NPORT-P
false
0001738078
XXXXXXXX
S000062356
C000202256
C000202258
C000202257
C000202259
BlackRock Funds V
811-23339
0001738078
54930077DSFQPJDWM487
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Income Fund
S000062356
MUZDM0OUSTCN1WUJ0O98
2022-09-30
2022-03-31
N
2681767620.05
80779147.05
2600988473.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
13266901.02999999
AUD
CAD
CHF
EUR
GBP
HKD
JPY
SEK
SGD
USD
N
Battalion CLO X Ltd.
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd., Series 2016-10A, Class BR2
07132JBG8
2000000.00000000
PA
USD
1962964.00000000
0.075469923084
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
2.30886000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BJ0
112000.00000000
PA
USD
108841.60000000
0.004184624466
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
2545000.00000000
PA
USD
623525.00000000
0.023972616813
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
N
N
N
N
N
N
OCP Euro CLO DAC
635400AITKFDK9OZEW62
OCP Euro CLO DAC, Series 2019-3X, Class ER
N/A
673000.00000000
PA
688286.43000000
0.026462494437
Long
ABS-CBDO
CORP
IE
N
2
2033-04-20
Floating
6.01999920
N
N
N
N
N
N
Graham Holdings Co.
529900BOSCEEEMAFQJ29
Graham Holdings Co.
384637AA2
48000.00000000
PA
USD
49293.60000000
0.001895187176
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
Summer BidCo BV
724500EOJYP21L3XM206
Summer BidCo BV
N/A
182482.50000000
PA
200661.25000000
0.007714807354
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
9.00000000
N
N
Y
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
72000.00000000
PA
USD
72809.64000000
0.002799306523
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Ares XXXVII CLO Ltd.
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd., Series 2015-4A, Class CR
04015NAL8
1000000.00000000
PA
USD
969645.00000000
0.037279865330
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
2.89128960
N
N
N
N
N
N
Crocs, Inc.
N/A
Crocs, Inc., Term Loan
22704NAD4
1545000.00000000
PA
USD
1504721.85000000
0.057851923052
Long
LON
CORP
US
N
2
2029-02-20
Variable
4.44840100
N
N
N
N
N
N
MKS Instruments, Inc.
N/A
MKS Instruments, Inc., Term Loan
N/A
1230000.00000000
PA
USD
1218081.30000000
0.046831476288
Long
LON
CORP
US
N
2
2028-10-20
Variable
0.00000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
23000.00000000
PA
USD
20136.16000000
0.000774173365
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
544000.00000000
PA
USD
530400.00000000
0.020392247236
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.74999920
N
N
N
N
N
N
Midcontinent Communications
N/A
Midcontinent Communications
59565XAC4
122000.00000000
PA
USD
122508.74000000
0.004710083926
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.37500000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership, Facility Term Loan I
N9833RAJ8
1160805.00000000
PA
USD
1142127.65000000
0.043911292258
Long
LON
CORP
US
N
2
2028-04-30
Variable
2.89657000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
10000.00000000
PA
USD
9975.00000000
0.000383508043
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAK5
104000.00000000
PA
USD
99678.80000000
0.003832343012
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
104000.00000000
PA
USD
107017.04000000
0.004114475750
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
364000.00000000
PA
USD
358641.92000000
0.013788677793
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2020-1A, Class DRR
87190CBE9
1250000.00000000
PA
USD
1216591.75000000
0.046774207676
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.65400000
N
N
N
N
N
N
ESR Cayman Ltd.
549300C81AR42BZUFZ09
ESR Cayman Ltd.
N/A
700000.00000000
PA
USD
676200.00000000
0.025997808410
Long
DBT
CORP
KY
N
2
2025-09-30
Fixed
1.50000000
N
N
N
N
N
ESR Cayman Ltd.
ESR Cayman Ltd.
HKD
XXXX
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBC3
138000.00000000
PA
USD
143036.31000000
0.005499305801
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
McAfee Corp.
N/A
McAfee Corp., Term Loan B1
57906HAD9
3082000.00000000
PA
USD
3055032.50000000
0.117456595125
Long
LON
CORP
US
N
2
2029-03-01
Variable
4.50000000
N
N
N
N
N
N
Viking Cruises Ltd.
549300IJP90T4MV2GL84
Viking Cruises Ltd.
92676XAD9
250000.00000000
PA
USD
227855.00000000
0.008760323329
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
N/A
718000.00000000
PA
USD
700857.75000000
0.026945822992
Long
DBT
CORP
KR
N
2
2024-10-04
Variable
4.25000160
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
1275000.00000000
PA
USD
1194037.50000000
0.045907066194
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
77000.00000000
PA
USD
74112.50000000
0.002849397479
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAC0
302000.00000000
PA
USD
280326.97000000
0.010777709048
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
CHI Overhead Doors, Inc.
N/A
CHI Overhead Doors, Inc., 1st Lien Term Loan
16706EAF9
55160.00000000
PA
USD
54442.92000000
0.002093162678
Long
LON
CORP
US
N
2
2025-07-31
Variable
4.50000000
N
N
N
N
N
N
Regatta VII Funding Ltd.
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd., Series 2016-1A, Class DR2
75888ABN5
1500000.00000000
PA
USD
1481276.40000000
0.056950517673
Long
ABS-CBDO
CORP
KY
N
2
2034-06-20
Floating
3.97785960
N
N
N
N
N
N
Iceland Bondco plc
2138002DRBYIA8QXHO36
Iceland Bondco plc
N/A
200000.00000000
PA
234486.53000000
0.009015285243
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
4.62500000
N
N
N
N
N
N
Corp. Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp. Nacional del Cobre de Chile
N/A
1163000.00000000
PA
USD
1168306.19000000
0.044917776534
Long
DBT
NUSS
CL
N
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
1800000.00000000
PA
USD
252000.00000000
0.009688624252
Long
DBT
CORP
KY
N
2
2026-08-12
Fixed
7.85000000
N
N
N
N
N
N
Crown Americas LLC
N/A
Crown Americas LLC
228187AB6
75000.00000000
PA
USD
75801.00000000
0.002914315107
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
N/A
800000.00000000
PA
850042.50000000
0.032681517385
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
Mongolian Mining Corp.
N/A
Mongolian Mining Corp.
N/A
200000.00000000
PA
USD
143787.50000000
0.005528186744
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869AF9
208000.00000000
PA
USD
185640.00000000
0.007137286532
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Nouryon Finance BV
549300K7VB5G6LULFT41
Nouryon Finance BV, Term Loan
N8232NAB3
57131.56000000
PA
USD
56203.17000000
0.002160838872
Long
LON
CORP
US
N
2
2025-10-01
Variable
4.00600000
N
N
N
N
N
N
Centennial Resource Production LLC
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
84000.00000000
PA
USD
84428.40000000
0.003246012078
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
AES Panama Generation Holdings SRL
N/A
AES Panama Generation Holdings SRL
00109AAB3
644000.00000000
PA
USD
606970.00000000
0.023336128025
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Ares XXXVII CLO Ltd.
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd., Series 2015-4A, Class BR
04015NAK0
250000.00000000
PA
USD
246113.30000000
0.009462298758
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
2.04129000
N
N
N
N
N
N
Powdr Corp.
549300XIF5ZPMVRIGO50
Powdr Corp.
73900LAA9
171000.00000000
PA
USD
174847.49000000
0.006722347746
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
Oil India Ltd.
335800XXEP14XISP1A16
Oil India Ltd.
N/A
640000.00000000
PA
USD
668920.00000000
0.025717914821
Long
DBT
NUSS
IN
N
2
2029-02-04
Fixed
5.12500000
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
N/A
358000.00000000
PA
394160.28000000
0.015154249397
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
489000.00000000
PA
USD
447902.00000000
0.017220453095
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Banca Monte dei Paschi di Siena SpA
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
N/A
152000.00000000
PA
152175.75000000
0.005850689135
Long
DBT
NUSS
IT
N
2
2026-01-09
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4337.12000000
0.000166748912
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
2894763.07000000
USD
2620000.00000000
EUR
2022-04-13
4337.12000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKM0
6200000.00000000
PA
USD
6191653.06000000
0.238050000000
Long
DBT
CORP
US
N
2
2026-04-02
Variable
3.38400000
N
N
N
N
N
N
Grab Holdings, Inc.
N/A
Grab Holdings, Inc., Term Loan
G4123KAB8
3676779.23000000
PA
USD
3584859.75000000
0.137826821887
Long
LON
CORP
US
N
2
2026-01-29
Variable
5.50000000
N
N
N
N
N
N
Kestrel Bidco, Inc.
N/A
Kestrel Bidco, Inc., Term Loan
C4927UAB8
489585.40000000
PA
USD
470716.78000000
0.018097611153
Long
LON
CORP
CA
N
2
2026-12-11
Variable
4.00000000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
629571AA8
69000.00000000
PA
USD
69000.00000000
0.002652837592
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Sound Point Euro CLO V Funding DAC
635400C9UNRNNADDDC68
Sound Point Euro CLO V Funding DAC, Series 5X, Class E
N/A
200000.00000000
PA
196298.60000000
0.007547076891
Long
ABS-CBDO
CORP
IE
N
2
2035-07-25
Floating
5.83999920
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
168000.00000000
PA
USD
196980.00000000
0.007573274624
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AB3
1325000.00000000
PA
USD
1369546.50000000
0.052654846963
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
AIG CLO LLC
N/A
AIG CLO LLC, Series 2020-1A, Class DR
00140WBA7
3000000.00000000
PA
USD
2889957.30000000
0.111109961847
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
3.24128880
N
N
N
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co., Term Loan
68621XAE3
1837094.17000000
PA
USD
1825612.33000000
0.070189174190
Long
LON
CORP
US
N
2
2028-06-02
Variable
3.56250000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAB6
13000.00000000
PA
USD
12513.54000000
0.000481107091
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AE0
73000.00000000
PA
USD
75217.01000000
0.002891862489
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
853000.00000000
PA
USD
849485.64000000
0.032660107832
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XL2
626000.00000000
PA
USD
625295.75000000
0.024040696700
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
Pactiv Evergreen, Inc.
5493002QNV81KCX40V06
Pactiv Evergreen, Inc., Term Loan B2
76173FAW7
258270.31000000
PA
USD
251222.11000000
0.009658716776
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.67218300
N
N
N
N
N
N
Dryden 40 Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund, Series 2015-40A, Class DR
26244GAL9
1000000.00000000
PA
USD
989347.70000000
0.038037373493
Long
ABS-CBDO
CORP
KY
N
2
2031-08-15
Floating
3.60642960
N
N
N
N
N
N
CITGO Petroleum Corp.
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp.
17302XAK2
325000.00000000
PA
USD
327031.25000000
0.012573344841
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Chobani LLC
N/A
Chobani LLC
17027NAA0
1538000.00000000
PA
USD
1486938.40000000
0.057168204143
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Codere Finance 2 Luxembourg SA
2221005CUH65GSJUKB29
Codere Finance 2 Luxembourg SA
N/A
3007000.00000000
PA
3525710.82000000
0.135552727611
Long
DBT
CORP
LU
N
2
2026-09-30
Variable
11.00000000
N
N
Y
N
N
N
Cheplapharm Arzneimittel GmbH
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
275000.00000000
PA
USD
266059.72000000
0.010229177205
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
574000.00000000
PA
USD
554716.47000000
0.021327140652
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., Term Loan B3
00216EAE9
1242883.44000000
PA
USD
1225023.20000000
0.047098370973
Long
LON
CORP
US
N
2
2028-09-15
Variable
4.50000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
43000.00000000
PA
USD
39083.35000000
0.001502634494
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
200000.00000000
PA
USD
195489.00000000
0.007515950263
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
TICP CLO V Ltd.
254900FRG2I3OIEKD552
TICP CLO V Ltd., Series 2016-5A, Class DR
87248KAQ7
1050000.00000000
PA
USD
1035681.36000000
0.039818760088
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
3.39129000
N
N
N
N
N
N
Smurfit Kappa Treasury ULC
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
N/A
1000000.00000000
PA
1087928.29000000
0.041827493712
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
1.50000000
N
N
N
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
174000.00000000
PA
USD
169522.98000000
0.006517636727
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class C
64134JAE3
1000000.00000000
PA
USD
976585.70000000
0.037546713879
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
1.99128960
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DC0
6590000.00000000
PA
USD
6772399.07000000
0.260377896338
Long
DBT
CORP
GB
N
2
2033-03-29
Variable
4.76200080
N
N
N
N
N
N
N/A
N/A
CDS
N/A
240000.00000000
PA
2404.05000000
0.000092428321
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
0.00000000
USD
532.30000000
USD
240000.00000000
EUR
2404.05000000
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
14000.00000000
PA
USD
13853.00000000
0.000532605205
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
379000.00000000
PA
USD
362221.67000000
0.013926308161
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
92735LAA0
435000.00000000
PA
USD
460723.73000000
0.017713409143
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Heimstaden Bostad AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
N/A
350000.00000000
PA
324216.87000000
0.012465140594
Long
DBT
CORP
SE
N
2
2027-10-29
Variable
3.00000070
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc., Term Loan B
02376CBA2
1053460.72000000
PA
USD
1039270.60000000
0.039956755317
Long
LON
CORP
US
N
2
2023-12-15
Variable
2.84043000
N
N
N
N
N
N
Cablevision Lightpath LLC
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAA7
268000.00000000
PA
USD
250580.00000000
0.009634029623
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.87500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAR1
511000.00000000
PA
USD
472355.63000000
0.018160619891
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Serta Simmons Bedding LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding LLC, Term Loan
81753HAG6
135175.13000000
PA
USD
127172.76000000
0.004889401138
Long
LON
CORP
US
N
2
2023-08-10
Variable
8.50000000
N
N
N
N
N
N
Greenrock Finance, Inc.
N/A
Greenrock Finance, Inc., 1st Lien Term Loan B
86555QAF7
364866.14000000
PA
USD
359849.23000000
0.013835095146
Long
LON
CORP
US
N
2
2024-06-28
Variable
4.50600000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp., Term Loan B
44988LAF4
782273.11000000
PA
USD
775428.22000000
0.029812828009
Long
LON
CORP
US
N
2
2025-02-05
Variable
3.75000000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411AW5
168000.00000000
PA
USD
169260.00000000
0.006507525956
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
1280000.00000000
PA
USD
1198400.00000000
0.046074790889
Long
DBT
CORP
IL
N
2
2031-01-29
Variable
3.27499920
N
N
N
N
N
N
Pakistan Water & Power Development Authority
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
N/A
2325000.00000000
PA
USD
1505693.25000000
0.057889270392
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA
N/A
170000.00000000
PA
189658.02000000
0.007291767032
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
7.75000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
N/A
569000.00000000
PA
USD
577641.69000000
0.022208544789
Long
DBT
NUSS
ID
N
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
DTI Holdco, Inc.
N/A
DTI Holdco, Inc., Term Loan B1
23358EAD1
2.15000000
PA
USD
2.08000000
0.000000079969
Long
LON
CORP
US
N
2
2023-09-29
Variable
5.75000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA, Series NC6
N/A
500000.00000000
PA
509917.09000000
0.019604742400
Long
DBT
CORP
IT
N
2
2027-02-11
Variable
1.99999925
N
N
N
N
N
N
Equinox Holdings, Inc.
549300W05QKLNGQIIA73
Equinox Holdings, Inc., 1st Lien Term Loan B1
29446CAP9
4829699.45000000
PA
USD
4530258.08000000
0.174174477396
Long
LON
CORP
US
N
2
2024-03-08
Variable
4.00600000
N
N
N
N
N
N
Asurion LLC
N/A
Asurion LLC, 2nd Lien Term Loan B4
04649VBA7
1768000.00000000
PA
USD
1726010.00000000
0.066359771214
Long
LON
CORP
US
N
2
2029-01-20
Variable
5.70743000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAE0
208000.00000000
PA
USD
189540.00000000
0.007287229527
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BL7
11000.00000000
PA
USD
11343.75000000
0.000436132267
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
N/A
500000.00000000
PA
486366.13000000
0.018699280486
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
0.75000000
N
N
N
N
N
N
UKG, Inc.
N/A
UKG, Inc., 1st Lien Term Loan
90385KAB7
2960722.60840000
PA
USD
2946481.53000000
0.113283144488
Long
LON
CORP
US
N
2
2026-05-04
Variable
4.75600000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAG6
31000.00000000
PA
USD
30880.81000000
0.001187272082
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC, Facility Term Loan Q
G9368PBE3
1257000.00000000
PA
USD
1248364.41000000
0.047995768645
Long
LON
CORP
US
N
2
2029-01-31
Variable
3.64657000
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
N/A
Beacon Roofing Supply, Inc., Term Loan
07368RAF8
1538590.79000000
PA
USD
1513865.64000000
0.058203473629
Long
LON
CORP
US
N
2
2028-05-19
Variable
2.70743000
N
N
N
N
N
N
Phoenix PIB Dutch Finance BV
529900UUYBCBB7HMVI56
Phoenix PIB Dutch Finance BV
N/A
1000000.00000000
PA
1081945.69000000
0.041597481158
Long
DBT
CORP
NL
N
2
2025-08-05
Fixed
2.37500000
N
N
N
N
N
N
Consolidated Communications, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAF0
536000.00000000
PA
USD
493870.40000000
0.018987796567
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EE1
431000.00000000
PA
USD
453541.30000000
0.017437266820
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Bridgepoint CLO DAC
635400VOTGDBPOTECF34
Bridgepoint CLO DAC, Series 3X, Class E
N/A
1000000.00000000
PA
1043670.55000000
0.040125919850
Long
ABS-CBDO
CORP
IE
N
2
2036-01-15
Floating
6.23999880
N
N
N
N
N
N
Stonegate Pub Co. Financing plc
254900L5266ML3505282
Stonegate Pub Co. Financing plc
N/A
425000.00000000
PA
568071.52000000
0.021840601213
Long
DBT
CORP
GB
N
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
Tervita Corp.
N/A
Tervita Corp.
88159EAA1
131000.00000000
PA
USD
148375.84000000
0.005704594293
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAB6
116000.00000000
PA
USD
111363.48000000
0.004281582988
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.12500000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAK6
209000.00000000
PA
USD
200640.00000000
0.007713990357
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
Belron Group SA
N/A
Belron Group SA, Term Loan
08078UAF0
2516522.43000000
PA
USD
2495761.12000000
0.095954332205
Long
LON
CORP
US
N
2
2028-04-13
Variable
3.25000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2019-3, Class M3
92257HAD1
784608.16000000
PA
USD
738131.66000000
0.028378890089
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.38000040
N
N
N
N
N
N
APi Escrow Corp.
N/A
APi Escrow Corp.
00185PAA9
125000.00000000
PA
USD
116093.75000000
0.004463447308
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
N/A
Catalent Pharma Solutions, Inc., Term Loan B3
14880BAH4
893760.18920000
PA
USD
891525.79000000
0.034276422185
Long
LON
CORP
US
N
3
2028-02-22
Variable
2.50000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
549300ZCZ76HYCS0H445
Frontier Communications Holdings LLC, Term Loan B
35906EAQ3
1355087.33000000
PA
USD
1332498.02000000
0.051230446956
Long
LON
CORP
US
N
2
2028-05-01
Variable
4.81250000
N
N
N
N
N
N
Octagon Investment Partners 28 Ltd.
254900BI638DCRT6IN48
Octagon Investment Partners 28 Ltd., Series 2016-1A, Class C1R
67591EAW3
1000000.00000000
PA
USD
992293.90000000
0.038150645814
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
2.50886160
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
128000.00000000
PA
USD
122560.00000000
0.004712054715
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Bellis Acquisition Co. plc
259400CYE2267UB4A481
Bellis Acquisition Co. plc
N/A
556000.00000000
PA
673902.54000000
0.025909478146
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
N/A
Amentum Government Services Holdings LLC, 1st Lien Term Loan
57776DAE3
669000.00000000
PA
USD
661473.75000000
0.025431629431
Long
LON
CORP
US
N
2
2029-02-15
Variable
4.50000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDA5
5000.00000000
PA
USD
5023.53000000
0.000193139264
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BB2
265000.00000000
PA
USD
267391.63000000
0.010280385044
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
Hub International Ltd.
549300JQT6ATTUNS5E06
Hub International Ltd., Term Loan B3
44332EAU0
2389555.79000000
PA
USD
2372183.72000000
0.091203161591
Long
LON
CORP
US
N
2
2025-04-25
Variable
4.00000000
N
N
N
N
N
N
National Express Group plc
213800A8IQEMY8PA5X34
National Express Group plc
N/A
300000.00000000
PA
384735.25000000
0.014791886007
Long
DBT
CORP
GB
N
2
2025-11-26
Variable
4.25000160
N
N
N
N
N
N
Banco Latinoamericano de Comercio Exterior SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
858000.00000000
PA
USD
826897.50000000
0.031791663384
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MN86
-1686.00000000
NC
USD
-78399.00000000
-0.00301420020
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
415.00000000
USD
2022-04-14
XXXX
253354.94000000
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLV2
165000.00000000
PA
USD
144693.88000000
0.005563034265
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Sino-Ocean Land Treasure IV Ltd.
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd.
N/A
660000.00000000
PA
USD
435600.00000000
0.016747479065
Long
DBT
CORP
VG
N
2
2029-08-05
Fixed
4.75000000
N
N
N
N
N
N
Husky Injection Molding Systems Ltd.
N/A
Husky Injection Molding Systems Ltd., Term Loan
C8856UAB4
5743147.60440000
PA
USD
5609849.15000000
0.215681430665
Long
LON
CORP
US
N
2
2025-03-28
Variable
3.35438000
N
N
N
N
N
N
SBB Treasury OYJ
5493003HHOCW6FIMH724
SBB Treasury OYJ
N/A
100000.00000000
PA
90788.77000000
0.003490548725
Long
DBT
CORP
FI
N
2
2028-12-14
Fixed
0.75000000
N
N
N
N
N
N
Seazen Group Ltd.
5493006M8GRAQRCSCD67
Seazen Group Ltd.
N/A
300000.00000000
PA
USD
228000.00000000
0.008765898133
Long
DBT
CORP
KY
N
2
2023-04-15
Fixed
6.15000000
N
N
N
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848AG8
157000.00000000
PA
USD
155101.87000000
0.005963189441
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
N
N
N
N
N
N
DaFa Properties Group Ltd.
549300FG5PBBG2FX4L24
DaFa Properties Group Ltd.
N/A
1575000.00000000
PA
USD
110250.02000000
0.004238773879
Long
DBT
CORP
KY
N
2
2022-06-30
Fixed
12.50000000
N
N
N
N
N
N
Joseph T Ryerson & Son, Inc.
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son, Inc.
48088LAB3
92000.00000000
PA
USD
99590.00000000
0.003828928925
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
142000.00000000
PA
USD
144846.39000000
0.005568897805
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAJ4
3628714.67000000
PA
USD
3579835.88000000
0.137633669551
Long
LON
CORP
US
N
2
2024-09-13
Variable
3.95743000
N
N
N
N
N
N
SPX Flow, Inc.
N/A
SPX Flow, Inc., Term Loan
N/A
1206000.00000000
PA
USD
1173835.98000000
0.045130379937
Long
LON
CORP
US
N
2
2029-03-16
Variable
0.00000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
18000.00000000
PA
USD
17319.24000000
0.000665871463
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Optiv, Inc.
549300VZRXJMEDMZX746
Optiv, Inc., 1st Lien Term Loan
68404XAB2
1118850.74000000
PA
USD
1091226.32000000
0.041954292813
Long
LON
CORP
US
N
2
2024-02-01
Variable
4.25000000
N
N
N
N
N
N
Korian SA
969500WEPS61H6TJM037
Korian SA
N/A
400000.00000000
PA
482077.63000000
0.018534400863
Long
DBT
CORP
FR
N
2
2024-03-15
Variable
4.12500005
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165CBA1
341000.00000000
PA
USD
331368.46000000
0.012740097214
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.50000000
N
N
N
N
N
N
Madison Park Funding XXXIII Ltd.
N/A
Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR
55819JAU7
1000000.00000000
PA
USD
999906.90000000
0.038443342228
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
3.25875960
N
N
N
N
N
N
WEX, Inc.
N/A
WEX, Inc., Term Loan B
96208UAT8
809820.00000000
PA
USD
798976.51000000
0.030718187269
Long
LON
CORP
US
N
2
2028-03-31
Variable
2.70743000
N
N
N
N
N
N
Vizient, Inc.
5493007V6T3HZ7777P70
Vizient, Inc.
92856JAB6
123000.00000000
PA
USD
126690.00000000
0.004870840502
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.25000000
N
N
N
N
N
N
Invesco Euro CLO V DAC
5493004UWK07M4U35L23
Invesco Euro CLO V DAC, Series 5X, Class E
N/A
100000.00000000
PA
99743.14000000
0.003834816687
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
5.81000040
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAT7
811000.00000000
PA
USD
885336.26000000
0.034038453810
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAU7
236000.00000000
PA
USD
233189.24000000
0.008965408436
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
N/A
750000.00000000
PA
USD
761625.00000000
0.029282136691
Long
DBT
CORP
IN
N
2
2025-01-28
Fixed
4.12500000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
N/A
700000.00000000
PA
735885.47000000
0.028292530998
Long
DBT
CORP
GB
N
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
Hemso Fastighets AB
549300VOTS5OZ82UTG69
Hemso Fastighets AB
N/A
500000.00000000
PA
525784.03000000
0.020214777399
Long
DBT
CORP
SE
N
2
2029-06-19
Fixed
1.75000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
59000.00000000
PA
USD
58705.00000000
0.002257026534
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000040
N
N
N
N
N
N
Chanel Ceres plc
549300FLG0WWSVNA4480
Chanel Ceres plc
N/A
500000.00000000
PA
503558.36000000
0.019360268806
Long
DBT
CORP
GB
N
2
2031-07-31
Fixed
1.00000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
137000.00000000
PA
USD
128095.00000000
0.004924858427
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
ConnectWise LLC
N/A
ConnectWise LLC, Term Loan
20786NAC1
1440390.00000000
PA
USD
1428866.88000000
0.054935532964
Long
LON
CORP
US
N
2
2028-09-29
Variable
4.00000000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp.
44988MAC9
210000.00000000
PA
USD
218400.00000000
0.008396807685
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
113000.00000000
PA
USD
121036.00000000
0.004653461607
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
N/A
Ortho-Clinical Diagnostics, Inc.
68752DAA6
286000.00000000
PA
USD
294580.00000000
0.011325694175
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
Iceland Bondco plc
2138002DRBYIA8QXHO36
Iceland Bondco plc
N/A
280000.00000000
PA
307029.85000000
0.011804352583
Long
DBT
CORP
GB
N
2
2028-05-15
Fixed
4.37500000
N
N
N
N
N
N
Lealand Finance Co., BV
N/A
Lealand Finance Co., BV, Term Loan
N5200EAB7
114106.08000000
PA
USD
56625.14000000
0.002177062320
Long
LON
CORP
US
N
2
2025-06-30
Variable
1.20857000
N
N
N
N
N
N
Neuberger Berman Loan Advisers Euro CLO DAC
549300PWQEWJ6XJV7687
Neuberger Berman Loan Advisers Euro CLO DAC, Series 2021-2X, Class E
N/A
1223000.00000000
PA
1245064.49000000
0.047868896879
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
6.05999880
N
N
N
N
N
N
China Modern Dairy Holdings Ltd.
549300TAELI2JXTKK009
China Modern Dairy Holdings Ltd.
N/A
1150000.00000000
PA
USD
1045936.50000000
0.040213038652
Long
DBT
CORP
KY
N
2
2026-07-14
Fixed
2.12500000
N
N
N
N
N
N
Chrome Bidco SASU
9845000C1FYE89DC8677
Chrome Bidco SASU
N/A
400000.00000000
PA
422764.50000000
0.016253993602
Long
DBT
CORP
FR
N
2
2028-05-31
Fixed
3.50000000
N
N
N
N
N
N
UKG, Inc.
N/A
UKG, Inc., 2nd Lien Term Loan
90385KAJ0
2449366.00000000
PA
USD
2426782.85000000
0.093302330063
Long
LON
CORP
US
N
2
2027-05-03
Variable
5.75000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAN4
183000.00000000
PA
USD
169675.77000000
0.006523511032
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
34513.00000000
NS
12538.89000000
0.000482081721
Long
CORP
FR
N
2
N
N
N
Providus CLO V DAC
6354008C72YCMAEWD258
Providus CLO V DAC, Series 5X, Class E
N/A
100000.00000000
PA
96392.10000000
0.003705979515
Long
ABS-CBDO
CORP
IE
N
2
2035-02-15
Floating
5.28999840
N
N
N
N
N
N
Castle US Holding Corp.
N/A
Castle US Holding Corp.
14852LAA1
136000.00000000
PA
USD
135009.92000000
0.005190715814
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
Viad Corp.
N/A
Viad Corp., Term Loan
92553BAL7
1209130.96000000
PA
USD
1190994.00000000
0.045790052988
Long
LON
CORP
US
N
2
2028-07-30
Variable
5.50000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
95000.00000000
PA
USD
96849.65000000
0.003723570904
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Neuberger Berman CLO XX Ltd.
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class DRR
64130TBG9
1150000.00000000
PA
USD
1124041.86000000
0.043215949308
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.19128840
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
521000.00000000
PA
USD
83360.00000000
0.003204935387
Long
DBT
CORP
KY
N
2
2024-06-21
Fixed
7.95000000
Y
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XAT9
271000.00000000
PA
USD
269645.00000000
0.010367020184
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
Murphy Oil USA, Inc.
N32S6DTR2ZZ5222WHV58
Murphy Oil USA, Inc.
626738AE8
109000.00000000
PA
USD
108081.35000000
0.004155395193
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Olympus Water US Holding Corp.
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp.
N/A
272000.00000000
PA
262203.90000000
0.010080932796
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.37500000
N
N
N
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848VAA3
90000.00000000
PA
USD
89325.00000000
0.003434271275
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
6.00000000
N
N
N
N
N
N
ICON plc
N/A
ICON plc, Term Loan
L5000DAD9
615618.52000000
PA
USD
612158.74000000
0.023535619106
Long
LON
CORP
US
N
2
2028-07-03
Variable
2.75000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAR2
865000.00000000
PA
USD
827223.76000000
0.031804207076
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
500000.00000000
PA
569718.75000000
0.021903932136
Long
DBT
CORP
FI
N
2
2028-05-15
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4635.11000000
-0.00017820571
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
800000.00000000
EUR
880586.32000000
USD
2022-04-13
-4635.11000000
N
N
N
Athenahealth Group, Inc.
N/A
Athenahealth Group, Inc., Delayed Draw Term Loan
04686RAC7
536868.40000000
PA
USD
530291.76000000
0.020388085741
Long
LON
CORP
US
N
2
2029-02-15
Variable
0.00000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAZ4
642000.00000000
PA
USD
571380.00000000
0.021967802084
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Times China Holdings Ltd.
2549000KTINB9ZPZP710
Times China Holdings Ltd.
N/A
1898000.00000000
PA
USD
702260.00000000
0.026999735188
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
N
N
N
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
3620.00000000
NS
USD
293039.00000000
0.011266447469
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
9500000.00000000
PA
9054772.43000000
0.348128126056
Long
DBT
CORP
ES
N
2
2031-11-20
Fixed
0.75000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
519000.00000000
PA
USD
108990.00000000
0.004190329989
Long
DBT
CORP
VG
N
2
2024-02-27
Fixed
8.62500000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
1360000.00000000
PA
USD
1300500.00000000
0.050000221588
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
800000.00000000
PA
USD
378088.00000000
0.014536319707
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
CrownRock LP
N/A
CrownRock LP
228701AF5
510000.00000000
PA
USD
519809.85000000
0.019985088569
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
417000.00000000
PA
USD
376342.50000000
0.014469210606
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
K. Hovnanian Enterprises, Inc.
549300JJCQ0KAI7CJG32
K. Hovnanian Enterprises, Inc.
48251UAF5
124000.00000000
PA
USD
128030.00000000
0.004922359377
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
Match Group Holdings II LLC
57665RAL0
163000.00000000
PA
USD
152742.41000000
0.005872475467
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
2200000.00000000
PA
USD
429000.00000000
0.016493729382
Long
DBT
CORP
KY
N
2
2022-10-22
Fixed
11.95000000
Y
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BG9
129000.00000000
PA
USD
124162.50000000
0.004773665907
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
94000.00000000
PA
USD
98610.70000000
0.003791277855
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
China SCE Group Holdings Ltd.
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd.
N/A
1290000.00000000
PA
USD
812700.00000000
0.031245813214
Long
DBT
CORP
KY
N
2
2024-09-29
Fixed
5.95000000
N
N
N
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
16000.00000000
PA
USD
14940.32000000
0.000574409312
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
256000.00000000
PA
USD
232230.40000000
0.008928543990
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
291000.00000000
PA
USD
298010.19000000
0.011457574421
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B13, Class XA
08162DAF5
25459976.24600000
PA
USD
1551525.86000000
0.059651393157
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.12677840
N
N
N
N
N
N
Contego CLO IX DAC
549300Q8Y68COXOX2W73
Contego CLO IX DAC, Series 9X, Class E
N/A
809000.00000000
PA
833360.35000000
0.032040140071
Long
ABS-CBDO
CORP
IE
N
2
2034-01-24
Floating
6.00999840
N
N
N
N
N
N
Octagon Investment Partners 40 Ltd.
N/A
Octagon Investment Partners 40 Ltd., Series 2019-1A, Class DR
67592BAS7
1000000.00000000
PA
USD
999914.20000000
0.038443622891
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
3.60399960
N
N
N
N
N
N
W. R. Grace Holdings LLC
N/A
W. R. Grace Holdings LLC, Term Loan
92943HAB5
602490.00000000
PA
USD
596465.10000000
0.022932246958
Long
LON
CORP
US
N
2
2028-09-22
Variable
4.81250000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAE3
102000.00000000
PA
USD
101637.90000000
0.003907664376
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Kronos International, Inc.
529900NTVDLUSYY9F493
Kronos International, Inc.
N/A
300000.00000000
PA
322708.61000000
0.012407152640
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
108000.00000000
PA
USD
105436.08000000
0.004053692705
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5198.55000000
-0.00019986824
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
680179.89000000
USD
610000.00000000
EUR
2022-04-13
-5198.55000000
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JC6
500000.00000000
PA
USD
514189.51000000
0.019769003797
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Four Seasons Holdings, Inc.
5493009FUVX8LHYY2202
Four Seasons Holdings, Inc., 1st Lien Term Loan
35100DAR7
484743.81160000
PA
USD
482698.19000000
0.018558259485
Long
LON
CORP
CA
N
2
2023-11-30
Variable
2.20857000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
421000.00000000
PA
USD
406987.02000000
0.015647398065
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AV6
51000.00000000
PA
USD
48131.25000000
0.001850498397
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Tap Rock Resources LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
545000.00000000
PA
USD
564140.40000000
0.021689461751
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDU9
496000.00000000
PA
USD
498728.00000000
0.019174556334
Long
DBT
CORP
GB
N
2
2025-06-22
Variable
4.37500080
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
190000.00000000
PA
USD
197600.00000000
0.007597111715
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
PCF GmbH
5299001ZMR76CCHGY076
PCF GmbH
N/A
853000.00000000
PA
905048.06000000
0.034796311840
Long
DBT
CORP
DE
N
2
2026-04-15
Fixed
4.75000000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAL9
2511862.82000000
PA
USD
2480916.67000000
0.095383608799
Long
LON
CORP
US
N
2
2024-09-13
Variable
4.75000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
1659000.00000000
PA
USD
813092.49000000
0.031260903246
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
N/A
500000.00000000
PA
553500.02000000
0.021280371894
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBD5
1050000.00000000
PA
USD
1064613.84000000
0.040931124880
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
Novafives SAS
9695005GQAG112FYVW69
Novafives SAS
N/A
400000.00000000
PA
391612.50000000
0.015056295099
Long
DBT
CORP
FR
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
500000.00000000
PA
USD
532963.65000000
0.020490811686
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
Zhenro Properties Group Ltd.
549300I66TVJEL841P38
Zhenro Properties Group Ltd.
N/A
1200000.00000000
PA
USD
114000.00000000
0.004382949066
Long
DBT
CORP
KY
N
2
2026-08-04
Fixed
6.70000000
N
N
N
N
N
N
Northern Oil and Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531AG4
553000.00000000
PA
USD
576126.46000000
0.022150288860
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAF2
514000.00000000
PA
USD
521986.89000000
0.020068789055
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
BBAM European CLO I DAC
549300TZ7R77T955CQ98
BBAM European CLO I DAC, Series 1X, Class ER
N/A
1100000.00000000
PA
1132005.64000000
0.043522132133
Long
ABS-CBDO
CORP
IE
N
2
2034-07-22
Floating
5.91000120
N
N
N
N
N
N
Elmwood CLO V Ltd.
N/A
Elmwood CLO V Ltd., Series 2020-2A, Class DR
29003BAP6
1715000.00000000
PA
USD
1694942.22000000
0.065165310711
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
3.35400120
N
N
N
N
N
N
Inversiones CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
N/A
600000.00000000
PA
USD
615750.00000000
0.023673691997
Long
DBT
CORP
CL
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AE7
15000.00000000
PA
USD
14662.50000000
0.000563727988
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DB8
118000.00000000
PA
USD
126702.50000000
0.004871321088
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
125000.00000000
PA
USD
124375.00000000
0.004781835878
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
GMR Hyderabad International Airport Ltd.
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd.
N/A
836000.00000000
PA
USD
840336.75000000
0.032308361175
Long
DBT
CORP
IN
N
2
2024-04-10
Fixed
5.37500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VBW3
500000.00000000
PA
599878.45000000
0.023063479758
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
3.25000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
N/A
500000.00000000
PA
541903.20000000
0.020834509865
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
1.90000000
N
N
N
N
N
N
York CLO 1 Ltd.
549300EJZ6JIZVXIHF06
York CLO 1 Ltd., Series 2014-1A, Class DRR
986255BA4
1750000.00000000
PA
USD
1740278.05000000
0.066908333814
Long
ABS-CBDO
CORP
KY
N
2
2029-10-22
Floating
3.26886120
N
N
N
N
N
N
Castlelake Aviation One DAC
N/A
Castlelake Aviation One DAC, Term Loan
14855NAB2
2149102.25000000
PA
USD
2088669.49000000
0.080302912207
Long
LON
CORP
US
N
2
2026-10-22
Variable
3.57600000
N
N
N
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AW9
26000.00000000
PA
USD
24960.00000000
0.000959635164
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
Embotelladora Andina SA
254900NNPKP1J9XTSA53
Embotelladora Andina SA
29081PAF2
1826000.00000000
PA
USD
1661660.00000000
0.063885711807
Long
DBT
CORP
CL
N
2
2050-01-21
Fixed
3.95000000
N
N
N
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
206000.00000000
PA
USD
190286.32000000
0.007315923233
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
432000.00000000
PA
USD
416340.00000000
0.016006991354
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Heathrow Funding Ltd.
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd.
N/A
100000.00000000
PA
101687.61000000
0.003909575573
Long
DBT
CORP
JE
N
2
2034-03-14
Fixed
1.87500000
N
N
N
N
N
N
TMK Hawk Parent Corp.
N/A
TMK Hawk Parent Corp., Term Loan A
87258WAK1
230097.55000000
PA
USD
218017.43000000
0.008382099046
Long
LON
CORP
US
N
2
2024-05-30
Variable
8.50000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
N/A
Rockford Tower CLO Ltd., Series 2021-2A, Class D
77341LAG4
1000000.00000000
PA
USD
974591.30000000
0.037470035339
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.50399880
N
N
N
N
N
N
CTR Partnership LP
N/A
CTR Partnership LP
126458AE8
311000.00000000
PA
USD
293185.92000000
0.011272096091
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
Capital Four CLO II DAC
549300MUYIMW1VRJ5K26
Capital Four CLO II DAC, Series 2X, Class E
N/A
100000.00000000
PA
103558.78000000
0.003981516299
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
5.91000120
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
98919XAB7
4671860.22000000
PA
USD
4542216.10000000
0.174634226454
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.45743000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8913.77000000
-0.00034270701
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
1180000.00000000
CHF
1268439.67000000
USD
2022-04-13
-8913.77000000
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp., 1st Lien Term Loan B
71360HAB3
8405250.66780000
PA
USD
8334310.35000000
0.320428576924
Long
LON
CORP
US
N
2
2028-02-01
Variable
4.50000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
128000.00000000
PA
USD
120160.00000000
0.004619782103
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
356000.00000000
PA
USD
365718.80000000
0.014060762044
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAN7
206000.00000000
PA
USD
203425.00000000
0.007821065033
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Big River Steel LLC
N/A
Big River Steel LLC
08949LAB6
827000.00000000
PA
USD
867704.94000000
0.033360583832
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series U
156700AT3
321000.00000000
PA
USD
309765.00000000
0.011909510680
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
NCL Finance Ltd.
N/A
NCL Finance Ltd.
62888HAA7
280000.00000000
PA
USD
259656.60000000
0.009982996952
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Tallman Park CLO Ltd.
549300F1X3PF0EWH0F90
Tallman Park CLO Ltd., Series 2021-1A, Class C
874777AE5
1000000.00000000
PA
USD
976628.30000000
0.037548351718
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.20399920
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
1500000.00000000
PA
USD
1449014.36000000
0.055710141549
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
Travelport Finance (Luxembourg) SARL
N/A
Travelport Finance (Luxembourg) SARL, Term Loan
L9308UAU4
477577.50000000
PA
USD
494359.57000000
0.019006603648
Long
LON
CORP
US
N
2
2025-02-28
Variable
2.50000000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corp.
N/A
PECF USS Intermediate Holding III Corp., Term Loan
69291LAB2
1224597.30000000
PA
USD
1211481.86000000
0.046577748135
Long
LON
CORP
US
N
2
2028-12-15
Variable
4.75786000
N
N
N
N
N
N
TMK Hawk Parent Corp.
N/A
TMK Hawk Parent Corp., Term Loan B
87258WAL9
744273.21000000
PA
USD
630771.55000000
0.024251224353
Long
LON
CORP
US
N
2
2024-08-28
Variable
4.50000000
N
N
N
N
N
N
Melco Resorts Finance Ltd.
N/A
Melco Resorts Finance Ltd.
N/A
545000.00000000
PA
USD
455075.00000000
0.017496232863
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
ChampionX Corp.
549300EP2909K6DYYP38
ChampionX Corp.
03755LAC8
46000.00000000
PA
USD
46920.00000000
0.001803929563
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
1284000.00000000
PA
USD
1349484.00000000
0.051883505598
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
HUB International Ltd.
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAG6
152000.00000000
PA
USD
145160.00000000
0.005580955144
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
P&L Development LLC
N/A
P&L Development LLC
69306RAA4
277000.00000000
PA
USD
254840.00000000
0.009797813509
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
Pingan Real Estate Capital Ltd.
655600MZ4W5VY0OEG119
Pingan Real Estate Capital Ltd.
N/A
605000.00000000
PA
USD
556600.00000000
0.021399556583
Long
DBT
CORP
HK
N
2
2024-07-29
Fixed
2.75000000
N
N
N
N
N
N
Elect Global Investments Ltd.
254900MGJD77N8VPNK65
Elect Global Investments Ltd.
N/A
950000.00000000
PA
USD
908912.50000000
0.034944887662
Long
DBT
CORP
VG
N
2
2025-06-03
Variable
4.10000040
N
N
N
N
N
N
Uber Technologies, Inc.
N/A
Uber Technologies, Inc., Term Loan
90351JAF1
3067527.12000000
PA
USD
3052189.48000000
0.117347289758
Long
LON
CORP
US
N
2
2027-02-25
Variable
3.95743000
N
N
N
N
N
N
COBHAM Ultra U.S. Co.
N/A
COBHAM Ultra U.S. Co., Term Loan
L1802PAC3
451000.00000000
PA
USD
445551.92000000
0.017130099753
Long
LON
CORP
US
N
2
2028-11-17
Variable
0.00000000
N
N
N
N
N
N
EyeCare Partners LLC
N/A
EyeCare Partners LLC, 1st Lien Term Loan
30233PAB6
240.27000000
PA
USD
236.82000000
0.000009104999
Long
LON
CORP
US
N
2
2027-02-18
Variable
4.75600000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
500000.00000000
PA
535662.85000000
0.020594587617
Long
DBT
CORP
FR
N
2
2028-05-13
Fixed
0.75000000
N
N
N
N
N
N
Birch Grove CLO Ltd.
