG1
4625000.00000000
PA
USD
4693126.25000000
0.149160953632
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7220600000.00000000
PA
1823266.67000000
0.057948621182
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
1000000.00000000
PA
USD
988730.50000000
0.031424678649
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
5.81000000
N
N
N
N
N
N
MRC Global (US) Inc.
549300DH01K8F1NQFP75
MRC Global (US) Inc. 2018 1st Lien Term Loan B
55345LAC5
650991.32000000
PA
USD
645568.56000000
0.020518012283
Long
LON
CORP
US
N
2
2024-09-20
Floating
3.09000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
220000.00000000
PA
298377.80000000
0.009483298513
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.88000000
N
N
N
N
N
N
Banco Davivienda SA
549300P161V4IPKAQS70
Banco Davivienda SA
000000000
200000.00000000
PA
USD
205760.00000000
0.006539640355
Long
DBT
CORP
CO
N
2
2022-07-09
Fixed
5.88000000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
5100000.00000000
PA
USD
5121556.78000000
0.162777699276
Long
DBT
CORP
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
520000.00000000
PA
708692.23000000
0.022524262768
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
1415000.00000000
PA
USD
1421367.50000000
0.045175117921
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
3.65000000
N
N
N
N
N
N
Grupo Aval Ltd
549300J4FW1ELLQ80113
Grupo Aval Ltd
000000000
200000.00000000
PA
USD
204358.00000000
0.006495080792
Long
DBT
CORP
KY
N
2
2022-09-26
Fixed
4.75000000
N
N
N
N
N
N
Consolidated Communications, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc. 2021 Term Loan B
20903EBB0
474813.12000000
PA
USD
472795.16000000
0.015026780270
Long
LON
CORP
US
N
2
2027-10-02
Floating
4.25000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
511416.55000000
PA
USD
509074.26000000
0.016179833664
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.10000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
252374.57000000
0.008021184500
Long
DBT
CORP
FR
N
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
Assurant CLO I Ltd
635400A6LSLGJQHVOZ36
ASSURANT CLO I LTD
04625BAA0
3300000.00000000
PA
USD
3280443.21000000
0.104261852649
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.59000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAE2
1208000.00000000
PA
USD
1304640.00000000
0.041465184651
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
9.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
7005000.00000000
PA
USD
6908681.25000000
0.219577618137
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
5135000.00000000
PA
USD
5307792.75000000
0.168696810207
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
1489600.00000000
PA
USD
1462295.63000000
0.046475930764
Long
LON
CORP
US
N
2
2027-07-31
Floating
3.34000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAU9
1515000.00000000
PA
USD
1539618.75000000
0.048933480317
Long
DBT
US
N
2
2026-07-15
Fixed
3.63000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
200000.00000000
PA
USD
209452.00000000
0.006656982658
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.13000000
N
N
N
N
N
N
TCW CLO 2017-1, Ltd
N/A
TCW CLO 2017-1A Ltd
87240HAE9
500000.00000000
PA
USD
504121.50000000
0.016022420808
Long
ABS-CBDO
CORP
KY
N
2
2029-07-29
Floating
6.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-280029.62000000
-0.00890014095
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6775214.49000000
USD
25190925000.00000000
COP
2021-08-05
-280029.62000000
N
N
N
BK LC FINCO 1 SARL
5299004DSXRFOZZ5UG09
BK LC Lux Finco1 Sarl
000000000
455000.00000000
PA
557949.06000000
0.017733214372
Long
DBT
CORP
LU
N
2
2029-04-30
Fixed
5.25000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
2800000.00000000
PA
USD
3045000.00000000
0.096778795117
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
5630000.00000000
PA
USD
5820012.50000000
0.184976616525
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAR9
200000.00000000
PA
USD
201181.20000000
0.006394113016
Long
DBT
CORP
VG
N
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
8700000.00000000
PA
USD
9550773.00000000
0.303550838549
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
3390000.00000000
PA
USD
3470343.00000000
0.110297410241
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
3555000.00000000
PA
USD
3803850.00000000
0.120897215044
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
CCPINFLATIONZERO--EUR-EXT-CPI-20310415
000000000
670000.00000000
OU
Notional Amount
18009.79000000
0.000572402553
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-15
0.00000000
EUR
0.00000000
EUR
670000.00000000
EUR
18009.79000000
N
N
N
N/A
N/A
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
20731.53000000
0.000658907223
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
675910.83000000
USD
6022771.00000000
TRY
2021-09-22
20731.53000000
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
595000.00000000
PA
USD
600950.00000000
0.019099907036
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
10640000.00000000
PA
USD
11271803.20000000
0.358250092775
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.88000000
N
N
N
N
N
N
N/A
N/A
EQUITYTRS-78468R408-USD-LIBOR-BBA-20210909
000000000
14234640.00000000
OU
Notional Amount
USD
-25182.99000000
-0.00080038733
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
Y
equity-performance leg
2021-09-09
205.17000000
USD
0.00000000
USD
14234640.00000000
USD
-25388.16000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
9010000.00000000
PA
USD
11022023.10000000
0.350311367940
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
EQUITYTRS-464288513-USD-LIBOR-BBA-20210922
000000000
290700283.50000000
OU
Notional Amount
USD
724646.86000000
0.023031346468
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
equity-performance leg
2021-09-22
0.00000000
USD
-3361.22000000
USD
290700283.50000000
USD
728008.08000000
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
4090000.00000000
PA
USD
4279162.50000000
0.136004003567
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
206000.00000000
PA
USD
210906.77000000
0.006703219403
Long
DBT
NUSS
OM
N
2
2023-01-17
Fixed
4.13000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
1750000.00000000
PA
USD
1806332.50000000
0.057410404903
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
825000.00000000
PA
USD
849750.00000000
0.027007481494
Long
DBT
CORP
CH
N
2
2031-02-10
Fixed
4.38000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
409166.94000000
PA
USD
413274.98000000
0.013135058987
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
220000.00000000
PA
264264.21000000
0.008399071210
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
0.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATWA8
9224357.20000000
PA
USD
2169305.92000000
0.068946736676
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Floating
5.91000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4252.68000000
0.000135162314
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
231000.00000000
EUR
278281.59000000
USD
2021-08-04
4252.68000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBC6
27291315.53000000
PA
USD
585655.26000000
0.018613796524
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.96000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
855000.00000000
PA
USD
927675.00000000
0.029484160512
Long
DBT
NUSS
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
212626.53000000
0.006757878286
Long
DBT
NUSS
EG
N
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0NX3
19826000.00000000
PA
USD
20538278.79000000
0.652765147813
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
3.54000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8337100000.00000000
PA
2100441.84000000
0.066758039569
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
INFINEON TECHNOLOGIES AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
400000.00000000
PA
527055.38000000
0.016751325003
Long
DBT
CORP
DE
N
2
2028-01-01
Fixed
3.63000000
N
N
N
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
1681707.32000000
PA
USD
1655775.39000000
0.052625270026
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.35000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1915000.00000000
PA
USD
2165290.50000000
0.068819115162
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2020 DIP Term Loan
000000000
641383.00000000
PA
USD
645590.47000000
0.020518708645
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
249000.00000000
PA
343409.13000000
0.010914522769
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
3892.87000000
0.000123726524
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
161160.35000000
USD
863141.00000000
BRL
2021-09-02
3892.87000000
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCF3
680000.00000000
PA
USD
683264.78000000
0.021716105797
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
0.53000000
N
N
N
N
N
N
PetVet Care Centers, LLC
549300V0HK8MSXZNOM91
PetVet Care Centers, LLC 2021 Term Loan B3
70476XAK1
866183.88000000
PA
USD
862667.17000000
0.027418026042
Long
LON
CORP
US
N
2
2025-02-14
Floating
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
509000.00000000
PA
USD
559085.60000000
0.017769336859
Long
DBT
CORP
US
N
2
2024-08-10
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
1205000.00000000
PA
USD
1243282.85000000
0.039515079216
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
NATIONAL EXPRESS GROUP P
213800A8IQEMY8PA5X34
National Express Group PLC
000000000
505000.00000000
PA
729092.07000000
0.023172627935
Long
DBT
CORP
GB
N
2
2025-11-26
Fixed
4.25000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
2075000.00000000
PA
USD
2116500.00000000
0.067268413749
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
OCP CLO Ltd
25490025Q5WQX513IQ05
OCP CLO 2017-14 Ltd
67097QAJ4
3800000.00000000
PA
USD
3731547.56000000
0.118599237038
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
2.76000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
30117.29000000
0.000957213477
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5739493.73000000
USD
4863648.00000000
EUR
2021-08-04
30117.29000000
N
N
N
Golden Entertainment, Inc.