N/A
Birch Grove CLO Ltd., Series 19A, Class CR
09075JAQ2
2000000.00000000
PA
USD
1978782.20000000
0.076078084179
Long
ABS-CBDO
CORP
KY
N
2
2031-06-15
Floating
3.02600160
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc., 1st Lien Term Loan
86803YAB9
1518000.00000000
PA
USD
1500922.50000000
0.057705849740
Long
LON
CORP
US
N
3
2028-10-16
Variable
4.25000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
700000.00000000
PA
726410.21000000
0.027928236420
Long
DBT
CORP
JP
N
2
2025-09-19
Fixed
3.12500000
N
N
N
N
N
N
Severin Acquisition LLC
549300L10R4RABI1ER67
Severin Acquisition LLC, 1st Lien Term Loan
81812HAB6
1233405.96000000
PA
USD
1217544.36000000
0.046810832598
Long
LON
CORP
US
N
2
2025-08-01
Variable
3.45486000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AF8
128000.00000000
PA
USD
127711.36000000
0.004910108650
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
BlueMountain CLO DAC
635400J5FTCFKRFIPZ49
BlueMountain CLO DAC, Series 2021-1X, Class E
N/A
100000.00000000
PA
100682.37000000
0.003870927189
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
5.41000080
N
N
N
N
N
N
Apidos CLO XXIX
549300AVJUID3QNR9M59
Apidos CLO XXIX, Series 2018-29A, Class B
03767MAJ7
1000000.00000000
PA
USD
978017.30000000
0.037601754492
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
2.15771040
N
N
N
N
N
N
N/A
N/A
CDS
N/A
970000.00000000
PA
-3760.36000000
-0.00014457426
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
CMA CGM SA
CMA CGM SA
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
82998.24000000
USD
0.00000000
USD
970000.00000000
EUR
-3760.36000000
N
N
N
Cindai Capital Ltd.
213800P4RZF7RITVCP21
Cindai Capital Ltd.
N/A
900000.00000000
PA
USD
885491.87000000
0.034044436536
Long
DBT
CORP
MY
N
2
2023-02-08
None
0.00000000
N
N
N
N
N
CITIC Securities Co. Ltd.
CITIC Securities Co. Ltd.
HKD
XXXX
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group, Inc.
00213MAV6
492000.00000000
PA
USD
502922.40000000
0.019335818102
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
ASTM SpA
8156003F2286CFA55E20
ASTM SpA
N/A
800000.00000000
PA
829027.29000000
0.031873547253
Long
DBT
CORP
IT
N
2
2033-11-25
Fixed
2.37500000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
1800000.00000000
PA
2040712.66000000
0.078459119722
Long
DBT
CORP
DE
N
2
2025-10-09
Variable
6.12499930
N
N
N
N
N
N
Flatiron CLO 17 Ltd.
549300ZUHE1G4KLVKW25
Flatiron CLO 17 Ltd., Series 2017-1A, Class CR
33882GAJ7
400000.00000000
PA
USD
396735.32000000
0.015253251758
Long
ABS-CBDO
CORP
KY
N
2
2030-05-15
Floating
2.40643080
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
200000.00000000
PA
225110.81000000
0.008654817671
Long
DBT
CORP
FI
N
2
2024-03-15
Fixed
2.00000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAC9
203000.00000000
PA
USD
200005.75000000
0.007689605397
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B6
04649VAV2
686085.80000000
PA
USD
681283.20000000
0.026193241802
Long
LON
CORP
US
N
2
2023-11-03
Variable
3.58243000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
N/A
314000.00000000
PA
376372.12000000
0.014470349403
Long
DBT
CORP
GB
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC, Term Loan B5
89334GAX2
425489.82000000
PA
USD
418788.36000000
0.016101123259
Long
LON
CORP
US
N
2
2026-11-16
Variable
2.20743000
N
N
N
N
N
N
Global Switch Holdings Ltd.
635400NTV7KC9RQ3ZL20
Global Switch Holdings Ltd.
N/A
500000.00000000
PA
550685.72000000
0.021172170723
Long
DBT
CORP
VG
N
2
2024-01-31
Fixed
1.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCG4
260000.00000000
PA
USD
268922.80000000
0.010339253817
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046AA7
155000.00000000
PA
USD
137175.00000000
0.005273956475
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Orbcomm, Inc.
N/A
Orbcomm, Inc., 1st Lien Term Loan
68558RAB9
1228578.98000000
PA
USD
1215273.47000000
0.046723523868
Long
LON
CORP
US
N
2
2028-09-01
Variable
5.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACE3
719000.00000000
PA
USD
676564.62000000
0.026011826927
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Centurion Bidco SpA
815600440B4998FCA515
Centurion Bidco SpA
N/A
768000.00000000
PA
825200.59000000
0.031726422418
Long
DBT
CORP
IT
N
2
2026-09-30
Fixed
5.87500000
N
N
N
N
N
N
Trestles CLO III Ltd.
N/A
Trestles CLO III Ltd., Series 2020-3A, Class B1
89532TAE6
1000000.00000000
PA
USD
993892.20000000
0.038212095528
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
2.10399840
N
N
N
N
N
N
Schaeffler AG
549300Q7E782X7GC1P43
Schaeffler AG
N/A
200000.00000000
PA
216660.83000000
0.008329941952
Long
DBT
CORP
DE
N
2
2028-10-12
Fixed
3.37500000
N
N
N
N
N
N
Fortress Transportation & Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation & Infrastructure Investors LLC
34960PAC5
59000.00000000
PA
USD
61641.14000000
0.002369912079
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
Ryan Specialty Group LLC
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
99000.00000000
PA
USD
93555.00000000
0.003596901753
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.37500000
N
N
N
N
N
N
Heimstaden Bostad AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
N/A
475000.00000000
PA
443894.98000000
0.017066395511
Long
DBT
CORP
SE
N
2
2027-02-01
Variable
2.62499970
N
N
N
N
N
N
GC Treasury Center Co. Ltd.
549300LUFQBC2EQNAR40
GC Treasury Center Co. Ltd.
36830DAD3
1200000.00000000
PA
USD
1217964.00000000
0.046826966464
Long
DBT
CORP
TH
N
2
2032-03-30
Fixed
4.40000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc., Term Loan B1
00164DAQ6
1273289.64180000
PA
USD
1132693.00000000
0.043548559009
Long
LON
CORP
US
N
2
2026-04-22
Variable
3.35171000
N
N
N
N
N
N
Champion Path Holdings Ltd.
549300QWJFPV5413KI88
Champion Path Holdings Ltd.
N/A
678000.00000000
PA
USD
539560.88000000
0.020744454871
Long
DBT
CORP
VG
N
2
2028-01-27
Fixed
4.85000000
N
N
N
N
N
N
Aramark Intermediate HoldCo Corp.
N/A
Aramark Intermediate HoldCo Corp., Term Loan B5
03852JAS0
715515.82000000
PA
USD
704783.08000000
0.027096739847
Long
LON
CORP
US
N
2
2028-04-06
Variable
2.95743000
N
N
N
N
N
N
Gogo Intermediate Holdings LLC
N/A
Gogo Intermediate Holdings LLC, Term Loan
38046JAB0
1003640.54000000
PA
USD
994858.69000000
0.038249254094
Long
LON
CORP
US
N
2
2028-04-30
Variable
4.50000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
159000.00000000
PA
USD
166552.50000000
0.006403430915
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
907000.00000000
PA
USD
863917.50000000
0.033214968423
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp., Term Loan B1
72814CAF5
1231146.05000000
PA
USD
1211275.35000000
0.046569808462
Long
LON
CORP
US
N
2
2028-03-13
Variable
3.20743000
N
N
N
N
N
N
SRM Escrow Issuer LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
530000.00000000
PA
USD
522717.80000000
0.020096890294
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAD3
204000.00000000
PA
USD
194565.00000000
0.007480425308
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Diamond BC BV
549300SWLHWJF3D4N658
Diamond BC BV
25257DAA6
196000.00000000
PA
USD
175910.00000000
0.006763197985
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
4.62500000
N
N
N
N
N
N
Health & Happiness H&H International Holdings Ltd.
2138007WU5DJFZFDDV59
Health & Happiness H&H International Holdings Ltd.
N/A
800000.00000000
PA
USD
718150.00000000
0.027610656773
Long
DBT
CORP
KY
N
2
2024-10-24
Fixed
5.62500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
17000.00000000
PA
USD
13232.12000000
0.000508734280
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
N/A
300000.00000000
PA
341001.56000000
0.013110460255
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.87500000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
146000.00000000
PA
USD
143983.74000000
0.005535731568
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
200000.00000000
PA
227887.50000000
0.008761572854
Long
DBT
CORP
IT
N
2
2023-06-03
Variable
6.62499820
N
N
N
N
N
N
Trans Union LLC
N/A
Trans Union LLC, Term Loan B6
89334GAZ7
5147372.23000000
PA
USD
5102332.72000000
0.196168986251
Long
LON
CORP
US
N
2
2028-12-01
Variable
2.75000000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
277000.00000000
PA
USD
265920.00000000
0.010223805401
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies Holdings, Inc., Term Loan B3
78466DBD5
232024.36000000
PA
USD
228144.91000000
0.008771469476
Long
LON
CORP
US
N
2
2025-04-16
Variable
2.20743000
N
N
N
N
N
N
Elmwood CLO IX Ltd.
N/A
Elmwood CLO IX Ltd., Series 2021-2A, Class D
29003UAG4
1250000.00000000
PA
USD
1221481.50000000
0.046962203511
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.20400000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBF9
485000.00000000
PA
USD
525038.61000000
0.020186118295
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485AE6
585000.00000000
PA
USD
595705.50000000
0.022903042677
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
106000.00000000
PA
USD
111035.00000000
0.004268953943
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
569000.00000000
PA
USD
546376.56000000
0.021006496786
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
GUSAP III LP
549300WY05UJ7WTHIN64
GUSAP III LP
N/A
1234000.00000000
PA
USD
1237702.00000000
0.047585831803
Long
DBT
CORP
US
N
2
2030-01-21
Fixed
4.25000000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
N/A
Cornerstone Building Brands, Inc., Term Loan B
72431HAD2
284635.78280000
PA
USD
274909.78000000
0.010569434768
Long
LON
CORP
US
N
2
2028-04-12
Variable
3.75000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, 2nd Lien Term Loan B3
04649VAZ3
1284696.00000000
PA
USD
1257717.38000000
0.048355361550
Long
LON
CORP
US
N
2
2028-01-31
Variable
5.70743000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
11494000.00000000
PA
USD
11426854.58000000
0.439327382593
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Zurn LLC
N/A
Zurn LLC, 1st Lien Term Loan
76168JAS5
185535.00000000
PA
USD
184297.48000000
0.007085670771
Long
LON
CORP
US
N
2
2028-10-04
Variable
2.75000000
N
N
N
N
N
N
Iqvia, Inc.
549300PLWY28YB00C717
Iqvia, Inc., Term Loan B1
44969CBF6
58181.13000000
PA
USD
57613.86000000
0.002215075560
Long
LON
CORP
US
N
2
2024-03-07
Variable
2.20743000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAJ1
79000.00000000
PA
USD
77222.50000000
0.002968967406
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
Arcline FM Holdings LLC
N/A
Arcline FM Holdings LLC, 1st Lien Term Loan
03960DAB9
1918360.01000000
PA
USD
1890390.32000000
0.072679688496
Long
LON
CORP
US
N
2
2028-06-23
Variable
5.50000000
N
N
N
N
N
N
Powerlong Real Estate Holdings Ltd.
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd.
N/A
2120000.00000000
PA
USD
805600.00000000
0.030972840070
Long
DBT
CORP
KY
N
2
2024-08-10
Fixed
6.25000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DB2
141000.00000000
PA
USD
127605.00000000
0.004906019435
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
604000.00000000
PA
USD
456665.08000000
0.017557366545
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
Wilsonart LLC
N/A
Wilsonart LLC, Term Loan E
97246FAH9
2467546.39770000
PA
USD
2401021.35000000
0.092311879692
Long
LON
CORP
US
N
2
2026-12-31
Variable
4.50000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CS7
75000.00000000
PA
USD
72795.38000000
0.002798758270
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
Trader Interactive LLC
N/A
Trader Interactive LLC, Term Loan
89256CAC1
628370.73000000
PA
USD
618945.17000000
0.023796536448
Long
LON
CORP
US
N
3
2028-07-28
Variable
4.50000000
N
N
N
N
N
N
Johnson Controls International plc
N/A
Johnson Controls International plc
N/A
500000.00000000
PA
517564.60000000
0.019898765618
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.37500000
N
N
N
N
N
N
ABJA Investment Co. Pte. Ltd.
254900E6OE5YJ9WCCU19
ABJA Investment Co. Pte. Ltd.
N/A
1563000.00000000
PA
USD
1627473.75000000
0.062571355732
Long
DBT
CORP
SG
N
2
2024-07-31
Fixed
5.95000000
N
N
N
N
N
N
National Central Cooling Co. PJSC
254900E7M1Y3DXGQ1283
National Central Cooling Co. PJSC
N/A
674000.00000000
PA
USD
616710.00000000
0.023710601042
Long
DBT
CORP
AE
N
2
2027-10-21
Fixed
2.50000000
N
N
N
N
N
N
Phoenix Newco, Inc.
254900PHGVI5379Z9791
Phoenix Newco, Inc., 1st Lien Term Loan
71911KAC8
4296982.00000000
PA
USD
4261703.78000000
0.163849391269
Long
LON
CORP
US
N
2
2028-11-15
Variable
4.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
1000000.00000000
PA
968278.50000000
0.037227327612
Long
DBT
CORP
IT
N
2
2027-06-03
Variable
3.87500060
N
N
N
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBF8
348000.00000000
PA
USD
348870.00000000
0.013412977551
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.87500000
N
N
N
N
N
N
Sherwood Financing plc
259400SSZWSSPNYW7K08
Sherwood Financing plc
N/A
210000.00000000
PA
260693.84000000
0.010022875637
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
85000.00000000
PA
USD
82662.50000000
0.003178118659
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAQ0
25000.00000000
PA
USD
25468.75000000
0.000979195035
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Times China Holdings Ltd.
2549000KTINB9ZPZP710
Times China Holdings Ltd.
N/A
1300000.00000000
PA
USD
468000.00000000
0.017993159326
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
Apidos CLO XX
5493008YDOADR1DMZM86
Apidos CLO XX, Series 2015-20A, Class BRR
03765LAV4
1000000.00000000
PA
USD
988213.00000000
0.037993747771
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
2.19129120
N
N
N
N
N
N
N/A
N/A
CDI
N/A
28825000.00000000
PA
USD
289257.98000000
0.011121078889
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 38-V1
Markit CDX North American High Yield Index Series 38-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2027-06-20
1344012.05000000
USD
0.00000000
USD
28825000.00000000
USD
289257.98000000
N
N
N
N/A
N/A
Euro-Bobl
N/A
-91.00000000
NC
216941.89000000
0.008340747844
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
EUR Currency
2022-06-08
-11726260.00000000
EUR
216941.89000000
N
N
N
Columbus McKinnon Corp.
N/A
Columbus McKinnon Corp., Term Loan
N/A
376417.22000000
PA
USD
369517.49000000
0.014206809981
Long
LON
CORP
US
N
2
2028-05-14
Variable
3.81250000
N
N
N
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAG8
28000.00000000
PA
USD
30030.56000000
0.001154582587
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.40000080
N
N
N
N
N
N
CAB SELAS
9695008EGX5O9K1MS743
CAB SELAS
N/A
664000.00000000
PA
697740.23000000
0.026825963945
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
810000.00000000
PA
USD
801243.90000000
0.030805361435
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Global Prime Capital Pte. Ltd.
254900BOZNNFPDZAEZ24
Global Prime Capital Pte. Ltd.
N/A
479000.00000000
PA
USD
455050.00000000
0.017495271690
Long
DBT
CORP
SG
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
CF-B L2 (D), LLC
N/A
CF-B L2 (D), LLC
N/A
57545.40800000
NS
USD
592.14000000
0.000022765960
Long
EP
CORP
US
Y
N/A
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc., Term Loan
03952HAD6
616985.22000000
PA
USD
605854.81000000
0.023293252403
Long
LON
CORP
US
N
2
2027-12-06
Variable
3.75000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
30000.00000000
PA
USD
31950.60000000
0.001228402214
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
CMG Media Corp.
N/A
CMG Media Corp., 1st Lien Term Loan B
88145LAE4
616004.01000000
PA
USD
605895.38000000
0.023294812195
Long
LON
CORP
US
N
2
2026-12-17
Variable
3.95743000
N
N
N
N
N
N
Voyage Digital (NZ) Ltd.
N/A
Voyage Digital (NZ) Ltd., Term Loan
N/A
876000.00000000
PA
USD
858480.00000000
0.033005913286
Long
LON
CORP
US
N
3
2029-03-03
Variable
0.00000000
N
N
N
N
N
N
Bank Tabungan Negara Persero Tbk. PT
2549009BLYOGL9ZLAW17
Bank Tabungan Negara Persero Tbk. PT
N/A
819000.00000000
PA
USD
790425.09000000
0.030389411495
Long
DBT
NUSS
ID
N
2
2025-01-23
Fixed
4.20000000
N
N
N
N
N
N
TK Elevator Midco GmbH
N/A
TK Elevator Midco GmbH, Facility Term Loan B1
D9000BAD4
801325.48000000
PA
USD
792815.40000000
0.030481311556
Long
LON
CORP
US
N
2
2027-07-30
Variable
4.01871000
N
N
N
N
N
N
Cloudera, Inc.
N/A
Cloudera, Inc., 1st Lien Term Loan
74339VAB4
3267000.00000000
PA
USD
3222078.75000000
0.123879009209
Long
LON
CORP
US
N
2
2028-10-08
Variable
4.25000000
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
N/A
100000.00000000
PA
100536.00000000
0.003865299713
Long
DBT
CORP
FR
N
2
2026-01-15
Fixed
6.62500000
N
N
N
N
N
N
Power Finance Corp. Ltd.
3358003Q6D9LIJJZ1614
Power Finance Corp. Ltd.
73928RAB2
800000.00000000
PA
USD
765704.00000000
0.029438961685
Long
DBT
NUSS
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
97000.00000000
PA
USD
91422.50000000
0.003514913693
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
TICP CLO IX Ltd.
549300T5OQR4UD880D68
TICP CLO IX Ltd., Series 2017-9A, Class D
87249AAG0
1000000.00000000
PA
USD
984239.50000000
0.037840978928
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.15399960
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-256187.53000000
-0.00984962189
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
49780000.00000000
GBP
65132400.90000000
USD
2022-04-13
-256187.53000000
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBR4
165000.00000000
PA
USD
151178.06000000
0.005812331026
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
N/A
500000.00000000
PA
515789.06000000
0.019830501571
Long
DBT
CORP
PT
N
2
2081-08-02
Variable
1.87500135
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
44000.00000000
PA
USD
43120.00000000
0.001657831260
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
755000.00000000
PA
USD
101925.00000000
0.003918702487
Long
DBT
CORP
KY
N
2
2022-10-18
Fixed
12.25000000
Y
N
N
N
N
N
Sotheby's
N/A
Sotheby's, Term Loan
08883CAE8
3720210.73000000
PA
USD
3715560.47000000
0.142851862227
Long
LON
CORP
US
N
2
2027-01-15
Variable
5.00000000
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
N/A
412000.00000000
PA
USD
408343.50000000
0.015699550545
Long
DBT
CORP
IN
N
2
2027-11-30
Fixed
3.66700000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
63.00000000
NC
15297.78000000
0.000588152548
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Purchased
EURO STOXX 50 Index
EU0009658145
10.00000000
4200.00000000
EUR
2022-06-17
XXXX
-15222.29000000
N
N
N
TK Elevator US Newco, Inc.
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
376000.00000000
PA
USD
371875.28000000
0.014297459748
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
N/A
350000.00000000
PA
USD
84000.00000000
0.003229541417
Long
DBT
CORP
KY
N
2
2023-02-23
Fixed
5.25000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
144000.00000000
PA
USD
136114.56000000
0.005233185821
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
131000.00000000
PA
USD
127725.00000000
0.004910633066
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
AlbaCore Euro CLO IV DAC
635400OMGYX1QQYCTI48
AlbaCore Euro CLO IV DAC, Series 4X, Class D
N/A
300000.00000000
PA
331875.00000000
0.012759572118
Long
ABS-CBDO
CORP
IE
N
2
2035-07-15
Floating
0.00000000
N
N
N
N
N
N
AngloGold Ashanti Holdings plc
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAF8
672000.00000000
PA
USD
624570.24000000
0.024012803074
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
Eaton Vance CLO Ltd.
5493008YP5U5LTXAO749
Eaton Vance CLO Ltd., Series 2015-1A, Class CR
27830KAY0
762500.00000000
PA
USD
753441.59000000
0.028967509768
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
2.15399880
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
272000.00000000
PA
USD
259425.44000000
0.009974109562
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
N/A
471000.00000000
PA
USD
498906.75000000
0.019181428721
Long
DBT
CORP
MX
N
2
2044-01-30
Fixed
6.95000000
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300EYS8N79JYSXL17
Palmer Square CLO Ltd., Series 2018-2A, Class A2
69688MAE5
1000000.00000000
PA
USD
992279.40000000
0.038150088333
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
1.89128880
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BP5
437000.00000000
PA
USD
404093.90000000
0.015536166507
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE, Class A
N/A
19201.00000000
NS
USD
345618.00000000
0.013287948162
Long
EC
CORP
FR
N
1
N
N
N
Banco de Credito e Inversiones SA
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890PZA7
1205000.00000000
PA
USD
1218029.06000000
0.046829467821
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHV4
850000.00000000
PA
USD
822480.80000000
0.031621854865
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19399920
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2016-667M, Class D
12636GAJ0
1000000.00000000
PA
USD
877913.10000000
0.033753056159
Long
ABS-MBS
CORP
US
N
2
2036-10-10
Variable
3.17859840
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBB2
562000.00000000
PA
USD
578262.88000000
0.022232427632
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
4.62500000
N
N
N
N
N
N
Jeld-Wen, Inc.
549300XWE6NM0N1HFW16
Jeld-Wen, Inc., Term Loan
47579SAU4
920594.74000000
PA
USD
911158.64000000
0.035031244830
Long
LON
CORP
US
N
2
2028-07-28
Variable
2.70743000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
16554.00000000
NS
USD
1440198.00000000
0.055371179647
Long
EC
CORP
US
N
1
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAA9
360000.00000000
PA
USD
371206.80000000
0.014271758750
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Summer BC Holdco B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
N/A
239000.00000000
PA
267798.08000000
0.010296011796
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2021-2A, Class D
87190MAL2
5000000.00000000
PA
USD
4874827.50000000
0.187422110886
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
3.50771040
N
N
N
N
N
N
CIFC Funding Ltd.
549300QSQ98IRWUWDV20
CIFC Funding Ltd., Series 2013-4A, Class DRR
12549FBR9
1000000.00000000
PA
USD
979505.20000000
0.037658959667
Long
ABS-CBDO
CORP
KY
N
2
2031-04-27
Floating
3.06757080
N
N
N
N
N
N
CCC Intelligent Solutions, Inc.
N/A
CCC Intelligent Solutions, Inc., Term Loan
12511BAC6
1537147.50000000
PA
USD
1520238.88000000
0.058448505088
Long
LON
CORP
US
N
2
2028-09-21
Variable
3.25600000
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
147000.00000000
PA
USD
153501.81000000
0.005901672060
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series HH
48128BAG6
180000.00000000
PA
USD
173475.00000000
0.006669579730
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000080
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
28000.00000000
PA
USD
29421.28000000
0.001131157646
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Minerals Technologies, Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
196000.00000000
PA
USD
186690.00000000
0.007177655800
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Polaris Newco LLC
N/A
Polaris Newco LLC, 1st Lien Term Loan
73108RAB4
2603821.60000000
PA
USD
2582340.07000000
0.099283026311
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.50000000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AX4
106000.00000000
PA
USD
92430.41000000
0.003553664730
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
9694.00000000
NS
USD
454939.42000000
0.017491020230
Long
EC
CORP
US
N
1
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc., Term Loan B5
80875AAP6
846740.08000000
PA
USD
843039.83000000
0.032412286280
Long
LON
CORP
US
N
2
2024-08-14
Variable
3.20743000
N
N
N
N
N
N
Xerox Corp.
4KF48RN45X1OO8UBLY20
Xerox Corp.
984121CL5
43000.00000000
PA
USD
37238.00000000
0.001431686467
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
4.80000000
N
N
N
N
N
N
United Group BV
213800PC85O8BJ7DU398
United Group BV
N/A
495000.00000000
PA
511382.47000000
0.019661081750
Long
DBT
CORP
NL
N
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
Ahead DB Holdings LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
100000.00000000
PA
USD
89342.00000000
0.003434924872
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
Cablevision Lightpath LLC
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
200000.00000000
PA
USD
182500.00000000
0.007016563198
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.62500000
N
N
N
N
N
N
Kobe U.S. Midco 2, Inc.
N/A
Kobe U.S. Midco 2, Inc.
499894AA1
167000.00000000
PA
USD
161990.00000000
0.006228016835
Long
DBT
CORP
US
N
2
2026-11-01
Variable
9.25000000
N
N
Y
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
N/A
1625000.00000000
PA
1833609.38000000
0.070496636145
Long
DBT
CORP
FR
N
2
2025-10-30
Fixed
3.50000000
N
N
N
N
N
N
Greenko Solar Mauritius Ltd.
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd.
N/A
850000.00000000
PA
USD
850000.00000000
0.032679883391
Long
DBT
CORP
MU
N
2
2025-01-29
Fixed
5.55000000
N
N
N
N
N
N
Sophia LP
N/A
Sophia LP, 1st Lien Term Loan
83578BAN3
3065683.34000000
PA
USD
3031838.20000000
0.116564845691
Long
LON
CORP
US
N
2
2027-10-07
Variable
4.25600000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
N/A
920000.00000000
PA
USD
919126.00000000
0.035337565296
Long
DBT
CORP
CL
N
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp.
530307AC1
258000.00000000
PA
USD
247035.00000000
0.009497735286
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
1.25000000
N
N
N
N
N
Charter Communications, Inc.
Charter Communications, Inc.
USD
XXXX
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
500000.00000000
PA
553094.03000000
0.021264762829
Long
DBT
CORP
DE
N
2
2030-03-13
Fixed
1.37500000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
525000.00000000
PA
489475.47000000
0.018818825038
Long
DBT
CORP
IT
N
2
2029-01-18
Fixed
1.62500000
N
N
N
N
N
N
Dornoch Debt Merger Sub, Inc.
N/A
Dornoch Debt Merger Sub, Inc.
25830JAA9
140000.00000000
PA
USD
121725.80000000
0.004679982293
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
N/A
RegionalCare Hospital Partners Holdings, Inc.
53219LAR0
115000.00000000
PA
USD
120295.75000000
0.004625001273
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
Match Group Holdings II LLC
57667JAA0
138000.00000000
PA
USD
123432.03000000
0.004745581584
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAQ3
262000.00000000
PA
USD
235488.88000000
0.009053822515
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
200000.00000000
PA
USD
99022.00000000
0.003807091074
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
1133000.00000000
PA
USD
1168264.63000000
0.044916178680
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.00000000
N
N
N
N
N
N
China Cinda 2020 I Management Ltd.
549300ZIBIB6Z9RSNU64
China Cinda 2020 I Management Ltd.
N/A
271000.00000000
PA
USD
242003.00000000
0.009304270376
Long
DBT
CORP
VG
N
2
2031-01-20
Fixed
3.00000000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
440000.00000000
PA
USD
414150.00000000
0.015922792595
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
235000.00000000
PA
USD
247107.20000000
0.009500511154
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 5 Ltd.
549300O473GD3F35WC55
GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class DR
38138DAU0
1000000.00000000
PA
USD
991506.20000000
0.038120361173
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
3.40400160
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
184000.00000000
PA
USD
157780.00000000
0.006066155295
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Neptune Energy Bondco plc
549300CPMT8I2QBRYF88
Neptune Energy Bondco plc
64073KAA1
650000.00000000
PA
USD
653568.50000000
0.025127696903
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
400000.00000000
PA
431014.47000000
0.016571179552
Long
DBT
CORP
ES
N
2
2026-03-15
Variable
5.74999830
N
N
N
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
1838000.00000000
PA
USD
450310.00000000
0.017313033282
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
N
N
N
N
N
N
Epicor Software Corp.
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp., 2nd Lien Term Loan
29426NAQ7
528000.00000000
PA
USD
537900.00000000
0.020680599148
Long
LON
CORP
US
N
2
2028-07-31
Variable
8.75000000
N
N
N
N
N
N
Energizer Gamma Acquisition BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
N/A
479000.00000000
PA
465666.62000000
0.017903448048
Long
DBT
CORP
NL
N
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
N/A
649000.00000000
PA
639302.71000000
0.024579221193
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAS6
19357000.00000000
PA
USD
19639539.22000000
0.755079825376
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
4.70000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AM6
8000.00000000
PA
USD
8147.12000000
0.000313231684
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Tele Columbus AG
3912004GMFDLY04RUQ19
Tele Columbus AG
N/A
1860000.00000000
PA
1906430.72000000
0.073296392498
Long
DBT
CORP
DE
N
2
2025-05-02
Fixed
3.87500000
N
N
N
N
N
N
Switch Ltd.
5493002D70VTFFLT8L43
Switch Ltd.
87105NAA8
183000.00000000
PA
USD
177463.34000000
0.006822919126
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
Naked Juice LLC
N/A
Naked Juice LLC, Delayed Draw 1st Lien Term Loan
62984CAE3
148231.74000000
PA
USD
145584.32000000
0.005597268942
Long
LON
CORP
US
N
2
2029-01-24
Variable
3.75000000
N
N
N
N
N
N
Korea Investment & Securities Co. Ltd.
549300R8VJDW3X6CD250
Korea Investment & Securities Co. Ltd.
N/A
1450000.00000000
PA
USD
1345049.00000000
0.051712993500
Long
DBT
CORP
KR
N
2
2026-07-19
Fixed
2.12500000
N
N
N
N
N
N
Muang Thai Life Assurance PCL
549300V70GAMNLTH3D74
Muang Thai Life Assurance PCL
N/A
1275000.00000000
PA
USD
1198869.75000000
0.046092851331
Long
DBT
CORP
TH
N
2
2037-01-27
Variable
3.55200120
N
N
N
N
N
N
Banijay Group SAS
969500TVFVKI682L1144
Banijay Group SAS
N/A
200000.00000000
PA
221076.54000000
0.008499712409
Long
DBT
CORP
FR
N
2
2026-03-01
Fixed
6.50000000
N
N
N
N
N
N
Tempo Acquisition LLC
N/A
Tempo Acquisition LLC
88023JAD8
74000.00000000
PA
USD
74647.50000000
0.002869966582
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.75000000
N
N
N
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JCDecaux SA
N/A
500000.00000000
PA
563608.93000000
0.021669028365
Long
DBT
CORP
FR
N
2
2028-04-24
Fixed
2.62500000
N
N
N
N
N
N
Providus CLO III DAC
635400X4XZILCMFKAB72
Providus CLO III DAC, Series 3X, Class ER
N/A
1100000.00000000
PA
1112168.02000000
0.042759436712
Long
ABS-CBDO
CORP
IE
N
2
2034-07-18
Floating
6.26000040
N
N
N
N
N
N
Fortune Star BVI Ltd.
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd.
N/A
1382000.00000000
PA
USD
1340540.00000000
0.051539636331
Long
DBT
CORP
VG
N
2
2024-07-02
Fixed
6.85000000
N
N
N
N
N
N
CCM Merger, Inc.
549300P77RSBKKFME089
CCM Merger, Inc.
14985VAE1
122000.00000000
PA
USD
123220.00000000
0.004737429684
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AL5
360000.00000000
PA
USD
339750.00000000
0.013062341626
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
OHA Credit Funding 2 Ltd.
N/A
OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR
67707EBC7
1000000.00000000
PA
USD
998824.90000000
0.038401742659
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
2.45513880
N
N
N
N
N
N
CA Magnum Holdings
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
277000.00000000
PA
USD
270075.00000000
0.010383552361
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
185000.00000000
PA
USD
175215.35000000
0.006736490831
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2152799.21000000
-0.08276850252
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
365700000.00000000
EUR
402504048.00000000
USD
2022-04-13
-2152799.21000000
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBG4
626000.00000000
PA
USD
658082.50000000
0.025301246308
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
Dana Financing Luxembourg SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg SARL
N/A
400000.00000000
PA
401965.23000000
0.015454325698
Long
DBT
CORP
LU
N
2
2029-07-15
Fixed
3.00000000
N
N
N
N
N
N
Tikehau CLO VI DAC
54930074V8PMLHROE464
Tikehau CLO VI DAC, Series 6X, Class E
N/A
1000000.00000000
PA
1035745.70000000
0.039821233763
Long
ABS-CBDO
CORP
IE
N
2
2035-01-15
Floating
6.32000160
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
1717.00000000
NS
USD
238062.05000000
0.009152752981
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
1058000.00000000
PA
USD
983940.00000000
0.037829464075
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAC3
600000.00000000
PA
USD
581027.40000000
0.022338714916
Long
DBT
CORP
ES
N
2
2029-06-27
Fixed
3.30600000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
209000.00000000
PA
USD
183920.00000000
0.007071157827
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
II-VI, Inc.
N/A
II-VI, Inc.,Term Loan B
N/A
1230000.00000000
PA
USD
1220775.00000000
0.046935040761
Long
LON
CORP
US
N
3
2028-12-08
Variable
0.00000000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
N/A
Medical Solutions Holdings, Inc., 1st Lien Term Loan
58462QAH4
2479370.59000000
PA
USD
2454576.88000000
0.094370924957
Long
LON
CORP
US
N
2
2028-11-01
Variable
4.00000000
N
N
N
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
684000.00000000
PA
USD
150480.00000000
0.005785492767
Long
DBT
CORP
VG
N
2
2023-02-13
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1274.79000000
-0.00004901175
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
210000.00000000
EUR
231095.84000000
USD
2022-04-13
-1274.79000000
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
204000.00000000
PA
USD
196113.36000000
0.007539954983
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
141000.00000000
PA
USD
142634.19000000
0.005483845525
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Embecta Corp.
N/A
Embecta Corp.
29082KAA3
73000.00000000
PA
USD
68853.97000000
0.002647223188
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
Condor Merger Sub, Inc.
254900SAGUYT3MBUU161
Condor Merger Sub, Inc.
579063AB4
427000.00000000
PA
USD
409595.48000000
0.015747685322
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
Cabinteely Park CLO DAC
254900SLP85PQ7ZD2Y17
Cabinteely Park CLO DAC, Series 1X, Class E
N/A
850000.00000000
PA
856467.57000000
0.032928541548
Long
ABS-CBDO
CORP
IE
N
2
2034-08-15
Floating
6.26000040
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc., Term Loan B4
53803HAM2
2496698.86000000
PA
USD
2434281.39000000
0.093590625843
Long
LON
CORP
US
N
2
2026-10-19
Variable
2.25000000
N
N
N
N
N
N
Nobel Bidco BV
549300NZZFLYK83VVT71
Nobel Bidco BV
N/A
818000.00000000
PA
804240.99000000
0.030920590319
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
3.12500000
N
N
N
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AM5
113000.00000000
PA
USD
115701.83000000
0.004448379191
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
Rad CLO 5 Ltd.
N/A
Rad CLO 5 Ltd., Series 2019-5A, Class DR
74923EAG3
500000.00000000
PA
USD
498504.10000000
0.019165948068
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
3.40886160
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
161000.00000000
PA
USD
137242.84000000
0.005276564714
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBV1
547000.00000000
PA
USD
504580.15000000
0.019399553486
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
3.25000080
N
N
N
N
N
N
Brookfield Property REIT, Inc.
N/A
Brookfield Property REIT, Inc.
11284DAC9
133000.00000000
PA
USD
124131.56000000
0.004772476359
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AS0
536000.00000000
PA
USD
566123.20000000
0.021765694307
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
8055000.00000000
PA
USD
7041803.44000000
0.270735665040
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
1500000.00000000
PA
USD
1339500.00000000
0.051499651532
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
665000.00000000
PA
918348.09000000
0.035307657051
Long
DBT
CORP
GB
N
2
2025-06-15
Variable
7.12500075
N
N
N
N
N
N
Pearl Holding III Ltd.
5493006KBFRFAYN8S550
Pearl Holding III Ltd.
N/A
380000.00000000
PA
USD
135850.00000000
0.005223014304
Long
DBT
CORP
KY
N
2
2025-10-22
Fixed
9.00000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CX5
120000.00000000
PA
USD
135612.04000000
0.005213865474
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
Venga Finance SARL
N/A
Venga Finance SARL, Term Loan
N/A
764209.28000000
PA
USD
741046.10000000
0.028490941336
Long
LON
CORP
US
N
2
2028-12-04
Variable
0.00000000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
26000.00000000
PA
USD
24180.00000000
0.000929646565
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
435000.00000000
PA
USD
409652.55000000
0.015749879488
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Bilbao CLO II DAC
6354005WQLZBA5LJUW27
Bilbao CLO II DAC, Series 2X, Class DR
N/A
1400000.00000000
PA
1433885.26000000
0.055128474227
Long
ABS-CBDO
CORP
IE
N
2
2035-08-20
Floating
5.96999880
N
N
N
N
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
99000.00000000
PA
USD
92317.50000000
0.003549323688
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAA1
199000.00000000
PA
USD
182710.86000000
0.007024670116
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
388000.00000000
PA
USD
445230.00000000
0.017117722920
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Aldar Sukuk No. 2 Ltd.
54930010JDA2VE3MB531
Aldar Sukuk No. 2 Ltd.
N/A
929000.00000000
PA
USD
928303.25000000
0.035690402308
Long
DBT
CORP
KY
N
2
2029-10-22
Fixed
3.87500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
5719.00000000
NS
USD
204053.92000000
0.007845245071
Long
EC
CORP
US
N
1
N
N
N
Lukoil Securities BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
600000.00000000
PA
USD
321000.00000000
0.012341461845
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
Haimen Zhongnan Investment Development International Co. Ltd.
3003003UPHPYKRFXNT08
Haimen Zhongnan Investment Development International Co. Ltd.
N/A
991000.00000000
PA
USD
346850.00000000
0.013335314769
Long
DBT
CORP
VG
N
2
2022-06-18
Fixed
10.87500000
N
N
N
N
N
N
European TopSoho SARL
222100WPZ89Z7MJRFX19
European TopSoho SARL, Series SMCP
N/A
1100000.00000000
PA
1046322.67000000
0.040227885700
Long
DBT
CORP
LU
N
2
2021-09-21
Fixed
4.00000000
Y
N
N
N
N
SMCP SA
SMCP SA
EUR
XXXX
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp., Term Loan
72108PAR5
614692.53000000
PA
USD
608779.19000000
0.023405685812
Long
LON
CORP
US
N
2
2028-01-21
Variable
3.46000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
400000.00000000
PA
533744.40000000
0.020520829120
Long
DBT
NUSS
FR
N
2
2026-01-29
Variable
6.00000140
N
N
N
N
N
N
Digicel International Finance Ltd.
N/A
Digicel International Finance Ltd.
25381VAA5
200000.00000000
PA
USD
198537.50000000
0.007633155704
Long
DBT
CORP
US
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Fortune Star BVI Ltd.
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd.
N/A
1380000.00000000
PA
USD
1259250.00000000
0.048414286071
Long
DBT
CORP
VG
N
2
2025-10-19
Fixed
5.95000000
N
N
N
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
N/A
1000000.00000000
PA
1020183.75000000
0.039222924691
Long
DBT
CORP
DE
N
2
2029-07-14
Fixed
3.50000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAY6
201000.00000000
PA
USD
195975.00000000
0.007534635467
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
N/A
400000.00000000
PA
394225.02000000
0.015156738451
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Long Gilt
N/A
-14.00000000
NC
16643.16000000
0.000639878268
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
Long Gilt
2022-06-28
-1697220.00000000
GBP
16643.16000000
N
N
N
Xiaomi Best Time International Ltd.
254900IGJCVEY8WNJT74
Xiaomi Best Time International Ltd.
N/A
300000.00000000
PA
USD
251850.00000000
0.009682857214
Long
DBT
CORP
HK
N
2
2027-12-17
None
0.00000000
N
N
N
N
N
Xiaomi Corp.
Xiaomi Corp.
HKD
XXXX
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAB1
1492000.00000000
PA
USD
1335340.00000000
0.051339712338
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAL4
145000.00000000
PA
USD
137887.75000000
0.005301359518
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
Delta Air Lines, Inc.
N/A
Delta Air Lines, Inc.
830867AB3
443000.00000000
PA
USD
446391.89000000
0.017162394014
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
N/A
682000.00000000
PA
USD
635879.75000000
0.024447618918
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.73299840
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
645000.00000000
PA
USD
596625.00000000
0.022938394621
Long
DBT
CORP
CH
N
2
2027-02-11
Variable
5.24999880
N
N
N
N
N
N
AGL CLO 12 Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd., Series 2021-12A, Class C
00120BAG5
1000000.00000000
PA
USD
978521.50000000
0.037621139430
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.10399840
N
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
00P98MND5
1686.00000000
NC
USD
369234.00000000
0.014195910663
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
440.00000000
USD
2022-04-14
XXXX
-630950.35000000
N
N
N
HUB International Ltd.
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAD3
296000.00000000
PA
USD
299420.28000000
0.011511788041
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
B&G Foods, Inc.
N/A
B&G Foods, Inc., Term Loan B4
05508TAU6
112000.00000000
PA
USD
109620.00000000
0.004214551549
Long
LON
CORP
US
N
2
2026-10-10
Variable
2.95743000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
629571AB6
157000.00000000
PA
USD
153075.00000000
0.005885262529
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class D
64134JAG8
1000000.00000000
PA
USD
973524.30000000
0.037429012473
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
2.99129040
N
N
N
N
N
N
Sinic Holdings Group Co. Ltd.
300300N5XRCGHA7P7B13
Sinic Holdings Group Co. Ltd.
N/A
1309000.00000000
PA
USD
26180.00000000
0.001006540408
Long
DBT
CORP
KY
N
2
2022-06-18
Fixed
10.50000000
Y
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
504000.00000000
PA
619128.06000000
0.023803568006
Long
DBT
CORP
IT
N
2
2027-01-11
Variable
7.75000120
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
2382000.00000000
PA
USD
1125757.02000000
0.043281891930
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
527000.00000000
PA
USD
512312.51000000
0.019696838925
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
60000.00000000
PA
USD
60318.30000000
0.002319052953
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 37 Ltd.
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class CR
64133GAV2
1000000.00000000
PA
USD
986533.40000000
0.037929172322
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
2.05400160
N
N
N
N
N
N
Cheplapharm Arzneimittel GmbH
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
N/A
287000.00000000
PA
313537.78000000
0.012054562457
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Texas Competitive Electric Holdings Co. LLC
N/A
Texas Competitive Electric Holdings Co. LLC
N/A
815000.00000000
PA
USD
0.08000000
0.000000003075
Long
ABS-O
CORP
US
N
3
2049-12-31
Floating
5.09704250
Y
N
N
N
N
N
Cloudera, Inc.
N/A
Cloudera, Inc., 2nd Lien Term Loan
74339VAE8
1687000.00000000
PA
USD
1657477.50000000
0.063724907557
Long
LON
CORP
US
N
3
2029-10-08
Variable
6.50000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC, 1st Lien Term Loan B1
03765VAK6
617047.17320000
PA
USD
611907.17000000
0.023525947014
Long
LON
CORP
US
N
2
2026-09-23
Variable
3.50000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
504000.00000000
PA
USD
513291.24000000
0.019734468081
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
N/A
500000.00000000
PA
545410.01000000
0.020969335914
Long
DBT
CORP
US
N
2
2029-03-28
Fixed
1.75000000
N
N
N
N
N
N
Indofood CBP Sukses Makmur Tbk. PT
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk. PT
N/A
647000.00000000
PA
USD
579136.17000000
0.022266002945
Long
DBT
CORP
ID
N
2
2031-06-09
Fixed
3.39800000
N
N
N
N
N
N
Jingrui Holdings Ltd.
549300RXCFKI6KHCMP52
Jingrui Holdings Ltd.
N/A
1030000.00000000
PA
USD
412000.00000000
0.015840131714
Long
DBT
CORP
KY
N
2
2022-07-25
Fixed
12.00000000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
554000.00000000
PA
589009.89000000
0.022645617084
Long
DBT
CORP
IT
N
2
2026-01-28
Fixed
2.87500000
N
N
N
N
N
N
KKR Apple Bidco LLC
N/A
KKR Apple Bidco LLC, 2nd Lien Term Loan
48254EAE1
274000.00000000
PA
USD
271775.12000000
0.010448916741
Long
LON
CORP
US
N
2
2029-09-21
Variable
6.25000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC, Term Loan
01957TAH0
2996693.57000000
PA
USD
2946918.49000000
0.113299944255
Long
LON
CORP
US
N
2
2028-05-12
Variable
4.25000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series P
156700AM8
8000.00000000
PA
USD
7683.20000000
0.000295395388
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBC3
1000000.00000000
PA
USD
1041420.00000000
0.040039393131
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
260000.00000000
PA
USD
291158.40000000
0.011194144188
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
143000.00000000
PA
USD
115472.50000000
0.004439562158
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAE0
205000.00000000
PA
USD
195775.00000000
0.007526946083
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.87500000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
646000.00000000
PA
711957.61000000
0.027372578440
Long
DBT
CORP
IT
N
2
2026-05-25
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
956976.00000000
PA
-19840.50000000
-0.00076280614
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Intrum AB
Intrum AB
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
73341.73000000
USD
0.00000000
USD
956976.00000000
EUR
-19840.50000000
N
N
N
NESCO Holdings II, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
77000.00000000
PA
USD
75652.50000000
0.002908605739
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
783000.00000000
PA
USD
745870.14000000
0.028676410823
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
AT Securities BV
894500FVP65TB5QVZL54
AT Securities BV
N/A
500000.00000000
PA
USD
493275.00000000
0.018964905270
Long
DBT
CORP
NL
N
2
2023-07-21
Variable
5.24999880
N
N
N
N
N
N
RLJ Lodging Trust LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAB7
125000.00000000
PA
USD
115607.50000000
0.004444752493
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.00000000
N
N
N
N
N
N
Open Text Holdings, Inc.
N/A
Open Text Holdings, Inc.
683720AA4
102000.00000000
PA
USD
96715.89000000
0.003718428243
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Delta Topco, Inc.
N/A
Delta Topco, Inc., 1st Lien Term Loan
24780DAC1
1533852.50000000
PA
USD
1507286.17000000
0.057950513262
Long
LON
CORP
US
N
2
2027-12-01
Variable
4.50000000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
200000.00000000
PA
USD
195750.00000000
0.007525984910
Long
DBT
CORP
VG
N
2
2023-02-24
Floating
1.61286120
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAJ4
36000.00000000
PA
USD
38025.00000000
0.001461944195
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Cidron Aida Finco SARL
98450036A07991DEBF10
Cidron Aida Finco SARL
N/A
1100000.00000000
PA
1139506.09000000
0.043810501347
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ Secured Financing BV
N/A
607000.00000000
PA
616431.26000000
0.023699884347
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
Huachen Energy Co. Ltd.
N/A
Huachen Energy Co. Ltd.
N/A
275000.00000000
PA
USD
105875.00000000
0.004070567828
Long
DBT
CORP
CN
N
2
2020-05-18
Fixed
6.62500000
Y
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
2172000.00000000
PA
USD
271500.00000000
0.010438339224
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
Y
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAB6
150000.00000000
PA
USD
144000.00000000
0.005536356715
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Network i2i Ltd.
2549003L8M1FGHLHOX45
Network i2i Ltd.
N/A
1729000.00000000
PA
USD
1719058.25000000
0.066092497827
Long
DBT
CORP
MU
N
2
2025-01-15
Variable
5.64999840
N
N
N
N
N
N
Banco Internacional del Peru SAA Interbank
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
N/A
1248000.00000000
PA
USD
1231854.00000000
0.047360994206
Long
DBT
CORP
PE
N
2
2026-10-04
Fixed
3.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
400000.00000000
PA
USD
418000.00000000
0.016070813244
Long
DBT
CORP
FR
N
2
2023-12-18
Variable
7.87500000
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
N/A
400000.00000000
PA
436968.75000000
0.016800103289
Long
DBT
CORP
US
N
2
2059-05-23
Variable
3.62500115
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB Holdings BV
N/A
100000.00000000
PA
116210.01000000
0.004467917147
Long
DBT
CORP
NL
N
2
2035-04-17
Fixed
3.37500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDT5
448000.00000000
PA
USD
369834.41000000
0.014218994579
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
500000.00000000
PA
554712.47000000
0.021326986865
Long
DBT
CORP
GB
N
2
2027-05-15
Fixed
2.12500000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAK9
405000.00000000
PA
USD
554850.00000000
0.021332274470
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AF2
220000.00000000
PA
USD
206452.95000000
0.007937480390
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
GLP Pte. Ltd.
254900PC2NNG9BLIJO15
GLP Pte. Ltd.
N/A
2100000.00000000
PA
USD
1868081.25000000
0.071821973430
Long
DBT
CORP
SG
N
2
2026-05-17
Variable
4.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
4728000.00000000
PA
USD
3820473.73000000
0.146885454113
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAA2
206000.00000000
PA
USD
206294.58000000
0.007931391551
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
400000.00000000
PA
442381.41000000
0.017008203403
Long
DBT
CORP
ES
N
2
2026-03-24
Variable
2.62499970
N
N
N
N
N
N
Netsmart, Inc.
N/A
Netsmart, Inc., 1st Lien Term Loan
64119DAM7
1339098.42000000
PA
USD
1331572.69000000
0.051194870866
Long
LON
CORP
US
N
2
2027-10-01
Variable
4.75000000
N
N
N
N
N
N
Anchorage Capital CLO 18 Ltd.
549300JIJ617WYIUFX18
Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class C
03331AAJ0
1000000.00000000
PA
USD
993084.10000000
0.038181026571
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
2.49129000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
500000.00000000
PA
527898.08000000
0.020296056114
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
2.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
45458.00000000
NS
USD
157284.68000000
0.006047111766
Long
EC
CORP
US
N
1
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
22304LAA8
33000.00000000
PA
USD
33495.00000000
0.001287779640
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
950000.00000000
PA
1057003.51000000
0.040638531118
Long
DBT
CORP
NL
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
500000.00000000
PA
676503.48000000
0.026009476282
Long
DBT
CORP
IT
N
2
2030-06-10
Fixed
5.14800000
N
N
N
N
N
N
NWD Finance BVI Ltd.
25490076V8K09HMNCT88
NWD Finance BVI Ltd.
N/A
2000000.00000000
PA
USD
1820000.00000000
0.069973397379
Long
DBT
CORP
VG
N
2
2028-03-10
Variable
4.12499880
N
N
N
N
N
N
Galaxy XXII CLO Ltd.
54930022KENWLYJ8SJ86
Galaxy XXII CLO Ltd., Series 2016-22A, Class CRR
36320TAZ6
1000000.00000000
PA
USD
984397.30000000
0.037847045852
Long
ABS-CBDO
CORP
KY
N
2
2034-04-16
Floating
2.39128920
N
N
N
N
N
N
UPC Broadband Finco BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
227000.00000000
PA
USD
213123.49000000
0.008193942119
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635AR7
27500.00000000
PA
USD
28288.98000000
0.001087624197
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Vertiv Group Corp.
549300ZT8RQ5VK10E643
Vertiv Group Corp.
92535UAB0
424000.00000000
PA
USD
386948.76000000
0.014876988653
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
Levi Strauss & Co.
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBJ0
26000.00000000
PA
USD
23809.76000000
0.000915411976
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
N/A
107000.00000000
PA
119135.78000000
0.004580403997
Long
DBT
CORP
SE
N
2
2025-08-15
Fixed
4.87500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
199000.00000000
PA
USD
185335.67000000
0.007125585981
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of East Asia Ltd. (The)
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd. (The)
N/A
2177000.00000000
PA
USD
2168564.13000000
0.083374615170
Long
DBT
CORP
HK
N
2
2024-09-19
Variable
5.87499840
N
N
N
N
N
N
SWF Holdings I Corp.
N/A
SWF Holdings I Corp., 1st Lien Term Loan
78489HAB4
1047000.00000000
PA
USD
1013841.51000000
0.038979085087
Long
LON
CORP
US
N
2
2028-10-06
Variable
4.75000000
N
N
N
N
N
N
Vertiv Group Corp.
549300ZT8RQ5VK10E643
Vertiv Group Corp., Term Loan B
92537EAC2
3775783.42000000
PA
USD
3676669.11000000
0.141356609157
Long
LON
CORP
US
N
2
2027-03-02
Variable
2.99143000
N
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
122000.00000000
PA
USD
125355.00000000
0.004819513861
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC, Term Loan
08078UAD5
89977.50000000
PA
USD
89152.41000000
0.003427635721
Long
LON
CORP
US
N
2
2025-11-13
Variable
2.68750000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
400000.00000000
PA
USD
374664.00000000
0.014404677448
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
N/A
Bausch Health Cos., Inc., Term Loan B
C9413PBD4
2475000.00000000
PA
USD
2447156.25000000
0.094085624577
Long
LON
CORP
US
N
2
2027-01-27
Variable
0.00000000
N
N
N
N
N
N
Momentive Performance Materials, Inc.
N/A
Momentive Performance Materials, Inc., 1st Lien Term Loan
60877JAB8
1534026.46000000
PA
USD
1512933.60000000
0.058167639561
Long
LON
CORP
US
N
2
2024-05-15
Variable
3.70000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
500000.00000000
PA
552349.52000000
0.021236138711
Long
DBT
CORP
IT
N
2
2031-05-18
Fixed
2.00000000
N
N
N
N
N
N
CQP Holdco LP
N/A
CQP Holdco LP
12657NAA8
903000.00000000
PA
USD
887107.20000000
0.034106541001
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
Inversiones CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
N/A
593000.00000000
PA
USD
577359.63000000
0.022197700450
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
498000.00000000
PA
USD
460301.40000000
0.017697171855
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
99000.00000000
PA
USD
97762.50000000
0.003758667176
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Kleopatra Finco SARL
222100M6T1N8VIC8M726
Kleopatra Finco SARL
N/A
493000.00000000
PA
481298.95000000
0.018504463014
Long
DBT
CORP
LU
N
2
2026-03-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
190000.00000000
PA
-309.69000000
-0.00001190662
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Altice France SA
Altice France SA
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
13544.44000000
USD
0.00000000
USD
190000.00000000
EUR
-309.69000000
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
30000.00000000
PA
USD
30182.40000000
0.001160420367
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.34600000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDV0
6299000.00000000
PA
USD
5154633.96000000
0.198179807927
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
1310000.00000000
PA
USD
196500.00000000
0.007554820101
Long
DBT
CORP
KY
N
2
2025-01-25
Fixed
7.10000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDL1
76000.00000000
PA
USD
72865.00000000
0.002801434945
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
1129000.00000000
PA
USD
180640.00000000
0.006945051924
Long
DBT
CORP
KY
N
2
2026-03-24
Fixed
6.20000000
Y
N
N
N
N
N
Project Investor Holdings, LLC
N/A
Project Investor Holdings, LLC
N/A
1227.00000000
NS
USD
0.01000000
0.000000000384
Long
EC
CORP
BZ
Y
3
N
N
N
Park Avenue Institutional Advisers CLO Ltd.
N/A
Park Avenue Institutional Advisers CLO Ltd., Series 2019-1A, Class C
70017WAJ2
1500000.00000000
PA
USD
1491063.15000000
0.057326788083
Long
ABS-CBDO
CORP
KY
N
2
2032-05-15
Floating
4.35642840
N
N
N
N
N
N
Monitchem HoldCo 2 SA
222100IQ8LHD0M05LB11
Monitchem HoldCo 2 SA
N/A
200000.00000000
PA
225951.56000000
0.008687141921
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
9.50000000
N
N
N
N
N
N
Central China Real Estate Ltd.
549300JDML9PYG0CIJ22
Central China Real Estate Ltd.
N/A
498000.00000000
PA
USD
214140.00000000
0.008233023799
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
China Grand Automotive Services Ltd.
549300QMJE28YCTV9D86
China Grand Automotive Services Ltd.
N/A
1660000.00000000
PA
USD
1527034.00000000
0.058709756534
Long
DBT
CORP
CN
N
2
2022-04-08
Fixed
8.62500000
N
N
N
N
N
N
Fortune Star BVI Ltd.
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd.
N/A
600000.00000000
PA
USD
501000.00000000
0.019261907740
Long
DBT
CORP
VG
N
2
2027-01-27
Fixed
5.05000000
N
N
N
N
N
N
Recette CLO Ltd.
549300392I5L5XOJ0016
Recette CLO Ltd., Series 2015-1A, Class DRR
75620TAZ1
500000.00000000
PA
USD
492801.45000000
0.018946698730
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.50399880
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
124000.00000000
PA
USD
125487.38000000
0.004824603465
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Zhenro Properties Group Ltd.
549300I66TVJEL841P38
Zhenro Properties Group Ltd.
N/A
1102000.00000000
PA
USD
168925.58000000
0.006494668536
Long
DBT
CORP
KY
N
2
2023-03-06
Fixed
8.00000000
N
N
N
N
N
N
Snap One Holdings Corp.
N/A
Snap One Holdings Corp., Term Loan
83304CAB8
1886675.00000000
PA
USD
1848941.50000000
0.071086108961
Long
LON
CORP
US
N
2
2028-12-08
Variable
5.50600000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
N/A
180000.00000000
PA
189666.56000000
0.007292095369
Long
DBT
CORP
LU
N
2
2025-01-15
Fixed
2.25000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABK4
80000.00000000
PA
USD
79454.40000000
0.003054777090
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBA7
256000.00000000
PA
USD
266560.00000000
0.010248411431
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
165000.00000000
PA
USD
155100.00000000
0.005963117545
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
N/A
200000.00000000
PA
219320.70000000
0.008432205766
Long
DBT
CORP
SE
N
2
2024-07-15
Fixed
3.12500000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AG2
32000.00000000
PA
USD
30181.60000000
0.001160389610
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
William Morris Endeavor Entertainment LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC, 1st Lien Term Loan B1
96925HAF9
4687826.99000000
PA
USD
4600914.68000000
0.176891006160
Long
LON
CORP
US
N
2
2025-05-18
Variable
2.96000000
N
N
N
N
N
N
Atlas CC Acquisition Corp.
N/A
Atlas CC Acquisition Corp., 1st Lien Term Loan C
04921TAC8
1030967.09000000
PA
USD
1025492.65000000
0.039427035553
Long
LON
CORP
US
N
2
2028-05-25
Variable
5.00000000
N
N
N
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC, Term Loan B
12769LAB5
3690858.36000000
PA
USD
3667790.50000000
0.141015253934
Long
LON
CORP
US
N
2
2024-12-23
Variable
3.20743000
N
N
N
N
N
N
Empresa Nacional de Telecomunicaciones SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
N/A
367000.00000000
PA
USD
380762.50000000
0.014639145999
Long
DBT
CORP
CL
N
2
2026-08-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
559.95000000
0.000021528353
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
133970.30000000
USD
182338.00000000
SGD
2022-06-15
559.95000000
N
N
N
Greywolf CLO V Ltd.
549300RJBZLY8V18YD77
Greywolf CLO V Ltd., Series 2015-1A, Class BR
39808PAQ9
500000.00000000
PA
USD
492136.10000000
0.018921118071
Long
ABS-CBDO
CORP
KY
N
2
2031-01-27
Floating
2.25771120
N
N
N
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22303XAA3
137000.00000000
PA
USD
130793.90000000
0.005028622823
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
259000.00000000
PA
USD
235042.50000000
0.009036660578
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EF0
6225000.00000000
PA
USD
6477658.06000000
0.249046011823
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168QAC9
218000.00000000
PA
USD
204375.00000000
0.007857589609
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.87500000
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
Gruenenthal GmbH
N/A
487000.00000000
PA
533356.31000000
0.020505908255
Long
DBT
CORP
DE
N
2
2026-11-15
Fixed
3.62500000
N
N
N
N
N
N
Hilong Holding Ltd.
5493007WSRWZ0UF15X65
Hilong Holding Ltd.
N/A
1450000.00000000
PA
USD
899000.00000000
0.034563782551
Long
DBT
CORP
KY
N
2
2024-11-18
Fixed
9.75000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
N/A
529000.00000000
PA
USD
522123.00000000
0.020074022065
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
New Gold, Inc.
5493005G0GNCHP0H6L96
New Gold, Inc.
644532AA1
57000.00000000
PA
USD
56857.50000000
0.002185995846
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
Iliad Holding SASU
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
254000.00000000
PA
USD
254375.92000000
0.009779971062
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
452000.00000000
PA
USD
440892.10000000
0.016950944019
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
2375000.00000000
PA
USD
2485449.38000000
0.095557877545
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Inversiones CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAQ4
525000.00000000
PA
USD
474403.13000000
0.018239339963
Long
DBT
CORP
CL
N
2
2031-04-06
Fixed
3.00000000
N
N
N
N
N
N
SSE plc
549300KI75VYLLMSK856
SSE plc
N/A
400000.00000000
PA
506412.08000000
0.019469985555
Long
DBT
CORP
GB
N
2
2026-01-14
Variable
3.74000170
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The), Term Loan
26483NAN0
2826586.95000000
PA
USD
2796794.72000000
0.107528147434
Long
LON
CORP
US
N
2
2026-02-06
Variable
3.69714000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
587000.00000000
PA
USD
606922.78000000
0.023334312562
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267DAF4
186000.00000000
PA
USD
174840.00000000
0.006722059779
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.37500000
N
N
N
N
N
N
Titan Acquisition Ltd.
N/A
Titan Acquisition Ltd.
88827AAA1
1272000.00000000
PA
USD
1263954.60000000
0.048595163458
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAM7
82000.00000000
PA
USD
73185.00000000
0.002813737959
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AE1
170000.00000000
PA
USD
165537.50000000
0.006364407290
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AG8
111000.00000000
PA
USD
98512.50000000
0.003787502367
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AQ1
29000.00000000
PA
USD
28734.36000000
0.001104747687
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
Summit Properties Ltd.
213800KLWIACHRBYR158
Summit Properties Ltd.
N/A
1000000.00000000
PA
1064101.88000000
0.040911441594
Long
DBT
CORP
GG
N
2
2025-01-31
Fixed
2.00000000
N
N
N
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AX3
182000.00000000
PA
USD
176085.00000000
0.006769926196
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
886000.00000000
PA
USD
890518.60000000
0.034237698830
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAN6
145000.00000000
PA
USD
172912.50000000
0.006647953337
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
Yanlord Land HK Co. Ltd.
549300O56H3950RDWG19
Yanlord Land HK Co. Ltd.
N/A
983000.00000000
PA
USD
933850.00000000
0.035903657770
Long
DBT
CORP
HK
N
2
2024-02-27
Fixed
6.80000000
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
382000.00000000
PA
USD
19100.00000000
0.000734336203
Long
DBT
CORP
HK
N
2
2023-04-15
Fixed
9.25000000
Y
N
N
N
N
N
OWL Rock Core Income Corp.
5493003I42XBWPE05N35
OWL Rock Core Income Corp.
69120VAJ0
126000.00000000
PA
USD
125679.70000000
0.004831997577
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
TICP CLO XV Ltd.
N/A
TICP CLO XV Ltd., Series 2020-15A, Class A
87250RAA2
3500000.00000000
PA
USD
3481723.70000000
0.133861558255
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.53399960
N
N
N
N
N
N
Sound Point CLO XXIII
N/A
Sound Point CLO XXIII, Series 2019-2A, Class CR
83614BAU3
3500000.00000000
PA
USD
3473071.35000000
0.133528902032
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
2.49129000
N
N
N
N
N
N
Abertis Infraestructuras Finance BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
N/A
900000.00000000
PA
973631.65000000
0.037433139750
Long
DBT
CORP
NL
N
2
2025-11-24
Variable
3.24799995
N
N
N
N
N
N
Rad CLO 14 Ltd.
N/A
Rad CLO 14 Ltd., Series 2021-14A, Class D
75009RAG8
1000000.00000000
PA
USD
980092.00000000
0.037681520320
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
3.22954920
N
N
N
N
N
N
ZoomInfo Technologies LLC
N/A
ZoomInfo Technologies LLC
98981BAA0
220000.00000000
PA
USD
201085.50000000
0.007731118460
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.87500000
N
N
N
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
Rakuten Group, Inc.
N/A
700000.00000000
PA
669253.60000000
0.025730740714
Long
DBT
CORP
JP
N
2
2027-04-22
Variable
4.25000160
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAM2
1000000.00000000
PA
USD
974429.43000000
0.037463811935
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.12500000
N
N
N
N
N
N
GoodRx, Inc.
25490061CWK7F0OTY260
GoodRx, Inc., 1st Lien Term Loan
38245HAC1
923721.24000000
PA
USD
915065.97000000
0.035181469641
Long
LON
CORP
US
N
2
2025-10-10
Variable
2.95857000
N
N
N
N
N
N
Invesco Euro CLO
N/A
Invesco Euro CLO, Series 6X, Class E
N/A
847000.00000000
PA
882073.17000000
0.033912998045
Long
ABS-CBDO
CORP
IE
N
2
2034-07-15
Floating
5.99000040
N
N
N
N
N
N
Tempo Acquisition LLC
N/A
Tempo Acquisition LLC, Term Loan B1
88023HAF7
4585579.69000000
PA
USD
4550041.45000000
0.174935087072
Long
LON
CORP
US
N
2
2028-08-31
Variable
3.50000000
N
N
N
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
British Telecommunications plc
N/A
600000.00000000
PA
USD
572742.00000000
0.022020166792
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000160
N
N
N
N
N
N
Midas Intermediate Holdco II LLC
N/A
Midas Intermediate Holdco II LLC, Term Loan
59562TAN2
3966723.76000000
PA
USD
3671083.84000000
0.141141872719
Long
LON
CORP
US
N
2
2025-12-22
Variable
3.50000000
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
N/A
520000.00000000
PA
558711.56000000
0.021480739564
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.87500000
N
N
N
N
N
N
Ascend Learning LLC
N/A
Ascend Learning LLC, 1st Lien Term Loan
04349HAK0
2827000.00000000
PA
USD
2792369.25000000
0.107358001736
Long
LON
CORP
US
N
2
2028-12-11
Variable
4.00000000
N
N
N
N
N
N
Wanda Properties Overseas Ltd.
549300BJ7FGBP0KHXY31
Wanda Properties Overseas Ltd.
N/A
400000.00000000
PA
USD
356000.00000000
0.013687104102
Long
DBT
CORP
VG
N
2
2022-12-05
Fixed
6.95000000
N
N
N
N
N
N
Spectrum Brands, Inc.
N/A
Spectrum Brands, Inc., Term Loan
84762NBP5
410850.00000000
PA
USD
404946.09000000
0.015568930589
Long
LON
CORP
US
N
2
2028-03-03
Variable
2.50000000
N
N
N
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
342000.00000000
PA
USD
294975.00000000
0.011340880709
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
2509000.00000000
PA
USD
2575839.76000000
0.099033109402
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Alpha 3 BV
N/A
Alpha 3 BV, Term Loan
N0287GAG8
1534858.86000000
PA
USD
1512987.12000000
0.058169697240
Long
LON
CORP
US
N
2
2028-03-18
Variable
3.00000000
N
N
N
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
2887.00000000
NS
USD
108551.20000000
0.004173459479
Long
EC
CORP
US
N
1
N
N
N
JSW Steel Ltd.
335800EK6HZSC4CVAJ09
JSW Steel Ltd.
N/A
678000.00000000
PA
USD
680542.50000000
0.026164764168
Long
DBT
CORP
IN
N
2
2025-04-04
Fixed
5.37500000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc., Term Loan
02376CAX3
2115152.42000000
PA
USD
1973268.00000000
0.075866080164
Long
LON
CORP
US
N
2
2027-01-29
Variable
2.19714000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc.
024747AG2
54000.00000000
PA
USD
50355.00000000
0.001935994739
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Dua Capital Ltd.
213800ILVLALFTITCB43
Dua Capital Ltd.
N/A
1655000.00000000
PA
USD
1490162.00000000
0.057292141640
Long
DBT
CORP
MY
N
2
2031-05-11
Fixed
2.78000000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184LAP7
196000.00000000
PA
USD
195020.00000000
0.007497918657
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp.
25470MAB5
111000.00000000
PA
USD
99844.50000000
0.003838713667
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp.
DISH Network Corp.
USD
XXXX
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
153000.00000000
PA
USD
142277.76000000
0.005470141889
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Xtrackers Harvest CSI 300 China A-Shares ETF
00C902ZF3
17540.00000000
NC
USD
70160.00000000
0.002697436022
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Xtrackers Harvest CSI 300 China A-Shares ETF
Xtrackers Harvest CSI 300 China A-Shares ETF
100.00000000
40.00000000
USD
2022-04-14
XXXX
-826853.75000000
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
100000.00000000
PA
101599.99000000
0.003906206853
Long
DBT
CORP
ES
N
2
2027-04-20
Fixed
1.00000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAP0
400000.00000000
PA
USD
397000.00000000
0.015263427889
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Greenland Global Investment Ltd.
549300RR3CIGB2A33O28
Greenland Global Investment Ltd.
N/A
375000.00000000
PA
USD
258750.00000000
0.009948140973
Long
DBT
CORP
VG
N
2
2023-09-26
Fixed
6.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300Y43K78UTRMTN21
Palmer Square CLO Ltd., Series 2019-1A, Class CR
69700GAQ5
1000000.00000000
PA
USD
984380.60000000
0.037846403789
Long
ABS-CBDO
CORP
KY
N
2
2034-11-14
Floating
3.44486160
N
N
N
N
N
N
N/A
N/A
CDS
N/A
1080000.00000000
PA
13435.74000000
0.000516562842
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Ladbrokes Group Finance plc
Ladbrokes Group Finance plc
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
0.00000000
USD
71375.44000000
USD
1080000.00000000
EUR
13435.74000000
N
N
N
Block Communications, Inc.
M5G68A9OHJWIL4SFC742
Block Communications, Inc.
093645AJ8
254000.00000000
PA
USD
245110.00000000
0.009423724962
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.87500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACM5
12050000.00000000
PA
USD
10247803.57000000
0.393996500806
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
ADLER Group SA
391200OYYFJ3DWAMEC69
ADLER Group SA
N/A
2100000.00000000
PA
1937936.94000000
0.074507709669
Long
DBT
CORP
LU
N
2
2026-11-13
Fixed
2.75000000
N
N
N
N
N
N
GCP Applied Technologies, Inc.
5493007G654QKQVEKV09
GCP Applied Technologies, Inc.
36164YAB7
416000.00000000
PA
USD
421200.00000000
0.016193843393
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
UBS AG
549300SZJ9VS8SGXAN81
UBS AG
902613AD0
12902000.00000000
PA
USD
11644055.00000000
0.447678070121
Long
DBT
CORP
CH
N
2
2031-02-10
Variable
4.37500080
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
178000.00000000
PA
USD
166875.00000000
0.006415830048
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Regata XII Funding Ltd.
N/A
Regata XII Funding Ltd., Series 2019-1A, Class DR
75888HAS0
1000000.00000000
PA
USD
985376.30000000
0.037884685388
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
3.34128960
N
N
N
N
N
N
Madison IAQ LLC
N/A
Madison IAQ LLC, Term Loan
55759VAB4
5546598.89000000
PA
USD
5458796.23000000
0.209873910886
Long
LON
CORP
US
N
2
2028-06-21
Variable
4.52443000
N
N
N
N
N
N
Theta Capital Pte. Ltd.
2549003I5QVCGQHCYJ52
Theta Capital Pte. Ltd.
N/A
200000.00000000
PA
USD
189750.00000000
0.007295303380
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.75000000
N
N
N
N
N
N
Star Energy Geothermal Darajat II
N/A
Star Energy Geothermal Darajat II
85513LAB0
1191000.00000000
PA
USD
1181174.25000000
0.045412513829
Long
DBT
CORP
BM
N
2
2038-10-14
Fixed
4.85000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
400000.00000000
PA
397696.88000000
0.015290220780
Long
DBT
NUSS
FR
N
2
2030-06-15
Variable
3.37500170
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
1100000.00000000
PA
1220240.88000000
0.046914505491
Long
DBT
CORP
FR
N
2
2032-03-31
Variable
2.50000180
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA, Series 6.5Y
N/A
500000.00000000
PA
497098.97000000
0.019111925145
Long
DBT
CORP
IT
N
2
2027-06-08
Variable
1.37499880
N
N
N
N
N
N
Sixth Street CLO XIX Ltd.
N/A
Sixth Street CLO XIX Ltd., Series 2021-19A, Class C
83012KAE7
1000000.00000000
PA
USD
986687.10000000
0.037935081613
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.25399960
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBL3
139000.00000000
PA
USD
129335.33000000
0.004972545297
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Pinewood Finance Co. Ltd.
N/A
Pinewood Finance Co. Ltd.
N/A
344000.00000000
PA
437208.99000000
0.016809339777
Long
DBT
CORP
GB
N
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
BCP V Modular Services Finance II plc
213800227GGD6UI7PI97
BCP V Modular Services Finance II plc
N/A
500000.00000000
PA
529309.65000000
0.020350326635
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
CommScope Holding Co., Inc.
254900AW4CEPCQWSRI58
CommScope Holding Co., Inc.
20337X109
5307.00000000
NS
USD
41819.16000000
0.001607817967
Long
EC
CORP
US
N
1
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
N/A
2473000.00000000
PA
2479279.11000000
0.095320649658
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
4.25000000
N
N
N
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc., 1st Lien Term Loan B1
78397GAF8
1102823.72000000
PA
USD
1082542.79000000
0.041620437815
Long
LON
CORP
US
N
2
2027-03-16
Variable
4.75000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
249000.00000000
PA
USD
257000.37000000
0.009880873086
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
400000.00000000
PA
-6113.10000000
-0.00023502987
N/A
DCR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
9232.68000000
USD
0.00000000
USD
400000.00000000
EUR
-6113.10000000
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc., Term Loan B2
26812CAF3
852939.37200000
PA
USD
836588.52000000
0.032164253270
Long
LON
CORP
CA
N
2
2026-04-06
Variable
4.50600000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2019-SFR4, Class E
74331AAJ1
3000000.00000000
PA
USD
2894332.80000000
0.111278186352
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
3.43500000
N
N
N
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
N/A
505000.00000000
PA
504569.39000000
0.019399139797
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.50000000
N
N
N
N
N
N
Spirit Loyalty Cayman Ltd.
N/A
Spirit Loyalty Cayman Ltd.
84859BAA9
48542.00000000
PA
USD
51697.23000000
0.001987599350
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Herens Midco SARL
2221002FZ55AMAUX4G64
Herens Midco SARL
427169AA5
202000.00000000
PA
USD
181139.46000000
0.006964254623
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bank Negara Indonesia Persero Tbk. PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk. PT
N/A
1015000.00000000
PA
USD
926299.15000000
0.035613350832
Long
DBT
NUSS
ID
N
2
2027-03-24
Variable
4.29999840
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
N/A
789000.00000000
PA
1028696.33000000
0.039550207187
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
142000.00000000
PA
USD
139515.00000000
0.005363922272
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
1079000.00000000
PA
USD
1007516.25000000
0.038735898311
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL, Facility Term Loan B3
L8908YAE8
6112843.01000000
PA
USD
6066996.69000000
0.233257346311
Long
LON
CORP
LU
N
2
2026-10-01
Variable
4.75600000
N
N
N
N
N
N
OI European Group BV
72450053F5WRDY8CDZ66
OI European Group BV
N/A
500000.00000000
PA
542031.53000000
0.020839443758
Long
DBT
CORP
NL
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
5280000.00000000
PA
USD
712800.00000000
0.027404965742
Long
DBT
CORP
KY
N
2
2022-04-17
Fixed
11.75000000
Y
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343AD5
60000.00000000
PA
USD
51600.00000000
0.001983861156
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869AH5
107000.00000000
PA
USD
88364.35000000
0.003397337239
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.87500000
N
N
N
N
N
N
UGI International LLC
5493001JFF8MQO00ZQ21
UGI International LLC
N/A
388000.00000000
PA
362265.90000000
0.013928008669
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BK7
318000.00000000
PA
USD
305528.04000000
0.011746612611
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2M6
760000.00000000
PA
USD
642200.00000000
0.024690613075
Long
DBT
NUSS
SA
N
2
2070-11-24
Fixed
3.50000000
N
N
N
N
N
N
DIC Asset AG
52990044JL2ZPWONU738
DIC Asset AG
N/A
600000.00000000
PA
580781.25000000
0.022329251206
Long
DBT
CORP
DE
N
2
2026-09-22
Fixed
2.25000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
N/A
Sedgwick Claims Management Services, Inc., Term Loan
81527CAM9
1643527.44000000
PA
USD
1630691.49000000
0.062695067930
Long
LON
CORP
US
N
2
2026-09-03
Variable
4.20743000
N
N
N
N
N
N
Core & Main LP
N/A
Core & Main LP, Term Loan B
40416VAE5
4629628.11000000
PA
USD
4583331.83000000
0.176214999704
Long
LON
CORP
US
N
2
2028-07-27
Variable
2.94714000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
N/A
400000.00000000
PA
458540.63000000
0.017629475668
Long
DBT
CORP
LU
N
2
2024-01-29
Variable
5.62500040
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
2410000.00000000
PA
USD
1986077.46000000
0.076358564469
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046AB5
154000.00000000
PA
USD
130130.00000000
0.005003097912
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Lucid Energy Group II Borrower, LLC
N/A
Lucid Energy Group II Borrower, LLC, Term Loan
54948FAH1
3055850.00000000
PA
USD
3027216.69000000
0.116387162858
Long
LON
CORP
US
N
2
2028-11-24
Variable
5.00000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2019-E, Class A
00969TAA3
1364374.69000000
PA
USD
1360098.88000000
0.052291615057
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.99999880
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
47000.00000000
PA
USD
47636.38000000
0.001831472168
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Societa Cattolica Di Assicurazione SpA
815600DEEE5337E9A213
Societa Cattolica Di Assicurazione SpA
N/A
400000.00000000
PA
457386.59000000
0.017585106383
Long
DBT
CORP
IT
N
2
2047-12-14
Variable
4.25000160
N
N
N
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
103186AB8
328000.00000000
PA
USD
339985.12000000
0.013071381266
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.12500000
N
N
N
N
N
N
WeWork Cos. LLC
N/A
WeWork Cos. LLC
96209BAA0
229000.00000000
PA
USD
192499.69000000
0.007401020496
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
5.00000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
00217GAC7
5200000.00000000
PA
USD
4876473.16000000
0.187485381447
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
MPT Operating Partnership LP
N/A
MPT Operating Partnership LP
55342UAM6
891000.00000000
PA
USD
827482.57000000
0.031814157524
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAJ7
139000.00000000
PA
USD
134816.10000000
0.005183264032
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
N/A
400000.00000000
PA
518912.77000000
0.019950598604
Long
DBT
CORP
GB
N
2
2027-03-22
Variable
4.25000160
N
N
N
N
N
N
TICP CLO XI Ltd.
N/A
TICP CLO XI Ltd., Series 2018-11A, Class C
87249QAE0
600000.00000000
PA
USD
599381.28000000
0.023044365102
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.40400080
N
N
N
N
N
N
Monitchem HoldCo 3 SA
222100SJHJ1CNJMSW162
Monitchem HoldCo 3 SA
N/A
296000.00000000
PA
320901.00000000
0.012337655600
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
OHA Credit Partners XII Ltd.
N/A
OHA Credit Partners XII Ltd., Series 2015-12A, Class CR
67109YAS3
1500000.00000000
PA
USD
1480548.90000000
0.056922547537
Long
ABS-CBDO
CORP
US
N
2
2030-07-23
Floating
2.15885880
N
N
N
N
N
N
Albion Financing 1 SARL
N/A
Albion Financing 1 SARL
013304AA8
218000.00000000
PA
USD
210370.00000000
0.008088078904
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
Insulet Corp.
N/A
Insulet Corp., Term Loan B
45784QAB5
658027.50000000
PA
USD
653092.29000000
0.025109388095
Long
LON
CORP
US
N
3
2028-05-04
Variable
3.75000000
N
N
N
N
N
N
Vmed O2 UK Financing I plc
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
N/A
539000.00000000
PA
649819.64000000
0.024983564777
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
1219000.00000000
PA
1178173.86000000
0.045297158070
Long
DBT
CORP
JP
N
2
2029-09-19
Fixed
4.00000000
N
N
N
N
N
N
Chariot Buyer LLC
N/A
Chariot Buyer LLC, 1st Lien Term Loan
15963CAC0
2459000.00000000
PA
USD
2426221.53000000
0.093280749037
Long
LON
CORP
US
N
2
2028-11-03
Variable
4.00000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
85000.00000000
PA
USD
86109.83000000
0.003310657886
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
132000.00000000
PA
USD
132166.98000000
0.005081413523
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
247000.00000000
PA
USD
251983.23000000
0.009687979497
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723AR4
56000.00000000
PA
USD
52010.00000000
0.001999624394
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.37500000
N
N
N
N
N
N
EverArc Escrow SARL
N/A
EverArc Escrow SARL
29977LAA9
379000.00000000
PA
USD
346311.25000000
0.013314601490
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
27000.00000000
PA
USD
24772.50000000
0.000952426366
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAN9
98000.00000000
PA
USD
98490.00000000
0.003786637312
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
134029.00000000
PA
USD
121770.04000000
0.004681683185
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies Holdings, Inc., Term Loan B4
78466DBE3
188313.98000000
PA
USD
185165.37000000
0.007119038470
Long
LON
CORP
US
N
2
2025-04-16
Variable
2.20743000
N
N
N
N
N
N
Travelport Finance (Luxembourg) SARL
N/A
Travelport Finance (Luxembourg) SARL, 1st Lien Term Loan
L9308UAX8
2012628.35990000
PA
USD
1776144.53000000
0.068287289560
Long
LON
CORP
US
N
2
2026-05-29
Variable
6.99375000
N
N
N
N
N
N
Regatta VII Funding Ltd.
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd., Series 2016-1A, Class CR2
75888ABL9
1350000.00000000
PA
USD
1344068.51000000
0.051675296678
Long
ABS-CBDO
CORP
KY
N
2
2034-06-20
Floating
2.97785880
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAD8
77000.00000000
PA
USD
78416.03000000
0.003014854960
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Legacy LifePoint Health LLC
N/A
Legacy LifePoint Health LLC
53219LAS8
53000.00000000
PA
USD
51203.04000000
0.001968599266
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
819000.00000000
PA
USD
401400.09000000
0.015432597805
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AJ1
94000.00000000
PA
USD
95789.76000000
0.003682821396
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
500000.00000000
PA
USD
471665.00000000
0.018134067293
Long
DBT
CORP
VG
N
2
2029-05-29
Fixed
4.50000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
505000.00000000
PA
USD
480229.75000000
0.018463355565
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
N/A
760000.00000000
PA
USD
787455.00000000
0.030275220677
Long
DBT
CORP
MX
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
1000000.00000000
PA
1139437.50000000
0.043807864272
Long
DBT
CORP
IT
N
2
2025-01-20
Variable
5.87499985
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
120000.00000000
PA
USD
112060.20000000
0.004308369728
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
CP Iris Holdco I, Inc.
25490024F0AS5UR7DB02
CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan
12659EAD0
148577.25000000
PA
USD
144770.70000000
0.005565987758
Long
LON
CORP
US
N
2
2028-10-02
Variable
3.50000000
N
N
N
N
N
N
Telecom Italia Finance SA
549300O482B6CBF38D50
Telecom Italia Finance SA
N/A
400000.00000000
PA
507514.76000000
0.019512380207
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
Verallia SA
5299007YZU978DE0ZY32
Verallia SA
N/A
500000.00000000
PA
514550.06000000
0.019782865835
Long
DBT
CORP
FR
N
2
2028-05-14
Fixed
1.62500000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
101000.00000000
PA
USD
103000.31000000
0.003960044847
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72100000
N
N
N
N
N
N
Summer BidCo BV
724500EOJYP21L3XM206
Summer BidCo BV
N/A
102681.20000000
PA
113023.12000000
0.004345391037
Long
DBT
CORP
NL
N
2
2025-11-15
Variable
9.00000000
N
N
Y
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
655000.00000000
PA
USD
587043.75000000
0.022570025053
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
AGL CLO Ltd.
549300G9RL3BICT9HA62
AGL CLO Ltd., Series 2021-11A, Class D
00851TAL0
1000000.00000000
PA
USD
985458.00000000
0.037887826502
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.39129000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc., Term Loan
10524MAN7
5023839.38490000
PA
USD
4784503.68000000
0.183949438056
Long
LON
CORP
US
N
2
2024-06-21
Variable
5.25004700
N
N
N
N
N
N
KWG Group Holdings Ltd.
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd.
N/A
1350000.00000000
PA
USD
499500.00000000
0.019204237357
Long
DBT
CORP
KY
N
2
2026-08-14
Fixed
6.00000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
411000.00000000
PA
USD
399025.52000000
0.015341302898
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Azalea TopCo, Inc.
549300HC42NZULO53062
Azalea TopCo, Inc., 1st Lien Term Loan
29102TAE2
1477890.62000000
PA
USD
1463111.71000000
0.056252141260
Long
LON
CORP
US
N
2
2026-07-24
Variable
4.50000000
N
N
N
N
N
N
Affinity Gaming
N/A
Affinity Gaming
00842XAA7
124000.00000000
PA
USD
120590.00000000
0.004636314280
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
147000.00000000
PA
USD
151410.00000000
0.005821248405
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
1045000.00000000
PA
USD
721164.95000000
0.027726572319
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Messer Industries GmbH
N/A
Messer Industries GmbH, Term Loan B1
D6000EAB8
1236542.86600000
PA
USD
1217821.61000000
0.046821492007
Long
LON
CORP
US
N
2
2038-01-01
Variable
2.72375000
N
N
N
N
N
N
Whatabrands LLC
N/A
Whatabrands LLC, Term Loan B
96244UAF4
2616902.00000000
PA
USD
2582568.25000000
0.099291799129
Long
LON
CORP
US
N
2
2028-08-03
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
552624.00000000
PA
-30890.02000000
-0.00118762617
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Jaguar Land Rover Automotive plc
Jaguar Land Rover Automotive plc
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
24082.48000000
USD
0.00000000
USD
552624.00000000
EUR
-30890.02000000
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
482000.00000000
PA
USD
118090.00000000
0.004540196976
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
Endurance International Group Holdings, Inc.
549300UTQC2651SB0W88
Endurance International Group Holdings, Inc.
29279XAA8
105000.00000000
PA
USD
90565.65000000
0.003481970448
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Modern Land China Co. Ltd.
549300PDOU6AR9Z9IN08
Modern Land China Co. Ltd.
N/A
729000.00000000
PA
USD
131220.00000000
0.005045005057
Long
DBT
CORP
KY
N
2
2021-10-25
Fixed
12.85000000
Y
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
2333000.00000000
PA
USD
291625.00000000
0.011212083522
Long
DBT
CORP
KY
N
2
2023-01-22
Fixed
11.50000000
Y
N
N
N
N
N
Greene King Finance plc
213800QIJMYMW6TSBG41
Greene King Finance plc, Series B1
N/A
100000.00000000
PA
107746.10000000
0.004142505863
Long
DBT
CORP
GB
N
2
2034-12-15
Floating
2.60910030
N
N
N
N
N
N
Acrisure LLC
N/A
Acrisure LLC
00489LAH6
253000.00000000
PA
USD
233931.39000000
0.008993941819
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CJ2
27000.00000000
PA
USD
25650.00000000
0.000986163539
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
180000.00000000
PA
9021.26000000
0.000346839676
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMA CGM SA
CMA CGM SA
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
7895.65000000
USD
0.00000000
USD
180000.00000000
EUR
9021.26000000
N
N
N
Jazz Securities DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
376000.00000000
PA
USD
364250.00000000
0.014004291206
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
200000.00000000
PA
227887.50000000
0.008761572854
Long
DBT
CORP
DE
N
2
2029-10-09
Variable
6.50000030
N
N
N
N
N
N
SCIL IV LLC
N/A
SCIL IV LLC
N/A
209000.00000000
PA
221379.98000000
0.008511378743
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.37500000
N
N
N
N
N
N
Apidos CLO XX
5493008YDOADR1DMZM86
Apidos CLO XX, Series 2015-20A, Class CR
03765LAX0
1500000.00000000
PA
USD
1476246.30000000
0.056757125812
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
3.19128840
N
N
N
N
N
N
Altice Financing SA
N/A
Altice Financing SA, Term Loan
L0178UAK2
1805176.17000000
PA
USD
1736471.16000000
0.066761970613
Long
LON
CORP
US
N
2
2026-01-31
Variable
2.98914000
N
N
N
N
N
N
Fertitta Entertainment LLC
N/A
Fertitta Entertainment LLC
31556TAA7
166000.00000000
PA
USD
157285.00000000
0.006047124069
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Bleriot US Bidco, Inc.
N/A
Bleriot US Bidco, Inc., Term Loan
09353TAG5
208869.44000000
PA
USD
207434.51000000
0.007975218350
Long
LON
CORP
US
N
2
2026-10-30
Variable
5.00600000
N
N
N
N
N
N
MAF Sukuk Ltd.
549300IS9H0W5N2N4K34
MAF Sukuk Ltd.
N/A
894000.00000000
PA
USD
926575.13000000
0.035623961413
Long
DBT
CORP
KY
N
2
2029-05-14
Fixed
4.63800000
N
N
N
N
N
N
Yanlord Land HK Co. Ltd.
549300O56H3950RDWG19
Yanlord Land HK Co. Ltd.
N/A
700000.00000000
PA
USD
679000.00000000
0.026105459791
Long
DBT
CORP
HK
N
2
2023-04-23
Fixed
6.75000000
N
N
N
N
N
N
Colfax Corp.
635400OP2DYYYMOIYL17
Colfax Corp.