N/A
Golden Entertainment Inc 2017 1st Lien Term Loan
38101JAC0
909759.22000000
PA
USD
904455.32000000
0.028746172777
Long
LON
CORP
US
N
2
2024-10-21
Floating
3.75000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
7755000.00000000
PA
USD
8056514.40000000
0.256059033327
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAA6
48059.58000000
PA
USD
0.12000000
0.000000003813
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
1.35000000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05971AAG6
256000.00000000
PA
USD
249113.60000000
0.007917541561
Long
DBT
CORP
BR
N
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
4938.70000000
0.000156965988
N/A
DFE
DK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
997645.97000000
USD
6278369.65000000
DKK
2021-10-20
4938.70000000
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXX6
1770000.00000000
PA
USD
2001721.85000000
0.063620436388
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.38000000
N
N
N
N
N
N
SCHAEFFLER AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
800000.00000000
PA
1048287.60000000
0.033317573354
Long
DBT
CORP
DE
N
2
2028-10-12
Fixed
3.38000000
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
000000000
680000.00000000
PA
902076.29000000
0.028670560410
Long
DBT
CORP
NL
N
2
2024-05-29
Fixed
7.38000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden US Holdings II LLC
39479UAQ6
1069625.00000000
PA
USD
1070202.60000000
0.034014094633
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
1980000.00000000
PA
USD
2072149.20000000
0.065858818679
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B45P9
11808412.63000000
PA
USD
2195736.54000000
0.069786777253
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
6.01000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
1270000.00000000
PA
USD
1292225.00000000
0.041070600499
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
605000.00000000
PA
USD
648862.50000000
0.020622703102
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020687
41365000.00000000
PA
USD
42190683.87000000
1.340940410554
Long
ABS-MBS
USGSE
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
7767000.00000000
PA
USD
7747582.50000000
0.246240295378
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAF7
1075000.00000000
PA
USD
1330312.50000000
0.042281130009
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-126060.05000000
-0.00400654835
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4939883.90000000
USD
70545000.00000000
ZAR
2021-08-05
-126060.05000000
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
1875000.00000000
PA
USD
2028527.87000000
0.064472408250
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Loire Finco Luxembourg S.a.r.l.
N/A
Loire Finco Luxembourg S.a.r.l. Term Loan
000000000
633623.96000000
PA
USD
620685.36000000
0.019727153132
Long
LON
CORP
GB
N
2
2027-04-21
Floating
3.09000000
N
N
N
N
N
N
SCHOELLER PACKAGING
724500SG2N26BOKF5R11
Schoeller Packaging BV
000000000
285000.00000000
PA
350640.23000000
0.011144347776
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
6.38000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
810000.00000000
PA
USD
838358.10000000
0.026645414382
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
500000.00000000
PA
USD
516260.00000000
0.016408217000
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAC6
4735000.00000000
PA
USD
4879417.50000000
0.155081821519
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
1790000.00000000
PA
USD
1906350.00000000
0.060589246657
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
NB Global Monthly Income Fund Ltd
549300P4FSBHZFALLG04
NB Global Monthly Income Fund Ltd
000000000
1973605.00000000
NS
2430575.06000000
0.077250616009
Long
EC
RF
GG
N
1
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EK5
440000.00000000
PA
USD
442245.58000000
0.014055827382
Long
DBT
CORP
AU
N
2
2023-01-13
Floating
0.52000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
500000.00000000
PA
USD
502500.00000000
0.015970884908
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYX6
9436453.39000000
PA
USD
9542314.36000000
0.303281998816
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
2.34000000
N
N
N
N
N
N
N/A
N/A
EQUITYTRS--USD-FEDERAL FUNDS-H.15-OIS-COMPOUND-20290215
000000000
27162125.00000000
OU
Notional Amount
USD
161198.40000000
0.005123345460
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
TRSWAP: NBSDHYTR1 INDEX
NBSDHYTR1
TRSWAP: NBSDHYTR1 INDEX
Y
equity-performance leg
2029-02-15
0.00000000
USD
0.00000000
USD
27162125.00000000
USD
161198.40000000
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
9060000.00000000
PA
USD
9098126.84000000
0.289164451036
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
000000000
760000.00000000
PA
1074395.91000000
0.034147369999
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
10339.30000000
0.000328612478
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
800946745.00000000
RUB
10958512.84000000
USD
2021-08-05
10339.30000000
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
000000000
435000.00000000
PA
533057.45000000
0.016942087927
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
4.38000000
N
N
N
N
N
N
Life Time Fitness Inc
549300PALKE96VYH4X17
Life Time Fitness Inc 2021 Term Loan B
50218KAG3
1075967.13000000
PA
USD
1073955.07000000
0.034133358845
Long
LON
CORP
US
N
2
2024-12-16
Floating
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
9704978.70000000
PA
USD
11139243.15000000
0.354036955856
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
DOBANK SPA
8156007AF7DB5FE05555
doValue SpA
000000000
430000.00000000
PA
534645.33000000
0.016992555288
Long
DBT
CORP
IT
N
2
2025-08-04
Fixed
5.00000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
448000.00000000
PA
587150.45000000
0.018661317932
Long
DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830LAC6
900000.00000000
PA
USD
872070.93000000
0.027716904388
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
5.73000000
N
N
N
N
N
N
N/A
N/A
EURO-BUXL 30Y BND SEP21
000000000
4.00000000
NC
70837.74000000
0.002251425657
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Buxl (FGBX)
UBU1 Comdty
2021-09-08
800444.28000000
EUR
70837.74000000
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
630000.00000000
PA
765086.42000000
0.024316631162
Long
DBT
CORP
IM
N
2
2026-03-07
Fixed
4.25000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
745000.00000000
PA
USD
724661.50000000
0.023031811769
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
Apidos CLO
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03766YAA1
500000.00000000
PA
USD
475398.70000000
0.015109528205
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
5.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3704.62000000
0.000117743402
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
997614.12000000
USD
720244.92000000
GBP
2021-10-20
3704.62000000
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
539000.00000000
PA
USD
534186.73000000
0.016977979670
Long
LON
CORP
US
N
2
2026-09-03
Floating
3.84000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1875000.00000000
PA
2073713.26000000
0.065908528972
Long
DBT
CORP
NL
N
2
2027-03-31
Fixed
1.88000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C25
92939LAL0
54797206.21000000
PA
USD
1235633.16000000
0.039271950224
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.81000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
4915000.00000000
PA
USD
4934659.71000000
0.156837576699
Long
DBT
CORP
US
N
2
2021-10-15
Variable
3.74000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
877249AD4
625000.00000000
PA
USD
675781.25000000
0.021478257845
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
5.63000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 USD Term Loan B
000000000
984474.33000000
PA
USD
975702.66000000
0.031010616692
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.34000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAC3
2215000.00000000
PA
USD
2297220.80000000
0.073012236828
Long
DBT
CORP
KY
N
2
2027-07-17
Fixed
5.63000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-A
58770GAB6
495993.58000000
PA
USD
496080.58000000
0.015766857410
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
0.18000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE SEP21
000000000
13.00000000
NC
19706.19000000
0.000626318990
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bobl (FGBM)
OEU1 Comdty
2021-09-08
1743067.82000000
EUR
19706.19000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
1880000.00000000
PA
USD
1961968.00000000
0.062356945517
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
VICTORIA PLC
2138002K6ECECHVCQN25
Victoria PLC
000000000
420000.00000000
PA
508711.83000000
0.016168314604
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
3.75000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2020-1 LLC
00140WBC3
3000000.00000000
PA
USD
2999845.50000000
0.095343656167
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Variable
6.45000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
4275.50000000
0.000135887598
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
487974.69000000
USD
2574208.00000000
BRL
2021-09-02
4275.50000000
N
N
N
Ivanti Software, Inc.