15723RAC8
132000.00000000
PA
USD
136163.28000000
0.005235058955
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.37500000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
N/A
400000.00000000
PA
480537.30000000
0.018475179916
Long
DBT
CORP
IE
N
2
2025-05-19
Variable
7.50000175
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
231000.00000000
PA
USD
235620.00000000
0.009058863676
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
iShares Trust
549300G2T0MQ0NCEG317
iShares Floating Rate Bond ETF
46429B655
308079.00000000
NS
USD
15564151.08000000
0.598393696918
Long
RF
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
2400000.00000000
PA
2378468.61000000
0.091444796264
Long
DBT
CORP
FR
N
2
2041-10-07
Variable
1.37499880
N
N
N
N
N
N
Huarong Finance 2017 Co. Ltd.
5493006V07LYI3HE6G83
Huarong Finance 2017 Co. Ltd.
N/A
2300000.00000000
PA
USD
2254000.00000000
0.086659361369
Long
DBT
CORP
VG
N
2
2027-04-27
Fixed
4.75000000
N
N
N
N
N
N
Ooredoo International Finance Ltd.
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd.
N/A
1150000.00000000
PA
USD
1077895.00000000
0.041441744597
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAE7
34000.00000000
PA
USD
35037.00000000
0.001347064793
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.50000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AW6
40000.00000000
PA
USD
35861.80000000
0.001378775814
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc., Series C
37045XDB9
114000.00000000
PA
USD
119437.80000000
0.004592015737
Long
DBT
CORP
US
N
2
2030-09-30
Variable
5.69999880
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300PACXK2KP6J2T91
Palmer Square CLO Ltd., Series 2015-2A, Class CR2
69689CBC9
1750000.00000000
PA
USD
1710698.15000000
0.065771077717
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
3.00399840
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
1014000.00000000
PA
USD
1046955.00000000
0.040252196842
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Interchile SA
549300Y105FQQX6RCE16
Interchile SA
45846AAA8
590000.00000000
PA
USD
561399.75000000
0.021584092195
Long
DBT
CORP
CL
N
2
2056-06-30
Fixed
4.50000000
N
N
N
N
N
N
Shui On Development Holding Ltd.
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd.
N/A
683000.00000000
PA
USD
638605.00000000
0.024552396391
Long
DBT
CORP
KY
N
2
2024-08-24
Fixed
6.15000000
N
N
N
N
N
N
Flutter Entertainment plc
549300RNFXC8F8RT6R13
Flutter Entertainment plc, Term Loan
N8233BAC6
1493948.63430000
PA
USD
1480562.85000000
0.056923083872
Long
LON
CORP
NL
N
2
2026-07-21
Variable
3.25600000
N
N
N
N
N
N
Sound Point CLO XXIX Ltd.
N/A
Sound Point CLO XXIX Ltd., Series 2021-1A, Class C1
83614VAG0
1000000.00000000
PA
USD
993853.20000000
0.038210596099
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
2.55771000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAP9
425000.00000000
PA
USD
392593.75000000
0.015094021141
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.37500000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
200000.00000000
PA
USD
197528.00000000
0.007594343537
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
AHP Health Partners, Inc.
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc.
00150LAB7
112000.00000000
PA
USD
104160.00000000
0.004004631357
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
23000.00000000
PA
USD
23575.46000000
0.000906403863
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Woof Holdings, Inc.
N/A
Woof Holdings, Inc., 1st Lien Term Loan
98082EAB0
252450.00000000
PA
USD
250241.06000000
0.009620998424
Long
LON
CORP
US
N
2
2027-12-21
Variable
4.67786000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1735.59000000
0.000066728092
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
401132.86000000
USD
546035.00000000
SGD
2022-06-15
1735.59000000
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779BA0
274000.00000000
PA
USD
262620.78000000
0.010096960548
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
100000.00000000
PA
111045.38000000
0.004269353023
Long
DBT
CORP
FR
N
2
2024-01-30
Variable
4.37499950
N
N
N
N
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157DAG4
51000.00000000
PA
USD
48067.50000000
0.001848047405
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZJ5
200000.00000000
PA
USD
201432.00000000
0.007744440319
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.68700000
N
N
N
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
92243XAE1
200000.00000000
PA
USD
194000.00000000
0.007458702797
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
N/A
1181000.00000000
PA
USD
1186905.00000000
0.045632843525
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Ardonagh Midco 2 plc
9845003AD1386OH58D80
Ardonagh Midco 2 plc
03985RAA1
240819.00000000
PA
USD
255268.14000000
0.009814274174
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
11.50000000
N
N
Y
N
N
N
Battalion CLO 18 Ltd.
549300WYAEH0STKIKE49
Battalion CLO 18 Ltd., Series 2020-18A, Class DR
07134QAU0
1500000.00000000
PA
USD
1494230.85000000
0.057448576397
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
3.69128880
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2019-E, Class B
00969TAB1
280000.00000000
PA
USD
276116.37000000
0.010615824440
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
4.87500120
N
N
N
N
N
N
TRI Pointe Homes, Inc.
N/A
TRI Pointe Homes, Inc.
87265HAF6
2000.00000000
PA
USD
1985.83000000
0.000076349050
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
OCP CLO Ltd.
254900NXH68CRC058O44
OCP CLO Ltd., Series 2014-5A, Class CR
67102SAS3
1000000.00000000
PA
USD
968507.00000000
0.037236112733
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
3.16713960
N
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
150000.00000000
PA
USD
142636.50000000
0.005483934338
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
N/A
670000.00000000
PA
USD
617029.80000000
0.023722896368
Long
DBT
CORP
IL
N
2
2032-01-21
Variable
3.25500065
N
N
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355XAG2
126000.00000000
PA
USD
128970.45000000
0.004958516784
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
Marino Park CLO DAC
254900WKCYX9LIHA8G67
Marino Park CLO DAC, Series 1X, Class D
N/A
100000.00000000
PA
104927.35000000
0.004034133603
Long
ABS-CBDO
CORP
IE
N
2
2034-01-16
Floating
5.67000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
646000.00000000
PA
USD
748513.74000000
0.028778049105
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
BK LC Lux Finco1 SARL
5299004DSXRFOZZ5UG09
BK LC Lux Finco1 SARL
N/A
55000.00000000
PA
59670.07000000
0.002294130505
Long
DBT
CORP
LU
N
2
2029-04-30
Fixed
5.25000000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AB5
174000.00000000
PA
USD
180552.84000000
0.006941700890
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
House of Finance NV (The)
549300XE7YFOWVZ4GM04
House of Finance NV (The)
N/A
300000.00000000
PA
324429.05000000
0.012473298262
Long
DBT
CORP
BE
N
2
2026-07-15
Fixed
4.37500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
108000.00000000
PA
USD
114480.00000000
0.004401403588
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Mavis Tire Express Services Topco Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Topco Corp., 1st Lien Term Loan
57777YAB2
2449314.59000000
PA
USD
2430601.83000000
0.093449158088
Long
LON
CORP
US
N
2
2028-05-04
Variable
4.75000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
650000.00000000
PA
USD
641387.50000000
0.024659374951
Long
DBT
NUSS
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Great Western Petroleum LLC
N/A
Great Western Petroleum LLC
39143GAD2
69000.00000000
PA
USD
76935.00000000
0.002957913916
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
12.00000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
231000.00000000
PA
USD
216225.24000000
0.008313194858
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAC7
2935000.00000000
PA
USD
2951089.90000000
0.113460322128
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
200000.00000000
PA
USD
202250.00000000
0.007775889901
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
7.25000040
N
N
N
N
N
N
UPCB Finance VII Ltd.
5493006V3WX8F38SQ991
UPCB Finance VII Ltd.
N/A
1169000.00000000
PA
1264380.69000000
0.048611545307
Long
DBT
CORP
KY
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
ZhongAn Online P&C Insurance Co. Ltd.
5299006845ISFI2WAI41
ZhongAn Online P&C Insurance Co. Ltd.
N/A
500000.00000000
PA
USD
445000.00000000
0.017108880128
Long
DBT
CORP
CN
N
2
2026-03-08
Fixed
3.50000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
1172000.00000000
PA
USD
1117244.16000000
0.042954598668
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
416000.00000000
PA
USD
392600.00000000
0.015094261434
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
India Green Energy Holdings
2549005BFUXXT5HWAG36
India Green Energy Holdings
N/A
680000.00000000
PA
USD
685168.00000000
0.026342600404
Long
DBT
CORP
MU
N
2
2024-04-29
Fixed
5.37500000
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300Y43K78UTRMTN21
Palmer Square CLO Ltd., Series 2019-1A, Class BR
69700GAN2
1000000.00000000
PA
USD
993783.70000000
0.038207924037
Long
ABS-CBDO
CORP
KY
N
2
2034-11-14
Floating
2.39486040
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
400000.00000000
PA
444885.96000000
0.017104495641
Long
DBT
CORP
NL
N
2
2027-06-14
Variable
3.87500060
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
499000.00000000
PA
USD
480517.04000000
0.018474400982
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625AA5
124000.00000000
PA
USD
122182.16000000
0.004697527930
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Anchorage Capital CLO 4-R Ltd.
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D
03328LAG7
1000000.00000000
PA
USD
965051.00000000
0.037103240172
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
2.87757000
N
N
N
N
N
N
ViaSat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAL4
50000.00000000
PA
USD
49250.00000000
0.001893510890
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
113000.00000000
PA
USD
103960.00000000
0.003996941973
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Canpack SA
N/A
Canpack SA
13805AAA5
211000.00000000
PA
USD
194647.50000000
0.007483597179
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.12500000
N
N
N
N
N
N
LSF11 A5 HoldCo LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
142000.00000000
PA
USD
132109.70000000
0.005079211283
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc., Term Loan
90351NAF2
86021.80000000
PA
USD
85232.98000000
0.003276945702
Long
LON
CORP
US
N
2
2026-12-02
Variable
4.25600000
N
N
N
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001ABA9
60000.00000000
PA
USD
60597.00000000
0.002329768110
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.12500000
N
N
N
N
N
N
EyeCare Partners LLC
N/A
EyeCare Partners LLC, Delayed Draw 1st Lien Term Loan
30233PAG5
114186.40000000
PA
USD
112794.47000000
0.004336600149
Long
LON
CORP
US
N
2
2028-11-15
Variable
4.25000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAB3
375000.00000000
PA
USD
359062.50000000
0.013804847800
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC, Term Loan B3
36740UAT9
1845357.53270000
PA
USD
1816754.49000000
0.069848617510
Long
LON
CORP
US
N
2
2027-03-31
Variable
3.25000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AL1
391000.00000000
PA
USD
354986.95000000
0.013648155448
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
500000.00000000
PA
484380.41000000
0.018622935665
Long
DBT
CORP
FR
N
2
2029-01-11
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
-63.00000000
NC
-3240.76000000
-0.00012459724
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Written
EURO STOXX 50 Index
EU0009658145
10.00000000
4400.00000000
EUR
2022-06-17
XXXX
3744.43000000
N
N
N
Zhenro Properties Group Ltd.
549300I66TVJEL841P38
Zhenro Properties Group Ltd.
N/A
872000.00000000
PA
USD
91560.00000000
0.003520200145
Long
DBT
CORP
KY
N
2
2025-02-05
Fixed
7.35000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC
599191AA1
361000.00000000
PA
USD
376342.50000000
0.014469210606
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAJ8
511000.00000000
PA
USD
490560.00000000
0.018860521878
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
EURO STOXX Bank Index
N/A
210.00000000
NC
17713.83000000
0.000681042233
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Purchased
EURO STOXX Banks
EU0009658426
50.00000000
100.00000000
EUR
2022-06-17
XXXX
-14650.58000000
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327RAG6
20000.00000000
PA
USD
20244.80000000
0.000778350239
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.12500000
N
N
N
N
N
N
AAdvantage Loyality IP Ltd.
N/A
AAdvantage Loyality IP Ltd., Term Loan
02376CBJ3
3657913.00000000
PA
USD
3700198.47000000
0.142261240617
Long
LON
CORP
KY
N
2
2028-04-20
Variable
5.50000000
N
N
N
N
N
N
OCP CLO Ltd.
N/A
OCP CLO Ltd., Series 2019-16A, Class CR
67570QAP6
2750000.00000000
PA
USD
2690031.58000000
0.103423433357
Long
ABS-CBDO
CORP
KY
N
2
2033-04-10
Floating
2.08128960
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
50000.00000000
PA
USD
50216.50000000
0.001930669840
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
121000.00000000
PA
USD
116232.60000000
0.004468785663
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
SWF Escrow Issuer Corp.
N/A
SWF Escrow Issuer Corp.
78500AAA6
204000.00000000
PA
USD
176296.80000000
0.006778069254
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D
61690QAS8
310000.00000000
PA
USD
288561.42000000
0.011094298302
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.14335520
N
N
N
N
N
N
Zhen Ding Technology Holding Ltd.
549300H7R4K33675UP38
Zhen Ding Technology Holding Ltd.
N/A
400000.00000000
PA
USD
392800.00000000
0.015101950818
Long
DBT
CORP
KY
N
2
2025-06-30
None
0.00000000
N
N
N
N
N
Zhen Ding Technology Holding Ltd.
Zhen Ding Technology Holding Ltd.
TWD
XXXX
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
300000.00000000
PA
USD
279750.00000000
0.010755526327
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
DP World Crescent Ltd.
21380096JRTWB8TL9236
DP World Crescent Ltd.
N/A
1242000.00000000
PA
USD
1238895.00000000
0.047631698981
Long
DBT
CORP
KY
N
2
2030-01-30
Fixed
3.74950000
N
N
N
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848VAB1
83000.00000000
PA
USD
82474.61000000
0.003170894867
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751AL5
182000.00000000
PA
USD
184730.00000000
0.007102299833
Long
DBT
CORP
CA
N
2
2034-05-01
Fixed
7.45000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series FF
48128BAF8
389000.00000000
PA
USD
387706.58000000
0.014906124499
Long
DBT
CORP
US
N
2
2024-08-01
Variable
5.00000040
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
Gruenenthal GmbH
N/A
95000.00000000
PA
102203.67000000
0.003929416491
Long
DBT
CORP
DE
N
2
2028-05-15
Fixed
4.12500000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
2034000.00000000
PA
USD
2184085.83000000
0.083971376754
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
N/A
3084000.00000000
PA
USD
3226635.00000000
0.124054182995
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.87500000
N
N
N
N
N
N
Bank of Cyprus PCL
PQ0RAP85KK9Z75ONZW93
Bank of Cyprus PCL
N/A
775000.00000000
PA
741578.34000000
0.028511404325
Long
DBT
CORP
CY
N
2
2027-06-24
Variable
2.50000180
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
608000.00000000
PA
USD
596539.20000000
0.022935095875
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
101493.18000000
0.003902100338
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
29151296.38000000
USD
22270000.00000000
GBP
2022-04-13
101493.18000000
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
78000.00000000
PA
USD
74100.00000000
0.002848916893
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Switch Ltd.
5493002D70VTFFLT8L43
Switch Ltd.
87105NAC4
547000.00000000
PA
USD
538111.25000000
0.020688721060
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AT4
17000.00000000
PA
USD
17573.50000000
0.000675646977
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Raptor Acquisition Corp.
N/A
Raptor Acquisition Corp.
75383KAA2
194000.00000000
PA
USD
186337.00000000
0.007164084037
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC, Term Loan B1
12769LAD1
1860000.00000000
PA
USD
1851630.00000000
0.071189473510
Long
LON
CORP
US
N
2
2025-07-21
Variable
3.95743000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAW5
360000.00000000
PA
USD
372665.29000000
0.014327833201
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
6.24999960
N
N
N
N
N
N
Codere Finance 2 Luxembourg SA
2221005CUH65GSJUKB29
Codere Finance 2 Luxembourg SA
N/A
512013.71580000
PA
543758.57000000
0.020905843130
Long
DBT
CORP
LU
N
2
2027-11-30
Variable
12.75000000
N
N
Y
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
66000.00000000
PA
USD
65157.68000000
0.002505112217
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
135000.00000000
PA
USD
119608.65000000
0.004598584393
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
II-VI, Inc.
549300O5C25A0MMHHU33
II-VI, Inc.
902104AC2
248000.00000000
PA
USD
242420.00000000
0.009320302743
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
521000.00000000
PA
USD
487135.00000000
0.018728841171
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
AIG CLO LLC
N/A
AIG CLO LLC, Series 2020-1A, Class CR
00140WAY6
3000000.00000000
PA
USD
2939672.70000000
0.113021365935
Long
ABS-CBDO
CORP
US
N
2
2034-04-15
Floating
2.24129160
N
N
N
N
N
N
Pacific Gas & Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JU2
4040000.00000000
PA
USD
3510701.38000000
0.134975660847
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
220000.00000000
PA
USD
170665.00000000
0.006561543881
Long
DBT
CORP
FR
N
2
2022-09-30
Floating
1.57470840
N
N
N
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
N/A
1853000.00000000
PA
USD
1710319.00000000
0.065756500567
Long
DBT
CORP
CL
N
2
2030-03-06
Fixed
3.15000000
N
N
N
N
N
N
Electron Bidco, Inc.
N/A
Electron Bidco, Inc., 1st Lien Term Loan
28542CAC3
2458024.00000000
PA
USD
2428060.69000000
0.093351459078
Long
LON
CORP
US
N
2
2028-11-01
Variable
3.75000000
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAA9
1168000.00000000
PA
USD
1092196.80000000
0.041991604781
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Athenahealth Group Inc.
N/A
Athenahealth Group Inc., Term Loan
04686RAB9
3167424.76000000
PA
USD
3128623.81000000
0.120285954454
Long
LON
CORP
US
N
2
2029-02-15
Variable
4.00000000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAJ0
21000.00000000
PA
USD
20377.35000000
0.000783446378
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Avoca CLO XV DAC
63540019ZRWR9Z7GEY65
Avoca CLO XV DAC, Series 15X, Class ER
N/A
260000.00000000
PA
264989.20000000
0.010188019007
Long
ABS-CBDO
CORP
IE
N
2
2031-04-15
Floating
4.12999920
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
N/A
575000.00000000
PA
539661.94000000
0.020748340317
Long
DBT
CORP
FR
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Mylan, Inc.
30ZMPDNA1RHIBH89C294
Mylan, Inc.
N/A
500000.00000000
PA
558581.03000000
0.021475721088
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
2.12500000
N
N
N
N
N
N
Informatica, Inc.
N/A
Informatica, Inc., Class A
45674M101
10152.00000000
NS
USD
200400.48000000
0.007704781550
Long
EC
CORP
US
N
1
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
Qatar Energy
N/A
900000.00000000
PA
USD
821250.00000000
0.031574534394
Long
DBT
NUSS
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
LG Chem Ltd.
988400IES4EIG7O06940
LG Chem Ltd.
N/A
1280000.00000000
PA
USD
1145497.60000000
0.044040856462
Long
DBT
CORP
KR
N
2
2031-07-07
Fixed
2.37500000
N
N
N
N
N
N
Southwick Park CLO LLC
N/A
Southwick Park CLO LLC, Series 2019-4A, Class CR
846031AS1
1000000.00000000
PA
USD
982539.90000000
0.037775634540
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
2.20399920
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
177000.00000000
PA
USD
164829.48000000
0.006337186101
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
170000.00000000
PA
1600.34000000
0.000061528146
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Virgin Media Finance plc
Virgin Media Finance plc
Y
Payout of notional amount upon default event with regard to the reference instrument
2025-12-20
17116.18000000
USD
0.00000000
USD
170000.00000000
EUR
1600.34000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
600000.00000000
PA
664359.32000000
0.025542570714
Long
DBT
CORP
LU
N
2
2025-11-19
Fixed
1.75000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC, 2nd Lien Term Loan
55910RAE3
1542511.00000000
PA
USD
1525157.75000000
0.058637620498
Long
LON
CORP
US
N
2
2029-07-27
Variable
9.00000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
23000.00000000
PA
USD
23230.00000000
0.000893121989
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
N/A
257000.00000000
PA
USD
259570.00000000
0.009979667449
Long
DBT
CORP
AE
N
2
2025-03-20
Variable
6.12500040
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AW6
29000.00000000
PA
USD
25682.26000000
0.000987403837
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
1073.00000000
NS
USD
147086.84000000
0.005655036211
Long
EC
CORP
US
N
1
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
47010BAJ3
400000.00000000
PA
USD
413620.00000000
0.015902415727
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
7.75000000
N
N
N
N
N
N
Heimstaden Bostad AB
549300TJR3PR8EXILG79
Heimstaden Bostad AB
N/A
825000.00000000
PA
830717.97000000
0.031938548694
Long
DBT
CORP
SE
N
2
2026-01-15
Variable
3.37500170
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
154000.00000000
PA
USD
159063.52000000
0.006115502688
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
1011778 BC Unlimited Liability Co.
549300RHSHNRWI5LLA86
1011778 BC Unlimited Liability Co., Term Loan B4
C6901LAH0
630947.68000000
PA
USD
616618.86000000
0.023707096990
Long
LON
CORP
CA
N
2
2026-11-19
Variable
2.20743000
N
N
N
N
N
N
CNT Holding I Corp.
5493004QM4B3WJSSYR98
CNT Holding I Corp., 1st Lien Term Loan
12656AAC3
869110.28000000
PA
USD
863495.83000000
0.033198756509
Long
LON
CORP
US
N
2
2027-11-08
Variable
4.25000000
N
N
N
N
N
N
OCP Euro CLO DAC
635400MXEDIKLCXQGA14
OCP Euro CLO DAC, Series 2022-5X, Class E
N/A
1000000.00000000
PA
1017624.89000000
0.039124544401
Long
ABS-CBDO
CORP
IE
N
2
2035-04-20
Floating
6.46999920
N
N
N
N
N
N
Studio City Finance Ltd.
254900D6R731QAUIG324
Studio City Finance Ltd.
N/A
1018000.00000000
PA
USD
921290.00000000
0.035420764434
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
595000.00000000
PA
USD
498526.70000000
0.019166816968
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Iron Mountain Information Management Services, Inc.
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
157000.00000000
PA
USD
147187.50000000
0.005658906278
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Belron Finance LLC
N/A
Belron Finance LLC, Term Loan
08078UAE3
486380.54000000
PA
USD
480607.20000000
0.018477867356
Long
LON
CORP
US
N
2
2026-10-30
Variable
2.56250000
N
N
N
N
N
N
BlueMountain Fuji Eur CLO IV DAC
635400HJC6QIB41LHM93
BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER
N/A
1400000.00000000
PA
1440131.21000000
0.055368611777
Long
ABS-CBDO
CORP
IE
N
2
2034-02-25
Floating
6.21000000
N
N
N
N
N
N
Signal Peak CLO 4 Ltd.
635400L44OLNOBHFTO08
Signal Peak CLO 4 Ltd., Series 2017-4A, Class DR
82667EAJ0
2000000.00000000
PA
USD
1953714.00000000
0.075114289058
Long
ABS-CBDO
CORP
KY
N
2
2034-10-26
Floating
3.46713840
N
N
N
N
N
N
Ardagh Metal Packaging S.A.
N/A
Ardagh Metal Packaging S.A.
N/A
28101.00000000
NS
USD
228461.13000000
0.008783627162
Long
EC
CORP
US
Y
2
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
169000.00000000
PA
USD
164563.75000000
0.006326969600
Long
DBT
CORP
US
N
2
2026-12-15
Variable
6.99999840
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDM8
4445000.00000000
PA
USD
4298581.70000000
0.165267233769
Long
DBT
CORP
US
N
2
2027-01-15
Variable
4.34999880
N
N
N
N
N
N
Symphony CLO XX Ltd.
N/A
Symphony CLO XX Ltd., Series 2018-20A, Class DR
87166VAP3
1750000.00000000
PA
USD
1742689.03000000
0.067001028573
Long
ABS-CBDO
CORP
KY
N
2
2032-01-16
Floating
3.99129120
N
N
N
N
N
N
GoldenTree Loan Management US CLO 4 Ltd.
549300H67V5FL4RU1Z53
GoldenTree Loan Management US CLO 4 Ltd., Series 2019-4A, Class CR
38137YAU5
1000000.00000000
PA
USD
992413.30000000
0.038155236376
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
2.25885960
N
N
N
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
N/A
1500000.00000000
PA
USD
1387500.00000000
0.053345103771
Long
DBT
CORP
IN
N
2
2026-08-25
Variable
3.70000080
N
N
N
N
N
N
ARD Finance SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
610021.00000000
PA
USD
557787.95000000
0.021445229603
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
Advantage Sales & Marketing, Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc.
00775PAA5
73000.00000000
PA
USD
69089.39000000
0.002656274363
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
OHA Credit Partners XI Ltd.
549300OYGEU6QQMCEG78
OHA Credit Partners XI Ltd., Series 2015-11A, Class DR
67109FAQ8
500000.00000000
PA
USD
493121.55000000
0.018959005590
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
3.20400000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
150000.00000000
PA
USD
147353.01000000
0.005665269628
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
N/A
300000.00000000
PA
309877.00000000
0.011913816736
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Luye Pharma Group Ltd.
5299009HZHEY886D5W65
Luye Pharma Group Ltd.
N/A
1500000.00000000
PA
USD
1492500.00000000
0.057382030543
Long
DBT
CORP
BM
N
2
2024-07-09
Fixed
1.50000000
N
N
N
N
N
Luye Pharma Group Ltd.
Luye Pharma Group Ltd.
HKD
XXXX
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
50000.00000000
PA
USD
51250.00000000
0.001970404733
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Aethon United BR LP
N/A
Aethon United BR LP
00810GAC8
280000.00000000
PA
USD
290556.00000000
0.011170983763
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
503000.00000000
PA
USD
507401.25000000
0.019508016097
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
BNP Paribas Cardif SA
969500VRSFWX7S1P2M29
BNP Paribas Cardif SA
N/A
200000.00000000
PA
233418.75000000
0.008974232389
Long
DBT
CORP
FR
N
2
2025-11-25
Variable
4.03200170
N
N
N
N
N
N
Sino-Ocean Land Treasure IV Ltd.
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd.
N/A
1235000.00000000
PA
USD
889200.00000000
0.034187002719
Long
DBT
CORP
VG
N
2
2026-05-05
Fixed
3.25000000
N
N
N
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
N/A
700000.00000000
PA
912658.34000000
0.035088903679
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.37500000
N
N
N
N
N
N
Intertape Polymer Group, Inc.
549300ESFR3Z1YNR6O65
Intertape Polymer Group, Inc.
460919AB9
128000.00000000
PA
USD
131840.00000000
0.005068842148
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.37500000
N
N
N
N
N
N
Stevens Holding Co., Inc.
N/A
Stevens Holding Co., Inc.
86024TAA5
80000.00000000
PA
USD
82618.40000000
0.003176423150
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.12500000
N
N
N
N
N
N
TAMKO Building Products LLC
N/A
TAMKO Building Products LLC, Term Loan
87510EAB5
665468.35000000
PA
USD
650495.31000000
0.025009542208
Long
LON
CORP
US
N
2
2026-05-29
Variable
3.52192100
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
48000.00000000
PA
USD
47100.00000000
0.001810850009
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2021-2A, Class D
69701XAG9
2000000.00000000
PA
USD
1954728.40000000
0.075153289616
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.14129160
N
N
N
N
N
N
Mattamy Group Corp.
5493008TNY7A82WCXU31
Mattamy Group Corp.
57701RAJ1
118000.00000000
PA
USD
116476.62000000
0.004478167481
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
HSE Finance SARL
894500G58U7EW07EK366
HSE Finance SARL
N/A
794000.00000000
PA
831148.76000000
0.031955111244
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
5.62500000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
40000.00000000
PA
USD
37926.20000000
0.001458145639
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Lune Holdings SARL
54930003WQ56T0558M33
Lune Holdings SARL
N/A
450000.00000000
PA
444978.66000000
0.017108059671
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
Alinea CLO Ltd.
N/A
Alinea CLO Ltd., Series 2018-1A, Class D
016269AD4
1000000.00000000
PA
USD
988011.90000000
0.037986016095
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
3.35400120
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
N/A
600000.00000000
PA
678105.59000000
0.026071072480
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
2.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series BB
949746TD3
520000.00000000
PA
USD
498446.00000000
0.019163714302
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.89999880
N
N
N
N
N
N
Bank of East Asia Ltd. (The)
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd. (The)
N/A
2577000.00000000
PA
USD
2557672.50000000
0.098334634180
Long
DBT
CORP
HK
N
2
2025-10-21
Variable
5.82500160
N
N
N
N
N
N
Inter Media & Communication SpA
81560082CE2ED97AFD36
Inter Media & Communication SpA
N/A
180000.00000000
PA
193915.89000000
0.007455469026
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.75000000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
9835.00000000
NS
USD
215386.50000000
0.008280947887
Long
EC
CORP
US
N
1
N
N
N
Voya Euro CLO II DAC
635400URG3IUW6R6W254
Voya Euro CLO II DAC, Series 2X, Class ER
N/A
781000.00000000
PA
805957.40000000
0.030986581000
Long
ABS-CBDO
CORP
IE
N
2
2035-07-15
Floating
6.01999920
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
915000.00000000
PA
USD
860100.00000000
0.033068197299
Long
DBT
CORP
HK
N
2
2026-04-07
Variable
2.70000000
N
N
N
N
N
N
FleetCor Technologies Operating Co. LLC
N/A
FleetCor Technologies Operating Co. LLC, Term Loan B4
33903RAY5
1855306.45000000
PA
USD
1821187.36000000
0.070019047716
Long
LON
CORP
US
N
2
2028-04-28
Variable
2.20743000
N
N
N
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
N/A
1575000.00000000
PA
1631074.20000000
0.062709781951
Long
DBT
CORP
IT
N
2
2031-06-29
Variable
2.87499915
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AD3
4175000.00000000
PA
USD
4138907.75000000
0.159128261926
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
Redco Properties Group Ltd.
54930027GMI4T9YDMM54
Redco Properties Group Ltd.
N/A
910000.00000000
PA
USD
183023.75000000
0.007036699773
Long
DBT
CORP
KY
N
2
2024-02-17
Fixed
9.90000000
N
N
N
N
N
N
Government of Mongolia
N/A
State of Mongolia
N/A
1339000.00000000
PA
USD
1319062.29000000
0.050713884497
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAL9
1031000.00000000
PA
USD
1012957.50000000
0.038945097624
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH
N/A
400000.00000000
PA
424957.53000000
0.016338308854
Long
DBT
CORP
DE
N
2
2025-07-15
Fixed
2.00000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
121000.00000000
PA
USD
118033.08000000
0.004538008577
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Matterhorn Telecom SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
N/A
350000.00000000
PA
377290.99000000
0.014505677126
Long
DBT
CORP
LU
N
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
WP CityMD Bidco LLC
N/A
WP CityMD Bidco LLC, Term Loan
92940KAK1
1845515.84000000
PA
USD
1833409.26000000
0.070488942147
Long
LON
CORP
US
N
2
2028-12-22
Variable
3.75000000
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
77578JAC2
592000.00000000
PA
USD
607628.80000000
0.023361456857
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
N/A
756000.00000000
PA
828087.20000000
0.031837403686
Long
DBT
CORP
FR
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Sunac China Holdings Ltd.
549300OLARYHDXP3WK18
Sunac China Holdings Ltd.
N/A
483000.00000000
PA
USD
130410.00000000
0.005013863050
Long
DBT
CORP
KY
N
2
2023-10-11
Fixed
7.95000000
N
N
N
N
N
N
MPT Operating Partnership LP
N/A
MPT Operating Partnership LP
55342UAJ3
247000.00000000
PA
USD
244530.00000000
0.009401425747
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Goldstory SASU
969500NWR67ONUJD4A26
Goldstory SASU
N/A
415000.00000000
PA
459093.75000000
0.017650741430
Long
DBT
CORP
FR
N
2
2026-03-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26542.27000000
-0.00102046857
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3730000.00000000
EUR
4100802.66000000
USD
2022-04-13
-26542.27000000
N
N
N
PPM CLO Ltd.
549300NI5BL19ELU5U14
PPM CLO Ltd., Series 2018-1A, Class C
69355DAE7
1000000.00000000
PA
USD
986704.30000000
0.037935742900
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.39128920
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAE1
200000.00000000
PA
USD
179166.00000000
0.006888381162
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
160000.00000000
PA
USD
155600.00000000
0.005982341006
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
N/A
500000.00000000
PA
527606.86000000
0.020284859601
Long
DBT
CORP
LU
N
2
2025-01-12
Variable
2.87499915
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCP6
1162000.00000000
PA
USD
1009191.19000000
0.038800294598
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Iridium Satellite LLC
N/A
Iridium Satellite LLC, Term Loan B2
46269KAL8
933940.86000000
PA
USD
925329.93000000
0.035576087307
Long
LON
CORP
US
N
2
2026-11-04
Variable
3.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
2225000.00000000
PA
USD
2329128.29000000
0.089547812847
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
N/A
200000.00000000
PA
223075.31000000
0.008576558962
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
Powerlong Real Estate Holdings Ltd.
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd.
N/A
1415000.00000000
PA
USD
509400.00000000
0.019584861881
Long
DBT
CORP
KY
N
2
2025-04-30
Fixed
5.95000000
N
N
N
N
N
N
Air Canada
N/A
Air Canada, Term Loan
C0102MAP0
3069400.00000000
PA
USD
3037416.85000000
0.116779327610
Long
LON
CORP
US
N
2
2028-08-11
Variable
4.25000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd., Facility 1st Lien Term Loan B2
G3679YAC6
3103715.36000000
PA
USD
3043317.06000000
0.117006172522
Long
LON
CORP
US
N
2
2027-01-29
Variable
2.70743000
N
N
N
N
N
N
Charter Next Generation, Inc.
N/A
Charter Next Generation, Inc., 1st Lien Term Loan
16125TAJ1
7671129.52000000
PA
USD
7623184.96000000
0.293087994780
Long
LON
CORP
US
N
2
2027-12-01
Variable
4.50000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
350000.00000000
PA
333343.66000000
0.012816037574
Long
DBT
CORP
NL
N
2
2033-06-20
Fixed
1.25000000
N
N
N
N
N
N
Cablevision Lightpath LLC
N/A
Cablevision Lightpath LLC, Term Loan
12687HAB3
152075.00000000
PA
USD
149945.95000000
0.005764960189
Long
LON
CORP
US
N
2
2027-11-30
Variable
3.75000000
N
N
N
N
N
N
Grupo Antolin-Irausa SA
213800OILC5Q9AR63B63
Grupo Antolin-Irausa SA
N/A
563000.00000000
PA
504866.85000000
0.019410576219
Long
DBT
CORP
ES
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
BPER Banca
N747OI7JINV7RUUH6190
BPER Banca
N/A
333000.00000000
PA
346626.87000000
0.013326736108
Long
DBT
CORP
IT
N
2
2032-07-25
Variable
3.87500060
N
N
N
N
N
N
China SCE Group Holdings Ltd.
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd.
N/A
2142000.00000000
PA
USD
1183856.63000000
0.045515643082
Long
DBT
CORP
KY
N
2
2024-04-09
Fixed
7.37500000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
373000.00000000
PA
USD
377119.79000000
0.014499095013
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AE5
611000.00000000
PA
USD
619780.13000000
0.023828638090
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.37500000
N
N
N
N
N
N
JGC Ventures Pte. Ltd.
2549008PR2UO2K6SYH32
JGC Ventures Pte. Ltd.
N/A
1791566.00000000
PA
USD
930830.51000000
0.035787567675
Long
DBT
CORP
SG
N
2
2025-06-30
Fixed
3.00000000
Y
N
Y
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DA4
89000.00000000
PA
USD
83110.43000000
0.003195340189
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
N/A
2670000.00000000
PA
USD
507300.00000000
0.019504123346
Long
DBT
CORP
KY
N
2
2023-03-07
Variable
6.87499920
N
N
N
N
N
N
Sherwood Financing plc
259400SSZWSSPNYW7K08
Sherwood Financing plc
N/A
1850000.00000000
PA
1951737.08000000
0.075038282570
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
North Westerly VII ESG CLO DAC
6354007ZUE69EZFAZR52
North Westerly VII ESG CLO DAC, Series VII-X, Class E
N/A
410000.00000000
PA
422859.13000000
0.016257631834
Long
ABS-CBDO
CORP
IE
N
2
2034-05-15
Floating
5.65999920
N
N
N
N
N
N
Finnair OYJ
213800SB6EOB8SSK9W63
Finnair OYJ
N/A
400000.00000000
PA
392095.71000000
0.015074873036
Long
DBT
NUSS
FI
N
2
2025-05-19
Fixed
4.25000000
N
N
N
N
N
N
Ligado Networks LLC
N/A
Ligado Networks LLC
53225HAA8
713970.00000000
PA
USD
542267.35000000
0.020848510311
Long
DBT
CORP
US
N
2
2023-11-01
Variable
15.50000000
N
N
Y
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
12.00000000
NS
USD
152.04000000
0.000005845469
Long
EC
CORP
US
N
1
N
N
N
Alam Sutera Realty Tbk. PT
2549001ML992STTEP738
Alam Sutera Realty Tbk. PT
N/A
184000.00000000
PA
USD
119600.00000000
0.004598251827
Long
DBT
CORP
ID
N
2
2024-05-02
Fixed
8.00000000
N
N
Y
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
158000.00000000
PA
USD
150951.53000000
0.005803621644
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEA5
200000000.00000000
PA
USD
197085938.00000000
7.577347614027
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Heathrow Finance plc
549300F740QSGMPHQJ60
Heathrow Finance plc
N/A
1343000.00000000
PA
1608450.27000000
0.061839961487
Long
DBT
CORP
GB
N
2
2029-09-01
Variable
4.62499920
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGC2
3768000.00000000
PA
USD
3490206.95000000
0.134187713103
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081AU6
472000.00000000
PA
USD
542953.40000000
0.020874886822
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
PAI Holdco, Inc.
N/A
PAI Holdco, Inc., 1st Lien Term Loan B
69315JAG8
732346.86000000
PA
USD
724107.96000000
0.027839721994
Long
LON
CORP
US
N
2
2027-10-28
Variable
4.25000000
N
N
N
N
N
N
Stonegate Pub Co. Financing plc
254900L5266ML3505282
Stonegate Pub Co. Financing plc
N/A
772000.00000000
PA
1029654.11000000
0.039587030880
Long
DBT
CORP
GB
N
2
2025-07-13
Fixed
8.00000000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
N/A
900000.00000000
PA
1000742.52000000
0.038475469245
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
3.50000000
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
N/A
189000.00000000
PA
202913.35000000
0.007801393666
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
4.37500000
N
N
N
N
N
N
Tosca Services LLC
N/A
Tosca Services LLC, Term Loan
89148PAF7
2268750.08000000
PA
USD
2212031.33000000
0.085045795202
Long
LON
CORP
US
N
3
2027-08-18
Variable
4.25000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2018-G, Class A
00970DAA5
1496006.49000000
PA
USD
1497039.93000000
0.057556576876
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
4.37500080
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
353000.00000000
PA
USD
340089.03000000
0.013075376285
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AP3
435000.00000000
PA
USD
435835.20000000
0.016756521781
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
ISS Global A/S
213800W6DPUGWBGTD766
ISS Global A/S
N/A
100000.00000000
PA
105587.58000000
0.004059517414
Long
DBT
CORP
DK
N
2
2027-08-31
Fixed
1.50000000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AG3
600000.00000000
PA
USD
608700.00000000
0.023402641200
Long
DBT
CORP
KY
N
2
2025-06-30
Fixed
4.12500000
N
N
N
N
N
N
N/A
213800NG6PPY9LCHKK57
Afglobal UK Ltd.
N/A
897.00000000
NS
USD
0.01000000
0.000000000384
N/A
DE
GB
N
2
Afglobal UK Ltd.
213800NG6PPY9LCHKK57
Call
Purchased
Afglobal UK Ltd.
Afglobal UK Ltd.
1.00000000
1.00000000
USD
2022-06-08
XXXX
0.01000000
N
N
N
KKR Apple Bidco LLC
N/A
KKR Apple Bidco LLC, 1st Lien Term Loan
48254EAB7
671317.50000000
PA
USD
661771.37000000
0.025443072003
Long
LON
CORP
US
N
2
2028-09-22
Variable
3.50000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
48000.00000000
PA
USD
44936.16000000
0.001727657022
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Cidron Aida Finco SARL
98450036A07991DEBF10
Cidron Aida Finco SARL
N/A
296000.00000000
PA
362593.67000000
0.013940610416
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
Saipem Finance International BV
724500V4QZAOY63SY989
Saipem Finance International BV
N/A
500000.00000000
PA
516663.00000000
0.019864101873
Long
DBT
CORP
NL
N
2
2025-01-07
Fixed
2.62500000
N
N
N
N
N
N
CPC Acquisition Corp.
N/A
CPC Acquisition Corp., 1st Lien Term Loan
N/A
395010.00000000
PA
USD
383159.70000000
0.014731310960
Long
LON
CORP
US
N
3
2027-12-29
Variable
4.75600000
N
N
N
N
N
N
ZF Finance GmbH
5493001N9T6QDCCXB426
ZF Finance GmbH
N/A
500000.00000000
PA
542792.63000000
0.020868705710
Long
DBT
CORP
DE
N
2
2025-09-21
Fixed
3.00000000
N
N
N
N
N
N
CIFI Holdings Group Co. Ltd.
549300WGKSV867C0JF48
CIFI Holdings Group Co. Ltd.
N/A
500000.00000000
PA
USD
464312.50000000
0.017851386302
Long
DBT
CORP
KY
N
2
2023-01-23
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-15.00000000
NC
USD
33985.96000000
0.001306655540
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Note
2022-06-30
-1718203.13000000
USD
33985.96000000
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAQ2
127000.00000000
PA
USD
128428.12000000
0.004937665865
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
700000.00000000
PA
948530.18000000
0.036468065500
Long
DBT
CORP
GB
N
2
2025-12-15
Variable
6.37499875
N
N
N
N
N
N
CNX Midstream Partners LP
N/A
CNX Midstream Partners LP
12654AAA9
118000.00000000
PA
USD
110503.46000000
0.004248517867
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAD5
1005000.00000000
PA
USD
966056.25000000
0.037141888940
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAQ4
99000.00000000
PA
USD
91080.00000000
0.003501745622
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
167000.00000000
PA
USD
163512.21000000
0.006286541124
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Jefferies Finance LLC
N/A
Jefferies Finance LLC
47232MAF9
357000.00000000
PA
USD
341820.36000000
0.013141940594
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
527000.00000000
PA
USD
521203.00000000
0.020038650897
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Proofpoint, Inc.
N/A
Proofpoint, Inc., 1st Lien Term Loan
74345HAB7
3696735.00000000
PA
USD
3653076.56000000
0.140449548236
Long
LON
CORP
US
N
2
2028-08-31
Variable
3.75786000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
500000.00000000
PA
502064.93000000
0.019302851020
Long
DBT
CORP
NL
N
2
2029-01-18
Fixed
0.75000000
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
2252000.00000000
PA
USD
360320.00000000
0.013853194804
Long
DBT
CORP
KY
N
2
2025-08-18
Fixed
5.98000000
Y
N
N
N
N
N
Ziggo Bond Co. BV
213800JYI4P7V5QDOG59
Ziggo Bond Co. BV
98953GAD7
285000.00000000
PA
USD
265229.55000000
0.010197259724
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
Northwoods Capital 21 Euro DAC
5493006ETJ3EQ0LC1480
Northwoods Capital 21 Euro DAC, Series 2020-21X, Class ER
N/A
1100000.00000000
PA
1116442.42000000
0.042923774233
Long
ABS-CBDO
CORP
IE
N
2
2034-07-22
Floating
6.05999880
N
N
N
N
N
N
Hub International Ltd.
549300JQT6ATTUNS5E06
Hub International Ltd., Term Loan
44332EAP1
1301412.70000000
PA
USD
1285275.18000000
0.049414874127
Long
LON
CORP
US
N
2
2025-04-25
Variable
3.26694500
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
N/A
300000.00000000
PA
318845.59000000
0.012258631413
Long
DBT
CORP
FR
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAS4
186000.00000000
PA
USD
189171.30000000
0.007273054147
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
Williams Scotsman International, Inc.
549300V3TCHCBOBTGH07
Williams Scotsman International, Inc.
96950GAE2
251000.00000000
PA
USD
244725.00000000
0.009408922897
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
Hana Bank
6RPK2YDJN6L35AS0M510
Hana Bank
48723TAC5
1300000.00000000
PA
USD
1299265.24000000
0.049952748867
Long
DBT
CORP
KR
N
2
2027-03-30
Fixed
3.25000000
N
N
N
N
N
N
AVSC Holding Corp.
N/A
AVSC Holding Corp., 1st Lien Term Loan B1
00241YAT1
3324731.30000000
PA
USD
3128472.41000000
0.120280133590
Long
LON
CORP
US
N
2
2025-03-03
Variable
4.50000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series C
337932AM9
515000.00000000
PA
USD
433779.35000000
0.016677480677
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
2610000.00000000
PA
USD
2353951.93000000
0.090502205389
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.09099960
N
N
N
N
N
N
Trader Corp.