N/A
Ivanti Software, Inc. 2020 Term Loan B
46583DAB5
1251862.50000000
PA
USD
1249258.63000000
0.039705006568
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
2600000.00000000
PA
USD
2853760.00000000
0.090700641824
Long
DBT
CORP
ES
N
2
2024-02-08
Fixed
7.50000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
000000000
203578.00000000
PA
USD
153253.52000000
0.004870834487
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
5.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
2220000.00000000
PA
USD
2302117.80000000
0.073167877472
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.88000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
2550000.00000000
PA
USD
2601051.00000000
0.082668828183
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
FASTIGHETS AB BALDER
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
220000.00000000
PA
267823.72000000
0.008512202602
Long
DBT
CORP
SE
N
2
2028-01-28
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
8177.61000000
0.000259907797
N/A
DFE
RU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1289750.75000000
USD
95499852.00000000
RUB
2021-09-15
8177.61000000
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 Term Loan B
90351JAF1
1410885.53000000
PA
USD
1404536.55000000
0.044640182268
Long
LON
CORP
US
N
2
2027-02-16
Floating
3.59000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
8425000.00000000
PA
USD
9038337.89000000
0.287264187475
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-46464.51000000
-0.00147677480
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6782313.00000000
TRY
738032.61000000
USD
2021-09-22
-46464.51000000
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBD6
750000.00000000
PA
USD
750152.94000000
0.023842002524
Long
DBT
CORP
US
N
2
2021-08-13
Floating
0.66000000
N
N
N
N
N
N
AA BOND CO LTD
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
150000.00000000
PA
217303.65000000
0.006906530516
Long
DBT
CORP
JE
N
2
2026-01-31
Fixed
6.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
470000.00000000
PA
USD
484687.50000000
0.015404752794
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan E
89364MBQ6
142825.00000000
PA
USD
140172.74000000
0.004455089946
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.34000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556JAA7
200000.00000000
PA
USD
203700.00000000
0.006474167673
Long
DBT
CORP
BR
N
2
2023-01-24
Fixed
2.90000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
325000.00000000
PA
USD
340437.50000000
0.010820075882
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
705000.00000000
PA
USD
699712.50000000
0.022238861306
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
CCPVANILLA--EUR-EURIBOR-REUTERS-20310413
000000000
206577.00000000
OU
Notional Amount
-3687.27000000
-0.00011719196
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-13
0.00000000
EUR
0.00000000
EUR
206577.00000000
EUR
-3687.27000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
2675000.00000000
PA
USD
2894141.35000000
0.091984076438
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
Lucid Energy Group II LLC
N/A
Lucid Energy Group II LLC 2018 1st Lien Term Loan
54948FAB4
1345439.71000000
PA
USD
1319647.63000000
0.041942169987
Long
LON
CORP
US
N
2
2025-02-17
Floating
4.00000000
N
N
N
N
N
N
Graham Packaging Company Inc.
N/A
Graham Packaging Company Inc. 2021 Term Loan
38469EAD5
1978854.03000000
PA
USD
1965002.05000000
0.062453376290
Long
LON
CORP
US
N
2
2027-08-04
Floating
3.75000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
200000.00000000
PA
260900.86000000
0.008292174343
Long
DBT
CORP
DE
N
2
2025-10-09
Fixed
6.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1090000.00000000
PA
USD
1252137.50000000
0.039796505278
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
360000.00000000
PA
USD
371236.78000000
0.011798964949
Long
DBT
NUSS
TR
N
2
2023-10-24
Fixed
5.38000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
1810000.00000000
PA
USD
1816787.50000000
0.057742694658
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
Poseidon Intermediate LLC
549300DLTWSIMHEHII55
Poseidon Intermediate LLC Term Loan B
58446RAF7
1633458.64000000
PA
USD
1633458.64000000
0.051915979984
Long
LON
CORP
US
N
2
2025-08-18
Floating
4.09000000
N
N
N
N
N
N
LEEWARD RENEWABL
N/A
Leeward Renewable Energy Operations LLC
524590AA4
1465000.00000000
PA
USD
1494300.00000000
0.047493121032
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
Gulf Stream Meridian 5 Ltd
N/A
Gulf Stream Meridian 5 Ltd
40256MAA6
2500000.00000000
PA
USD
2499738.25000000
0.079448819686
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.43000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
2191000.00000000
PA
USD
2294765.76000000
0.072934208647
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2529.67000000
0.000080400136
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
396898.38000000
USD
336197.00000000
EUR
2021-10-20
2529.67000000
N
N
N
N/A
N/A
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1677.11000000
-0.00005330334
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4772405.00000000
BRL
914639.31000000
USD
2021-08-03
-1677.11000000
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
370000.00000000
PA
USD
391840.29000000
0.012453803331
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.88000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
200000.00000000
PA
USD
213500.00000000
0.006785639657
Long
DBT
CORP
LU
N
2
2026-04-17
Fixed
7.63000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
05958AAJ7
200000.00000000
PA
USD
205602.00000000
0.006534618664
Long
DBT
CORP
BR
N
2
2022-10-10
Fixed
3.88000000
N
N
N
N
N
N
Nautilus Power, LLC
UU3WE4QD17GA2LF0I609
Nautilus Power, LLC Term Loan B
63909UAB9
744628.20000000
PA
USD
690873.49000000
0.021957932328
Long
LON
CORP
US
N
2
2024-05-16
Floating
5.25000000
N
N
N
N
N
N
CPI PROPERTY GROUP SA
222100CO2ZOTEPGJO223
CPI Property Group SA
000000000
280000.00000000
PA
352050.28000000
0.011189163191
Long
DBT
CORP
LU
N
2
2026-08-18
Fixed
4.88000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
6625000.00000000
PA
USD
8765206.25000000
0.278583284017