N/A
Trader Corp., 1st Lien Term Loan
C8989LAD0
2461903.87000000
PA
USD
2437284.83000000
0.093706098865
Long
LON
CORP
US
N
3
2023-09-28
Variable
4.00000000
N
N
N
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327BAB6
50000.00000000
PA
USD
47188.00000000
0.001814233338
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BH9
100000.00000000
PA
USD
103000.00000000
0.003960032928
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
Macy's Retail Holdings LLC
55617LAR3
36000.00000000
PA
USD
35550.00000000
0.001366788064
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.12500000
N
N
N
N
N
N
LEB Holdings (USA), Inc.
N/A
LEB Holdings (USA), Inc., Term Loan
05638UAB8
434432.17000000
PA
USD
431447.62000000
0.016587832836
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.75600000
N
N
N
N
N
N
Packers Holdings LLC
N/A
Packers Holdings LLC, Term Loan
69519UAF9
1543742.36000000
PA
USD
1518656.55000000
0.058387669371
Long
LON
CORP
US
N
2
2028-03-09
Variable
4.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
1000000.00000000
PA
1070128.73000000
0.041143155423
Long
DBT
CORP
IT
N
2
2029-09-23
Variable
1.99999925
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
N/A
1527000.00000000
PA
USD
1369814.44000000
0.052665148431
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
129000.00000000
PA
USD
123842.58000000
0.004761365968
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Pearl Holding II Ltd.
549300BUY3KOHID1L691
Pearl Holding II Ltd.
N/A
477142.00000000
PA
USD
15235.56000000
0.000585760381
Long
DBT
CORP
KY
N
2
2164-12-31
Fixed
6.00000000
N
N
Y
N
N
N
Pregis TopCo LLC
N/A
Pregis TopCo LLC, 1st Lien Term Loan
74045BAC1
1531545.38000000
PA
USD
1497085.61000000
0.057558333131
Long
LON
CORP
US
N
2
2026-07-31
Variable
4.45743000
N
N
N
N
N
N
Olympus Water US Holding Corp.
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp.
N/A
291000.00000000
PA
292514.15000000
0.011246268602
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.87500000
N
N
N
N
N
N
BroadStreet Partners, Inc.
549300BS9N54G8DD0R75
BroadStreet Partners, Inc.
11135RAA3
46000.00000000
PA
USD
42895.00000000
0.001649180703
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VES9
325000.00000000
PA
USD
338110.51000000
0.012999308282
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAA0
134000.00000000
PA
USD
139360.00000000
0.005357962999
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
Epicor Software Corp.
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp., Term Loan C
29426NAN4
1964131.11000000
PA
USD
1946237.88000000
0.074826855259
Long
LON
CORP
US
N
2
2027-07-30
Variable
4.00000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
N/A
300000.00000000
PA
319844.53000000
0.012297037580
Long
DBT
CORP
DE
N
2
2027-05-15
Variable
3.87500000
N
N
Y
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
N/A
2100000.00000000
PA
2325541.06000000
0.089409894897
Long
DBT
CORP
DE
N
2
2032-06-24
Variable
3.99999850
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
122000.00000000
PA
USD
153113.26000000
0.005886733508
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Constellation Automotive Financing plc
254900HVTSU7VICDRM89
Constellation Automotive Financing plc
N/A
516000.00000000
PA
618532.10000000
0.023780655178
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
758000.00000000
PA
USD
659460.00000000
0.025354206942
Long
DBT
CORP
VG
N
2
2030-02-24
Fixed
3.37500000
N
N
N
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAK6
217000.00000000
PA
USD
211937.39000000
0.008148340225
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-694.93000000
-0.00002671791
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
370000.00000000
EUR
408719.98000000
USD
2022-04-13
-694.93000000
N
N
N
Shui On Development Holding Ltd.
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd.
N/A
1155000.00000000
PA
USD
1056825.00000000
0.040631667958
Long
DBT
CORP
KY
N
2
2025-03-03
Fixed
5.50000000
N
N
N
N
N
N
Asahi Mutual Life Insurance Co.
549300ZTKF2W3KCEJ782
Asahi Mutual Life Insurance Co.
N/A
1056000.00000000
PA
USD
1082822.40000000
0.041631187959
Long
DBT
CORP
JP
N
2
2023-09-05
Variable
6.50000160
N
N
N
N
N
N
F-Brasile SpA
N/A
F-Brasile SpA, Series XR
30191BAB7
349000.00000000
PA
USD
314100.00000000
0.012076178086
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.37500000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411AY1
123000.00000000
PA
USD
122385.00000000
0.004705326504
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAA3
323000.00000000
PA
USD
321643.40000000
0.012366198594
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
17000.00000000
PA
USD
17552.50000000
0.000674839592
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
TRI Pointe Homes, Inc.
N/A
TRI Pointe Homes, Inc.
87265HAG4
65000.00000000
PA
USD
64888.20000000
0.002494751540
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
1200000.00000000
PA
USD
1232715.17000000
0.047394103541
Long
DBT
CORP
AU
N
2
2046-06-17
Variable
5.87499840
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
N/A
Oryx Midstream Services Permian Basin LLC, Term Loan
68764JAB7
3063435.00000000
PA
USD
3035680.28000000
0.116712561839
Long
LON
CORP
US
N
2
2028-10-05
Variable
3.75000000
N
N
N
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
299000.00000000
PA
USD
276201.25000000
0.010619087814
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
Rentokil Initial plc
549300VN4WV7Z6T14K68
Rentokil Initial plc
N/A
500000.00000000
PA
500174.35000000
0.019230164039
Long
DBT
CORP
GB
N
2
2028-10-14
Fixed
0.50000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
N/A
1000000.00000000
PA
1199520.15000000
0.046117857208
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2019-SL2, Class A
52473FAA3
1770753.65160000
PA
USD
1709100.08000000
0.065709636845
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.37500000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
400000.00000000
PA
453195.23000000
0.017423961494
Long
DBT
CORP
IT
N
2
2024-04-11
Fixed
4.00000000
N
N
N
N
N
N
Avantor Funding, Inc.
N/A
Avantor Funding, Inc., Term Loan B5
05350NAL8
2463142.40000000
PA
USD
2440703.17000000
0.093837523516
Long
LON
CORP
US
N
2
2027-11-08
Variable
2.75000000
N
N
N
N
N
N
GT Loan Financing I Ltd.
N/A
GT Loan Financing I Ltd., Series 2013-1A, Class CR
36248MAN7
1000000.00000000
PA
USD
998577.10000000
0.038392215512
Long
ABS-CBDO
CORP
KY
N
2
2031-07-28
Floating
2.37756960
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AY2
8263000.00000000
PA
USD
8634835.00000000
0.331982824592
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000120
N
N
N
N
N
N
N/A
N/A
CDS
N/A
1160000.00000000
PA
-61494.31000000
-0.00236426691
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Telecom Italia SpA
Telecom Italia SpA
Y
Payout of notional amount upon default event with regard to the reference instrument
2028-12-20
0.00000000
USD
157790.02000000
USD
1160000.00000000
EUR
-61494.31000000
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
88000.00000000
PA
USD
81774.00000000
0.003143958569
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
Samhallsbyggnadsbolaget i Norden AB
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
N/A
500000.00000000
PA
482618.16000000
0.018555182578
Long
DBT
CORP
SE
N
2
2027-08-12
Fixed
1.00000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
175000.00000000
PA
USD
178281.25000000
0.006854365248
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC, Facility Term Loan N
G9368PBC7
603054.00000000
PA
USD
594858.50000000
0.022870478134
Long
LON
CORP
US
N
2
2028-01-31
Variable
2.89657000
N
N
N
N
N
N
Change Healthcare Holdings LLC
N/A
Change Healthcare Holdings LLC
15911NAA3
387000.00000000
PA
USD
387000.00000000
0.014878958673
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
1323000.00000000
PA
USD
1222121.25000000
0.046986799929
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
N/A
100000.00000000
PA
122602.07000000
0.004713672177
Long
DBT
CORP
FR
N
2
2047-06-10
Variable
4.50000105
N
N
N
N
N
N
Pikes Peak CLO 3
254900Y8O8REGL3BZS62
Pikes Peak CLO 3, Series 2019-3A, Class CRR
72132UBE2
1000000.00000000
PA
USD
989733.10000000
0.038052190937
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
2.40770880
N
N
N
N
N
N
Haimen Zhongnan Investment Development International Co. Ltd.
3003003UPHPYKRFXNT08
Haimen Zhongnan Investment Development International Co. Ltd.
N/A
799000.00000000
PA
USD
306017.00000000
0.011765411618
Long
DBT
CORP
VG
N
2
2022-06-08
Fixed
12.00000000
N
N
N
N
N
N
Freeport LNG investments, LLLP
N/A
Freeport LNG investments, LLLP, Term Loan B
35670CAB4
3390416.00000000
PA
USD
3362580.68000000
0.129280875901
Long
LON
CORP
US
N
2
2028-12-21
Variable
4.00000000
N
N
N
N
N
N
Wanda Group Overseas Ltd.
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd.
N/A
1690000.00000000
PA
USD
1470300.00000000
0.056528508882
Long
DBT
CORP
HK
N
2
2023-03-21
Fixed
8.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
170.75000000
0.000006564811
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66220.86000000
USD
60000.00000000
EUR
2022-04-13
170.75000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
700000.00000000
PA
USD
731500.00000000
0.028123923177
Long
DBT
CORP
FR
N
2
2023-12-18
Variable
7.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14135.93000000
-0.00054348299
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2600000.00000000
GBP
3401097.70000000
USD
2022-04-13
-14135.93000000
N
N
N
Median BV
N/A
Median BV, Facility Term Loan B1
N5554EAB9
4000000.00000000
PA
4325437.51000000
0.166299756992
Long
LON
CORP
US
N
2
2027-10-14
Variable
5.00000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2007-3T1, Class 1A1
02149VAA7
1799638.12100000
PA
USD
1065962.73000000
0.040982985548
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
1092000.00000000
PA
USD
1170028.86000000
0.044984007893
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Go Daddy Operating Co. LLC
N/A
Go Daddy Operating Co. LLC
38016LAA3
120000.00000000
PA
USD
120546.60000000
0.004634645683
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BR1
211000.00000000
PA
USD
217857.50000000
0.008375950230
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
200000.00000000
PA
USD
210750.00000000
0.008102688734
Long
DBT
CORP
FR
N
2
2024-01-23
Variable
7.87500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
N/A
176000.00000000
PA
210568.13000000
0.008095696393
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Rockford Tower Europe CLO DAC
635400YECCYPH8KGMC48
Rockford Tower Europe CLO DAC, Series 2021-2X, Class E
N/A
1000000.00000000
PA
1008502.31000000
0.038773809283
Long
ABS-CBDO
CORP
IE
N
2
2035-01-24
Floating
6.22000080
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-105.33000000
-0.00000404961
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
130000.00000000
EUR
143743.15000000
USD
2022-04-13
-105.33000000
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AF8
259000.00000000
PA
USD
244760.18000000
0.009410275460
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Hunter Douglas Holding B.V.
N/A
Hunter Douglas Holding B.V., Term Loan B1
N8137FAB6
2060000.00000000
PA
USD
2016225.00000000
0.077517644577
Long
LON
CORP
US
N
2
2029-02-26
Variable
4.00000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
983000.00000000
PA
USD
893630.56000000
0.034357344112
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DJ1
244000.00000000
PA
USD
270840.00000000
0.010412964256
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
371000.00000000
PA
USD
374875.10000000
0.014412793593
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
138000.00000000
PA
USD
150861.60000000
0.005800164113
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Titan Holdings II BV
549300XU72VK2GL31495
Titan Holdings II BV
N/A
300000.00000000
PA
304993.13000000
0.011726046968
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
China Overseas Finance Cayman VIII Ltd.
300300JLMTEWBKJNL662
China Overseas Finance Cayman VIII Ltd.
N/A
678000.00000000
PA
USD
599097.75000000
0.023033464247
Long
DBT
CORP
KY
N
2
2030-03-02
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
313.06000000
0.000012036193
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
60000.00000000
GBP
79126.14000000
USD
2022-04-13
313.06000000
N
N
N
Delta Topco, Inc.
N/A
Delta Topco, Inc., 2nd Lien Term Loan
24780DAE7
184000.00000000
PA
USD
180012.72000000
0.006920934939
Long
LON
CORP
US
N
2
2028-12-01
Variable
8.00000000
N
N
N
N
N
N
Intertrust Group BV
724500E2H60ZHP192G28
Intertrust Group BV
N/A
1000000.00000000
PA
1102599.38000000
0.042391551959
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
3.37500000
N
N
N
N
N
N
Western Midstream Partners LP
N/A
Western Midstream Partners LP
958669103
3216.00000000
NS
USD
81107.52000000
0.003118334465
Long
US
N
1
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAC9
512000.00000000
PA
USD
527093.76000000
0.020265132486
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
1164000.00000000
PA
USD
1087990.80000000
0.041829897029
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAF5
19000.00000000
PA
USD
17575.00000000
0.000675704647
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Digicel International Finance Ltd.
N/A
Digicel International Finance Ltd., 1st Lien Term Loan B
P3562BAD4
2212937.88000000
PA
USD
2102290.99000000
0.080826616950
Long
LON
CORP
US
N
2
2024-05-27
Variable
3.50000000
N
N
N
N
N
N
Transocean, Inc.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
104000.00000000
PA
USD
107380.00000000
0.004128430445
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAA8
151000.00000000
PA
USD
152694.22000000
0.005870622710
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
ZF Finance GmbH
5493001N9T6QDCCXB426
ZF Finance GmbH
N/A
400000.00000000
PA
398059.73000000
0.015304171246
Long
DBT
CORP
DE
N
2
2027-05-06
Fixed
2.00000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
386000.00000000
PA
USD
367665.00000000
0.014135587443
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Henley CLO IV DAC
6354009HFM8XXW6PPK55
Henley CLO IV DAC, Series 4X, Class E
N/A
100000.00000000
PA
102231.79000000
0.003930497618
Long
ABS-CBDO
CORP
IE
N
2
2034-04-25
Floating
5.24999880
N
N
N
N
N
N
Food Service Project SA
95980020140005812514
Food Service Project SA
N/A
697000.00000000
PA
754756.12000000
0.029018049400
Long
DBT
CORP
ES
N
2
2027-01-21
Fixed
5.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCJ9
100000.00000000
PA
112838.83000000
0.004338305654
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.45000000
N
N
N
N
N
N
DIRECTV Holdings LLC
N/A
DIRECTV Holdings LLC
25461LAA0
363000.00000000
PA
USD
357101.25000000
0.013729443775
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Shui On Development Holding Ltd.
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd.
N/A
700000.00000000
PA
USD
668500.00000000
0.025701767114
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
5.75000000
N
N
N
N
N
N
Shriram Transport Finance Co. Ltd.
335800TM2YO24B76XL26
Shriram Transport Finance Co. Ltd.
N/A
1368000.00000000
PA
USD
1368000.00000000
0.052595388799
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
N/A
300000.00000000
PA
515790.83000000
0.019830569622
Long
DBT
CORP
NL
N
2
2033-01-24
Fixed
7.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
41932000.00000000
PA
USD
38911585.63000000
1.496030683485
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Shriram Transport Finance Co. Ltd.
335800TM2YO24B76XL26
Shriram Transport Finance Co. Ltd.
N/A
681000.00000000
PA
USD
682702.50000000
0.026247809518
Long
DBT
CORP
IN
N
2
2022-10-24
Fixed
5.95000000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
N/A
600000.00000000
PA
USD
334987.50000000
0.012879238161
Long
DBT
CORP
KY
N
2
2022-08-31
Fixed
4.85000000
N
N
N
N
N
N
EG Group Ltd.
N/A
EG Group Ltd., Facility Term Loan
N2820EAD0
3724418.92000000
PA
USD
3663897.11000000
0.140865565073
Long
LON
CORP
US
N
2
2026-03-31
Variable
4.75000000
N
N
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC
96350RAA2
710000.00000000
PA
USD
672788.90000000
0.025866662116
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
394000.00000000
PA
USD
365651.70000000
0.014058182256
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
284000.00000000
PA
USD
271601.98000000
0.010442260041
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc.
84611WAB0
267000.00000000
PA
USD
265998.75000000
0.010226833096
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
CVC Cordatus Loan Fund XXII DAC
549300CLF3QO0FAYZ343
CVC Cordatus Loan Fund XXII DAC, Series 22X, Class E
N/A
783000.00000000
PA
788878.77000000
0.030329960251
Long
ABS-CBDO
CORP
IE
N
2
2034-12-15
Floating
6.15999960
N
N
N
N
N
N
LLPL Capital Pte. Ltd.
254900VXZ8FXTUQNON22
LLPL Capital Pte. Ltd.
N/A
414057.50000000
PA
USD
411806.06000000
0.015832675318
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.87500000
N
N
N
N
N
N
Belden, Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
N/A
100000.00000000
PA
108458.74000000
0.004169904677
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.87500000
N
N
N
N
N
N
OCP Euro CLO DAC
635400KNK84TMOLEE581
OCP Euro CLO DAC, Series 2017-2X, Class F
N/A
100000.00000000
PA
100945.82000000
0.003881056031
Long
ABS-CBDO
CORP
IE
N
2
2032-01-15
Floating
6.40000080
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
1275000.00000000
PA
USD
63750.00000000
0.002450991254
Long
DBT
CORP
HK
N
2
2025-02-17
Fixed
7.50000000
Y
N
N
N
N
N
Repsol International Finance BV
5493002YCY6HTK0OUR29
Repsol International Finance BV
N/A
1111000.00000000
PA
1233586.30000000
0.047427595808
Long
DBT
CORP
NL
N
2
2028-09-11
Variable
4.24700130
N
N
N
N
N
N
Pikes Peak CLO 7
549300JQ4WDEE3E7C876
Pikes Peak CLO 7, Series 2021-7A, Class D
72133FAG0
1000000.00000000
PA
USD
992664.90000000
0.038164909622
Long
ABS-CBDO
CORP
KY
N
2
2034-02-25
Floating
3.89756880
N
N
N
N
N
N
SCIL IV LLC
N/A
SCIL IV LLC
78397UAA8
200000.00000000
PA
USD
184000.00000000
0.007074233581
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
Utz Quality Foods LLC
N/A
Utz Quality Foods LLC, 1st Lien Term Loan
91809EAE1
2256122.13000000
PA
USD
2220881.50000000
0.085386056995
Long
LON
CORP
US
N
2
2028-01-20
Variable
3.45743000
N
N
N
N
N
N
Herens Holdco SARL
N/A
Herens Holdco SARL, Facility Term Loan B
L4780EAC8
883560.00000000
PA
USD
860366.55000000
0.033078445326
Long
LON
CORP
US
N
2
2028-07-03
Variable
4.75000000
N
N
N
N
N
N
White Cap Supply Holdings LLC
N/A
White Cap Supply Holdings LLC, Term Loan
96350TAC4
614850.00000000
PA
USD
606906.14000000
0.023333672805
Long
LON
CORP
US
N
2
2027-10-19
Variable
4.25000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
272000.00000000
PA
USD
241054.56000000
0.009267805778
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
283000.00000000
PA
USD
14150.00000000
0.000544023941
Long
DBT
CORP
HK
N
2
2022-09-15
Fixed
10.25000000
Y
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AR0
1605000.00000000
PA
USD
1456216.50000000
0.055987041661
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAG2
200000.00000000
PA
USD
184850.00000000
0.007106913464
Long
DBT
NUSS
ID
N
2
2050-01-21
Fixed
4.17500000
N
N
N
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
N/A
600000.00000000
PA
616344.98000000
0.023696567147
Long
DBT
CORP
DE
N
2
2027-05-16
Fixed
2.87500000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
N/A
Sedgwick Claims Management Services, Inc., Term Loan
81527CAN7
213736.56000000
PA
USD
212186.97000000
0.008157935807
Long
LON
CORP
US
N
2
2026-09-03
Variable
5.25000000
N
N
N
N
N
N
India Green Power Holdings
254900I7N0GT4VVL6V29
India Green Power Holdings
N/A
1640000.00000000
PA
USD
1496500.00000000
0.057535818229
Long
DBT
CORP
MU
N
2
2027-02-22
Fixed
4.00000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
1990000.00000000
PA
USD
1462868.90000000
0.056242805963
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
470810.00000000
PA
USD
474341.08000000
0.018236954331
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Grifols Worldwide Operations Ltd.
N/A
Grifols Worldwide Operations Ltd., Term Loan B
39843PAG8
255455.41000000
PA
USD
250857.21000000
0.009644687494
Long
LON
CORP
US
N
2
2027-11-15
Variable
2.45743000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
N/A
600000.00000000
PA
678286.13000000
0.026078013687
Long
DBT
CORP
DE
N
2
2028-10-30
Variable
6.75000000
N
N
N
N
N
N
Ion Trading Finance Ltd.
N/A
Ion Trading Finance Ltd., Term Loan
L5582BAV9
559770.00000000
PA
USD
554636.91000000
0.021324081815
Long
LON
CORP
US
N
2
2028-04-01
Variable
5.20743000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAA9
35000.00000000
PA
USD
34737.50000000
0.001335549940
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.12500000
N
N
N
N
N
N
Jerrold Finco plc
213800F7AYNHLL1BPR31
Jerrold Finco plc
N/A
360000.00000000
PA
454625.47000000
0.017478949819
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Commercial Bank PSQC (The)
2138004FUUD4I7X8H721
Commercial Bank PSQC (The)
N/A
225000.00000000
PA
USD
215437.50000000
0.008282908680
Long
DBT
CORP
QA
N
2
2026-03-03
Variable
4.50000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
24000.00000000
PA
USD
24603.84000000
0.000945941908
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
898339AA4
905000.00000000
PA
USD
887635.31000000
0.034126845205
Long
DBT
CORP
MX
N
2
2030-01-15
Fixed
4.86900000
N
N
N
N
N
N
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
N/A
170000.00000000
PA
USD
171275.00000000
0.006584996503
Long
DBT
CORP
MX
N
2
2027-04-11
Fixed
4.37500000
N
N
N
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
175000.00000000
PA
228319.07000000
0.008778165392
Long
DBT
CORP
GB
N
2
2028-10-08
Fixed
3.37500000
N
N
N
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050NAA1
69000.00000000
PA
USD
63135.00000000
0.002427346397
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
1200000.00000000
PA
USD
1086000.00000000
0.041753356897
Long
DBT
CORP
TH
N
2
2027-02-10
Variable
3.99999960
N
N
N
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
N/A
1846000.00000000
PA
USD
1768098.80000000
0.067977956009
Long
DBT
CORP
GB
N
2
2023-04-23
Fixed
8.00000000
N
N
N
N
N
N
Connect Finco SARL
N/A
Connect Finco SARL, Term Loan
L2000DAD6
4594478.21000000
PA
USD
4550830.67000000
0.174965430152
Long
LON
CORP
US
N
2
2026-12-11
Variable
4.50000000
N
N
N
N
N
N
Rockford Tower Europe CLO DAC
N/A
Rockford Tower Europe CLO DAC, Series 2021-1X, Class E
N/A
100000.00000000
PA
101085.57000000
0.003886428988
Long
ABS-CBDO
CORP
IE
N
2
2034-04-20
Floating
5.96000160
N
N
N
N
N
N
Neuberger Berman CLO XXII Ltd.
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class CR
64131BAJ2
1000000.00000000
PA
USD
990489.00000000
0.038081252965
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
2.44128960
N
N
N
N
N
N
Lorca Telecom Bondco SA
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
N/A
1314000.00000000
PA
1399102.03000000
0.053791166109
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
Dryden 70 CLO Ltd.
549300S32UW0TE4JM250
Dryden 70 CLO Ltd., Series 2018-70A, Class D
26252EAJ8
1000000.00000000
PA
USD
995679.50000000
0.038280811712
Long
ABS-CBDO
CORP
KY
N
2
2032-01-16
Floating
3.99129120
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAK6
344000.00000000
PA
USD
322500.00000000
0.012399132227
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
N/A
824000.00000000
PA
USD
849389.50000000
0.032656411545
Long
DBT
CORP
CL
N
2
2029-05-07
Fixed
4.25000000
N
N
N
N
N
N
JGC Ventures Pte. Ltd.
2549008PR2UO2K6SYH32
JGC Ventures Pte. Ltd.
N/A
1940.00000000
PA
USD
1022.55000000
0.000039313899
Long
DBT
CORP
SG
N
2
2025-06-30
Fixed
0.00000000
N
N
Y
N
N
N
Teva Pharmaceutical Finance Netherlands II BV
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
N/A
661000.00000000
PA
764045.26000000
0.029375188238
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
6.00000000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BV2
356000.00000000
PA
USD
343095.00000000
0.013190946579
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
CSC Holdings LLC
N/A
CSC Holdings LLC, Term Loan
64072UAK8
2174049.95440000
PA
USD
2132743.01000000
0.081997403377
Long
LON
CORP
US
N
2
2027-04-15
Variable
2.89657000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBC7
125000.00000000
PA
USD
126260.24000000
0.004854317553
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.87500000
N
N
N
N
N
N
Empresa Nacional de Telecomunicaciones SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
N/A
339000.00000000
PA
USD
307642.50000000
0.011827907089
Long
DBT
CORP
CL
N
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
OCP CLO Ltd.
254900FZYL5HDKV64882
OCP CLO Ltd., Series 2015-10A, Class DR2
67092DAZ2
1000000.00000000
PA
USD
978138.90000000
0.037606429638
Long
ABS-CBDO
CORP
KY
N
2
2034-01-26
Floating
3.08314080
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
718000.00000000
PA
USD
644850.16000000
0.024792503569
Long
DBT
CORP
US
N
2
2030-12-01
Variable
3.99999960
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-63871.67000000
-0.00245566909
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
10850000.00000000
EUR
11941944.00000000
USD
2022-04-13
-63871.67000000
N
N
N
Sable International Finance Ltd.
2138009IE9A35LO5JS73
Sable International Finance Ltd.
785712AG5
200000.00000000
PA
USD
201390.00000000
0.007742825548
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
NMG Holding Co., Inc.
N/A
NMG Holding Co., Inc.
62929RAC2
198000.00000000
PA
USD
203346.00000000
0.007818027727
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
211000.00000000
PA
USD
194120.00000000
0.007463316428
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Eagle Broadband Investments LLC
254900W09ZHD1OM4I757
Eagle Broadband Investments LLC, Term Loan
26943PAB5
973836.50000000
PA
USD
960202.79000000
0.036916841422
Long
LON
CORP
US
N
2
2027-11-12
Variable
3.75000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
36000.00000000
PA
USD
35514.36000000
0.001365417815
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
HalseyPoint CLO 4 Ltd.
549300CMJUK1VCINNF57
HalseyPoint CLO 4 Ltd., Series 2021-4A, Class C
40637LAE0
1750000.00000000
PA
USD
1732895.68000000
0.066624504413
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.40400080
N
N
N
N
N
N
New Home Co., Inc. (The)
549300PLCE8TB3TVRQ85
New Home Co., Inc. (The)
645370AC1
127000.00000000
PA
USD
122786.14000000
0.004720749102
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Fender Musical Instruments Corp.
N/A
Fender Musical Instruments Corp., Term Loan
31446UAN0
611958.59000000
PA
USD
605839.00000000
0.023292644557
Long
LON
CORP
US
N
2
2028-12-01
Variable
4.50000000
N
N
N
N
N
N
ZhongAn Online P&C Insurance Co. Ltd.
5299006845ISFI2WAI41
ZhongAn Online P&C Insurance Co. Ltd.
N/A
700000.00000000
PA
USD
633500.00000000
0.024356124856
Long
DBT
CORP
CN
N
2
2025-07-16
Fixed
3.12500000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAD1
475000.00000000
PA
USD
446884.75000000
0.017181342963
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
Rackspace Technology Global, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
45000.00000000
PA
USD
39044.25000000
0.001501131220
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
200000.00000000
PA
USD
33000.00000000
0.001268748414
Long
DBT
CORP
KY
N
2
2022-09-13
Fixed
5.37500000
Y
N
N
N
N
N
Embecta Corp.
N/A
Embecta Corp.
29082KAB1
112000.00000000
PA
USD
112280.00000000
0.004316820361
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
Northwest Fiber LLC
N/A
Northwest Fiber LLC
667449AD4
159000.00000000
PA
USD
150970.50000000
0.005804350982
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
1080000.00000000
PA
USD
54000.00000000
0.002076133768
Long
DBT
CORP
HK
N
2
2023-11-25
Fixed
8.25000000
Y
N
N
N
N
N
Adani Electricity Mumbai Ltd.
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd.
N/A
350000.00000000
PA
USD
316300.25000000
0.012160770925
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
Fidelity Grand Harbour CLO DAC
635400KPYNGCFZ6MDR25
Fidelity Grand Harbour CLO DAC, Series 2021-1X, Class E
N/A
800000.00000000
PA
801072.71000000
0.030798779706
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Floating
6.22000080
N
N
N
N
N
N
New AMI I LLC
N/A
New AMI I LLC, 1st Lien Term Loan
88607CAB1
805308.00000000
PA
USD
775616.29000000
0.029820058721
Long
LON
CORP
US
N
2
2029-03-08
Variable
6.50000000
N
N
N
N
N
N
Foundation Building Materials, Inc.
549300ZVE6MONHB01I28
Foundation Building Materials, Inc., 1st Lien Term Loan
35039KAB2
929548.22000000
PA
USD
912119.19000000
0.035068175021
Long
LON
CORP
US
N
2
2028-01-31
Variable
3.75000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAB5
221000.00000000
PA
USD
207740.00000000
0.007986963500
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
TK Elevator Holdco GmbH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
N/A
360000.00000000
PA
390802.73000000
0.015025161935
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138759.18000000
-0.00533486331
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
19690000.00000000
EUR
21648753.32000000
USD
2022-04-13
-138759.18000000
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
7215000.00000000
PA
USD
6172793.90000000
0.237324923354
Long
DBT
CORP
IT
N
2
2042-06-01
Variable
4.95000000
N
N
N
N
N
N
doValue SpA
8156007AF7DB5FE05555
doValue SpA
N/A
650000.00000000
PA
690328.76000000
0.026541015739
Long
DBT
CORP
IT
N
2
2026-07-31
Fixed
3.37500000
N
N
N
N
N
N
Summit Digitel Infrastructure Pvt Ltd.
3358004TNI1SSIQ9BQ37
Summit Digitel Infrastructure Pvt Ltd.
N/A
1495000.00000000
PA
USD
1297869.30000000
0.049899079272
Long
DBT
CORP
IN
N
2
2031-08-12
Fixed
2.87500000
N
N
N
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
200000.00000000
PA
USD
28000.00000000
0.001076513805
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
N
N
N
N
N
N
Prime Healthcare Services, Inc.
N/A
Prime Healthcare Services, Inc.
74165HAB4
285000.00000000
PA
USD
292122.15000000
0.011231197409
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AP2
98000.00000000
PA
USD
98621.32000000
0.003791686161
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
ViaSat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAN0
212000.00000000
PA
USD
203520.00000000
0.007824717491
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
30000.00000000
PA
USD
323.25000000
0.000012427967
N/A
DCR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Lumen Technologies, Inc.
Lumen Technologies, Inc.
Y
Payout of notional amount upon default event with regard to the reference instrument
2023-12-20
0.00000000
USD
792.27000000
USD
30000.00000000
USD
323.25000000
N
N
N
Bluestar Finance Holdings Ltd.
300300294ZKDSAV43I87
Bluestar Finance Holdings Ltd.
N/A
720000.00000000
PA
USD
709200.00000000
0.027266556824
Long
DBT
CORP
VG
N
2
2024-07-12
Variable
3.09999960
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
5493005XH7EPFP4PGZ13
Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE6, Class A2
61755CAB8
2577575.21850000
PA
USD
2353682.40000000
0.090491842791
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
0.59657040
N
N
N
N
N
N
Home Point Capital, Inc.
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
148000.00000000
PA
USD
121257.88000000
0.004661992210
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
AVSC Holding Corp.
N/A
AVSC Holding Corp., 1st Lien Term Loan B3
00241YAS3
396461.50000000
PA
USD
457250.94000000
0.017579891058
Long
LON
CORP
US
N
2
2026-10-15
Variable
15.00000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
89000.00000000
PA
USD
79671.47000000
0.003063122763
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDJ6
297000.00000000
PA
USD
301826.25000000
0.011604290181
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc.
88146LAA1
484000.00000000
PA
USD
492470.00000000
0.018933955498
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
698000.00000000
PA
USD
703245.47000000
0.027037623476
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Victors Merger Corp.
N/A
Victors Merger Corp.
92641PAA4
145000.00000000
PA
USD
118695.55000000
0.004563478509
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Foundation Building Materials, Inc.
549300ZVE6MONHB01I28
Foundation Building Materials, Inc.
350392AA4
54000.00000000
PA
USD
48600.00000000
0.001868520391
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
63530.00000000
NS
USD
710900.70000000
0.027331943504
Long
US
N
1
N
N
N
Veritas US, Inc.
N/A
Veritas US, Inc.
92346LAE3
316000.00000000
PA
USD
299790.78000000
0.011526032626
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
ZF Europe Finance BV
549300RI533US2G6G542
ZF Europe Finance BV
N/A
200000.00000000
PA
207545.78000000
0.007979496339
Long
DBT
CORP
NL
N
2
2026-02-23
Fixed
2.00000000
N
N
N
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp.
530307AA5
621000.00000000
PA
USD
612476.36000000
0.023547830617
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Charter Communications, Inc.
Charter Communications, Inc.
USD
XXXX
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
2270000.00000000
PA
USD
465350.00000000
0.017891274983
Long
DBT
CORP
VG
N
2
2024-09-03
Fixed
11.62500000
N
N
N
N
N
N
Churchill Downs, Inc.
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
524000.00000000
PA
USD
508280.00000000
0.019541801329
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
N/A
350000.00000000
PA
358390.04000000
0.013778993783
Long
DBT
CORP
LU
N
2
2026-05-27
Variable
2.87499915
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAW0
115000.00000000
PA
USD
118671.95000000
0.004562571162
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B51
200000.00000000
PA
USD
180750.00000000
0.006949281085
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
148000.00000000
PA
USD
150072.00000000
0.005769806423
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class C
94989NBL0
1000000.00000000
PA
USD
991316.20000000
0.038113056258
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.49831160
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBM9
647000.00000000
PA
USD
588770.00000000
0.022636394052
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
N/A
800000.00000000
PA
795193.74000000
0.030572751407
Long
DBT
CORP
ES
N
2
2029-03-25
Fixed
3.75000000
N
N
N
N
N
N
Far East Horizon Ltd.
549300S9XRGO1ZPUHE62
Far East Horizon Ltd.
N/A
800000.00000000
PA
USD
717900.00000000
0.027601045043
Long
DBT
CORP
HK
N
2
2026-10-26
Fixed
4.25000000
N
N
N
N
N
N
Viking Ocean Cruises Ship VII Ltd.
N/A
Viking Ocean Cruises Ship VII Ltd.
92682RAA0
196000.00000000
PA
USD
178899.49000000
0.006878134672
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc.
21871DAD5
374000.00000000
PA
USD
352607.20000000
0.013556661387
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
214000.00000000
PA
USD
210790.00000000
0.008104226611
Long
DBT
CORP
VG
N
2
2023-02-24
Fixed
2.50000000
N
N
N
N
N
N
Shinhan Financial Group Co. Ltd.
988400EB8A6G49E5KO54
Shinhan Financial Group Co. Ltd.
N/A
1750000.00000000
PA
USD
1588125.00000000
0.061058517424
Long
DBT
CORP
KR
N
2
2026-05-12
Variable
2.87499960
N
N
N
N
N
N
Northwest Fiber LLC
N/A
Northwest Fiber LLC
667449AC6
262000.00000000
PA
USD
229984.02000000
0.008842177594
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
AIG CLO LLC
N/A
AIG CLO LLC, Series 2021-2A, Class D
00142DAG5
500000.00000000
PA
USD
488779.60000000
0.018792070978
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Floating
3.30400080
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
1660000.00000000
PA
USD
1612034.30000000
0.061977756408
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
591000.00000000
PA
USD
611998.23000000
0.023529447990
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
145000.00000000
PA
USD
133632.00000000
0.005137739032
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
Pug LLC
N/A
Pug LLC, Term Loan B
74530DAC9
2779813.56000000
PA
USD
2720742.52000000
0.104604174460
Long
LON
CORP
US
N
2
2027-02-12
Variable
3.95743000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
193110.94000000
0.007424521177
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
115361481.77000000
USD
104430000.00000000
EUR
2022-04-13
193110.94000000
N
N
N
SIRVA Worldwide, Inc.
N/A
SIRVA Worldwide, Inc., 1st Lien Term Loan
82968EAB3
332613.97000000
PA
USD
306004.85000000
0.011764944488
Long
LON
CORP
US
N
2
2025-08-04
Variable
5.76660700
N
N
N
N
N
N
Premier Foods Finance plc
2138003G41QDLK9DB177
Premier Foods Finance plc
N/A
548000.00000000
PA
668683.77000000
0.025708832505
Long
DBT
CORP
GB
N
2
2026-10-15
Fixed
3.50000000
N
N
N
N
N
N
Naked Juice LLC
N/A
Naked Juice LLC, 1st Lien Term Loan
62984CAD5
2569306.36000000
PA
USD
2523418.55000000
0.097017675249
Long
LON
CORP
US
N
2
2029-01-24
Variable
3.75000000
N
N
N
N
N
N
Sinic Holdings Group Co. Ltd.
300300N5XRCGHA7P7B13
Sinic Holdings Group Co. Ltd.
N/A
1100000.00000000
PA
USD
22000.00000000
0.000845832276
Long
DBT
CORP
KY
N
2
2022-01-24
Fixed
8.50000000
Y
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd., Series 2019-2A, Class C
75888TAG0
1000000.00000000
PA
USD
997297.20000000
0.038343007297
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.94129000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
500000.00000000
PA
534545.53000000
0.020551630103
Long
DBT
CORP
FR
N
2
2025-04-08
Variable
1.62499825
N
N
N
N
N
N
N/A
N/A
CDS
N/A
30000.00000000
PA
-458.39000000
-0.00001762368
N/A
DCR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
692.35000000
USD
0.00000000
USD
30000.00000000
EUR
-458.39000000
N
N
N
Belden, Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
N/A
100000.00000000
PA
102953.38000000
0.003958240533
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
SPDR S&P Oil & Gas Exploration & Production ETF
00C9FZF66
6395.00000000
NC
USD
2781825.00000000
0.106952607782
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
100.00000000
135.00000000
USD
2022-04-14
XXXX
759539.59000000
N
N
N
Minor International PCL
254900T4WB2UF9XPX041
Minor International PCL
N/A
695000.00000000
PA
USD
651258.44000000
0.025038882208
Long
DBT
CORP
TH
N
2
2026-04-19
Variable
2.70000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
624000.00000000
PA
USD
513604.20000000
0.019746500429
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
530000.00000000
PA
USD
461100.00000000
0.017727875566
Long
DBT
CORP
VG
N
2
2030-09-30
Fixed
3.62500000
N
N
N
N
N
N
Booz Allen Hamilton, Inc.
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAA1
103000.00000000
PA
USD
99424.87000000
0.003822580185
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
397000.00000000
PA
370010.20000000
0.014225753164
Long
DBT
CORP
JP
N
2
2029-07-06
Fixed
3.37500000
N
N
N
N
N
N
CIFC European Funding CLO III DAC
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC, Series 3X, Class E
N/A
100000.00000000
PA
102310.47000000
0.003933522622
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
5.60999880
N
N
N
N
N
N
Sotheby's
N/A
Sotheby's
83600GAA2
608000.00000000
PA
USD
588240.00000000
0.022616017183
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
261000.00000000
PA
USD
245038.55000000
0.009420977929
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
383000.00000000
PA
USD
381478.53000000
0.014666675149
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
Ooredoo International Finance Ltd.
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd.
N/A
1139000.00000000
PA
USD
1167332.63000000
0.044880346149
Long
DBT
CORP
BM
N
2
2026-06-22
Fixed
3.75000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBT1
2899000.00000000
PA
USD
2553294.25000000
0.098166303945
Long
DBT
CORP
GB
N
2
2028-03-15
Variable
4.37500080
N
N
N
N
N
N
Virgin Media Vendor Financing Notes III DAC
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
N/A
200000.00000000
PA
247294.61000000
0.009507716491
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
414000.00000000
PA
550643.80000000
0.021170559028
Long
DBT
CORP
GB
N
2
2031-03-24
Variable
5.62500040
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
95000.00000000
PA
USD
86286.13000000
0.003317436078
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Atrium XV
N/A
Atrium XV, Series 15A, Class D
04965FAL5
500000.00000000
PA
USD
494133.50000000
0.018997911952
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
3.25886040
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
1016000.00000000
PA
USD
162560.00000000
0.006249931581
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
Y
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
865000.00000000
PA
USD
794476.55000000
0.030545177660
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
3260000.00000000
PA
USD
3008793.30000000
0.115678840226
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
600000.00000000
PA
USD
679494.59000000
0.026124475254
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
TIBCO Software, Inc.
04EEB871XLHVNY4RZJ65
TIBCO Software, Inc., 2nd Lien Term Loan
88632NAN0
2754893.74000000
PA
USD
2745141.42000000
0.105542237057
Long
LON
CORP
US
N
2
2028-03-03
Variable
7.71000000
N
N
N
N
N
N
UPL Corp. Ltd.
213800AQLATW4WEEH674
UPL Corp. Ltd.
N/A
700000.00000000
PA
USD
646975.00000000
0.024874197126
Long
DBT
CORP
MU
N
2
2025-02-27
Variable
5.24999880
N
N
N
N
N
N
Shui On Development Holding Ltd.
3003005J4J3G9CZFDK52
Shui On Development Holding Ltd.
N/A
1210000.00000000
PA
USD
1089000.00000000
0.041868697662
Long
DBT
CORP
KY
N
2
2026-06-29
Fixed
5.50000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP
N/A
Ladder Capital Finance Holdings LLLP
505742AP1
150000.00000000
PA
USD
141468.75000000
0.005439037945
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
459000.00000000
PA
244450.03000000
0.009398351147
Long
DBT
CORP
FR
N
2
2027-12-07
Fixed
0.70000000
N
N
N
N
N
Accor SA
Accor SA
EUR
XXXX
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAQ3
200000.00000000
PA
USD
199725.00000000
0.007678811423
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Five Point Operating Co. LP
N/A
Five Point Operating Co. LP
33834YAA6
1098000.00000000
PA
USD
1123583.40000000
0.043198322932
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
N/A
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q123
495.00000000
NS
USD
7123.05000000
0.000273859345
N/A
DE
US
N
1
California Resources Corp.
5493003Q8F0T4F4YMR48
Call
Purchased
California Resources Corp.
California Resources Corp.
1.00000000
36.00000000
USD
2024-10-27
XXXX
7123.05000000
N
N
N
Douglas GmbH
529900381YTPHVY9AI06
Douglas GmbH
N/A
700000.00000000
PA
735132.77000000
0.028263592000
Long
DBT
CORP
DE
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
ACProducts Holdings, Inc.
N/A
ACProducts Holdings, Inc., Term Loan
00488YAB2
1848148.71000000
PA
USD
1662298.88000000
0.063910274776
Long
LON
CORP
US
N
2
2028-05-17
Variable
4.75000000
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
03969YAB4
771000.00000000
PA
USD
694786.65000000
0.026712407886
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
222000.00000000
PA
USD
200006.46000000
0.007689632694
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
Covanta Holding Corp.
N/A
Covanta Holding Corp., Term Loan C
22282GAD9
86099.15000000
PA
USD
85579.11000000
0.003290253335
Long
LON
CORP
US
N
2
2028-11-30
Variable
3.00000000
N
N
N
N
N
N
Hostess Brands LLC
N/A
Hostess Brands LLC, 1st Lien Term Loan B
44108HAJ0
255586.69000000
PA
USD
251980.36000000
0.009687869154
Long
LON
CORP
US
N
2
2025-08-03
Variable
3.00000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAF1
23000.00000000
PA
USD
23195.50000000
0.000891795570
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13623.04000000
-0.00052376395
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2430000.00000000
EUR
2675237.06000000
USD
2022-04-13
-13623.04000000
N
N
N
Wabash National Corp.
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
281000.00000000
PA
USD
252900.00000000
0.009723226481
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Greene King Finance plc
213800QIJMYMW6TSBG41
Greene King Finance plc, Series B2
N/A
100000.00000000
PA
107058.92000000
0.004116085907
Long
SN
CORP
GB
N
2
2036-03-15
Floating
3.11659995
N
N
N
N
N
N
Banco de Credito del Peru SA
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru SA
05971V2D6
679000.00000000
PA
USD
632658.25000000
0.024323762160
Long
DBT
CORP
PE
N
2
2031-09-30
Variable
3.25000080
N
N
N
N
N
N
CIFC Funding Ltd.