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
2860000.00000000
PA
USD
2917200.00000000
0.092716946179
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2B7
200000.00000000
PA
USD
223540.00000000
0.007104739527
Long
DBT
CORP
CA
N
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATRM8
5991006.09000000
PA
USD
1145425.85000000
0.036404904321
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Floating
5.91000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
6560045.83000000
PA
USD
6695763.99000000
0.212810499620
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Floating
2.89000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2021 Term Loan B
17288YAD4
1077300.00000000
PA
USD
1058059.42000000
0.033628149698
Long
LON
CORP
US
N
2
2028-02-02
Floating
2.59000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
7535000.00000000
PA
USD
7849209.50000000
0.249470291638
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
2250000.00000000
PA
USD
2244015.00000000
0.071321204573
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFLD
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
200000.00000000
PA
234961.38000000
0.007467743597
Long
DBT
FR
N
2
2023-07-25
Fixed
2.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
1426000.00000000
PA
USD
1505257.66000000
0.047841386757
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARRK6
6041629.10000000
PA
USD
1265249.45000000
0.040213240490
Long
ABS-MBS
USGSE
US
N
2
2046-03-25
Floating
6.01000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
4755000.00000000
PA
USD
5978175.87000000
0.190003500066
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.60000000
N
N
N
N
N
N
MHI Holdings,LLC
549300XOWJ3ALVFU4F13
MHI Holdings,LLC Term Loan B
55303YAC7
1029321.55000000
PA
USD
1029753.87000000
0.032728518491
Long
LON
CORP
US
N
2
2026-09-21
Floating
5.09000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
480000.00000000
PA
USD
495984.00000000
0.015763787821
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
UNITED BANK FOR AFRICA P
0292002067E3RH4D8768
United Bank for Africa PLC
000000000
200000.00000000
PA
USD
206359.79000000
0.006558703394
Long
DBT
CORP
NG
N
2
2022-06-08
Fixed
7.75000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
3540000.00000000
PA
USD
3694432.50000000
0.117419614448
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
16971.97000000
0.000539417670
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3126106.67000000
USD
2645516.80000000
EUR
2021-10-20
16971.97000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AK2
1350251.09000000
PA
USD
1363807.61000000
0.043345700252
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
EMIRATES DEVELOPMENT BAN
5493002OSL5GLN4HID57
Emirates Development Bank PJSC
000000000
200000.00000000
PA
USD
213484.49000000
0.006785146705
Long
DBT
CORP
AE
N
2
2024-03-06
Fixed
3.52000000
N
N
N
N
N
N
Iceland Bondco PLC
2138002DRBYIA8QXHO36
Iceland Bondco PLC
000000000
645000.00000000
PA
874177.16000000
0.027783846392
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
4.63000000
N
N
N
N
N
N
N/A
N/A
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-522.76000000
-0.00001661480
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
16160.78000000
EUR
5648839.00000000
HUF
2021-09-15
-522.76000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BYA0
503.00000000
PA
USD
605.58000000
0.000019247061
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
912810RF7 @ 140.2955 08/19/2021
000000000
3550000.00000000
OU
Notional Amount
USD
73885.91000000
0.002348305203
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
2021-08-20
3550000.00000000
USD
73885.91000000
N
N
N
Signal Peak CLO, LLC
N/A
Mariner CLO 7 Ltd
56844AAG4
3250000.00000000
PA
USD
3250644.48000000
0.103314763918
Long
ABS-CBDO
CORP
KY
N
2
2032-04-30
Floating
3.98000000
N
N
N
N
N
N
Azure Power Energy Ltd
54930051LQDFHGQMHF47
Azure Power Energy Ltd
000000000
311000.00000000
PA
USD
314887.50000000
0.010008023923
Long
DBT
CORP
MU
N
2
2022-11-03
Fixed
5.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 6 Ltd
67098UAU9
2500000.00000000
PA
USD
2500982.50000000
0.079488365504
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAP4
1345000.00000000
PA
USD
1447556.25000000
0.046007471179
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.13000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-635.36000000
-0.00002019355
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
356175.00000000
EUR
421885.19000000
USD
2021-08-04
-635.36000000
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
3520000.00000000
PA
USD
3792800.00000000
0.120546014490
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
DP World Crescent Ltd
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
200000.00000000
PA
USD
209770.47000000
0.006667104544
Long
DBT
CORP
KY
N
2
2023-05-31
Fixed
3.91000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
52039335.00000000
PA
3240082.39000000
0.102979070537
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
2865000.00000000
PA
USD
2993409.30000000
0.095139095352
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Creative Artists Agency, LLC
5493008FV5TCFL3KHH96
Creative Artists Agency, LLC 2019 Term Loan B
22526WAM0
781890.05000000
PA
USD
772968.68000000
0.024567151893
Long
LON
CORP
US
N
2
2026-11-26
Floating
3.84000000
N
N
N
N
N
N
Central Texas Turnpike System
N/A
TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU
88283KBL1
2125000.00000000
PA
USD
2178467.55000000
0.069237919439
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.03000000
N
N
N
N
N
N
Flexera Software LLC
FHBIRN3K4PSRU4ZOQQ49
Flexera Software LLC 2021 Term Loan B
33937KAV6
887631.86000000
PA
USD
887312.31000000
0.028201318967
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
1950000.00000000
PA
USD
2035117.50000000
0.064681845508
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
89000.00000000
PA
USD
96031.00000000
0.003052139400
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.88000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
2100000.00000000
PA
USD
2268000.00000000
0.072083516363
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Crosby US Acquisition Corp.