549300QSQ98IRWUWDV20
CIFC Funding Ltd., Series 2013-4A, Class CRR
12549FBQ1
1000000.00000000
PA
USD
990557.50000000
0.038083886579
Long
ABS-CBDO
CORP
KY
N
2
2031-04-27
Floating
2.16757080
N
N
N
N
N
N
Cirsa Finance International SARL
254900KUJN6DHWH2K029
Cirsa Finance International SARL
N/A
949000.00000000
PA
990998.71000000
0.038100849745
Long
DBT
CORP
LU
N
2
2027-03-15
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B36
200000.00000000
PA
USD
188340.00000000
0.007241093221
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series Y
156700BA3
25000.00000000
PA
USD
26318.50000000
0.001011865307
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
iShares China Large-Cap ETF
00C95EXN7
6212.00000000
NC
USD
12424.00000000
0.000477664554
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
40.00000000
USD
2022-04-14
XXXX
-441844.24000000
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
2872.00000000
NS
USD
152158.56000000
0.005850028232
Long
EC
CORP
US
N
1
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
103186AC6
299000.00000000
PA
USD
307970.00000000
0.011840498456
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.12500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
465000.00000000
PA
USD
502781.25000000
0.019330391319
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC, Term Loan
78404XAH8
1049238.20000000
PA
USD
1035104.96000000
0.039796599283
Long
LON
CORP
US
N
2
2025-04-11
Variable
2.21000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
7402000.00000000
PA
USD
6439740.00000000
0.247588179142
Long
DBT
CORP
NL
N
2
2027-05-16
Variable
3.87500040
N
N
N
N
N
N
ZF Finance GmbH
5493001N9T6QDCCXB426
ZF Finance GmbH
N/A
700000.00000000
PA
734688.28000000
0.028246502728
Long
DBT
CORP
DE
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2019-3, Class M2
92257HAC3
2631080.43000000
PA
USD
2512116.13000000
0.096583131992
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.27999960
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAY7
367000.00000000
PA
USD
335327.90000000
0.012892325493
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Hopson Development Holdings Ltd.
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd.
N/A
200000.00000000
PA
USD
154037.50000000
0.005922267691
Long
DBT
CORP
BM
N
2
2024-05-18
Fixed
7.00000000
N
N
N
N
N
N
Jazz Pharmaceuticals plc
635400WUEO2NSG5OIU34
Jazz Pharmaceuticals plc, Term Loan
G5080AAF9
2156779.62000000
PA
USD
2146815.30000000
0.082538439608
Long
LON
CORP
LU
N
2
2028-05-05
Variable
4.00000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
231000.00000000
PA
USD
220547.25000000
0.008479362837
Long
DBT
CORP
JP
N
2
2023-07-19
Variable
6.00000120
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
500000.00000000
PA
503500.84000000
0.019358057339
Long
DBT
CORP
IT
N
2
2029-07-05
Variable
0.79999970
N
N
N
N
N
N
RKPF Overseas 2019 A Ltd.
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd.
N/A
550000.00000000
PA
USD
470250.00000000
0.018079664899
Long
DBT
CORP
VG
N
2
2024-09-30
Fixed
6.70000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc., Term Loan B
52729KAP1
498432.84000000
PA
USD
488618.70000000
0.018785884869
Long
LON
CORP
US
N
2
2027-03-01
Variable
2.20743000
N
N
N
N
N
N
Herens Holdco SARL
N/A
Herens Holdco SARL, Facility Term Loan B
N/A
101000.00000000
PA
USD
98348.75000000
0.003781206684
Long
LON
CORP
US
N
2
2028-07-03
Variable
4.75000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAJ9
160000.00000000
PA
USD
143200.00000000
0.005505599178
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies, Inc.
Uber Technologies, Inc.
USD
XXXX
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AG0
392000.00000000
PA
USD
368480.00000000
0.014166921684
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
1300000.00000000
PA
USD
1235000.00000000
0.047481948221
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500120
N
N
N
N
N
N
Baozun, Inc.
549300IF0HZ7T4762633
Baozun, Inc.
06684LAB9
413000.00000000
PA
USD
408911.30000000
0.015721380707
Long
DBT
CORP
KY
N
2
2024-05-01
Fixed
1.62500000
N
N
N
N
N
Baozun, Inc.
Baozun, Inc.
USD
XXXX
N
N
N
Voyage Australia Pty Ltd.
N/A
Voyage Australia Pty Ltd., 1st Lien Term Loan
Q9489TAB5
780045.00000000
PA
USD
770622.06000000
0.029628045952
Long
LON
CORP
US
N
2
2028-07-20
Variable
4.00000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
94000.00000000
PA
USD
93765.00000000
0.003604975607
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AJ9
311000.00000000
PA
USD
292140.96000000
0.011231920596
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
82000.00000000
PA
USD
78720.00000000
0.003026541671
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
RLJ Lodging Trust LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
149000.00000000
PA
USD
141550.00000000
0.005442161757
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AM4
41000.00000000
PA
USD
41717.50000000
0.001603909453
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAJ7
152000.00000000
PA
USD
153520.00000000
0.005902371409
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAH0
3200000.00000000
PA
USD
3807277.47000000
0.146378098539
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 10 Ltd.
5493007PBV0WMI12LF68
GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class D
38138TAJ0
1000000.00000000
PA
USD
988006.20000000
0.037985796948
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.30400080
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
28000.00000000
PA
USD
26250.00000000
0.001009231692
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FET1
97000.00000000
PA
USD
98697.50000000
0.003794615048
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404LAA0
97000.00000000
PA
USD
90937.50000000
0.003496266936
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
CIFI Holdings Group Co. Ltd.
549300WGKSV867C0JF48
CIFI Holdings Group Co. Ltd.
N/A
500000.00000000
PA
USD
440000.00000000
0.016916645520
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
6.55000000
N
N
N
N
N
N
TICP CLO VI Ltd.
254900JG2DPAYUCW8T83
TICP CLO VI Ltd., Series 2016-6A, Class DR2
87246MAY8
1100000.00000000
PA
USD
1072202.78000000
0.041222896261
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
3.14129160
N
N
N
N
N
N
Planview Parent, Inc.
N/A
Planview Parent, Inc., 1st Lien Term Loan
72751PAC8
918405.11280000
PA
USD
905777.04000000
0.034824338877
Long
LON
CORP
US
N
2
2027-12-17
Variable
5.00600000
N
N
N
N
N
N
Clean Renewable Power Mauritius Pte. Ltd.
2138003P9CSDW7P4MT75
Clean Renewable Power Mauritius Pte. Ltd.
N/A
945700.00000000
PA
USD
905094.01000000
0.034798078476
Long
DBT
CORP
MU
N
2
2027-03-25
Fixed
4.25000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
269000.00000000
PA
USD
241118.15000000
0.009270250618
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
TK Elevator Holdco GmbH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
92537VAA8
843000.00000000
PA
USD
835623.75000000
0.032127160834
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
Adani Green Energy UP Ltd.
N/A
Adani Green Energy UP Ltd.
N/A
829000.00000000
PA
USD
845735.44000000
0.032515924187
Long
DBT
CORP
IN
N
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
1905.00000000
NS
USD
311943.75000000
0.011993276911
Long
EC
CORP
US
N
2
N
N
N
Aimbridge Acquisition Co., Inc.
N/A
Aimbridge Acquisition Co., Inc., 1st Lien Term Loan
00900YAD8
245398.95000000
PA
USD
239953.55000000
0.009225475333
Long
LON
CORP
US
N
2
2026-02-02
Variable
4.20743000
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
N/A
Cushman & Wakefield US Borrower LLC, Term Loan
23340DAP7
922984.49010000
PA
USD
909139.72000000
0.034953623571
Long
LON
CORP
US
N
2
2025-08-21
Variable
3.20743000
N
N
N
N
N
N
EW Scripps Co. (The)
549300U1OW41QPKYW028
EW Scripps Co. (The), Term Loan B3
26928BAM1
398532.50000000
PA
USD
395356.20000000
0.015200228840
Long
LON
CORP
US
N
2
2028-01-07
Variable
3.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DL6
34000.00000000
PA
USD
39950.00000000
0.001535954519
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
N/A
500000.00000000
PA
525590.44000000
0.020207334459
Long
DBT
CORP
DE
N
2
2079-11-12
Variable
3.12499860
N
N
N
N
N
N
ZF Finance GmbH
5493001N9T6QDCCXB426
ZF Finance GmbH
N/A
500000.00000000
PA
491522.36000000
0.018897521657
Long
DBT
CORP
DE
N
2
2028-05-03
Fixed
2.25000000
N
N
N
N
N
N
CA Magnum Holdings
549300ZRDHFR078MFZ78
CA Magnum Holdings
N/A
1000000.00000000
PA
USD
975000.00000000
0.037485748596
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
N/A
350000.00000000
PA
USD
78750.00000000
0.003027695078
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.50000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
N/A
300000.00000000
PA
341320.16000000
0.013122709444
Long
DBT
CORP
IE
N
2
2025-09-01
Variable
6.00000140
N
N
N
N
N
N
AssuredPartners, Inc.
N/A
AssuredPartners, Inc., Term Loan
04621HAN3
1849010.54000000
PA
USD
1824048.90000000
0.070129065120
Long
LON
CORP
US
N
2
2027-02-12
Variable
3.95743000
N
N
N
N
N
N
City Football Group Ltd.
N/A
City Football Group Ltd., Term Loan
17781XAB2
1849000.00000000
PA
USD
1809708.75000000
0.069577730496
Long
LON
CORP
US
N
2
2028-07-21
Variable
4.00000000
N
N
N
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class B
402563AE0
2000000.00000000
PA
USD
1983372.00000000
0.076254547860
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.24129160
N
N
N
N
N
N
Rekeep SpA
8156008737CA044FCB79
Rekeep SpA
N/A
200000.00000000
PA
230100.00000000
0.008846636668
Long
DBT
CORP
IT
N
2
2026-02-01
Fixed
7.25000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BP1
216000.00000000
PA
USD
201953.52000000
0.007764491157
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
Autostrade per l'Italia SpA
N/A
482000.00000000
PA
518624.87000000
0.019939529735
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
HB Fuller Co.
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
40410KAA3
162000.00000000
PA
USD
151664.40000000
0.005831029301
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
2000.00000000
PA
USD
2015.00000000
0.000077470547
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Nidda Healthcare Holding GmbH
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
N/A
380000.00000000
PA
401374.05000000
0.015431596647
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Endo Luxembourg Finance Co. I SARL
N/A
Endo Luxembourg Finance Co. I SARL
29280BAA3
457000.00000000
PA
USD
417012.50000000
0.016032846909
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFP0
500000.00000000
PA
USD
579912.79000000
0.022295861593
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
N
Tesco Corporate Treasury Services plc
21380018AJDKNF3A6712
Tesco Corporate Treasury Services plc
N/A
500000.00000000
PA
486744.47000000
0.018713826495
Long
DBT
CORP
GB
N
2
2029-07-27
Fixed
0.37500000
N
N
N
N
N
N
Shift4 Payments LLC
N/A
Shift4 Payments LLC
82453AAA5
247000.00000000
PA
USD
240207.50000000
0.009235238929
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.62500000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
500000.00000000
PA
506738.83000000
0.019482548087
Long
DBT
CORP
NO
N
2
2029-05-12
Fixed
1.12500000
N
N
N
N
N
N
CIFC Funding Ltd.
254900RRJV30GDUWIX97
CIFC Funding Ltd., Series 2019-1A, Class DR
12553DAQ0
1250000.00000000
PA
USD
1242932.50000000
0.047786928427
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
3.35400120
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
500000.00000000
PA
526575.00000000
0.020245187760
Long
DBT
CORP
AT
N
2
2026-06-01
Variable
2.50000180
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series B
337932AP2
39000.00000000
PA
USD
34515.00000000
0.001326995500
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
2200000.00000000
PA
2364840.81000000
0.090920849305
Long
DBT
CORP
ES
N
2
2026-01-14
Variable
4.37499950
N
N
N
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC, Term Loan
75025KAH1
2455845.00000000
PA
USD
2432219.77000000
0.093511362900
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2019-3A, Class A2
69689LAC0
1500000.00000000
PA
USD
1497143.40000000
0.057560554979
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
2.07956880
N
N
N
N
N
N
Rad CLO 15 Ltd.
N/A
Rad CLO 15 Ltd., Series 2021-15A, Class D
750103AG8
1000000.00000000
PA
USD
991696.00000000
0.038127658399
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.29735880
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
357000.00000000
PA
USD
343537.53000000
0.013207960495
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Dealer Tire LLC
N/A
Dealer Tire LLC
24229JAA1
148000.00000000
PA
USD
148370.00000000
0.005704369763
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
Truck Hero, Inc.
54930007KT5CX7XNSD31
Truck Hero, Inc., Term Loan
89778PAG2
2149953.48460000
PA
USD
2080080.00000000
0.079972672758
Long
LON
CORP
US
N
2
2028-01-31
Variable
4.00000000
N
N
N
N
N
N
Anchorage Capital CLO Ltd.
5493008PWA7TS1SR9447
Anchorage Capital CLO Ltd., Series 2013-1A, Class CR
033292AW3
1000000.00000000
PA
USD
999055.40000000
0.038410604674
Long
ABS-CBDO
CORP
KY
N
2
2030-10-13
Floating
3.44442960
N
N
N
N
N
N
Ashton Woods USA LLC
N/A
Ashton Woods USA LLC
045086AM7
110000.00000000
PA
USD
97001.30000000
0.003729401379
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Falabella SA
5493004CKJQ7H391LM41
Falabella SA
30607FAA8
690000.00000000
PA
USD
645150.00000000
0.024804031494
Long
DBT
CORP
CL
N
2
2032-01-15
Fixed
3.37500000
N
N
N
N
N
N
Ferrovial Emisiones SA
95980020140005209562
Ferrovial Emisiones SA
N/A
500000.00000000
PA
508165.90000000
0.019537414535
Long
DBT
CORP
ES
N
2
2028-11-12
Fixed
0.54000000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAK7
50000.00000000
PA
USD
48137.50000000
0.001850738690
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
Edgewater Generation LLC
N/A
Edgewater Generation LLC, Term Loan
28031FAD2
393575.46050000
PA
USD
361979.22000000
0.013916986705
Long
LON
CORP
US
N
2
2025-12-13
Variable
4.20743000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
N/A
Medical Solutions Holdings, Inc., Delayed Draw 1st Lien Term Loan
58462QAJ0
472259.64000000
PA
USD
467537.04000000
0.017975359939
Long
LON
CORP
US
N
2
2028-11-01
Variable
0.00000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAJ1
12000.00000000
PA
USD
11835.60000000
0.000455042385
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
24000.00000000
PA
USD
21799.80000000
0.000838135202
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Alchemy Copyrights LLC
549300Y8O8X4508AZD58
Alchemy Copyrights LLC, Term Loan
01374WAD7
1072859.50000000
PA
USD
1068836.28000000
0.041093464699
Long
LON
CORP
US
N
3
2028-03-10
Variable
3.50000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc., 1st Lien Term Loan
03827FAX9
350511.72000000
PA
USD
347795.25000000
0.013371656722
Long
LON
CORP
US
N
2
2024-09-19
Variable
4.02668300
N
N
N
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
N/A
500000.00000000
PA
477009.47000000
0.018339545713
Long
DBT
CORP
ES
N
2
2028-05-18
Fixed
1.12500000
N
N
N
N
N
International Consolidated Airlines Group SA
International Consolidated Airlines Group SA
GBP
XXXX
N
N
N
Rockford Tower CLO Ltd.
549300IG5M07NI4QKK80
Rockford Tower CLO Ltd., Series 2019-2A, Class CR
77341GAN0
1500000.00000000
PA
USD
1485120.75000000
0.057098321096
Long
ABS-CBDO
CORP
KY
N
2
2032-08-20
Floating
2.47956840
N
N
N
N
N
N
Verscend Escrow Corp.
N/A
Verscend Escrow Corp.
92535WAA8
1857000.00000000
PA
USD
1931280.00000000
0.074251770818
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Herens Midco SARL
222100BJH5XPZD1JHF79
Herens Midco SARL
N/A
775000.00000000
PA
732000.10000000
0.028143150482
Long
DBT
CORP
LU
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAG3
423000.00000000
PA
USD
369272.66000000
0.014197397021
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Wand Newco 3, Inc.
549300Y3VZEWMSQW8494
Wand Newco 3, Inc., 1st Lien Term Loan B1
93369PAF1
3111438.05000000
PA
USD
3012276.52000000
0.115812759313
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.45743000
N
N
N
N
N
N
Clark Equipment Co.
N/A
Clark Equipment Co., Term Loan
18143EAF6
1233540.00000000
PA
USD
1228716.86000000
0.047240380830
Long
LON
CORP
US
N
2
2024-05-18
Variable
3.25600000
N
N
N
N
N
N
ANGI Group LLC
N/A
ANGI Group LLC
001846AA2
105000.00000000
PA
USD
88949.70000000
0.003419842145
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CQ8
225000.00000000
PA
USD
228093.75000000
0.008769502532
Long
DBT
NUSS
PH
N
2
2027-03-29
Fixed
3.22900000
N
N
N
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAC4
613000.00000000
PA
USD
604166.67000000
0.023228348617
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
eResearchTechnology, Inc.
2549003SUFVGC903CK03
eResearchTechnology, Inc., 1st Lien Term Loan
29481PAH4
4582622.52000000
PA
USD
4560671.76000000
0.175343789768
Long
LON
CORP
US
N
2
2027-02-04
Variable
5.50000000
N
N
N
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637AC4
162000.00000000
PA
USD
163822.50000000
0.006298470819
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
N/A
500000.00000000
PA
684017.56000000
0.026298369527
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
LCM Investments Holdings II LLC
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
100000.00000000
PA
USD
94447.99000000
0.003631234470
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
8340000.00000000
PA
USD
8323250.53000000
0.320003360891
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
ARC Falcon I, Inc.
N/A
ARC Falcon I, Inc., Term Loan
03880YAC8
1507169.93000000
PA
USD
1468239.73000000
0.056449297843
Long
LON
CORP
US
N
2
2028-09-30
Variable
4.25000000
N
N
N
N
N
N
AIG CLO LLC
N/A
AIG CLO LLC, Series 2018-1A, Class CR
00141UAJ2
1000000.00000000
PA
USD
982035.70000000
0.037756249602
Long
ABS-CBDO
CORP
US
N
2
2032-04-20
Floating
2.30400000
N
N
N
N
N
N
Dryden 72 CLO Ltd.
N/A
Dryden 72 CLO Ltd., Series 2019-72A, Class DR
26252NAU3
1000000.00000000
PA
USD
985021.20000000
0.037871032887
Long
ABS-CBDO
CORP
KY
N
2
2032-05-15
Floating
3.50642880
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
800000.00000000
PA
858874.80000000
0.033021092131
Long
DBT
CORP
IT
N
2
2055-03-17
Fixed
5.25000000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
184000.00000000
PA
USD
189290.00000000
0.007277617796
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XAZ5
33000.00000000
PA
USD
32814.38000000
0.001261611896
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.37500000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AU1
258000.00000000
PA
USD
261960.30000000
0.010071567126
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Crown European Holdings SA
85OKW2SW05RZFQS1W718
Crown European Holdings SA
N/A
500000.00000000
PA
555652.78000000
0.021363138890
Long
DBT
CORP
FR
N
2
2023-02-01
Fixed
2.25000000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAP8
874000.00000000
PA
USD
959389.80000000
0.036885584459
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCN1
28000.00000000
PA
USD
25611.60000000
0.000984687178
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Anchorage Capital Europe CLO DAC
635400DODOOELVF8BK72
Anchorage Capital Europe CLO DAC, Series 4X, Class E
N/A
100000.00000000
PA
102945.74000000
0.003957946798
Long
ABS-CBDO
CORP
IE
N
2
2034-04-25
Floating
5.70999960
N
N
N
N
N
N
Powerlong Real Estate Holdings Ltd.
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd.
N/A
510000.00000000
PA
USD
178500.00000000
0.006862775512
Long
DBT
CORP
KY
N
2
2026-05-13
Fixed
4.90000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class D
17290XAA8
1000000.00000000
PA
USD
844349.60000000
0.032462642905
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
2.78800000
N
N
N
N
N
N
Acuris Finance US, Inc.
N/A
Acuris Finance US, Inc., Term Loan
00510DAB0
684392.15000000
PA
USD
677226.56000000
0.026037276482
Long
LON
CORP
US
N
2
2028-02-16
Variable
4.50000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
1021000.00000000
PA
USD
1015894.99000000
0.039058035071
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.49999960
N
N
N
N
N
N
Virginia Electric & Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co., Series B
927804FY5
500000.00000000
PA
USD
499195.51000000
0.019192530654
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
434000.00000000
PA
USD
434000.00000000
0.016685963990
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Pikes Peak CLO 7
549300JQ4WDEE3E7C876
Pikes Peak CLO 7, Series 2021-7A, Class C
72133FAE5
1000000.00000000
PA
USD
991909.10000000
0.038135851438
Long
ABS-CBDO
CORP
KY
N
2
2034-02-25
Floating
2.69757000
N
N
N
N
N
N
State Grid Europe Development 2014 plc
529900B2DHSUP1S0V619
State Grid Europe Development 2014 plc
N/A
760000.00000000
PA
USD
758844.80000000
0.029175246560
Long
DBT
CORP
GB
N
2
2025-04-07
Fixed
3.12500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
1900000.00000000
PA
2093164.84000000
0.080475744576
Long
DBT
CORP
NL
N
2
2031-03-28
Variable
4.37499950
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
379000.00000000
PA
USD
388475.00000000
0.014935667882
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
EyeCare Partners LLC
N/A
EyeCare Partners LLC, 2nd Lien Term Loan
30233PAK6
508807.69000000
PA
USD
505841.34000000
0.019448042359
Long
LON
CORP
US
N
2
2029-11-15
Variable
7.75600000
N
N
N
N
N
N
Vallourec SA
969500P2Q1B47H4MCJ34
Vallourec SA
N/A
300000.00000000
PA
339475.60000000
0.013051791790
Long
DBT
CORP
FR
N
2
2026-06-30
Fixed
8.50000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAK4
122000.00000000
PA
USD
111325.00000000
0.004280103551
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
33667.00000000
PA
USD
34809.99000000
0.001338336957
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAA5
241000.00000000
PA
USD
231072.01000000
0.008884007460
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Neuberger Berman CLO XVII Ltd.
549300XVEYZNG956Y145
Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class CR2
64129UBW4
1000000.00000000
PA
USD
989775.50000000
0.038053821086
Long
ABS-CBDO
CORP
KY
N
2
2029-04-22
Floating
2.25885960
N
N
N
N
N
N
Arcosa, Inc.
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
285000.00000000
PA
USD
270393.75000000
0.010395807317
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAQ9
291000.00000000
PA
USD
314550.63000000
0.012093503422
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
1955000.00000000
PA
USD
420325.00000000
0.016160202337
Long
DBT
CORP
VG
N
2
2023-08-02
Fixed
11.75000000
N
N
N
N
N
N
BBVA Bancomer SA
549300WIWQK5Q9MCUN92
BBVA Bancomer SA
N/A
650000.00000000
PA
USD
664950.00000000
0.025565280542
Long
DBT
CORP
MX
N
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
La Financiere Atalian SASU
969500ICOLJMB33J0L87
La Financiere Atalian SASU
N/A
1112000.00000000
PA
1094292.24000000
0.042072167999
Long
DBT
CORP
FR
N
2
2025-05-15
Fixed
5.12500000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAC8
11000.00000000
PA
USD
10353.75000000
0.000398069814
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.62500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDC1
219000.00000000
PA
USD
220499.06000000
0.008477510080
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4832.57000000
0.000185797440
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
930000.00000000
EUR
1033902.48000000
USD
2022-04-13
4832.57000000
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan
89678QAB2
3704599.10000000
PA
USD
3607353.37000000
0.138691632333
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.50600000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AR9
20000.00000000
PA
USD
19925.00000000
0.000766054913
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
Charter Communications Operating LLC, Term Loan B1
16117LBW8
1057950.08000000
PA
USD
1052660.33000000
0.040471549217
Long
LON
CORP
US
N
2
2025-04-30
Variable
2.21000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
549300G18KVCW7VUKI86
Rockford Tower CLO Ltd., Series 2017-2A, Class DR
77340GAQ4
500000.00000000
PA
USD
491266.00000000
0.018887665404
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
3.09129120
N
N
N
N
N
N
Apidos CLO XV
549300HXW2GBYSKFE344
Apidos CLO XV, Series 2013-15A, Class CRR
03764QBJ0
500000.00000000
PA
USD
489723.60000000
0.018828364872
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.10399840
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
400000.00000000
PA
411445.35000000
0.015818807129
Long
DBT
NUSS
FR
N
2
2026-12-15
Variable
2.87499915
N
N
N
N
N
N
Sotera Health Holdings LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC, 1st Lien Term Loan
83600VAE1
1087000.00000000
PA
USD
1071597.21000000
0.041199613959
Long
LON
CORP
US
N
2
2026-12-11
Variable
3.25000000
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
222070AB0
100000.00000000
PA
USD
99428.00000000
0.003822700524
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
N/A
267000.00000000
PA
USD
263068.43000000
0.010114171313
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Endo DAC
N/A
Endo DAC
29273DAB6
253000.00000000
PA
USD
222007.50000000
0.008535504955
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
Legacy LifePoint Health LLC
N/A
Legacy LifePoint Health LLC
53219LAT6
100000.00000000
PA
USD
103323.00000000
0.003972451284
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
AAC Technologies Holdings, Inc.
549300SKEDE1VKS0A552
AAC Technologies Holdings, Inc.
N/A
735000.00000000
PA
USD
618620.10000000
0.023784038507
Long
DBT
CORP
KY
N
2
2031-06-02
Fixed
3.75000000
N
N
N
N
N
N
DirectTV Financing LLC
N/A
DirectTV Financing LLC, Term Loan
25460HAB8
3284651.08000000
PA
USD
3277392.00000000
0.126005633397
Long
LON
CORP
US
N
2
2027-08-02
Variable
5.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2022-1A, Class D
69689QAG0
2000000.00000000
PA
USD
1962948.00000000
0.075469307933
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
3.51639000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
500000.00000000
PA
-48948.12000000
-0.00188190453
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
49059.42000000
USD
0.00000000
USD
500000.00000000
EUR
-48948.12000000
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc., Term Loan
04621HAS2
277868.53000000
PA
USD
274222.89000000
0.010543025962
Long
LON
CORP
US
N
2
2027-02-12
Variable
4.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
400000.00000000
PA
USD
406100.00000000
0.015613294876
Long
DBT
CORP
CH
N
2
2023-07-17
Variable
7.49999880
N
N
N
N
N
N
ReNew Power Synthetic
N/A
ReNew Power Synthetic
N/A
2151000.00000000
PA
USD
2183668.31000000
0.083955324395
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
6.67000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AD6
69000.00000000
PA
USD
218858.65000000
0.008414441366
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology, Inc.
Microchip Technology, Inc.
USD
XXXX
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
131000.00000000
PA
USD
124148.70000000
0.004773135340
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
Brookfield Residential Properties, Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAG5
388000.00000000
PA
USD
352307.88000000
0.013545153454
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
Manappuram Finance Ltd.
335800JL5WTUSKOSPN77
Manappuram Finance Ltd.
N/A
1203000.00000000
PA
USD
1201496.25000000
0.046193832170
Long
DBT
CORP
IN
N
2
2023-01-13
Fixed
5.90000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
973000.00000000
PA
USD
1310631.00000000
0.050389727351
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Canyon CLO Ltd.
549300IVUME0ILZ1W208
Canyon CLO Ltd., Series 2020-1A, Class CR
13876LAN7
1000000.00000000
PA
USD
987888.50000000
0.037981271745
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
2.29128840
N
N
N
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242WAC0
103000.00000000
PA
USD
100418.82000000
0.003860794503
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.75000000
N
N
N
N
N
N
Globe Telecom, Inc.
254900GPWI1816YIM923
Globe Telecom, Inc.
N/A
675000.00000000
PA
USD
646312.50000000
0.024848726040
Long
DBT
CORP
PH
N
2
2026-08-02
Variable
4.20000120
N
N
N
N
N
N
ViaSat, Inc.
N/A
ViaSat, Inc. Term Loan
92555WAD7
2232011.00000000
PA
USD
2218060.93000000
0.085277614761
Long
LON
CORP
US
N
2
2029-03-02
Variable
5.00000000
N
N
N
N
N
N
USA Compression Partners LP
N/A
USA Compression Partners LP
91740PAF5
193000.00000000
PA
USD
193741.12000000
0.007448749658
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
500000.00000000
PA
522758.44000000
0.020098452777
Long
DBT
CORP
IT
N
2
2028-02-12
Fixed
1.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2013-2A, Class BR3
69688AAS0
2000000.00000000
PA
USD
1971799.80000000
0.075809632394
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
2.09800080
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
117000.00000000
PA
USD
109183.82000000
0.004197781771
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
51000.00000000
PA
USD
48832.50000000
0.001877459300
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Mongolian Mining Corp.
N/A
Mongolian Mining Corp.
60938LAA2
340000.00000000
PA
USD
244438.75000000
0.009397917466
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
AlbaCore EURO CLO I DAC
5493001WSB7SPN3V1D91
AlbaCore EURO CLO I DAC, Series 1X, Class ER
N/A
1400000.00000000
PA
1466515.25000000
0.056382996896
Long
ABS-CBDO
CORP
IE
N
2
2034-10-18
Floating
5.96000160
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
660000.00000000
PA
USD
634606.50000000
0.024398666375
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
5738.00000000
NS
USD
197444.58000000
0.007591136294
Long
EC
CORP
US
N
1
N
N
N
Nanyang Commercial Bank Ltd.
SC4P6WZO702RYEIU7J93
Nanyang Commercial Bank Ltd.
N/A
681000.00000000
PA
USD
680574.38000000
0.026165989855
Long
DBT
CORP
HK
N
2
2022-06-02
Variable
5.00000040
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
296000.00000000
PA
USD
297480.00000000
0.011437190248
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
463.00000000
NC
USD
-669587.01000000
-0.02574355930
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Long Bond
2022-06-21
69565750.00000000
USD
-669587.01000000
N
N
N
ON Semiconductor Corp.
N/A
ON Semiconductor Corp., Term Loan B4
68218EAH7
222761.12000000
PA
USD
222259.91000000
0.008545209342
Long
LON
CORP
US
N
2
2026-09-19
Variable
2.45743000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AL3
18000.00000000
PA
USD
18817.38000000
0.000723470334
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.95000080
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
N/A
385000.00000000
PA
521363.87000000
0.020044835854
Long
DBT
CORP
GB
N
2
2024-06-24
Variable
6.74999975
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
699000.00000000
PA
USD
661428.75000000
0.025429899319
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
ZoomInfo LLC
N/A
ZoomInfo LLC, 1st Lien Term Loan
25471YAK8
243000.00000000
PA
USD
241785.00000000
0.009295888947
Long
LON
CORP
US
N
2
2026-02-02
Variable
3.45743000
N
N
N
N
N
N
ION Trading Technologies SARL
5493009ZVXOKZLQ6QJ12
ION Trading Technologies SARL
46205YAA9
400000.00000000
PA
USD
385500.00000000
0.014821288291
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BQ9
306000.00000000
PA
USD
286804.62000000
0.011026754750
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
TK Elevator Midco GmbH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
N/A
188000.00000000
PA
205165.68000000
0.007887988821
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
678000.00000000
PA
USD
618166.50000000
0.023766598984
Long
DBT
NUSS
PA
N
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
N/A
100000.00000000
PA
108191.91000000
0.004159645885
Long
DBT
CORP
GB
N
2
2024-05-09
Fixed
0.87500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
886000.00000000
PA
USD
844096.63000000
0.032452916987
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Clark Equipment Co.
549300X1FKNY520VPF71
Clark Equipment Co.
181396AE2
34000.00000000
PA
USD
34297.50000000
0.001318633294
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
94000.00000000
PA
USD
96162.00000000
0.003697132878
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Focus Financial Partners LLC
5493007L0E0VKRC2CP39
Focus Financial Partners LLC, Term Loan B4
34416DAU2
1725373.16000000
PA
USD
1701114.41000000
0.065402612416
Long
LON
CORP
US
N
2
2028-06-30
Variable
3.00000000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BS9
13000.00000000
PA
USD
13654.68000000
0.000524980411
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22282EAJ1
166000.00000000
PA
USD
157285.00000000
0.006047124069
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Titan International, Inc.
254900CXRGBE7C4B5A06
Titan International, Inc.
88830MAM4
54000.00000000
PA
USD
54173.34000000
0.002082798157
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
7.00000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 3 Ltd.
549300TB55YBQBSW5Z77
GoldenTree Loan Management US CLO 3 Ltd., Series 2018-3A, Class C
38138BAL4
1000000.00000000
PA
USD
987297.20000000
0.037958538080
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.15399880
N
N
N
N
N
N
Filtration Group Corp.
N/A
Filtration Group Corp., Term Loan
31732FAR7
1451362.50000000
PA
USD
1433220.47000000
0.055102915098
Long
LON
CORP
US
N
2
2028-10-21
Variable
4.00000000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
N/A
1000000.00000000
PA
941097.94000000
0.036182318751
Long
DBT
CORP
AT
N
2
2025-03-05
None
0.00000000
N
N
N
N
N
ams-OSRAM AG
ams-OSRAM AG
CHF
XXXX
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAB2
123000.00000000
PA
USD
125932.32000000
0.004841710038
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
4000.00000000
PA
USD
3986.12000000
0.000153254043
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
153000.00000000
PA
USD
133875.00000000
0.005147081634
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCB7
258000.00000000
PA
USD
258000.00000000
0.009919305782
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
LBM Acquisition LLC
N/A
LBM Acquisition LLC, 1st Lien Term Loan
50179JAB4
2163006.89000000
PA
USD
2107049.90000000
0.081009582390
Long
LON
CORP
US
N
2
2027-12-17
Variable
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
700000.00000000
PA
USD
698187.00000000
0.026843140876
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
1350000.00000000
PA
1481884.27000000
0.056973888403
Long
DBT
CORP
CH
N
2
2026-10-13
Variable
2.12500080
N
N
N
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
Rakuten Group, Inc.
N/A
300000.00000000
PA
286822.97000000
0.011027460251
Long
DBT
CORP
JP
N
2
2027-04-22
Variable
4.25000160
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
295000.00000000
PA
USD
284527.50000000
0.010939206496
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAH9
125000.00000000
PA
USD
124872.50000000
0.004800963222
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class D
61765TAN3
650000.00000000
PA
USD
583219.26000000
0.022422985186
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.06800000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
320000.00000000
PA
USD
341309.51000000
0.013122299984
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
5493007GXSFXDXOXG741
Rockford Tower CLO Ltd., Series 2017-1A, Class CR2
77340EBA3
1000000.00000000
PA
USD
989326.30000000
0.038036550729
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.35400040
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
261000.00000000
PA
USD
241425.00000000
0.009282048056
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Medical Solutions Holdings, Inc.
N/A
Medical Solutions Holdings, Inc., 2nd Lien Term Loan
58462QAM3
719000.00000000
PA
USD
690240.00000000
0.026537603190
Long
LON
CORP
US
N
2
2029-11-01
Variable
7.50000000
N
N
N
N
N
N
CPUK Finance Ltd.
6354003CVDDPNXREIR29
CPUK Finance Ltd.
N/A
300000.00000000
PA
382764.77000000
0.014716127117
Long
DBT
CORP
JE
N
2
2025-08-28
Fixed
4.87500000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc.
90138FAD4
206000.00000000
PA
USD
191480.58000000
0.007361838854
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Castlelake Aviation Finance DAC
N/A
Castlelake Aviation Finance DAC
14856HAA6
93000.00000000
PA
USD
83002.50000000
0.003191190613
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Canyon CLO Ltd.
549300IVUME0ILZ1W208
Canyon CLO Ltd., Series 2020-1A, Class DR
13876LAQ0
1000000.00000000
PA
USD
984905.80000000
0.037866596112
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.39129000
N
N
N
N
N
N
Greenko Mauritius Ltd.
2138005EDWGI4914B264
Greenko Mauritius Ltd.
N/A
200000.00000000
PA
USD
200500.00000000
0.007708607788
Long
DBT
CORP
MU
N
2
2023-02-21
Fixed
6.25000000
N
N
N
N
N
N
Caesars Resort Collection LLC
N/A
Caesars Resort Collection LLC
12770RAA1
442000.00000000
PA
USD
451098.57000000
0.017343351371
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
N/A
400000.00000000
PA
481452.73000000
0.018510375382
Long
DBT
CORP
GB
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
1315000.00000000
PA
USD
65750.00000000
0.002527885097
Long
DBT
CORP
HK
N
2
2024-09-04
Fixed
7.87500000
Y
N
N
N
N
N
Chong Hing Bank Ltd.
549300UE27D3HDTZET39
Chong Hing Bank Ltd.
N/A
250000.00000000
PA
USD
248328.13000000
0.009547452154
Long
DBT
CORP
HK
N
2
2024-07-15
Variable
5.69999880
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
700000.00000000
PA
708553.13000000
0.027241686664
Long
DBT
CORP
GB
N
2
2080-08-27
Variable
3.00000070
N
N
N
N
N
N
Unique Pub Finance Co. plc (The)
213800FOMWLKHQTI5562
Unique Pub Finance Co. plc (The), Series A4
N/A
49376.73280000
PA
69655.29000000
0.002678031476
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
5.65900000
N
N
N
N
N
N
Akumin Escrow, Inc.
N/A
Akumin Escrow, Inc.
01021FAB5
64000.00000000
PA
USD
50880.00000000
0.001956179372
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
Cerah Capital Ltd.
213800QS96TD1F6Y6Z55
Cerah Capital Ltd.
N/A
1300000.00000000
PA
USD
1333449.03000000
0.051267010363
Long
DBT
CORP
MY
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
CIMB Group Holdings Bhd.
CIMB Group Holdings Bhd.
MYR
XXXX
N
N
N
Crown Cork & Seal Co., Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co., Inc.
228255AH8
284000.00000000
PA
USD
320478.38000000
0.012321407162
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.37500000
N
N
N
N
N
N
Suburban Propane Partners LP
N/A
Suburban Propane Partners LP
864486AL9
109000.00000000
PA
USD
102187.50000000
0.003928794804
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2020-1, Class A
11044MAA4
2440549.43640000
PA
USD
2438068.37000000
0.093736223566
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBG5
10980000.00000000
PA
USD
9831929.88000000
0.378007437636
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
1000000.00000000
PA
1098395.63000000
0.042229930712
Long
DBT
CORP
ES
N
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAM0
197000.00000000
PA
USD
183456.25000000
0.007053328067
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
Banff Merger Sub, Inc.
549300DSDR5SWIGOZV63
Banff Merger Sub, Inc.
N/A
210000.00000000
PA
231325.17000000
0.008893740683
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.37500000
N
N
N
N
N
N
MED ParentCo. LP
549300660CLPRNK19Z91
MED ParentCo. LP, 1st Lien Term Loan
58401DAC8
1225708.41930000
PA
USD
1210767.03000000
0.046550265122
Long
LON
CORP
US
N
2
2026-08-31
Variable
4.70743000
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
N/A
195000.00000000
PA
210261.07000000
0.008083890881
Long
DBT
CORP
GB
N
2
2024-02-07
Fixed
3.62500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
424000.00000000
PA
USD
398509.12000000
0.015321448908
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
693000.00000000
PA
USD
681686.78000000
0.026208758211
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Orano SA
969500161UMNDC85C891
Orano SA
N/A
1000000.00000000
PA
1077286.17000000
0.041418336958
Long
DBT
CORP
FR
N
2
2028-03-08
Fixed
2.75000000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
322.00000000
NS
USD
53068.82000000
0.002040332763
Long
EC
CORP
US
N
1
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAA6
194000.00000000
PA
USD
190835.86000000
0.007337051354
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Huarong Finance Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance Co. Ltd.
N/A
1000000.00000000
PA
USD
902500.00000000
0.034698346777
Long
DBT
CORP
VG
N
2
2029-11-13
Fixed
3.87500000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
956000.00000000
PA
USD
892091.40000000
0.034298168148
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
MetroNet Systems Holdings LLC
N/A
MetroNet Systems Holdings LLC, 1st Lien Term Loan
59170BAH8
671777.06000000
PA
USD
663588.10000000
0.025512919679
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series W
48123UAB0
1000000.00000000
PA
USD
860000.00000000
0.033064352607
Long
DBT
CORP
US
N
2
2047-05-15
Floating
1.50643080
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
266000.00000000
PA
USD
276725.12000000
0.010639229003
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series W
172967MU2
4190000.00000000
PA
USD
4022400.00000000
0.154648897592
Long
DBT
CORP
US
N
2
2025-12-10
Variable
3.99999960
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
453000.00000000
PA
USD
502211.66000000
0.019308492337
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Avaya, Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc.
053499AL3
798000.00000000
PA
USD
786963.66000000
0.030256330167
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
AIMCO CLO
N/A
AIMCO CLO, Series 2015-AA, Class DR2
00900LAU8
1000000.00000000
PA
USD
985679.80000000
0.037896354029
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
3.29128920
N
N
N
N
N
N
Mercury Borrower, Inc.
N/A
Mercury Borrower, Inc., 1st Lien Term Loan
03836BAB5
3076290.00000000
PA
USD
3049372.46000000
0.117238984011
Long
LON
CORP
US
N
2
2028-08-02
Variable
4.56250000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CG2
8165000.00000000
PA
USD
8228447.68000000
0.316358483146
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
Abu Dhabi National Energy Co. PJSC
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co. PJSC
00388WAJ0
455000.00000000
PA
USD
423718.75000000
0.016290681577
Long
DBT
CORP
AE
N
2
2028-04-29
Fixed
2.00000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAE6
253000.00000000
PA
USD
247584.54000000
0.009518863407
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AS4
101000.00000000
PA
USD
106428.75000000
0.004091857811
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
368000.00000000
PA
USD
360640.00000000
0.013865497819
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
Maravai Intermediate Holdings LLC
N/A
Maravai Intermediate Holdings LLC, Term Loan B
56589PAJ4
704347.63000000
PA
USD
700825.89000000
0.026944598073
Long
LON
CORP
US
N
3
2027-10-19
Variable
3.13671000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
N/A
1000000.00000000
PA
1111431.68000000
0.042731126705
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
3.20100000
N
N
N
N
N
N
Generate CLO 9 Ltd.
N/A
Generate CLO 9 Ltd., Series 9A, Class D
37147LAG4
1000000.00000000
PA
USD
992728.40000000
0.038167351001
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
3.47610960
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
400000.00000000
PA
USD
501731.42000000
0.019290028587
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
383000.00000000
PA
USD
365648.19000000
0.014058047307
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Adani Electricity Mumbai Ltd.
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd.
N/A
380000.00000000
PA
USD
333317.00000000
0.012815012579
Long
DBT
CORP
IN
N
2
2031-07-22
Fixed
3.86700000
N
N
N
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
N/A
500000.00000000
PA
532230.15000000
0.020462610869
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
1.12500000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
57000.00000000
PA
USD
55290.00000000
0.002125730297
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Bear Stearns Asset-Backed Securities I Trust
N/A
Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE5, Class 1A4
073859AD2
3300000.00000000
PA
USD
3208698.24000000
0.123364569789
Long
ABS-O
CORP
US
N
2
2047-06-25
Floating
0.75656880
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
12000.00000000
PA
USD
12643.56000000
0.000486105960
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
SURA Asset Management SA
549300013ETMS1C0EA22
SURA Asset Management SA
N/A
1318000.00000000
PA
USD
1333486.50000000
0.051268450969
Long
DBT
CORP
CO
N
2
2024-04-17
Fixed
4.87500000
N
N
N
N
N
N
Tendam Brands SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
N/A
200000.00000000
PA
219904.36000000
0.008454645696
Long
DBT
CORP
ES
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
335000.00000000
PA
329828.44000000
0.012680888186
Long
DBT
CORP
JP
N
2
2027-01-06
Fixed
2.87500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
275000.00000000
PA
301012.29000000
0.011572995925
Long
DBT
CORP
IT
N
2
2031-09-01
Variable
5.87499985
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
12000.00000000
PA
USD
11767.50000000
0.000452424150
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
RealPage, Inc.
N/A
RealPage, Inc., 1st Lien Term Loan
75605VAD4
7458128.34000000
PA
USD
7364155.92000000
0.283129125578
Long
LON
CORP
US
N
2
2028-04-24
Variable
3.75000000
N
N
N
N
N
N
Ameriforge Group, Inc.
N/A
Ameriforge Group, Inc.
N/A
283.00000000
NS
USD
283.00000000
0.000010880478
Long
EC
CORP
US
N
2
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
N/A
654000.00000000
PA
654756.19000000
0.025173359928
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
4.12500000
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259BA7
153000.00000000
PA
USD
136425.51000000
0.005245140892
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBD3
397000.00000000
PA
USD
418505.49000000
0.016090247778
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723AQ6
52000.00000000
PA
USD
48555.00000000
0.001866790280
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.12500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AF4
152000.00000000
PA
USD
129645.36000000
0.004984464996
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAC0
225000.00000000
PA
USD
207562.50000000
0.007980139172
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BF1
158000.00000000
PA
USD
159266.37000000
0.006123301646
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
500000.00000000
PA
523833.71000000
0.020139793599
Long
DBT
CORP
ES
N
2
2030-01-17
Variable
1.99999925
N
N
N
N
N
N
Cogeco Communications Finance (USA) LP
N/A
Cogeco Communications Finance (USA) LP, Term Loan B
19239PAD9
924000.00000000
PA
USD
916247.64000000
0.035226901215
Long
LON
CORP
US
N
2
2028-09-01
Variable
3.00000000
N
N
N
N
N
N
OHA Credit Funding 6 Ltd.
N/A
OHA Credit Funding 6 Ltd., Series 2020-6A, Class DR
67098UAU9
1250000.00000000
PA
USD
1235009.88000000
0.047482328077
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.40400160
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
53000.00000000
PA
USD
51277.50000000
0.001971462024
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BD7
405000.00000000
PA
USD
348297.98000000
0.013390985143
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Krung Thai Bank PCL
54930007ZQMYCRFQGE36
Krung Thai Bank PCL
N/A
2500000.00000000
PA
USD
2340625.00000000
0.089989825956
Long
DBT
CORP
TH
N
2
2026-03-25
Variable
4.39999920
N
N
N
N
N
N
Studio City Finance Ltd.
254900D6R731QAUIG324
Studio City Finance Ltd.
N/A
575000.00000000
PA
USD
441060.94000000
0.016957435397
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
600000.00000000
PA
698596.88000000
0.026858899501
Long
DBT
CORP
ES
N
2
2024-06-13
Variable
6.74999975
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
115000.00000000
PA
USD
122591.15000000
0.004713252337
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series EE
571903BD4
98000.00000000
PA
USD
104050.03000000
0.004000403349
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
481000.00000000
PA
USD
464676.69000000
0.017865388286
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC, Facility Term Loan B1
85769EAZ4
1235915.03320000
PA
USD
1217722.36000000
0.046817676150
Long
LON
CORP
US
N
2
2027-02-08
Variable
2.71000000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
147000.00000000
PA
USD
141487.50000000
0.005439758825
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CH9
1119000.00000000
PA
USD
999426.38000000
0.038424867713
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
3.15500000
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
28228PAA9
1498000.00000000
PA
USD
1494255.00000000
0.057449504890
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
Ashton Woods USA LLC
N/A
Ashton Woods USA LLC
045086AP0
161000.00000000
PA
USD
140258.37000000
0.005392502560
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
677000.00000000
PA
USD
682077.50000000
0.026223780192
Long
DBT
CORP
CH
N
2
2024-12-18
Variable
6.24999960
N
N
N
N
N
N
ITV plc
ZLECI7ED2QMWFGYCXZ59
ITV plc
N/A
500000.00000000
PA
537592.15000000
0.020668763263
Long
DBT
CORP
GB
N
2
2026-09-26
Fixed
1.37500000
N
N
N
N
N
N
KAR Auction Services, Inc.
N/A
KAR Auction Services, Inc., Term Loan B6
48562RAL3
709882.90000000
PA
USD
702784.07000000
0.027019884066
Long
LON
CORP
US
N
3
2026-09-19
Variable
2.75000000
N
N
N
N
N
N
Intermediate Capital Group plc
549300OGASR5WRKJ8R68
Intermediate Capital Group plc
N/A
600000.00000000
PA
630517.37000000
0.024241451915
Long
DBT
CORP
GB
N
2
2027-02-17
Fixed
1.62500000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
100000.00000000
PA
107342.76000000
0.004126998682
Long
DBT
CORP
ES
N
2
2025-02-15
Fixed
1.62500000
N
N
N
N
N
N
Connect Finco SARL
N/A
Connect Finco SARL
20752TAA2
1380000.00000000
PA
USD
1403998.20000000
0.053979408773
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Signal Peak CLO 2 LLC
549300SC4HK60KIV1S28
Signal Peak CLO 2 LLC, Series 2015-1A, Class CR2
56844XBL2
2500000.00000000
PA
USD
2460300.00000000
0.094590961303
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Floating
2.15399880
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
415000.00000000
PA
USD
395175.45000000
0.015193279558
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Danaos Corp.
734IM3DNDNT36T7YTD24
Danaos Corp.
23585WAA2
213000.00000000
PA
USD
227910.00000000
0.008762437910
Long
DBT
CORP
MH
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
KWG Group Holdings Ltd.
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd.
N/A
1850000.00000000
PA
USD
684500.00000000
0.026316917860
Long
DBT
CORP
KY
N
2
2026-02-13
Fixed
6.30000000
N
N
N
N
N
N
Sixth Street CLO XIX Ltd.
N/A
Sixth Street CLO XIX Ltd., Series 2021-19A, Class D
83012KAG2
3500000.00000000
PA
USD
3430036.75000000
0.131874354139
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.25400040
N
N
N
N
N
N
CIFC Funding Ltd.
549300X1SKS4LNS5LQ62
CIFC Funding Ltd., Series 2017-1A, Class D
12551AAJ4
1000000.00000000
PA
USD
994626.70000000
0.038240334792
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
3.75513840
N
N
N
N
N
N
Tongyang Life Insurance Co. Ltd.
9884007L6E9UAWKGCX42
Tongyang Life Insurance Co. Ltd.
N/A
800000.00000000
PA
USD
816000.00000000
0.031372688055
Long
DBT
CORP
KR
N
2
2025-09-22
Variable
5.24999880
N
N
N
N
N
N
BUPA Finance plc
ZIMCVQHUFZ8GVHENP290
BUPA Finance plc
N/A
225000.00000000
PA
248641.04000000
0.009559482580
Long
DBT
CORP
GB
N
2
2031-09-24
Variable
3.99999850
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
272000.00000000
PA
USD
244120.00000000
0.009385662510
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBB7
554000.00000000
PA
USD
587240.00000000
0.022577570262
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCX6
640000.00000000
PA
USD
657020.80000000
0.025260427211
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Webster Park CLO Ltd.
N/A
Webster Park CLO Ltd., Series 2015-1A, Class BR
948214AU5
500000.00000000
PA
USD
488231.10000000
0.018770982842
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.05400160
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
2408000.00000000
PA
USD
1138044.88000000
0.043754322320
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
TruGreen Ltd., Partnership
549300QNRP2MNHR3QM19
TruGreen Ltd., Partnership, 1st Lien Term Loan
89787RAH5
304721.77000000
PA
USD
302564.34000000
0.011632667470
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.75000000
N
N
N
N
N
N
Misc Capital Two Labuan Ltd.
9845000ED8376T875113
Misc Capital Two Labuan Ltd.
N/A
1200000.00000000
PA
USD
1194000.00000000
0.045905624434
Long
DBT
CORP
MY
N
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
Medallion Midland Acquisition LLC
N/A
Medallion Midland Acquisition LLC, Term Loan
58404BAD7
1836000.00000000
PA
USD
1814206.68000000
0.069750662059
Long
LON
CORP
US
N
2
2028-10-18
Variable
4.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AG6
74000.00000000
PA
USD
75620.60000000
0.002907379282
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
N/A
939000.00000000
PA
1250478.22000000
0.048077038133
Long
DBT
CORP
GB
N
2
2024-12-20
Variable
5.87499985
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AX2
114000.00000000
PA
USD
105967.56000000
0.004074126475
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
310000.00000000
PA
-42301.99000000
-0.00162638129
N/A
DCR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2025-12-20
40169.54000000
USD
0.00000000
USD
310000.00000000
EUR
-42301.99000000
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
320000.00000000
PA
USD
297503.54000000
0.011438095289
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
N/A
500000.00000000
PA
492688.35000000
0.018942350383
Long
DBT
CORP
US
N
2
2028-09-07
Fixed
0.65000000
N
N
N
N
N
N
Millennium Corp. Claim
N/A
Millennium Corp. Claim
N/A
392559.00000000
PA
USD
0.04000000
0.000000001537
Long
ABS-MBS
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10474.91000000
0.000402728043
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2014469.12000000
USD
1830000.00000000
EUR
2022-04-13
10474.91000000
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2020-1A, Class CRR
87190CBC3
1500000.00000000
PA
USD
1472588.85000000
0.056616508119
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.30400000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC, Term Loan
59921PAB2
4642728.00000000
PA
USD
4811026.89000000
0.184969173833
Long
LON
CORP
US
N
2
2027-06-21
Variable
6.25000000
N
N
N
N
N
N
Continuum Energy Levanter Pte. Ltd.
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte. Ltd.
N/A
690375.00000000
PA
USD
659308.13000000
0.025348368008
Long
DBT
CORP
SG
N
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
59000.00000000
PA
USD
59087.03000000
0.002271714412
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
500000.00000000
PA
508748.89000000
0.019559828706
Long
DBT
CORP
FR
N
2
2028-04-20
Fixed
0.37500000
N
N
N
N
N
N
Allegheny Technologies, Inc.
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741RAL6
129000.00000000
PA
USD
122252.01000000
0.004700213448
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.87500000
N
N
N
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
778000.00000000
PA
USD
152099.00000000
0.005847738334
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.87500000
Y
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
N/A
962000.00000000
PA
USD
952259.75000000
0.036611455986
Long
DBT
CORP
CL
N
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
Gruenenthal GmbH
N/A
389000.00000000
PA
418497.14000000
0.016089926746
Long
DBT
CORP
DE
N
2
2028-05-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
410000.00000000
PA
1372.72000000
0.000052776858
N/A
DCR
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
1824.85000000
USD
0.00000000
USD
410000.00000000
EUR
1372.72000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
140000.00000000
PA
USD
132370.00000000
0.005089219017
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Diversey Holdings Ltd.
N/A
Diversey Holdings Ltd.
N/A
22390.00000000
NS
USD
169492.30000000
0.006516457176
Long
EC
CORP
KY
N
1
N
N
N
Ortho-Clinical Diagnostics, Inc.
N/A
Ortho-Clinical Diagnostics, Inc.
68752DAC2
1246000.00000000
PA
USD
1283380.00000000
0.049342010290
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
N/A
500000.00000000
PA
568516.26000000
0.021857700097
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.12500000
N
N
N
N
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AE9
81000.00000000
PA
USD
72798.75000000
0.002798887836
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
Mcdermott International Ltd.
54930004RAXI4B3L4752
Mcdermott International Ltd.
N/A
48333.00000000
NS
USD
31899.78000000
0.001226448341
Long
EC
CORP
BM
N
1
N
N
N
TML Holdings Pte. Ltd.
254900EBGMM47QH02V57
TML Holdings Pte. Ltd.
N/A
2300000.00000000
PA
USD
2167750.00000000
0.083343314378
Long
DBT
CORP
SG
N
2
2026-06-09
Fixed
4.35000000
N
N
N
N
N
N
Installed Building Products, Inc.
549300I95Y9P9YM5FI86
Installed Building Products, Inc.
45780RAA9
101000.00000000
PA
USD
98475.00000000
0.003786060608
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
N/A
600000.00000000
PA
651304.69000000
0.025040660378
Long
DBT
CORP
LU
N
2
2024-09-23
Variable
3.37500170
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1
68402VAB8
924200.80000000
PA
USD
849701.07000000
0.032668390453
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
5.86599840
N
N
N
N
N
N
JSW Steel Ltd.
335800EK6HZSC4CVAJ09
JSW Steel Ltd.
N/A
200000.00000000
PA
USD
202500.00000000
0.007785501631
Long
DBT
CORP
IN
N
2
2024-04-18
Fixed
5.95000000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
1004.00000000
NS
USD
44908.92000000
0.001726609728
Long
EC
CORP
US
N
1
N
N
N
Abu Dhabi Commercial Bank PJSC
213800RWVKKIRX1AUH58
Abu Dhabi Commercial Bank PJSC
N/A
2000000.00000000
PA
USD
1992500.00000000
0.076605491361
Long
DBT
CORP
AE
N
2
2027-03-31
Fixed
3.50000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-OA11, Class A1B
02147DAB7
1672034.53070000
PA
USD
1637394.99000000
0.062952796869
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.83657160
N
N
N
N
N
N
Codere New Holdco SA
N/A
Codere New Holdco SA
N/A
100447.57000000
PA
94539.89000000
0.003634767742
Long
DBT
CORP
LU
N
2
2027-11-30
Fixed
7.50000000
N
N
N
N
N
N
Battalion CLO 17 Ltd.
549300QQUW46V6EB1N30
Battalion CLO 17 Ltd., Series 2021-17A, Class D
07133PAG4
1000000.00000000
PA
USD
992689.40000000
0.038165851571
Long
ABS-CBDO
CORP
KY
N
2
2034-03-09
Floating
3.50399880
N
N
N
N
N
N
Kingpin Intermediate Holdings LLC
549300HRZOJTMNZCST05
Kingpin Intermediate Holdings LLC, 1st Lien Term Loan
49579GAF9
611246.19000000
PA
USD
602230.31000000
0.023153901535
Long
LON
CORP
US
N
2
2024-07-03
Variable
4.50000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AF5
210000.00000000
PA
USD
204040.20000000
0.007844717580
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
4026200.90500000
PA
USD
4167465.00000000
0.160226200279
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
123000.00000000
PA
USD
127151.25000000
0.004888574144
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
Electronics for Imaging, Inc.
N/A
Electronics for Imaging, Inc., 1st Lien Term Loan
28608EAE6
1145772.80000000
PA
USD
1113840.11000000
0.042823723425
Long
LON
CORP
US
N
2
2026-07-23
Variable
5.45743000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
378000.00000000
PA
USD
379338.12000000
0.014584382973
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
USIC Holdings, Inc.
N/A
USIC Holdings, Inc., 1st Lien Term Loan
90290HAP7
1228858.92000000
PA
USD
1215034.26000000
0.046714326980
Long
LON
CORP
US
N
2
2028-05-12
Variable
4.25000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
910000.00000000
PA
USD
916017.86000000
0.035218066881
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
VS Buyer LLC
N/A
VS Buyer LLC, Term Loan
91834WAC4
1231525.40010000
PA
USD
1218187.98000000
0.046835577806
Long
LON
CORP
US
N
2
2027-02-28
Variable
3.45743000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
600000.00000000
PA
666832.46000000
0.025637655334
Long
DBT
CORP
IE
N
2
2024-10-09
Variable
5.24999940
N
N
N
N
N
N
SRS Distribution, Inc.
N/A
SRS Distribution, Inc., Term Loan
78466YAQ1
1185642.00000000
PA
USD
1168971.87000000
0.044943369881
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.00000000
N
N
N
N
N
N
FWD Ltd.
254900FMA87JW77SVS91
FWD Ltd.
N/A
1200000.00000000
PA
USD
1176000.00000000
0.045213579845
Long
DBT
CORP
KY
N
2
2023-02-01
Variable
5.50000080
N
N
N
N
N
N
PetSmart LLC
N/A
PetSmart LLC, Term Loan
71677HAL9
4577333.02000000
PA
USD
4558245.54000000
0.175250509078
Long
LON
CORP
US
N
2
2028-02-11
Variable
4.50000000
N
N
N
N
N
N
Global Prime Capital Pte. Ltd.
254900BOZNNFPDZAEZ24
Global Prime Capital Pte. Ltd.
N/A
200000.00000000
PA
USD
195412.50000000
0.007513009074
Long
DBT
CORP
SG
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC
46590RAM1
8700000.00000000
PA
USD
243042.33000000
0.009344229415
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
0.74999880
N
N
N
N
N
N
Cullinan Holdco SCSP
549300F81ZP47K818173
Cullinan Holdco SCSP
N/A
341000.00000000
PA
354710.55000000
0.013637528719
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
4.62500000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
400000.00000000
PA
420236.94000000
0.016156816701
Long
DBT
CORP
JP
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
Legends Hospitality Holding Co. LLC
N/A
Legends Hospitality Holding Co. LLC
52473NAA6
102000.00000000
PA
USD
97920.00000000
0.003764722566
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-48.00000000
NC
USD
296845.83000000
0.011412808364
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Ultra Note
2022-06-21
-6504000.00000000
USD
296845.83000000
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
N/A
1000000.00000000
PA
USD
997600.00000000
0.038354649025
Long
DBT
CORP
IE
N
2
2027-09-19
Variable
4.12499880
N
N
N
N
N
N
ADLER Group SA
391200OYYFJ3DWAMEC69
ADLER Group SA
N/A
500000.00000000
PA
484371.56000000
0.018622595410
Long
DBT
CORP
LU
N
2
2025-08-05
Fixed
3.25000000
N
N
N
N
N
N
H-Food Holdings LLC
N/A
H-Food Holdings LLC, Term Loan
40422KAB7
112845.00000000
PA
USD
108525.29000000
0.004172463320
Long
LON
CORP
US
N
2
2025-05-23
Variable
4.14493000
N
N
N
N
N
N
Avis Budget Finance plc
549300W3BJJPGKCIOI13
Avis Budget Finance plc
N/A
100000.00000000
PA
110790.94000000
0.004259570588
Long
DBT
CORP
JE
N
2
2024-11-15
Fixed
4.12500000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
474000.00000000
PA
USD
516755.31000000
0.019867650909
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.45000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BF3
100000.00000000
PA
USD
98522.00000000
0.003787867613
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands II BV
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
N/A
1089000.00000000
PA
1211708.61000000
0.046586465975
Long
DBT
CORP
NL
N
2
2025-03-01
Fixed
4.50000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
1084000.00000000
PA
USD
1033772.86000000
0.039745384138
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
SURA Asset Management SA
549300013ETMS1C0EA22
SURA Asset Management SA
N/A
400000.00000000
PA
USD
404700.00000000
0.015559469186
Long
DBT
CORP
CO
N
2
2024-04-17
Fixed
4.87500000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
N/A
1000000.00000000
PA
1066148.44000000
0.040990125526
Long
DBT
CORP
GB
N
2
2025-11-15
Fixed
2.12500000
N
N
N
N
N
N
RHP Hotel Properties LP
549300SJMSMA2471GA96
RHP Hotel Properties LP, Term Loan B
74958NAG1
127912.65000000
PA
USD
125954.31000000
0.004842555486
Long
LON
CORP
US
N
2
2024-05-11
Variable
2.46000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
750000.00000000
PA
USD
809455.34000000
0.031121066025
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B77
323000.00000000
PA
USD
300393.23000000
0.011549194974
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Seazen Group Ltd.
5493006M8GRAQRCSCD67
Seazen Group Ltd.
N/A
300000.00000000
PA
USD
204000.00000000
0.007843172013
Long
DBT
CORP
KY
N
2
2024-08-12
Fixed
6.00000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC, 2nd Lien Term Loan
04364XAA7
244000.00000000
PA
USD
260470.00000000
0.010014269678
Long
LON
CORP
US
N
3
2025-11-01
Variable
10.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
1060000.00000000
PA
USD
1072549.38000000
0.041236221964
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Banco General SA
549300B5C08LGDFB7205
Banco General SA
N/A
1179000.00000000
PA
USD
1194327.00000000
0.045918196577
Long
DBT
CORP
PA
N
2
2027-08-07
Fixed
4.12500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
246000.00000000
PA
USD
220482.42000000
0.008476870324
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Ashland LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
185000.00000000
PA
USD
163262.50000000
0.006276940543
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Buttermilk Park CLO Ltd.
N/A
Buttermilk Park CLO Ltd., Series 2018-1A, Class D
124166AL3
2000000.00000000
PA
USD
1939597.80000000
0.074571564623
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
3.34128960
N
N
N
N
N
N
James Hardie International Finance DAC
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
200000.00000000
PA
USD
196882.00000000
0.007569506825
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AC8
65000.00000000
PA
USD
65000.00000000
0.002499049906
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
2200000.00000000
PA
2274339.38000000
0.087441347918
Long
DBT
CORP
ES
N
2
2031-04-15
Variable
2.50000180
N
N
N
N
N
N
Rizal Commercial Banking Corp.
CIKZWI6KV077KV2E2J69
Rizal Commercial Banking Corp.
N/A
2068000.00000000
PA
USD
1965634.00000000
0.075572576364
Long
DBT
CORP
PH
N
2
2025-08-27
Variable
6.50000160
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
1499000.00000000
PA
USD
1379424.77000000
0.053034636036
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Yango Justice International Ltd.
3003007ELD2HAYCXPT77
Yango Justice International Ltd.
N/A
1687000.00000000
PA
USD
84350.00000000
0.003242997840
Long
DBT
CORP
HK
N
2
2024-04-15
Fixed
7.50000000
Y
N
N
N
N
N
Calpine Construction Finance Co.
V0Q3DOB0FIB2XI1KWU77
Calpine Construction Finance Co. LP, Term Loan B
13134NAG6
221000.76000000
PA
USD
216857.00000000
0.008337484085
Long
LON
CORP
US
N
2
2025-01-15
Variable
2.45743000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAE4
17000.00000000
PA
USD
15814.25000000
0.000608009230
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AG7
16000.00000000
PA
USD
15335.36000000
0.000589597384
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.37499880
N
N
N
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
27011.00000000
NS
USD
768733.06000000
0.029555419717
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
216000.00000000
PA
USD
204660.00000000
0.007868546982
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Camelot Finance SA
N/A
Camelot Finance SA
13323AAB6
99000.00000000
PA
USD
96277.50000000
0.003701573497
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Unique Pub Finance Co. plc (The)
213800FOMWLKHQTI5562
Unique Pub Finance Co. plc (The), Series N
N/A
300000.00000000
PA
463066.53000000
0.017803482591
Long
DBT
CORP
GB
N
2
2032-03-30
Fixed
6.46400000
N
N
N
N
N
N
Constellation Renewables LLC
5493004JBPWTPTK8LB51
Constellation Renewables LLC, Term Loan
30204KAD8
1976934.44580000
PA
USD
1955939.40000000
0.075199848838
Long
LON
CORP
US
N
2
2027-12-15
Variable
3.50000000
N
N
N
N
N
N
UPC Financing Partnership
N/A
UPC Financing Partnership, Facility Term Loan AX
N9000DAH0
425000.00000000
PA
USD
418803.50000000
0.016101705345
Long
LON
CORP
US
N
2
2029-01-31
Variable
3.39657000
N
N
N
N
N
N
Quatrim SASU
9695009HF8DZ2EWJAN45
Quatrim SASU
N/A
100000.00000000
PA
110304.19000000
0.004240856549
Long
DBT
CORP
FR
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
OLA Netherlands BV
N/A
OLA Netherlands BV, Term Loan
67935LAB8
1033410.00000000
PA
USD
998532.41000000
0.038390497319
Long
LON
CORP
US
N
2
2026-12-15
Variable
7.00000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
200000.00000000
PA
USD
184000.00000000
0.007074233581
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Chobani LLC
N/A
Chobani LLC, Term Loan
17026YAH2
4502663.85000000
PA
USD
4418238.90000000
0.169867684761
Long
LON
CORP
US
N
2
2027-10-25
Variable
4.50000000
N
N
N
N
N
N
China SCE Group Holdings Ltd.
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd.
N/A
925000.00000000
PA
USD
482329.69000000
0.018544091794
Long
DBT
CORP
KY
N
2
2025-05-02
Fixed
7.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CR6
450000.00000000
PA
USD
461862.00000000
0.017757172121
Long
DBT
NUSS
PH
N
2
2032-09-29
Fixed
3.55600000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
400000.00000000
PA
460766.40000000
0.017715049673
Long
DBT
CORP
NL
N
2
2028-06-27
Variable
4.62499895
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan F
89364MBR4
2164457.50000000
PA
USD
2126579.49000000
0.081760435006
Long
LON
CORP
US
N
2
2025-12-09
Variable
2.70743000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
289000.00000000
PA
USD
298126.62000000
0.011462050797
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Booz Allen Hamilton, Inc.
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAB9
457000.00000000
PA
USD
446233.08000000
0.017156288258
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Pattern Energy Operations LP
N/A
Pattern Energy Operations LP
70339PAA7
176000.00000000
PA
USD
173150.56000000
0.006657106011
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Octagon Investment Partners 29 Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd., Series 2016-1A, Class DR
67591JAS1
2000000.00000000
PA
USD
1980803.80000000
0.076155808476
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
3.35886120
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
N/A
500000.00000000
PA
546266.25000000
0.021002255706
Long
DBT
CORP
DE
N
2
2025-05-15
Fixed
3.62500000
N
N
Y
N
N
N
Serta Simmons Bedding LLC
N/A
Serta Simmons Bedding LLC, Term Loan
81753HAF8
116876.16000000
PA
USD
116803.70000000
0.004490742700
Long
LON
CORP
US
N
2
2023-08-10
Variable
8.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCU1
1012000.00000000
PA
USD
1015492.77000000
0.039042570951
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.80000000
N
N
N
N
N
N
ZF Europe Finance BV
549300RI533US2G6G542
ZF Europe Finance BV
N/A
300000.00000000
PA
301289.40000000
0.011583649951
Long
DBT
CORP
NL
N
2
2027-10-23
Fixed
2.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
800000.00000000
PA
879017.40000000
0.033795513095
Long
DBT
CORP
ES
N
2
2026-03-23
Variable
5.24999940
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
82744.00000000
NS
892621.62000000
0.034318553475
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Euro-Bund
N/A
-94.00000000
NC
68413.86000000
0.002630302314
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
EUR Currency
2022-06-08
-14914040.00000000
EUR
68413.86000000
N
N
N
Ascend Learning LLC
N/A
Ascend Learning LLC, 2nd Lien Term Loan
04349HAM6
868000.00000000
PA
USD
861490.00000000
0.033121638521
Long
LON
CORP
US
N
2
2029-12-10
Variable
6.25000000
N
N
N
N
N
N
Axis Bank Ltd.
549300HVNWMJPOFVNI41
Axis Bank Ltd.
N/A
1600000.00000000
PA
USD
1484000.00000000
0.057055231709
Long
DBT
CORP
IN
N
2
2026-09-08
Variable
4.10000040
N
N
N
N
N
N
Churchill Downs, Inc.
N/A
Churchill Downs, Inc., Term Loan B
17148PAF8
641520.00000000
PA
USD
631364.74000000
0.024274030683
Long
LON
CORP
US
N
2
2028-03-17
Variable
2.46000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
N/A
100000.00000000
PA
114351.20000000
0.004396451625
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
50000.00000000
PA
USD
52375.00000000
0.002013657520
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493002L9DNZ83RX7V61
T-Fund, Institutional Class
09248U718
388350626.52000000
NS
USD
388350626.52000000
14.93088610546
Long
STIV
RF
US
N
1
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series W
156700AX4
388000.00000000
PA
USD
402883.68000000
0.015489637273
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.75000000
N
N
N
N
N
N
Gates Global LLC
N/A
Gates Global LLC
36740LAA0
100000.00000000
PA
USD
100093.50000000
0.003848286950
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Hawaiian Brand Intellectual Property Ltd.
N/A
Hawaiian Brand Intellectual Property Ltd.
41984LAA5
148000.00000000
PA
USD
148084.36000000
0.005693387784
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAD8
327000.00000000
PA
USD
302475.00000000
0.011629232622
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
MI Windows & Doors LLC
N/A
MI Windows & Doors LLC, Term Loan B1
55336CAJ1
151647.93000000
PA
USD
149626.46000000
0.005752676782
Long
LON
CORP
US
N
2
2027-12-18
Variable
4.00000000
N
N
N
N
N
N
PRA Health Sciences, Inc.
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc.
45569KAA1
285000.00000000
PA
USD
271194.60000000
0.010426597534
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34326.45000000
-0.00131974633
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
6670000.00000000
GBP
8727061.35000000
USD
2022-04-13
-34326.45000000
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BS2
1000000.00000000
PA
USD
992078.26000000
0.038142355119
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
42000.00000000
PA
USD
42577.50000000
0.001636973805
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
RKPF Overseas 2019 A Ltd.
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd.
N/A
550000.00000000
PA
USD
508750.00000000
0.019559871382
Long
DBT
CORP
VG
N
2
2023-02-01
Fixed
7.87500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
400000.00000000
PA
517729.43000000
0.019905102824
Long
DBT
CORP
GB
N
2
2027-05-12
Variable
5.12500150
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165CAP9
319967.00000000
PA
USD
287376.76000000
0.011048751771
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000080
N
N
Y
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AA1
195000.00000000
PA
USD
181907.70000000
0.006993791087
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Anchorage Capital CLO 4-R Ltd.
549300MP4QPQUMB6AD63
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class C
03328LAE2
1000000.00000000
PA
USD
983224.50000000
0.037801955303
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
2.12757120
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
186000.00000000
PA
USD
190222.20000000
0.007313458017
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
Spring Education Group, Inc.
N/A
Spring Education Group, Inc., 1st Lien Term Loan
78482HAE5
1891435.67000000
PA
USD
1830758.41000000
0.070387025125
Long
LON
CORP
US
N
2
2025-07-30
Variable
5.25600000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAE9
71000.00000000
PA
USD
67713.40000000
0.002603371783
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CY9
27000.00000000
PA
USD
25380.00000000
0.000975782871
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC
75026JAE0
1342000.00000000
PA
USD
1269028.75000000
0.048790248906
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
GYP Holdings III Corp.
549300055I1KJWZH9690
GYP Holdings III Corp.
36261NAA5
77000.00000000
PA
USD
71302.77000000
0.002741372010
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.62500000
N
N
N
N
N
N
Bellis Acquisition Co. plc
259400CYE2267UB4A481
Bellis Acquisition Co. plc
N/A
564000.00000000
PA
709208.88000000
0.027266898233
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.57000000
-0.00000009880
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
10000.00000000
GBP
13132.94000000
USD
2022-04-13
-2.57000000
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
466000.00000000
PA
USD
440407.28000000
0.016932304182
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AL4
123000.00000000
PA
USD
110895.57000000
0.004263593289
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
362000.00000000
PA
USD
345811.36000000
0.013295382259
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJZ9
6459000.00000000
PA
USD
6448219.54000000
0.247914191352
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
Drawbridge Special Opportunities Fund LP
N/A
Drawbridge Special Opportunities Fund LP
26150TAE9
250000.00000000
PA
USD
241965.59000000
0.009302832077
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
Specialty Building Products Holdings LLC
N/A
Specialty Building Products Holdings LLC
84749AAA5
176000.00000000
PA
USD
178956.80000000
0.006880338065
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.37500000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
560000.00000000
PA
USD
527475.35000000
0.020279803446
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Illuminate Buyer LLC
N/A
Illuminate Buyer LLC
45232TAA9
353000.00000000
PA
USD
357412.50000000
0.013741410379
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
Iliad Holding SASU
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
609000.00000000
PA
USD
610644.30000000
0.023477393550
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
CarVal CLO VC Ltd.
N/A
CarVal CLO VC Ltd., Series 2021-2A, Class D
14687MAG7
1000000.00000000
PA
USD
993261.70000000
0.038187854744
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
3.46263120
N
N
N
N
N
N
Virtusa Corp.
N/A
Virtusa Corp., Term Loan B
92828KAK8
492030.00000000
PA
USD
487109.70000000
0.018727868464
Long
LON
CORP
US
N
3
2028-02-11
Variable
4.50000000
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AH2
96000.00000000
PA
USD
88685.76000000
0.003409694465
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust, Series 2017-BRBK, Class D
23305JAJ1
990000.00000000
PA
USD
953451.68000000
0.036657282025
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.53000160
N
N
N
N
N
N
Ken Garff Automotive LLC
N/A
Ken Garff Automotive LLC
48850PAA2
158000.00000000
PA
USD
148520.00000000
0.005710136801
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Battalion CLO 17 Ltd.
549300QQUW46V6EB1N30
Battalion CLO 17 Ltd., Series 2021-17A, Class C
07133PAE9
1000000.00000000
PA
USD
982413.00000000
0.037770755626
Long
ABS-CBDO
CORP
KY
N
2
2034-03-09
Floating
2.35400040
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA, Series NC5.
N/A
1000000.00000000
PA
1036666.88000000
0.039856650298
Long
DBT
CORP
FR
N
2
2042-01-13
Variable
1.50000035
N
N
N
N
N
N
Life Time, Inc.
549300PALKE96VYH4X17
Life Time, Inc.
53190FAC9
187000.00000000
PA
USD
186701.74000000
0.007178107167
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
Galaxy XVIII CLO Ltd.
5493006XOQ2X0XSJ4F36
Galaxy XVIII CLO Ltd., Series 2018-28A, Class C
36321JAJ3
500000.00000000
PA
USD
489204.25000000
0.018808397464
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.19129120
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
190000.00000000
PA
USD
165627.75000000
0.006367877125
Long
DBT
NUSS
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
1982000.00000000
PA
USD
257660.00000000
0.009906233828
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
Y
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525PAA5
215000.00000000
PA
USD
226287.50000000
0.008700057779
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International, Series B
281020AT4
120000.00000000
PA
USD
112620.00000000
0.004329892314
Long
DBT
CORP
US
N
2
2026-12-15
Variable
5.00000040
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust, Series 2019-E, Class C
00969TAC9
601377.59000000
PA
USD
565674.95000000
0.021748460474
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Fixed
0.00000000
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2021-2A, Class C
87190MAJ7
2500000.00000000
PA
USD
2456044.00000000
0.094427331204
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
2.35770840
N
N
N
N
N
N
Elanco Animal Health, Inc.
N/A
Elanco Animal Health, Inc., Term Loan
28414BAF3
377109.72550000
PA
USD
370627.21000000
0.014249475299
Long
LON
CORP
US
N
2
2027-08-01
Variable
1.98057000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAB9
985000.00000000
PA
USD
947441.95000000
0.036426226407
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Altice Financing SA
N/A
Altice Financing SA, Term Loan
L0178UAG1
658534.15940000
PA
USD
640424.47000000
0.024622349412
Long
LON
CORP
US
N
2
2025-07-15
Variable
2.99129000
N
N
N
N
N
N
Sovos Brands Intermediate, Inc.
549300LNTCFBIDJ7R637
Sovos Brands Intermediate, Inc., 1st Lien Term Loan
84611UAH1
2240714.72000000
PA
USD
2213512.44000000
0.085102739323
Long
LON
CORP
US
N
2
2028-06-08
Variable
4.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
500000.00000000
PA
535288.93000000
0.020580211544
Long
DBT
CORP
IT
N
2
2026-11-19
Fixed
1.00000000
N
N
N
N
N
N
AIT Worldwide Logistics Holdings, Inc.
N/A
AIT Worldwide Logistics Holdings, Inc., 1st Lien Term Loan
00145AAB9
736300.00000000
PA
USD
729489.23000000
0.028046615260
Long
LON
CORP
US
N
2
2028-04-06
Variable
5.50000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
600000.00000000
PA
714047.65000000
0.027452934044
Long
DBT
CORP
NL
N
2
2026-01-05
Fixed
3.87500000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
435000.00000000
PA
USD
432085.50000000
0.016612357358
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Burgan Bank SAK
558600NC81HKXMFSTY52
Burgan Bank SAK
N/A
256000.00000000
PA
USD
246768.00000000
0.009487469958
Long
DBT
CORP
KW
N
2
2024-07-09
Variable
5.74920000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAL5
124000.00000000
PA
USD
116870.00000000
0.004493291731
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Signal Peak CLO 8 Ltd.
N/A
Signal Peak CLO 8 Ltd., Series 2020-8A, Class C
56845NAE0
1250000.00000000
PA
USD
1228365.00000000
0.047226852896
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.25399960
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
N/A
228000.00000000
PA
281457.88000000
0.010821189056
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.12500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CC6
5750000.00000000
PA
USD
5005227.57000000
0.192435592158
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc., Term Loan
05988HAE7
1842661.68000000
PA
USD
1830002.59000000
0.070357966173
Long
LON
CORP
US
N
2
2025-10-02
Variable
4.75600000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA, Term Loan B13
F6628DAM6
3082761.08000000
PA
USD
3022400.62000000
0.116201999792
Long
LON
CORP
FR
N
2
2026-08-14
Variable
4.50643000
N
N
N
N
N
N
Naked Juice LLC
N/A
Naked Juice LLC, 2nd Lien Term Loan
62984CAB9
1437447.00000000
PA
USD
1430259.77000000
0.054989085297
Long
LON
CORP
US
N
2
2030-01-24
Variable
6.65112000
N
N
N
N
N
N
Informatica LLC
N/A
Informatica LLC, Term Loan
45673YAH9
3709000.00000000
PA
USD
3666346.50000000
0.140959736579
Long
LON
CORP
US
N
2
2028-10-27
Variable
3.25000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
N/A
431000.00000000
PA
435074.30000000
0.016727267518
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
3.62500000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
N/A
182000.00000000
PA
190735.07000000
0.007333176289
Long
DBT
CORP
DE
N
2
2025-09-30
Fixed
7.25000000
N
N
N
N
N
N
Compass Group Diversified Holdings LLC
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
203000.00000000
PA
USD
190820.00000000
0.007336441586
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Renaissance Holding Corp.
N/A
Renaissance Holding Corp., 1st Lien Term Loan
75972JAB0
35737.10000000
PA
USD
35268.23000000
0.001355954875
Long
LON
CORP
US
N
2
2025-05-30
Variable
3.45857000
N
N
N
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
N/A
350000.00000000
PA
USD
94500.00000000
0.003633234094
Long
DBT
CORP
KY
N
2
2022-08-25
Fixed
7.50000000
N
N
N
N
N
N
Invesco CLO Ltd.
N/A
Invesco CLO Ltd., Series 2022-1A, Class D
460988AG3
1000000.00000000
PA
USD
955560.80000000
0.036738371196
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
3.32724960
N
N
N
N
N
N
Preston Holdings LLC
N/A
Preston Holdings LLC
N/A
1227.00000000
NS
USD
177.92000000
0.000006840476
Long
EC
CORP
US
N
3
N
N
N
Brand Industrial Services, Inc.
549300B658W2BPDQMW42
Brand Industrial Services, Inc.
10524PAB6
285000.00000000
PA
USD
265072.80000000
0.010191233169
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
836000.00000000
PA
USD
976021.64000000
0.037525027509
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAF2
584000.00000000
PA
USD
588380.00000000
0.022621399752
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AS3
24000.00000000
PA
USD
24120.00000000
0.000927339749
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
67421QAA0
65000.00000000
PA
USD
69379.70000000
0.002667435889
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
Central China Real Estate Ltd.
549300JDML9PYG0CIJ22
Central China Real Estate Ltd.
N/A
200000.00000000
PA
USD
150000.00000000
0.005767038245
Long
DBT
CORP
KY
N
2
2022-08-08
Fixed
6.87500000
N
N
N
N
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
37255LAA5
474000.00000000
PA
USD
489002.10000000
0.018800625418
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
568528.00000000
PA
-30429.51000000
-0.00116992098
N/A
DCR
GB
N
2
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Jaguar Land Rover Automotive plc
Jaguar Land Rover Automotive plc
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
23426.04000000
USD
0.00000000
USD
568528.00000000
EUR
-30429.51000000
N
N
N
CVC Cordatus Loan Fund XX DAC
549300Y0MU701LKFIU29
CVC Cordatus Loan Fund XX DAC, Series 20X, Class E
N/A
475000.00000000
PA
476475.36000000
0.018319010827
Long
ABS-CBDO
CORP
IE
N
2
2034-06-22
Floating
5.60999880
N
N
N
N
N
N
Halseypoint CLO 5 Ltd.
549300VBED2CGY7JQG51
Halseypoint CLO 5 Ltd., Series 2021-5A, Class D
406371AG9
1000000.00000000
PA
USD
998384.60000000
0.038384814479
Long
ABS-CBDO
CORP
KY
N
2
2035-01-30
Floating
3.76360920
N
N
N
N
N
N
Weber
N/A
Weber-Stephen Products LLC, Term Loan B
94767KAN1
1364974.60000000
PA
USD
1319930.44000000
0.050747262192
Long
LON
CORP
US
N
2
2027-10-30
Variable
4.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAE8
42000.00000000
PA
USD
43627.50000000
0.001677343073
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
GMR Hyderabad International Airport Ltd.
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd.
N/A
700000.00000000
PA
USD
638881.25000000
0.024563017354
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
Fortune Star BVI Ltd.
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd.
N/A
256000.00000000
PA
USD
249728.00000000
0.009601272846
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PBH7
2120000.00000000
PA
USD
1962792.65000000
0.075463335204
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
389000.00000000
PA
USD
367789.00000000
0.014140354861
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
800000.00000000
PA
USD
100000.00000000
0.003844692163
Long
DBT
CORP
KY
N
2
2024-01-22
Fixed
12.00000000
Y
N
N
N
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AD1
53000.00000000
PA
USD
53397.50000000
0.002052969498
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
White Cap Parent LLC
N/A
White Cap Parent LLC
96351CAA4
102000.00000000
PA
USD
100215.00000000
0.003852958251
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
Teva Pharmaceutical Finance Netherlands II BV
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
N/A
416000.00000000
PA
433393.35000000
0.016662640165
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
3.75000000
N
N
N
N
N
N
Fanatics Commerce Intermediate Holdco LLC
N/A
Fanatics Commerce Intermediate Holdco LLC, Term Loan
30709UAB0
1120717.50000000
PA
USD
1109510.33000000
0.042657256712
Long
LON
CORP
US
N
2
2028-11-24
Variable
3.75000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AA5
865000.00000000
PA
USD
875232.95000000
0.033650012642
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
150000.00000000
PA
171962.69000000
0.006611436066
Long
DBT
CORP
DE
N
2
2026-03-23
Fixed
4.00000000
N
N
N
N
N
N
AIG CLO LLC
N/A
AIG CLO LLC, Series 2021-3A, Class D
00142QAG6
1000000.00000000
PA
USD
980326.00000000
0.037690516900
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Floating
3.20607000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
400000.00000000
PA
433599.56000000
0.016670568305
Long
DBT
CORP
IT
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Periama Holdings LLC
254900NINXO00BLT2Z47
Periama Holdings LLC
N/A
1630000.00000000
PA
USD
1653635.00000000
0.063577175261
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCB4
6295000.00000000
PA
USD
5797011.24000000
0.222877236872
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.80000160
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
38000.00000000
PA
USD
37061.40000000
0.001424896741
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
46000.00000000
PA
USD
38755.00000000
0.001490010448
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
Golub Capital Partners CLO 53B Ltd.
254900DPK2EA9C8DGV68
Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class C
38177YAE2
1000000.00000000
PA
USD
988040.30000000
0.037987107988
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.30400000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
10155000.00000000
PA
USD
10140781.27000000
0.389881822824
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500120
N
N
N
N
N
N
Delhi International Airport Ltd.
335800HBF5DARYMEUD12
Delhi International Airport Ltd.
N/A
250000.00000000
PA
USD
243640.63000000
0.009367232209
Long
DBT
CORP
IN
N
2
2026-10-31
Fixed
6.12500000
N
N
N
N
N
N
OT Merger Corp.
N/A
OT Merger Corp.
688777AA9
144000.00000000
PA
USD
124560.00000000
0.004788948559
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA, Series NC9
N/A
850000.00000000
PA
848357.09000000
0.032616718559
Long
DBT
CORP
IT
N
2
2030-02-11
Variable
2.75000125
N
N
N
N
N
N
Midco GB SASU
9845002EBFE6FE882F65
Midco GB SASU
N/A
625000.00000000
PA
701224.22000000
0.026959912636
Long
DBT
CORP
FR
N
2
2027-11-01
Floating
7.75000000
N
N
Y
N
N
N
Sinochem Offshore Capital Co. Ltd.
3003004LKKZ33WMP2P47
Sinochem Offshore Capital Co. Ltd.
N/A
1800000.00000000
PA
USD
1548918.00000000
0.059551128968
Long
DBT
CORP
VG
N
2
2031-09-23
Fixed
2.37500000
N
N
N
N
N
N
ERO Copper Corp.
549300KL8A21SEIO8I47
ERO Copper Corp.
296006AA7
116000.00000000
PA
USD
113013.00000000
0.004345001954
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
ASP Blade Holdings, Inc.
N/A
ASP Blade Holdings, Inc., Term Loan
00217HAB7
797000.00000000
PA
USD
785244.25000000
0.030190224145
Long
LON
CORP
US
N
2
2028-10-13
Variable
4.50000000
N
N
N
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
1250000.00000000
PA
USD
163125.00000000
0.006271654092
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.37500000
N
N
N
N
N
N
Medco Platinum Road Pte. Ltd.
254900CW3HTAEZITE455
Medco Platinum Road Pte. Ltd.
N/A
680000.00000000
PA
USD
681827.50000000
0.026214168462
Long
DBT
CORP
SG
N
2
2025-01-30
Fixed
6.75000000
N
N
N
N
N
N
Arko Corp.
N/A
Arko Corp.
041242AA6
227000.00000000
PA
USD
206570.00000000
0.007941980602
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
603024.00000000
PA
-13128.85000000
-0.00050476386
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Intrum AB
Intrum AB
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
46841.85000000
USD
0.00000000
USD
603024.00000000
EUR
-13128.85000000
N
N
N
Mueller Water Products, Inc.
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
98000.00000000
PA
USD
92828.54000000
0.003568971603
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Battalion CLO X Ltd.