549300V5HSWHDNVOWE35
Crosby US Acquisition Corp. Term Loan B
22739PAH9
585519.15000000
PA
USD
581859.66000000
0.018493161518
Long
LON
CORP
US
N
2
2026-06-26
Floating
4.84000000
N
N
N
N
N
N
Solenis Holdings LLC
5493006QMK0LHF0WR607
Solenis Holdings LLC 2018 1st Lien Term Loan
83420LAK7
854463.73000000
PA
USD
852566.82000000
0.027097008077
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.14000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THE8
1135000.00000000
PA
USD
1135706.88000000
0.036096007702
Long
DBT
CORP
US
N
2
2022-02-14
Floating
0.30000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
7385000.00000000
PA
USD
7675270.75000000
0.243942021474
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022689
113720000.00000000
PA
USD
118228819.46000000
3.757649489507
Long
ABS-MBS
USGA
US
N
2
2051-08-19
Fixed
2.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
225000.00000000
PA
342679.84000000
0.010891343851
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
5.38000000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04352EAB1
2125000.00000000
PA
USD
2324741.12000000
0.073886911183
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.11000000
N
N
N
N
N
N
Medallion Midland Acquisition, LLC
549300QCYU94ZA2ELG48
Medallion Midland Acquisition, LLC 1st Lien Term Loan
58404BAB1
1142699.36000000
PA
USD
1132986.42000000
0.036009543715
Long
LON
CORP
US
N
2
2024-10-30
Floating
4.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1795000.00000000
PA
USD
1848850.00000000
0.058761732464
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
N/A
N/A
CCPINFLATIONZERO--EUR-EXT-CPI-20240415
000000000
1600000.00000000
OU
Notional Amount
-22348.19000000
-0.00071028929
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-15
0.00000000
EUR
0.00000000
EUR
1600000.00000000
EUR
-22348.19000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
464463023.81000000
NS
USD
464463023.81000000
14.76196118920
Long
STIV
RF
US
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDG4
36000.00000000
PA
USD
39642.84000000
0.001259962656
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAM3
605000.00000000
PA
USD
629986.50000000
0.020022769921
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AV7
285000.00000000
PA
USD
285073.79000000
0.009060459085
Long
DBT
CORP
US
N
2
2023-03-09
Floating
0.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
1375000.00000000
PA
USD
1388695.00000000
0.044136692573
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.13000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31395QSL5
9604295.94000000
PA
USD
1397172.95000000
0.044406146033
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.00000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. USD Term Loan
000000000
644974.49000000
PA
USD
639098.77000000
0.020312383882
Long
LON
CORP
NL
N
2
2024-09-06
Floating
3.09000000
N
N
N
N
N
N
William Carter
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
455000.00000000
PA
USD
476043.75000000
0.015130029736
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABG3
1205000.00000000
PA
USD
1307437.05000000
0.041554082887
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
1660000.00000000
PA
USD
1720175.00000000
0.054672073527
Long
DBT
US
N
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUTK5
6786912.28000000
PA
USD
1051341.58000000
0.033414637559
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
4.00000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
2510000.00000000
PA
USD
2622950.00000000
0.083364840937
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
805000.00000000
PA
USD
814684.15000000
0.025892988649
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
544000.00000000
PA
779481.68000000
0.024774153631
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
N/A
ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
29373UAC5
2251789.42000000
PA
USD
1922014.86000000
0.061087120640
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.84000000
N
N
N
N
N
N
Edgewater Generation, L.L.C.
5493004PLDT1L28SWG83
Edgewater Generation, L.L.C. Term Loan
28031FAD2
972183.02000000
PA
USD
924264.12000000
0.029375753006
Long
LON
CORP
US
N
2
2025-12-13
Floating
3.84000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
367000.00000000
PA
462184.40000000
0.014689540017
Long
DBT
NUSS
IT
N
2
2025-05-15
Fixed
1.45000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
4485000.00000000
PA
USD
4630762.50000000
0.147178855575
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
3551000.00000000
PA
USD
4067500.05000000
0.129276766496
Long
DBT
CORP
CH
N
2
2025-08-07
Fixed
6.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
6652.40000000
0.000211432268
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5403232.00000000
ZAR
372703.06000000
USD
2021-10-01
6652.40000000
N
N
N
KLEOPATRA HOLDINGS 2
222100ALG258IKQWWE73
Kleopatra Holdings 2 SCA
000000000
610000.00000000
PA
687780.55000000
0.021859629863
Long
DBT
CORP
LU
N
2
2026-09-01
Fixed
6.50000000
N
N
N
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
1350000.00000000
PA
USD
1436062.50000000
0.045642166983
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.88000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AQ5
685000.00000000
PA
USD
686709.12000000
0.021825576758
Long
DBT
CORP
US
N
2
2021-11-12
Floating
1.11000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
450000.00000000
PA
512459.77000000
0.016287434839
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
3.88000000
N
N
N
N
N
N
EG Finco Limited
549300BY1CRYVPEG9R57
EG Finco Limited 2018 USD Term Loan
N2820EAC2
1650763.74000000
PA
USD
1638118.89000000
0.052064096037
Long
LON
CORP
US
N
2
2025-02-07
Floating
4.15000000
N
N
N
N
N
N
N/A
N/A
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
10623.47000000
0.000337644212
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2860786.92000000
USD
2065395.03000000
GBP
2021-10-20
10623.47000000
N
N
N
WF-RBS Commercial Mortgage Trust
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FBA6
31933588.36000000
PA
USD
792834.36000000
0.025198539930
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
1.03000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
1880000.00000000
PA
USD
1958345.80000000
0.062241821657
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
7215000.00000000
PA
USD
7783181.25000000
0.247371725306
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BCP Renaissance Parent LLC
549300GVXMQFQZDSJR97
BCP Renaissance Parent LLC 2017 Term Loan B
05549PAB7
1304285.70000000
PA
USD
1286351.77000000
0.040883932478
Long
LON
CORP
US
N
2
2024-10-31
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R06
20754JAB0
1938720.00000000
PA
USD
1945555.54000000
0.061835310671
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
2.19000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
2357769.25000000
PA
USD
2556104.80000000
0.081240309602
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAA9
923000.00000000
PA
USD
934685.18000000
0.029706964050
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCC7
550000.00000000
PA
USD
580409.50000000
0.018447071292
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
BRUNELLO BIDCO SPA
8156000BE2F1A5658E76
Brunello Bidco SpA
000000000
305000.00000000
PA
361428.13000000
0.011487218043
Long
DBT
CORP
IT
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Genneia SA
529900YZ70LX0XWS9P67
Genneia SA
000000000
178000.00000000
PA
USD
172304.00000000
0.005476313140
Long
DBT
CORP
AR
N
2
2022-01-20
Fixed
8.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GX5
855000.00000000
PA
USD
855234.11000000
0.027181782170
Long
DBT
CORP
US
N
2
2021-12-03
Floating
0.40000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
2650000.00000000
PA
USD
2736125.00000000
0.086961865613
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XV Ltd
67707BAD2
750000.00000000
PA
USD
730969.05000000
0.023232283720
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
2.58000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
2963000.00000000
PA
USD
3095890.55000000
0.098396242116
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
4830000.00000000
PA
USD
4869392.03000000
0.154763183454
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B04S2
11410621.59000000
PA
USD
2104764.46000000
0.066895424776
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Floating
6.01000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
2102000.00000000
PA
USD
2180825.00000000
0.069312845932
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.88000000
N
N
N
N
N
N
N/A
N/A
PURCHASED UAH / SOLD USD
000000000
1.00000000
NC
27140.69000000
0.000862608629
N/A
DFE
UA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1375927.29000000
USD
38773631.00000000
UAH
2021-12-09
27140.69000000
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
100000.00000000
PA
USD
103308.50000000
0.003283439131
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
Galaxy CLO Ltd
5493006XOQ2X0XSJ4F36
Galaxy XVIII CLO Ltd
36321KAA9
1600000.00000000
PA
USD
1561030.72000000
0.049614013866
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.13000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
3660000.00000000
PA
USD
3742350.00000000
0.118942569428
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
9980000.00000000
PA
USD
13612568.20000000
0.432646288622
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
N/A
N/A
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-5888.30000000
-0.00018714698
N/A
DFE
HU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
655319.17000000
EUR
233693881.00000000
HUF
2021-09-15
-5888.30000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
3125000.00000000
PA
USD
3408265.63000000
0.108324414158
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAN0
535000.00000000
PA
USD
535124.22000000
0.017007775779
Long
DBT
CORP
US
N
2
2023-03-02
Floating
0.63000000
N
N
N
N
N
N
LANDSBANKINN HF
549300TLZPT6JELDWM92
Landsbankinn HF
000000000
223000.00000000
PA
267149.87000000
0.008490785725
Long
DBT
CORP
IS
N
2
2024-05-20
Fixed
0.50000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAW4
2760000.00000000
PA
USD
2771095.20000000
0.088073318427
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
3290000.00000000
PA
USD
3364025.00000000
0.106918320606
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
2396.41000000
0.000076164752
N/A
DFE
SG
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
572470.59000000
USD
778934.00000000
SGD
2021-08-19
2396.41000000
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DB6
500000.00000000
PA
USD
500203.01000000
0.015897880007
Long
DBT
CORP
AU
N
2
2021-08-19
Floating
1.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
2055000.00000000
PA
USD
2428929.51000000
0.077198315732
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.19000000
N
N
N
N
N
N
Freddie Mac Multiclass Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multiclass Certificates Series 2015-P001
3137FQY23
27400000.00000000
PA
USD
3177950.64000000
0.101004346102
Long
ABS-MBS
USGSE
US
N
2
2028-09-27
Variable
1.82000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-11954.28000000
-0.00037994115
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6625235000.00000000
CLP
8717643.89000000
USD
2021-08-05
-11954.28000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
2365000.00000000
PA
USD
2530550.00000000
0.080428105085
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
2945000.00000000
PA
USD
2996537.50000000
0.095238518481
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
53.20000000
0.000001690847
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
168234.95000000
USD
141863.00000000
EUR
2021-08-04
53.20000000
N
N
N
New Jersey Housing & Mortgage Finance Agency
5493002ONULJL0FIGU24
NEW JERSEY ST HSG & MTGE FIN AGY REVENUE
64613ABC5
620000.00000000
PA
USD
679065.04000000
0.021582626068
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
3.80000000
N
N
N
N
N
N
LA FINAC ATALIAN SA
969500ICOLJMB33J0L87
La Financiere Atalian SASU
000000000
847000.00000000
PA
985582.61000000
0.031324629715
Long
DBT
CORP
FR
N
2
2024-05-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-39870.48000000
-0.00126719770
N/A
DFE
CL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
687156.87000000
USD
491832528.00000000
CLP
2021-09-15
-39870.48000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
1305000.00000000
PA
USD
1341724.32000000
0.042643830236
Long
DBT
CORP
KY
N
2
2030-08-06
Fixed
4.80000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2017 Incremental Term Loan
02376CBA2
364973.00000000
PA
USD
355848.68000000
0.011309887190
Long
LON
CORP
US
N
2
2023-12-15
None
0.00000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
200000.00000000
PA
USD
201758.30000000
0.006412454902
Long
DBT
CORP
TR
N
2
2021-10-27
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
CAN 5YR BOND FUT SEP21
000000000
-16.00000000
NC
-10430.46000000
-0.00033150980
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Five-Year Government of Canada Bond
XQU1 Comdty
2021-09-21
-1995946.96000000
CAD
-10430.46000000
N
N
N
Trestles CLO LTD
6354005OLPZ8XONXGL10
Trestles CLO II LTD
89531VAA0
1300000.00000000
PA
USD
1276767.05000000
0.040579302707
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
5.88000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1133000.00000000
PA
1418571.53000000
0.045086254010
Long
DBT
NUSS
IT
N
2
2024-11-15
Fixed
1.45000000
N
N
N
N
N
N
N/A
N/A
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-42284.90000000
-0.00134393486
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
766175.15000000
USD
550039018.00000000
CLP
2021-09-15
-42284.90000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
935649.96000000
PA
USD
925320.38000000
0.029409323965
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.22000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
200000.00000000
PA
USD
218340.41000000
0.006939481709
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
IRISH TSY 1.3% 2033
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
99182.00000000
PA
135384.13000000
0.004302894246
Long
DBT
NUSS
IE
N
2
2033-05-15
Fixed
1.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
1620000.00000000
PA
USD
1624343.14000000
0.051626263365
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.75000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AT9
1080000.00000000
PA
USD
1122681.60000000
0.035682027109
Long
DBT
CORP
TH
N
2
2034-09-25
Fixed
3.73000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAJ9
49311370.06000000
PA
USD
1281829.34000000
0.040740196739
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
0.96000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
78818.89000000
0.002505089394
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
25190925000.00000000
COP
6574003.76000000
USD
2021-08-05
78818.89000000
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
1865000.00000000
PA
USD
2025856.25000000
0.064387496537
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024NV0
1370000.00000000
PA
USD
2441033.94000000
0.077583029082
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
7.04000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAR5
1120000.00000000
PA
USD
1120280.00000000
0.035605697403
Long
DBT
CORP
US
N
2
2023-06-15
Floating
0.77000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAG0
10915000.00000000
PA
USD
12051038.00000000
0.383016399855
Long
DBT
CORP
IE
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
AMCO SPA
815600188E751D28E867
AMCO - Asset Management Co SpA
000000000
300000.00000000
PA
358746.88000000
0.011402000262
Long
DBT
CORP
IT
N
2
2028-04-20
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-927.46000000
-0.00002947732
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2632047879.00000000
IDR
179595.77000000
USD
2021-10-26
-927.46000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
2145000.00000000
PA
USD
2525737.50000000
0.080275150093
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
AVEANNA HEALTHCARE LLC
N/A
AVEANNA HEALTHCARE LLC
05549DAJ7
1776792.45000000
PA
USD
1763466.51000000
0.056048001336
Long
LON
CORP
US
N
2
2028-06-30
None
0.00000000
N
N
N
N
N
N
N/A
N/A
US 10YR ULTRA FUT SEP21
000000000
-1811.00000000
NC
USD
-9296195.38000000
-0.29545963482
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-262806554.62000000
USD
-9296195.38000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B7
04649VAW0
1988473.50000000
PA
USD
1954609.80000000
0.062123080909
Long
LON
CORP
US
N
2
2024-11-03
Floating
3.09000000
N
N
N
N
N
N
N/A
N/A
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
23852.12000000
0.000758088484
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
249734197.00000000
HUF
715089.26000000
EUR
2021-09-15
23852.12000000
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-25797.05000000
-0.00081990391
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
689659.63000000
USD
3471650.00000000
BRL
2021-09-02
-25797.05000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUX0
1842510.21000000
PA
USD
1866466.34000000
0.059321630053
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
2.49000000
N
N
N
N
N
N
N/A
N/A
EQUITYTRS-78468R408-USD-LIBOR-BBA-20210910
000000000
11857620.00000000
OU
Notional Amount
USD
-21150.60000000
-0.00067222646
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
Y
equity-performance leg
2021-09-09
170.95000000
USD
0.00000000
USD
11857620.00000000
USD
-21321.55000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221602AC9
865000.00000000
PA
USD
908250.00000000
0.028866778543
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
2825000.00000000
PA
USD
2694343.75000000
0.085633938180
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-10504.27000000
-0.00033385569
N/A
DFE
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2354980.00000000
USD
2703846741.00000000
KRW
2021-08-17
-10504.27000000
N
N
N
ORAZUL ENERGY EGENOR SCA
N/A
Orazul Energy Egenor SCA
000000000
200000.00000000
PA
USD
202500.00000000
0.006436028246
Long
DBT
CORP
PE
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
9135000.00000000
PA
USD
9203512.50000000
0.292513908243
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
6755000.00000000
PA
USD
7397739.60000000
0.235121289025
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Riserva CLO, Ltd.
549300640C8OB2I8SN35
Riserva Clo Ltd
76761TAG0
1000000.00000000
PA
USD
999970.60000000
0.031781921123
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
6.63000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
895000.00000000
PA
USD
944475.60000000
0.030018131555
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
1107702.25000000
PA
USD
1097888.01000000
0.034894016020
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.84000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2021-A
80286TAB9
970668.95000000
PA
USD
971338.23000000
0.030871902644
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
0.32000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
1705000.00000000
PA
USD
1741231.25000000
0.055341301279
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Agiliti Health, Inc
25490002CCQ55NKGNB14
Agiliti Health, Inc Term Loan
00847YAC6
686224.74000000
PA
USD
678504.71000000
0.021564817180
Long
LON
CORP
US
N
3
2026-01-04
Floating
2.88000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
2865000.00000000
PA
USD
3189833.70000000
0.101382023682
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.13000000
N
N
N
N
N
N
Lonestar II Generation Holdings LLC
5493008TLUD4K1PDBH71
Lonestar II Generation Holdings LLC Term Loan B
54238DAB8
926347.88000000
PA
USD
919983.87000000
0.029239714438
Long
LON
CORP
US
N
2
2026-04-20
Floating
5.09000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
1940000.00000000
PA
USD
1971525.00000000
0.062660694267
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
KAPLA HOLDING SAS
894500PJ28XTH66K4X83
Kapla Holding SAS
000000000
755000.00000000
PA
886818.57000000
0.028185626500
Long
DBT
CORP
FR
N
2
2026-12-15
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
43260000.00000000
PA
USD
43652043.75000000
1.387386600511
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141308AA4
1000000.00000000
PA
USD
1006622.90000000
0.031993350213
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.03000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
3865000.00000000
PA
USD
4391644.90000000
0.139579015437
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
1100000.00000000
PA
1296666.76000000
0.041211772315
Long
DBT
CORP
LU
N
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAX0
4223000.00000000
PA
USD
3959062.50000000
0.125830311509
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
2555000.00000000
PA
USD
2756206.25000000
0.087600105080
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAY0
1250000.00000000
PA
USD
1249979.75000000
0.039727925821
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
3.03000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
7020000.00000000
PA
USD
8234216.20000000
0.261706903965
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
390000.00000000
PA
USD
484575.00000000
0.015401177223
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
1500000.00000000
PA
1779242.13000000
0.056549395587
Long
DBT
CORP
FR
N
2
2024-03-07
Fixed
4.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
2895000.00000000
PA
USD
3198975.00000000
0.101672560299
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
147000.00000000
PA
177520.69000000
0.005642114445
Long
DBT
NUSS
ES
N
2
2037-07-30
Fixed
0.85000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAD3
861000.00000000
PA
USD
872881.80000000
0.027742676152
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
3840000.00000000
PA
USD
3892454.40000000
0.123713315889
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
525000.00000000
PA
USD
574875.00000000
0.018271169078
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
Verde CLO Ltd
N/A
VERDE CLO Ltd
92338BAU9
4000000.00000000
PA
USD
4009788.80000000
0.127442538174
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
3.38000000
N
N
N
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc. 2020 Term Loan
93369PAF1
851000.50000000
PA
USD
838541.85000000
0.026651254482
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A74R0
3315918.38000000
PA
USD
194775.06000000
0.006190507594
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Floating
6.61000000
N
N
N
N
N
N
TICP CLO Ltd
254900FRG2I3OIEKD552
TICP CLO V 2016-1 Ltd
87248MAD2
1150000.00000000
PA
USD
1116591.24000000
0.035488458077
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
5.88000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust 2020-2
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAC8
122499.51000000
PA
USD
122615.97000000
0.003897085661
Long
ABS-O
CORP
US
N
2
2023-03-16
Floating
1.14000000
N
N
N
N
N
N
Ensemble RCM, LLC
N/A
Ensemble RCM, LLC Term Loan
29359BAB7
930265.82000000
PA
USD
928814.61000000
0.029520380572
Long
LON
CORP
US
N
2
2026-08-03
Floating
3.88000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875CB6
485000.00000000
PA
USD
455904.85000000
0.014489957987
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
11584944.00000000
PA
USD
11642868.72000000
0.370043614593
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
1410000.00000000
PA
USD
1719565.50000000
0.054652701877
Long
DBT
CORP
CO
N
2
2043-09-18
Fixed
7.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
325000.00000000
PA
USD
394875.00000000
0.012550255081
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
120000.00000000
PA
174664.87000000
0.005551348331
Long
DBT
NUSS
FR
N
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBP3
930000.00000000
PA
USD
935925.38000000
0.029746381148
Long
DBT
CORP
US
N
2
2022-11-21
Floating
0.80000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
1905000.00000000
PA
USD
2033587.50000000
0.064633217739
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.88000000
N
N
N
N
N
N
Battalion CLO LTD
N/A
Battalion CLO Ltd
07134WAL7
1000000.00000000
PA
USD
999986.10000000
0.031782413757
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.43000000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AC9
1135000.00000000
PA
USD
1211510.35000000
0.038505258438
Long
DBT
CORP
LU
N
2
2028-01-10
Fixed
5.25000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
20341WAE5
1875000.00000000
PA
USD
1926562.50000000
0.061231657625
Long
DBT
US
N
2
2024-12-15
Fixed
7.13000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
682744.64000000
PA
USD
671841.21000000
0.021353032122
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.84000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNX8
979612.95000000
PA
USD
999546.60000000
0.031768445192
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
2.29000000
N
N
N
N
N
N
Oryx Midstream Holdings LLC
549300GMUP7Q51T05S83
Oryx Midstream Holdings LLC Term Loan B
54805BAB5
2179943.50000000
PA
USD
2176847.98000000
0.069186444879
Long
LON
CORP
US
N
2
2026-05-22
Floating
4.09000000
N
N
N
N
N
N
Banco Votorantim
X2EUTZGMHS8RBQFIUS93
Banco Votorantim SA
05967CAE3
211000.00000000
PA
USD
221075.25000000
0.007026402734
Long
DBT
CORP
BR
N
2
2024-09-24
Fixed
4.50000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
800661.23000000
PA
USD
826501.85000000
0.026268588901
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
32325000.00000000
PA
USD
33511933.59000000
1.065104944141
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAS9
500000.00000000
PA
USD
500180.95000000
0.015897178877
Long
DBT
CORP
NL
N
2
2021-08-27
Floating
0.71000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1475000.00000000
PA
USD
1819781.25000000
0.057837844582
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-7499.68000000
-0.00023836124
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
935544.93000000
USD
13698770.00000000
ZAR
2021-10-01
-7499.68000000
N
N
N
Pearl Intermediate Parent LLC
549300V0HK8MSXZNOM91
Pearl Intermediate Parent LLC 2018 Incremental Term Loan
70476XAH8
728759.48000000
PA
USD
719343.91000000
0.022862803574
Long
LON
CORP
US
N
2
2025-02-14
Floating
3.34000000
N
N
N
N
N
N
Sirius Computer Solutions, Inc.
N/A
Sirius Computer Solutions, Inc. 2020 Term Loan
38742EAD4
1048676.28000000
PA
USD
1044177.46000000
0.033186941368
Long
LON
CORP
US
N
2
2026-07-01
Floating
3.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASJM9
5233860.55000000
PA
USD
1013291.63000000
0.032205301495
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Floating
5.91000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE
38611TDL8
2055000.00000000
PA
USD
2116161.32000000
0.067257649531
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.24000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
3860000.00000000
PA
USD
5539370.20000000
0.176057002846
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
SWAP/CDSWAP/ICE: (ITRAXX.XO.35.V1)
000000000
40925000.00000000
OU
Notional Amount
6110651.94000000
0.194213967861
N/A
DCR
US
N
2
ICE Clear Credit
T33OE4AS4QXXS2TT7X50
iTraxx Europe Crossover S35.V1
2I667KJN9
Y
sell protection
2026-06-20
4473876.96500000
EUR
0.00000000
EUR
40925000.00000000
EUR
847537.70340000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FQZS5
6367956.08000000
PA
USD
1155210.91000000
0.036715901470
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
365000.00000000
PA
USD
483117.65000000
0.015354858478
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAA9
796000.00000000
PA
USD
835800.00000000
0.026564110659
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.13000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AD0
1925000.00000000
PA
USD
1970718.75000000
0.062635069340
Long
DBT
CORP
GB
N
2
2031-06-28
Fixed
4.60000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
1075000.00000000
PA
USD
975455.00000000
0.031002745350
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2018 Term Loan B
02376CBB0
590000.00000000
PA
USD
547838.60000000
0.017411875082
Long
LON
CORP
US
N
2
2025-06-27
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUEK6
7349529.52000000
PA
USD
1337784.15000000
0.042518600382
Long
ABS-MBS
USGSE
US
N
2
2048-12-25
Fixed
4.00000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
58406LAA9
1215000.00000000
PA
USD
1217539.35000000
0.038696877274
Long
DBT
CORP
SG
N
2
2027-01-30
Fixed
6.38000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5118.55000000
-0.00016268213
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
782997.00000000
EUR
923729.12000000
USD
2021-08-04
-5118.55000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
6965000.00000000
PA
USD
7626675.00000000
0.242397509771
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-1352.54000000
-0.00004298758
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11414151.00000000
RUB
153775.98000000
USD
2021-09-15
-1352.54000000
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
300000.00000000
PA
375451.73000000
0.011932928096
Long
DBT
CORP
LU
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
1355000.00000000
PA
USD
1436300.00000000
0.045649715411
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
16939.22000000
0.000538376782
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2480250000.00000000
KRW
2171657.47000000
USD
2021-08-05
16939.22000000
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
300000.00000000
PA
355404.22000000
0.011295760982
Long
DBT
CORP
FR
N
2
2026-09-28
Fixed
2.00000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
1616709.18000000
PA
USD
1590437.66000000
0.050548650392
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.34000000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
3595000.00000000
PA
USD
2650881.10000000
0.084252571053
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
275110.02000000
PA
402859.70000000
0.012804031647
Long
DBT
NUSS
IT
N
2
2026-09-15
Fixed
3.10000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAR4
550000.00000000
PA
USD
594192.50000000
0.018885134390
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
136212.19000000
PA
203294.50000000
0.006461279725
Long
DBT
NUSS
DE
N
2
2033-04-15
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
6981.68000000
0.000221897726
N/A
DFE
KZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1113288.04000000
USD
481886729.00000000
KZT
2021-09-24
6981.68000000
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
2239973.96000000
PA
USD
2162627.66000000
0.068734482503
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
N/A
N/A
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
21816.29000000
0.000693383993
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6012533.00000000
MYR
1439030.90000000
USD
2021-09-03
21816.29000000
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
151000.00000000
PA
185002.54000000
0.005879909003
Long
DBT
NUSS
XX
N
2
2041-07-04
Fixed
0.45000000
N
N
N
N
N
N
Pro Mach Group, Inc.
5493008SZGSVUCSNB151
Pro Mach Group, Inc. Third Amendment Term Loan
69345TAE5
842552.68000000
PA
USD
840977.11000000
0.026728653999
Long
LON
CORP
US
N
2
2025-03-07
Floating
4.50000000
N
N
N
N
N
N
N/A
N/A
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-17248.83000000
-0.00054821707
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
799872.57000000
USD
4092708.00000000
BRL
2021-09-02
-17248.83000000
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
1045000.00000000
PA
USD
1047507.76000000
0.033292787812
Long
DBT
CORP
US
N
2
2021-09-01
Variable
3.93000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
1105000.00000000
PA
USD
1372056.40000000
0.043607870353
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AG3
1000000.00000000
PA
USD
984897.70000000
0.031302861320
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
2.73000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2465000.00000000
PA
USD
2667676.34000000
0.084786371740
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.13000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
300000.00000000
PA
USD
277500.00000000
0.008819742412
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
N
HAITONG INTL SECURITIES
549300Q1JC7X89PPGN26
Haitong International Securities Group Ltd
000000000
200000.00000000
PA
USD
208983.22000000
0.006642083491
Long
DBT
CORP
BM
N
2
2025-05-18
Fixed
3.13000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AB4
10880000.00000000
PA
USD
10976309.87000000
0.348858470955
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
200000.00000000
PA
USD
209500.00000000
0.006658508235
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.35000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
11863000000.00000000
PA
2958904.76000000
0.094042442542
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
McAfee, LLC
549300713UKUTLV9T378
McAfee, LLC 2018 USD Term Loan B
57906PAG4
1929678.38000000
PA
USD
1927034.72000000
0.061246666125
Long
LON
CORP
US
N
2
2024-09-30
Floating
3.84000000
N
N
N
N
N
N
HUNT OIL CO OF PERU
549300SVO0550J3IKN50
Hunt Oil Co of Peru LLC Sucursal Del Peru
445640AB1
675000.00000000
PA
USD
668250.00000000
0.021238893214
Long
DBT
CORP
PE
N
2
2028-06-01
Fixed
6.38000000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
595000.00000000
PA
732249.00000000
0.023272964185
Long
DBT
CORP
IT
N
2
2027-07-13
Fixed
1.88000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
11078815.00000000
PA
662088.63000000
0.021043067281
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LL3
1595000.00000000
PA
USD
1617517.99000000
0.051409340608
Long
DBT
CORP
US
N
2
2024-05-17
Floating
1.26000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2018 1st Lien Term Loan
31732FAM8
1002257.60000000
PA
USD
990791.77000000
0.031490191695
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.09000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
143000.00000000
PA
171410.26000000
0.005447907531
Long
DBT
NUSS
FR
N
2
2031-11-25
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
736000.00000000
PA
USD
790979.20000000
0.025139577648
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
County of Clark NV
N/A
CLARK CNTY NV
180848N58
2055000.00000000
PA
USD
2115486.25000000
0.067236193879
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
3.23000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
2225000.00000000
PA
USD
2305656.25000000
0.073280339517
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
2021-09-13
NEUBERGER BERMAN INCOME FUNDS
John McGovern
John McGovern
Treasurer
XXXX