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd., Series 2016-10A, Class CR2
07132JBJ2
1000000.00000000
PA
USD
990050.80000000
0.038064405524
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
3.70886040
N
N
N
N
N
N
AZEK Co., Inc. (The)
N/A
AZEK Co., Inc. (The)
05478C105
234.00000000
NS
USD
5812.56000000
0.000223475038
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
784000.00000000
PA
USD
782318.32000000
0.030077731144
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
N/A
500000.00000000
PA
497992.82000000
0.019146290926
Long
DBT
CORP
FR
N
2
2027-11-24
Fixed
0.87800000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
14525000.00000000
PA
USD
13180420.75000000
0.506746603717
Long
DBT
CORP
FR
N
2
2029-03-23
Variable
4.74999840
N
N
N
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
1165000.00000000
PA
USD
209700.00000000
0.008062319467
Long
DBT
CORP
KY
N
2
2023-06-09
Fixed
8.10000000
N
N
N
N
N
N
LifePoint Health, Inc.
549300G8ZVHRTBBBSZ90
LifePoint Health, Inc.
53219LAU3
268000.00000000
PA
USD
253228.51000000
0.009735856680
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
Medco Oak Tree Pte. Ltd.
254900AU06KP3JTGZL51
Medco Oak Tree Pte. Ltd.
N/A
650000.00000000
PA
USD
656500.00000000
0.025240404054
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.37500000
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
530000.00000000
PA
USD
553187.50000000
0.021268356463
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Bertelsmann SE & Co. KGaA
5299001BUUGXAREGE533
Bertelsmann SE & Co. KGaA
N/A
500000.00000000
PA
543998.44000000
0.020915065393
Long
DBT
CORP
DE
N
2
2075-04-23
Variable
3.49999960
N
N
N
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
1525000.00000000
PA
USD
1483348.44000000
0.057030181232
Long
DBT
CORP
TH
N
2
2025-10-14
Variable
5.27500080
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
N/A
American Builders & Contractors Supply Co., Inc., Term Loan
02474RAH6
1847909.46000000
PA
USD
1822278.96000000
0.070061016375
Long
LON
CORP
US
N
2
2027-01-15
Variable
2.45743000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
247000.00000000
PA
USD
242411.98000000
0.009319994398
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Redsun Properties Group Ltd.
549300TYWIIKAOK07L47
Redsun Properties Group Ltd.
N/A
200000.00000000
PA
USD
40000.00000000
0.001537876865
Long
DBT
CORP
KY
N
2
2022-10-03
Fixed
10.50000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
5493000QG193Z8ZVLY16
Rockford Tower CLO Ltd., Series 2021-1A, Class C
77341KAG6
1000000.00000000
PA
USD
990612.50000000
0.038086001160
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.25399960
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
107000.00000000
PA
USD
98615.48000000
0.003791461631
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd.
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd.
N/A
720000.00000000
PA
USD
702900.00000000
0.027024341218
Long
DBT
NUSS
CN
N
2
2026-09-24
Variable
3.20000040
N
N
N
N
N
N
HAT Holdings I LLC
N/A
HAT Holdings I LLC
418751AE3
346000.00000000
PA
USD
328700.00000000
0.012637503142
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
LABL, Inc.
N/A
LABL, Inc., Term Loan
50168EAN2
1784527.50000000
PA
USD
1758080.80000000
0.067592794748
Long
LON
CORP
US
N
2
2028-10-29
Variable
5.50000000
N
N
N
N
N
N
Liberty Global plc
549300BSGXG3QLIQYT84
Liberty Global plc, Class A
N/A
15624.00000000
NS
USD
398568.24000000
0.015323721890
Long
EC
CORP
GB
N
1
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FM3
7597000.00000000
PA
USD
6464170.08000000
0.248527440513
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
HSBC Bank plc, Series 1M
N/A
1090000.00000000
PA
USD
886671.40000000
0.034089785833
Long
DBT
CORP
GB
N
2
2022-06-30
Floating
0.74999880
N
N
N
N
N
N
DEMIRE Deutsche Mittelstand Real Estate AG
391200FHEFGXUKL2BO93
DEMIRE Deutsche Mittelstand Real Estate AG
N/A
1000000.00000000
PA
1075640.07000000
0.041355049480
Long
DBT
CORP
DE
N
2
2024-10-15
Fixed
1.87500000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
453000.00000000
PA
USD
404587.89000000
0.015555158902
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
464000.00000000
PA
USD
501189.60000000
0.019269197276
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
7.99999920
N
N
N
N
N
N
Corp. Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp. Inmobiliaria Vesta SAB de CV
21989DAA0
1300000.00000000
PA
USD
1176337.50000000
0.045226555681
Long
DBT
CORP
MX
N
2
2031-05-13
Fixed
3.62500000
N
N
N
N
N
N
Virgin Media Finance plc
2138001LVYC87DDHT482
Virgin Media Finance plc
N/A
342000.00000000
PA
340503.75000000
0.013091320993
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFTR Interest Futures
N/A
2982.00000000
NC
USD
-9884226.66000000
-0.38001808783
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
3 Month SOFTR Interest Futures
2023-03-14
727458900.00000000
USD
-9884226.66000000
N
N
N
Asplundh Tree Expert LLC
N/A
Asplundh Tree Expert LLC, Term Loan
04538FAD1
529930.00000000
PA
USD
523380.07000000
0.020122352537
Long
LON
CORP
US
N
2
2027-09-07
Variable
2.20743000
N
N
N
N
N
N
Vmed O2 UK Financing I plc
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAB6
562000.00000000
PA
USD
529685.00000000
0.020364757687
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Virgin Media Vendor Financing Notes IV DAC
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
504000.00000000
PA
USD
483840.00000000
0.018602158564
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Midwest Gaming Borrower LLC
N/A
Midwest Gaming Borrower LLC
59833DAB6
101000.00000000
PA
USD
93107.86000000
0.003579710597
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
4709000.00000000
PA
USD
3803606.88000000
0.146236975653
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
Telenet Finance Luxembourg Notes SARL
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes SARL
N/A
400000.00000000
PA
USD
386000.00000000
0.014840511751
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327AAB8
295000.00000000
PA
USD
265500.00000000
0.010207657694
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
300000.00000000
PA
332694.73000000
0.012791088213
Long
DBT
CORP
NL
N
2
2025-09-22
Variable
4.37499950
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
200000.00000000
PA
USD
33000.00000000
0.001268748414
Long
DBT
CORP
KY
N
2
2022-01-23
Fixed
8.50000000
Y
N
N
N
N
N
Kane Bidco Ltd.
213800IT8MD1MLYZWC24
Kane Bidco Ltd.
N/A
731000.00000000
PA
789912.49000000
0.030369703603
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
1785000.00000000
PA
USD
1392496.35000000
0.053537198048
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
CHG Healthcare Services, Inc.
N/A
CHG Healthcare Services, Inc., 1st Lien Term Loan
12541HAT0
1364145.00000000
PA
USD
1350080.67000000
0.051906445723
Long
LON
CORP
US
N
2
2028-09-29
Variable
4.99847000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281AAS8
233000.00000000
PA
USD
235834.68000000
0.009067117461
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBD0
500000.00000000
PA
USD
565105.37000000
0.021726561877
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
ACEN Finance Ltd.
54930080P6CVPPSROL50
ACEN Finance Ltd.
N/A
1440000.00000000
PA
USD
1252800.00000000
0.048166303426
Long
DBT
CORP
KY
N
2
2025-03-08
Fixed
4.00000000
N
N
N
N
N
N
Regatta XXIII Funding Ltd.
N/A
Regatta XXIII Funding Ltd., Series 2021-4A, Class D
75889FAL8
1000000.00000000
PA
USD
984440.00000000
0.037848687536
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
3.16041120
N
N
N
N
N
N
Mercury Borrower, Inc.
N/A
Mercury Borrower, Inc., 2nd Lien Term Loan
03836BAE9
671967.19000000
PA
USD
665247.52000000
0.025576719270
Long
LON
CORP
US
N
3
2029-08-02
Variable
7.00000000
N
N
N
N
N
N
Avantor, Inc.
N/A
Avantor, Inc.
05352A100
6813.00000000
NS
USD
230415.66000000
0.008858772823
Long
EC
CORP
US
N
1
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BF8
14000.00000000
PA
USD
13471.08000000
0.000517921557
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
Flatiron CLO 21 Ltd.
N/A
Flatiron CLO 21 Ltd., Series 2021-1A, Class C
33883PAG2
2000000.00000000
PA
USD
1975547.80000000
0.075953731456
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Floating
2.09800080
N
N
N
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496AN7
215000.00000000
PA
USD
214462.50000000
0.008245422931
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
200000.00000000
PA
USD
201500.00000000
0.007747054709
Long
DBT
CORP
CH
N
2
2024-12-18
Variable
6.24999960
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
197000.00000000
PA
USD
197662.91000000
0.007599530411
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
953000.00000000
PA
USD
866553.37000000
0.033316309510
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
CTC AcquiCo GmbH
3912006DWJ216KSA8A82
CTC AcquiCo GmbH, Facility Term Loan B1
D1463UAC1
1000000.00000000
PA
1094988.38000000
0.042098932439
Long
LON
CORP
DE
N
2
2025-03-07
Variable
2.50000000
N
N
N
N
N
N
Greenland Global Investment Ltd.
549300RR3CIGB2A33O28
Greenland Global Investment Ltd.
N/A
765000.00000000
PA
USD
535500.00000000
0.020588326536
Long
DBT
CORP
VG
N
2
2023-04-22
Fixed
6.12500000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH Sub I LLC, 2nd Lien Term Loan
55303BAD5
1835000.00000000
PA
USD
1814356.25000000
0.069756412565
Long
LON
CORP
US
N
2
2029-02-23
Variable
6.70743000
N
N
N
N
N
N
AIG CLO LLC
N/A
AIG CLO LLC, Series 2018-1A, Class DR
00141UAL7
2000000.00000000
PA
USD
1964778.60000000
0.075539688868
Long
ABS-CBDO
CORP
US
N
2
2032-04-20
Floating
3.35400120
N
N
N
N
N
N
Dufry One BV
7245003K5MN9U7XW0808
Dufry One BV
N/A
600000.00000000
PA
568524.59000000
0.021858020360
Long
DBT
CORP
NL
N
2
2026-03-30
Fixed
0.75000000
N
N
N
N
N
Dufry AG
Dufry AG
CHF
XXXX
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
172891.41000000
0.006647142491
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
78213466.41000000
USD
70840000.00000000
EUR
2022-04-13
172891.41000000
N
N
N
Ascend Performance Materials Operations LLC
N/A
Ascend Performance Materials Operations LLC, Term Loan
04350TAC8
2133392.87000000
PA
USD
2123621.93000000
0.081646725929
Long
LON
CORP
US
N
2
2026-08-27
Variable
5.50000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
151000.00000000
PA
USD
141185.00000000
0.005428128631
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
N/A
643000.00000000
PA
USD
571787.75000000
0.021983478817
Long
DBT
NUSS
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
N/A
1897000.00000000
PA
USD
1852894.75000000
0.071238099254
Long
DBT
CORP
TH
N
2
2025-09-23
Variable
5.00000040
N
N
N
N
N
N
Chrome Holdco SASU
9845000E49865VT3N679
Chrome Holdco SASU
N/A
408000.00000000
PA
418627.13000000
0.016094924462
Long
DBT
CORP
FR
N
2
2029-05-31
Fixed
5.00000000
N
N
N
N
N
N
Metis Merger Sub LLC
N/A
Metis Merger Sub LLC
59155LAA0
78000.00000000
PA
USD
73401.90000000
0.002822077097
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370BY5
451000.00000000
PA
USD
493461.65000000
0.018972081388
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.62500000
N
N
N
N
N
N
Nidda Healthcare Holding GmbH
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
N/A
622000.00000000
PA
658843.78000000
0.025330515180
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
400000.00000000
PA
462923.15000000
0.017797970071
Long
DBT
CORP
NL
N
2
2030-03-30
Fixed
2.25000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
122000.00000000
PA
USD
114767.84000000
0.004412470150
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Octagon Investment Partners 41 Ltd.
N/A
Octagon Investment Partners 41 Ltd., Series 2019-2A, Class DR
67592FAW9
1250000.00000000
PA
USD
1236387.63000000
0.047535298323
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
3.44129040
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
86000.00000000
PA
USD
73236.74000000
0.002815727203
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Colgate Energy Partners III LLC
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
253000.00000000
PA
USD
260830.35000000
0.010028124026
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020YAQ3
190000.00000000
PA
USD
195344.70000000
0.007510402373
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.62500000
N
N
N
N
N
N
Cook Park CLO Ltd.
N/A
Cook Park CLO Ltd., Series 2018-1A, Class C
21623PAG2
1250000.00000000
PA
USD
1221202.75000000
0.046951486432
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.99128960
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
N/A
725000.00000000
PA
698978.26000000
0.026873562388
Long
DBT
NUSS
IT
N
2
2029-03-24
Variable
2.62499970
N
N
N
N
N
N
Parkland Corp.
549300XHQS1JYWBNK868
Parkland Corp.
70137TAP0
147000.00000000
PA
USD
146632.50000000
0.005637568236
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC, 1st Lien Term Loan
55910RAB9
4431027.50000000
PA
USD
4390040.50000000
0.168783543086
Long
LON
CORP
US
N
2
2028-07-27
Variable
5.75000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAN7
36000.00000000
PA
USD
36360.00000000
0.001397930070
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
918000.00000000
PA
USD
810162.54000000
0.031148255688
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
82000.00000000
PA
USD
72980.00000000
0.002805856341
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
Oman Government Bond
N/A
797000.00000000
PA
USD
799988.75000000
0.030757104781
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Octagon Investment Partners 37 Ltd.
N/A
Octagon Investment Partners 37 Ltd., Series 2018-2A, Class B
67591VAG0
1000000.00000000
PA
USD
980785.90000000
0.037708198639
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
2.00770920
N
N
N
N
N
N
ReNew Power Synthetic
N/A
ReNew Power Synthetic
75973NAA2
200000.00000000
PA
USD
203037.50000000
0.007806166851
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
6.67000000
N
N
N
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBD3
126000.00000000
PA
USD
126907.20000000
0.004879191173
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CH0
550000.00000000
PA
USD
501215.00000000
0.019270173828
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.54999960
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc.
86881WAD4
1488000.00000000
PA
USD
1562400.00000000
0.060069470365
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
Restoration Hardware, Inc.
N/A
Restoration Hardware, Inc., Term Loan
76133MAB7
1871160.00000000
PA
USD
1834073.61000000
0.070514484360
Long
LON
CORP
US
N
2
2028-10-20
Variable
3.00000000
N
N
N
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
1409000.00000000
PA
USD
239530.00000000
0.009209191139
Long
DBT
CORP
KY
N
2
2023-12-15
Fixed
7.35000000
N
N
N
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
2400000.00000000
PA
USD
336000.00000000
0.012918165670
Long
DBT
CORP
KY
N
2
2025-02-20
Fixed
7.70000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
N/A
506000.00000000
PA
572637.04000000
0.022016131403
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Aruba Investments Holdings LLC
N/A
Aruba Investments Holdings LLC, 1st Lien Term Loan
04317JAB4
309877.82000000
PA
USD
305229.65000000
0.011735140434
Long
LON
CORP
US
N
2
2027-11-24
Variable
4.50000000
N
N
N
N
N
N
ModivCare, Inc.
549300EFZIFW7F7I0Q28
ModivCare, Inc.
743815AE2
133000.00000000
PA
USD
134287.44000000
0.005162938682
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.87500000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAB1
193000.00000000
PA
USD
192517.50000000
0.007401705236
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Harvest CLO XVI DAC
635400HU8ASOJYEX2I14
Harvest CLO XVI DAC, Series 16X, Class ER
N/A
330000.00000000
PA
343169.45000000
0.013193808952
Long
ABS-CBDO
CORP
IE
N
2
2031-10-15
Floating
5.56999920
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP, Series G
29273VAM2
2070000.00000000
PA
USD
2018250.00000000
0.077595499593
Long
DBT
CORP
US
N
2
2030-05-15
Variable
7.12500120
N
N
N
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc., Term Loan
85350EAB2
608799.24000000
PA
USD
606972.84000000
0.023336237215
Long
LON
CORP
US
N
2
2028-09-22
Variable
3.78757000
N
N
N
N
N
N
Veritas US, Inc.
549300RFUWCPWS8FQ104
Veritas US, Inc., Term Loan B
G9341JAN0
5971203.64540000
PA
USD
5571133.00000000
0.214192913879
Long
LON
CORP
US
N
2
2025-09-01
Variable
6.00000000
N
N
N
N
N
N
Knight Castle Investments Ltd.
3003003J95CVXYR89C16
Knight Castle Investments Ltd.
N/A
1400000.00000000
PA
USD
980000.00000000
0.037677983204
Long
DBT
CORP
VG
N
2
2021-01-23
Fixed
7.99000000
Y
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2018-DNA1, Class B1
3137G0UB3
1500000.00000000
PA
USD
1443789.00000000
0.055509242543
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
3.60657000
N
N
N
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
N/A
1300000.00000000
PA
1175499.15000000
0.045194323704
Long
DBT
CORP
IT
N
2
2028-02-24
None
0.00000000
N
N
N
N
N
Nexi SpA
Nexi SpA
EUR
XXXX
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
568000.00000000
PA
640539.99000000
0.024626790800
Long
DBT
CORP
GB
N
2
2078-10-03
Variable
4.20000025
N
N
N
N
N
N
TICP CLO XV Ltd.
N/A
TICP CLO XV Ltd., Series 2020-15A, Class C
87250RAC8
1000000.00000000
PA
USD
998394.40000000
0.038385191259
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.40400080
N
N
N
N
N
N
Global Switch Finance BV
635400GVJAKOJNEUMF33
Global Switch Finance BV
N/A
200000.00000000
PA
202996.88000000
0.007804605137
Long
DBT
CORP
NL
N
2
2030-10-07
Fixed
1.37500000
N
N
N
N
N
N
Ahli United Sukuk Ltd.
635400FGR2AAOFC9FX86
Ahli United Sukuk Ltd.
N/A
625000.00000000
PA
USD
593750.00000000
0.022827859721
Long
DBT
CORP
KY
N
2
2026-06-17
Variable
3.87500040
N
N
N
N
N
N
Simmons Foods, Inc.
N/A
Simmons Foods, Inc.
82873MAA1
155000.00000000
PA
USD
145312.50000000
0.005586818300
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AM5
464000.00000000
PA
USD
424560.00000000
0.016323025050
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
5493001SZ764RMCNU069
Rockford Tower CLO Ltd., Series 2018-2A, Class C
77342KAE0
500000.00000000
PA
USD
497208.10000000
0.019116120857
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.45400120
N
N
N
N
N
N
Raizen Fuels Finance SA
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAA4
1200000.00000000
PA
USD
1238850.00000000
0.047629968869
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
5.30000000
N
N
N
N
N
N
Inversiones La Construccion SA
254900IMQ8BOPW9UKX13
Inversiones La Construccion SA
46090BAA7
655000.00000000
PA
USD
612425.00000000
0.023545855983
Long
DBT
CORP
CL
N
2
2032-02-07
Fixed
4.75000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp., 2nd Lien Term Loan B1
71360HAG2
2135778.64000000
PA
USD
2114954.80000000
0.081313501461
Long
LON
CORP
US
N
2
2029-02-01
Variable
8.50000000
N
N
N
N
N
N
Atlas CC Acquisition Corp.
N/A
Atlas CC Acquisition Corp., 1st Lien Term Loan B
04921TAB0
5067674.55000000
PA
USD
5040765.20000000
0.193801904634
Long
LON
CORP
US
N
2
2028-05-25
Variable
5.00000000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
212000.00000000
PA
USD
207246.96000000
0.007968007630
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
94000.00000000
PA
USD
82955.00000000
0.003189364384
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Instructure Holdings, Inc.
N/A
Instructure Holdings, Inc., Term Loan
45783UAB7
909000.00000000
PA
USD
904455.00000000
0.034773510509
Long
LON
CORP
US
N
3
2028-10-30
Variable
3.26871000
N
N
N
N
N
N
Rockcliff Energy II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
203000.00000000
PA
USD
203187.78000000
0.007811944655
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
1966.00000000
NC
USD
-5566627.25000000
-0.21401968166
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 2 Year Note
2022-06-30
416361937.50000000
USD
-5566627.25000000
N
N
N
Rockfield Park CLO DAC
254900FQNC3OT6YHSV84
Rockfield Park CLO DAC, Series 1X, Class D
N/A
716000.00000000
PA
704963.07000000
0.027103659909
Long
ABS-CBDO
CORP
IE
N
2
2034-07-16
Floating
5.95000080
N
N
N
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498AB7
125000.00000000
PA
USD
127812.50000000
0.004913997171
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
United AirLines, Inc.
N/A
United AirLines, Inc., Term Loan B
90932RAJ3
3668922.54000000
PA
USD
3620015.80000000
0.139178463787
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.50000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
400000.00000000
PA
500131.20000000
0.019228505054
Long
DBT
CORP
NL
N
2
2028-07-07
Fixed
4.50000000
N
N
N
N
N
N
Stagwell Global LLC
N/A
Stagwell Global LLC
59565JAA9
111000.00000000
PA
USD
104715.18000000
0.004025976319
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Flatiron CLO 21 Ltd.
N/A
Flatiron CLO 21 Ltd., Series 2021-1A, Class D
33883PAJ6
2450000.00000000
PA
USD
2396467.01000000
0.092136779338
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Floating
3.14799840
N
N
N
N
N
N
Dealer Tire LLC
N/A
Dealer Tire LLC, Term Loan B1
24228HAM0
2145071.65000000
PA
USD
2131664.95000000
0.081955955288
Long
LON
CORP
US
N
2
2038-01-01
Variable
4.70743000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAQ7
26000.00000000
PA
USD
24765.00000000
0.000952138014
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
Shizuoka Bank Ltd. (The)
549300TJ1GRR4PX8GJ82
Shizuoka Bank Ltd. (The)
N/A
100000.00000000
PA
USD
98350.00000000
0.003781254742
Long
DBT
CORP
JP
N
2
2023-01-25
Floating
0.00001080
N
N
N
N
Y
Shizuoka Bank Ltd. (The)
Shizuoka Bank Ltd. (The)
JPY
XXXX
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
100000.00000000
PA
112670.46000000
0.004331832346
Long
DBT
CORP
GB
N
2
2039-05-24
Fixed
2.50000000
N
N
N
N
N
N
LMIRT Capital Pte. Ltd.
5493009IDXHZSVD2BI70
LMIRT Capital Pte. Ltd.
N/A
334000.00000000
PA
USD
330660.00000000
0.012712859108
Long
DBT
CORP
SG
N
2
2024-06-19
Fixed
7.25000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
271000.00000000
PA
USD
247883.70000000
0.009530365188
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAL4
346000.00000000
PA
USD
325240.00000000
0.012504476793
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Akelius Residential Property Financing BV
724500ABLEHD1CIBAA35
Akelius Residential Property Financing BV
N/A
500000.00000000
PA
506708.96000000
0.019481399677
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
1.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd.
5493006ZPBFJJGSXB826
Palmer Square CLO Ltd., Series 2015-1A, Class CR4
69689ABQ2
1000000.00000000
PA
USD
973966.00000000
0.037445994479
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
3.32957160
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
995000.00000000
PA
USD
965438.55000000
0.037118140277
Long
DBT
CORP
SG
N
2
2025-02-27
Variable
3.30000120
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
982000.00000000
PA
USD
1013856.08000000
0.038979645258
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
N/A
1139000.00000000
PA
USD
1127823.56000000
0.043361344031
Long
DBT
NUSS
PA
N
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
632000.00000000
PA
USD
603692.72000000
0.023210126698
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
Fortress Transportation & Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation & Infrastructure Investors LLC
34960PAD3
254000.00000000
PA
USD
230924.10000000
0.008878320776
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
72000.00000000
PA
USD
69300.00000000
0.002664371669
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3080.23000000
0.000118425361
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
15523097.26000000
USD
11820000.00000000
GBP
2022-04-13
3080.23000000
N
N
N
Cushman & Wakefield US Borrower LLC
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
95000.00000000
PA
USD
99275.00000000
0.003816818145
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
785000.00000000
PA
849969.99000000
0.032678729599
Long
DBT
CORP
JP
N
2
2025-07-30
Fixed
4.75000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
149000.00000000
PA
USD
148440.51000000
0.005707080655
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-2.00000000
NC
USD
4693.85000000
0.000180464083
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury Ultra Bond
2022-06-21
-354562.50000000
USD
4693.85000000
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
721000.00000000
PA
USD
740926.49000000
0.028486342699
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
200000.00000000
PA
USD
178500.00000000
0.006862775512
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
4.60000080
N
N
N
N
N
N
Allegro CLO II-S Ltd.
635400R1GOVCHJ4SNX58
Allegro CLO II-S Ltd., Series 2014-1RA, Class B
01751EAG3
1000000.00000000
PA
USD
992358.00000000
0.038153110261
Long
ABS-CBDO
CORP
KY
N
2
2028-10-21
Floating
2.40513840
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
500000.00000000
PA
503343.75000000
0.019352017712
Long
DBT
CORP
IT
N
2
2027-10-12
Fixed
2.37500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series R
38144GAB7
340000.00000000
PA
USD
339354.00000000
0.013047116645
Long
DBT
CORP
US
N
2
2025-02-10
Variable
4.95000000
N
N
N
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC, 1st Lien Term Loan
24440EAB3
7642372.77000000
PA
USD
7594607.94000000
0.291989296332
Long
LON
CORP
US
N
2
2027-04-09
Variable
4.75000000
N
N
N
N
N
N
CP Atlas Buyer, Inc.
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
321000.00000000
PA
USD
273697.44000000
0.010522824027
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAB4
13000.00000000
PA
USD
13261.82000000
0.000509876154
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
Roller Bearing Co. of America, Inc.
N/A
Roller Bearing Co. of America, Inc.
775631AD6
153000.00000000
PA
USD
142672.50000000
0.005485318427
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AA1
255000.00000000
PA
USD
227109.38000000
0.008731656535
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Ashland Services BV
549300S52OPXPKGJS029
Ashland Services BV
N/A
500000.00000000
PA
510180.38000000
0.019614865090
Long
DBT
CORP
NL
N
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
477000.00000000
PA
USD
538442.37000000
0.020701451605
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Northwoods Capital 23 Euro DAC
549300S8E7OE3AK8EC83
Northwoods Capital 23 Euro DAC, Series 2021-23X, Class E
N/A
300000.00000000
PA
307781.27000000
0.011833242369
Long
ABS-CBDO
CORP
IE
N
2
2034-03-15
Floating
6.21000000
N
N
N
N
N
N
ITV plc
ZLECI7ED2QMWFGYCXZ59
ITV plc
N/A
100000.00000000
PA
107518.43000000
0.004133752652
Long
DBT
CORP
GB
N
2
2026-09-26
Fixed
1.37500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
N/A
275000.00000000
PA
USD
286687.50000000
0.011022251846
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
44000.00000000
PA
USD
40975.00000000
0.001575362614
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class B
90932VAA3
756000.00000000
PA
USD
746131.71000000
0.028686467385
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Star Energy Geothermal Wayang Windu Ltd.
N/A
Star Energy Geothermal Wayang Windu Ltd.
N/A
670960.00000000
PA
USD
707569.26000000
0.027203859891
Long
DBT
CORP
VG
N
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Fluidra SA
N/A
Fluidra SA, Term Loan B
98975VAM8
368077.50000000
PA
USD
364672.78000000
0.014020545795
Long
LON
CORP
US
N
2
2029-01-29
Variable
2.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
867.00000000
NS
USD
49193.58000000
0.001891341715
Long
EC
CORP
US
N
1
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B8
04649VAX8
1169540.45000000
PA
USD
1142734.58000000
0.043934626849
Long
LON
CORP
US
N
2
2026-12-23
Variable
3.70743000
N
N
N
N
N
N
Barracuda Networks, Inc.
N/A
Barracuda Networks, Inc., 1st Lien Term Loan
06832EAB6
2445928.68000000
PA
USD
2432476.07000000
0.093521216847
Long
LON
CORP
US
N
2
2025-02-12
Variable
4.73286000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
1200000.00000000
PA
1385578.13000000
0.053271213785
Long
DBT
CORP
ES
N
2
2026-01-15
Variable
6.00000140
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
270000.00000000
PA
USD
248393.68000000
0.009549972350
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Muthoot Finance Ltd.
335800HAMJMBFL4RRF02
Muthoot Finance Ltd.
62828M2B6
850000.00000000
PA
USD
847875.00000000
0.032598183682
Long
DBT
CORP
IN
N
2
2023-09-02
Fixed
4.40000000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
100000.00000000
PA
105232.03000000
0.004045847611
Long
DBT
CORP
IT
N
2
2027-07-13
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
1700000.00000000
PA
-2622.04000000
-0.00010080936
N/A
DCR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
15880.26000000
USD
0.00000000
USD
1700000.00000000
EUR
-2622.04000000
N
N
N
GFL Environmental, Inc.
N/A
GFL Environmental, Inc., Term Loan
C7052BAH7
243399.71300000
PA
USD
242182.71000000
0.009311179673
Long
LON
CORP
US
N
2
2025-05-30
Variable
3.50000000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
23000.00000000
PA
USD
22022.50000000
0.000846697331
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
VistaJet Malta Finance plc
N/A
VistaJet Malta Finance plc
92840JAB5
120000.00000000
PA
USD
112903.80000000
0.004340803551
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BK2
1109000.00000000
PA
USD
1159770.02000000
0.044589587075
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
180 Medical, Inc.
254900ZB648OPWVFVX59
180 Medical, Inc.
682357AA6
200000.00000000
PA
USD
189000.00000000
0.007266468189
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
N/A
729000.00000000
PA
881042.62000000
0.033873376569
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Aurium CLO II DAC
213800HRTED9UC792482
Aurium CLO II DAC, Series 2X, Class ERR
N/A
1100000.00000000
PA
1118024.84000000
0.042984613411
Long
ABS-CBDO
CORP
IE
N
2
2034-06-22
Floating
6.08000040
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
N/A
400000.00000000
PA
423184.88000000
0.016270155919
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.75000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
245000.00000000
PA
USD
219887.50000000
0.008453997481
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
119000.00000000
PA
USD
115357.41000000
0.004435137302
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Champion Path Holdings Ltd.
549300QWJFPV5413KI88
Champion Path Holdings Ltd.
N/A
1906000.00000000
PA
USD
1620100.00000000
0.062287857743
Long
DBT
CORP
VG
N
2
2026-01-27
Fixed
4.50000000
N
N
N
N
N
N
8th Avenue Food & Provisions, Inc.
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc., 1st Lien Term Loan
28253PAC3
1721958.44000000
PA
USD
1489494.05000000
0.057266461019
Long
LON
CORP
US
N
2
2025-10-01
Variable
4.20743000
N
N
N
N
N
N
United Group BV
213800PC85O8BJ7DU398
United Group BV
N/A
999000.00000000
PA
1021152.83000000
0.039260182834
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
Peninsula Pacific Entertainment LLC
N/A
Peninsula Pacific Entertainment LLC
70715XAA4
143000.00000000
PA
USD
158193.75000000
0.006082062709
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAJ0
600000.00000000
PA
USD
552720.23000000
0.021250391369
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
1.12500000
N
N
N
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
N/A
200000.00000000
PA
210162.67000000
0.008080107704
Long
DBT
CORP
ES
N
2
2025-03-25
Fixed
2.75000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
03835VAJ5
10312000.00000000
PA
USD
8197876.55000000
0.315183117307
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
CP Iris Holdco I, Inc.
25490024F0AS5UR7DB02
CP Iris Holdco I, Inc., 1st Lien Term Loan
12659EAC2
742856.76000000
PA
USD
723824.77000000
0.027828834211
Long
LON
CORP
US
N
2
2028-10-02
Variable
4.00000000
N
N
N
N
N
N
ARC Falcon I, Inc.
N/A
ARC Falcon I, Inc., Delayed Draw Term Loan
03880YAD6
220576.24000000
PA
USD
214878.76000000
0.008261426847
Long
LON
CORP
US
N
2
2028-09-30
Variable
1.00000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp., Term Loan
13134MBS1
411.46000000
PA
USD
405.05000000
0.000015572925
Long
LON
CORP
US
N
2
2026-08-12
Variable
2.45743000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAK0
203000.00000000
PA
USD
199285.10000000
0.007661898623
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
464000.00000000
PA
USD
484666.56000000
0.018633937252
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Precision Medicine Group LLC
N/A
Precision Medicine Group LLC, Delayed Draw Term Loan
74028HAF2
230546.32010000
PA
USD
225744.04000000
0.008679163415
Long
LON
CORP
US
N
2
2027-11-18
Variable
3.75000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp., 1st Lien Term Loan B
59909TAC8
3673704.29000000
PA
USD
3664520.03000000
0.140889514430
Long
LON
CORP
US
N
3
2027-10-01
Variable
5.00600000
N
N
N
N
N
N
KDB Life Insurance Co. Ltd.
988400K1TBF4L6T06Y80
KDB Life Insurance Co. Ltd.
N/A
1260000.00000000
PA
USD
1253700.00000000
0.048200905656
Long
DBT
CORP
KR
N
2
2023-05-21
Variable
7.49999880
N
N
N
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
N/A
500000.00000000
PA
259968.75000000
0.009994998159
Long
DBT
CORP
FR
N
2
2024-01-31
Variable
3.99200135
N
N
N
N
N
N
ALM Ltd.
N/A
ALM Ltd., Series 2020-1A, Class A2
00166FAG1
3000000.00000000
PA
USD
2990379.60000000
0.114970890145
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
2.09129040
N
N
N
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
2492000.00000000
PA
USD
448560.00000000
0.017245751169
Long
DBT
CORP
KY
N
2
2024-06-30
Fixed
9.37500000
Y
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
263000.00000000
PA
USD
289000.18000000
0.011111167273
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BL6
500000.00000000
PA
552610.60000000
0.021246176433
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
1.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
7621000.00000000
PA
USD
7934063.52000000
0.305040318415
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
Verisure Midholding AB
549300496LYEZ55X1M49
Verisure Midholding AB
N/A
333000.00000000
PA
339391.12000000
0.013048543794
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Elmwood CLO IV Ltd.
N/A
Elmwood CLO IV Ltd., Series 2020-1A, Class D
29002GAE1
1000000.00000000
PA
USD
993369.30000000
0.038191991633
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
3.39129000
N
N
N
N
N
N
Open Text Corp.
549300HP7ONDQODZJV16
Open Text Corp.
683715AD8
40000.00000000
PA
USD
38000.00000000
0.001460983022
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
N/A
200000.00000000
PA
213255.80000000
0.008199029031
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
1.00000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAF6
87000.00000000
PA
USD
86130.00000000
0.003311433360
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
Fertitta Entertainment LLC
N/A
Fertitta Entertainment LLC, Term Loan B
31556PAB3
4590213.41000000
PA
USD
4561524.58000000
0.175376578072
Long
LON
CORP
US
N
2
2029-01-27
Variable
4.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP, Series H
29273VAN0
703000.00000000
PA
USD
690908.51000000
0.026563305342
Long
DBT
CORP
US
N
2
2026-11-15
Variable
6.50000160
N
N
N
N
N
N
ADLER Group SA
391200OYYFJ3DWAMEC69
ADLER Group SA
N/A
500000.00000000
PA
449130.86000000
0.017267698979
Long
DBT
CORP
LU
N
2
2029-01-14
Fixed
2.25000000
N
N
N
N
N
N
Vmed O2 UK Financing I plc
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
N/A
400000.00000000
PA
480401.81000000
0.018469970743
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AB0
56000.00000000
PA
USD
56438.48000000
0.002169885817
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
34513.00000000
NS
323945.80000000
0.012454718787
Long
EC
CORP
FR
N
2
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
532716AN7
90000.00000000
PA
USD
93375.00000000
0.003589981307
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
Ingersoll-Rand Services Co.
N/A
Ingersoll-Rand Services Co., Term Loan B1
365556AU3
1869171.85000000
PA
USD
1835302.46000000
0.070561729859
Long
LON
CORP
US
N
2
2027-03-01
Variable
2.20743000
N
N
N
N
N
N
Vedanta Resources Ltd.
N/A
Vedanta Resources Ltd.
N/A
539000.00000000
PA
USD
508950.75000000
0.019567589602
Long
DBT
CORP
GB
N
2
2023-05-31
Fixed
7.12500000
N
N
N
N
N
N
Fortune Star BVI Ltd.
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd.
N/A
200000.00000000
PA
USD
193750.00000000
0.007449091067
Long
DBT
CORP
VG
N
2
2023-01-29
Fixed
5.95000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group, Inc.
00213MAW4
131000.00000000
PA
USD
119515.23000000
0.004594992682
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc., Term Loan
90351NAE5
3076807.99050000
PA
USD
3053670.39000000
0.117404226189
Long
LON
CORP
US
N
2
2024-05-16
Variable
4.00600000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
5493001SZ764RMCNU069
Rockford Tower CLO Ltd., Series 2018-2A, Class D
77342KAG5
2000000.00000000
PA
USD
1972731.00000000
0.075845434167
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
3.35400120
N
N
N
N
N
N
Orbia Advance Corp. SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp. SAB de CV
N/A
1147000.00000000
PA
USD
1121192.50000000
0.043106400187
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
11000.00000000
PA
USD
10271.80000000
0.000394919089
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
N/A
1218000.00000000
PA
USD
586390.88000000
0.022544924211
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
Zhenro Properties Group Ltd.
549300I66TVJEL841P38
Zhenro Properties Group Ltd.
N/A
705000.00000000
PA
USD
74025.00000000
0.002846033374
Long
DBT
CORP
KY
N
2
2026-01-07
Fixed
6.63000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp., Term Loan G
92929LAV0
469435.00000000
PA
USD
464543.49000000
0.017860267156
Long
LON
CORP
US
N
2
2028-01-20
Variable
2.58243000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160AA9
26000.00000000
PA
USD
22825.40000000
0.000877566365
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
360000.00000000
PA
14421.72000000
0.000554470738
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
CMA CGM SA
CMA CGM SA
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
14986.16000000
USD
0.00000000
USD
360000.00000000
EUR
14421.72000000
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
1424000.00000000
PA
USD
1359920.00000000
0.052284737672
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
1050000.00000000
PA
8188.91000000
0.000314838381
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
0.00000000
USD
0.00000000
USD
1050000.00000000
EUR
8188.91000000
N
N
N
Public Power Corp. SA
213800T9Y5XCOVRZ4Y57
Public Power Corp. SA
N/A
170000.00000000
PA
170852.90000000
0.006568768057
Long
DBT
NUSS
GR
N
2
2028-07-31
Fixed
3.37500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International, Series A
281020AS6
5150000.00000000
PA
USD
4968462.50000000
0.191022088393
Long
DBT
CORP
US
N
2
2026-03-15
Variable
5.37500160
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp., Term Loan B1
92531HAD9
2753425.00140000
PA
USD
2739657.88000000
0.105331411824
Long
LON
CORP
US
N
2
2025-08-27
Variable
4.45743000
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
104000.00000000
PA
USD
95910.88000000
0.003687478087
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327BAA8
430000.00000000
PA
USD
400910.50000000
0.015413774576
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
534000.00000000
PA
USD
501058.88000000
0.019264171494
Long
DBT
CORP
TH
N
2
2031-10-02
Variable
3.34299960
N
N
N
N
N
N
Pug LLC
N/A
Pug LLC, Term Loan B2
74530DAG0
303475.00000000
PA
USD
301198.94000000
0.011580172043
Long
LON
CORP
US
N
3
2027-02-12
Variable
4.75000000
N
N
N
N
N
N
RVR Dealership Holdings LLC
N/A
RVR Dealership Holdings LLC, Term Loan
75001CAB0
866171.88000000
PA
USD
824309.79000000
0.031692173900
Long
LON
CORP
US
N
2
2028-02-08
Variable
4.50000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABG2
198000.00000000
PA
USD
190080.00000000
0.007307990864
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
387000.00000000
PA
USD
368930.97000000
0.014184260093
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Neuberger Berman CLO XXI Ltd.
549300VBBLOSKH8XQ869
Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class DR2
64130DBN9
1500000.00000000
PA
USD
1474386.75000000
0.056685631839
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.55399920
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAG1
4855000.00000000
PA
USD
4658160.68000000
0.179091938636
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAE8
56000.00000000
PA
USD
56652.96000000
0.002178131913
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
484000.00000000
PA
USD
476885.20000000
0.018334767914
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
Seaspan Corp.
5493007Z8Q1H45KT7W98
Seaspan Corp.
81254UAK2
153000.00000000
PA
USD
143246.25000000
0.005507377348
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co., Term Loan
05604XAP1
3361654.22000000
PA
USD
3309817.51000000
0.127252294439
Long
LON
CORP
US
N
2
2024-04-03
Variable
3.48057000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series V
172967MK4
10975000.00000000
PA
USD
10508562.50000000
0.404021878954
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.70000160
N
N
N
N
N
N
Learfield Communications LLC
N/A
Learfield Communications LLC, 1st Lien Term Loan
00165HAB9
2256143.58000000
PA
USD
2141328.43000000
0.082327486347
Long
LON
CORP
US
N
2
2023-12-01
Variable
4.25000000
N
N
N
N
N
N
Melco Resorts Finance Ltd.
N/A
Melco Resorts Finance Ltd.
N/A
1933000.00000000
PA
USD
1739700.00000000
0.066886109571
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
Bright Horizons Family Solutions LLC
N/A
Bright Horizons Family Solutions LLC, Term Loan B
10919RAN9
1192012.50000000
PA
USD
1177112.34000000
0.045256345893
Long
LON
CORP
US
N
2
2028-11-24
Variable
2.75000000
N
N
N
N
N
N
NWD MTN Ltd.
254900STSWBVJ5FV9O74
NWD MTN Ltd.
N/A
1200000.00000000
PA
USD
1090725.00000000
0.041935018602
Long
DBT
CORP
VG
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
996000.00000000
PA
1189971.00000000
0.045750721787
Long
DBT
CORP
IT
N
2
2026-06-03
Variable
7.50000175
N
N
N
N
N
N
Hudson Yards Mortgage Trust
N/A
Hudson Yards Mortgage Trust, Series 2019-55HY, Class F
44421MAN0
1886000.00000000
PA
USD
1577791.77000000
0.060661236540
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
2.94279840
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAM2
233000.00000000
PA
USD
233582.50000000
0.008980528073
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-192556.91000000
-0.00740322042
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
32710000.00000000
EUR
36001934.40000000
USD
2022-04-13
-192556.91000000
N
N
N
Telenet Group Holding NV
213800FA3K4S56INQI67
Telenet Group Holding NV
N/A
11497.00000000
NS
370425.01000000
0.014241701331
Long
EC
CORP
BE
N
2
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
319000.00000000
PA
USD
293802.19000000
0.011295789775
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Adani Green Energy Ltd.
335800ZBBU81OH211H17
Adani Green Energy Ltd.
N/A
795000.00000000
PA
USD
778106.25000000
0.029915790018
Long
DBT
CORP
IN
N
2
2024-09-08
Fixed
4.37500000
N
N
N
N
N
N
China Overseas Grand Oceans Finance IV Cayman Ltd.
3003005OKQY2HXXJXJ29
China Overseas Grand Oceans Finance IV Cayman Ltd.
N/A
550000.00000000
PA
USD
501634.38000000
0.019286297698
Long
DBT
CORP
KY
N
2
2026-02-09
Fixed
2.45000000
N
N
N
N
N
N
Lindblad Expeditions LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
129000.00000000
PA
USD
129322.50000000
0.004972052023
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Precision Medicine Group LLC
N/A
Precision Medicine Group LLC, Term Loan
74028HAE5
2234035.62000000
PA
USD
2187500.66000000
0.084102666455
Long
LON
CORP
US
N
2
2027-11-18
Variable
4.00600000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102CC9
390000.00000000
PA
USD
357825.00000000
0.013757269734
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAC4
285000.00000000
PA
USD
274312.50000000
0.010546471191
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
296000.00000000
PA
USD
274303.20000000
0.010546113635
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
OCP CLO Ltd.
2549003HLFPQ7ATPYA23
OCP CLO Ltd., Series 2019-17A, Class CR
67113LAS5
2500000.00000000
PA
USD
2469318.00000000
0.094937675642
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
2.25399960
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
314000.00000000
PA
USD
283659.75000000
0.010905844179
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
ATS Automation Tooling Systems, Inc.
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems, Inc.
001940AC9
191000.00000000
PA
USD
179540.00000000
0.006902760310
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.12500000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAK1
363000.00000000
PA
USD
365722.50000000
0.014060904298
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
BCP V Modular Services Finance II plc
213800227GGD6UI7PI97
BCP V Modular Services Finance II plc
N/A
300000.00000000
PA
373562.65000000
0.014362333931
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
6.12500000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
549300V5ZF7112UGSH89
Rockford Tower CLO Ltd., Series 2017-3A, Class A
77341DAA5
1500000.00000000
PA
USD
1494734.10000000
0.057467924810
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
1.44399960
N
N
N
N
N
N
Chobani LLC
N/A
Chobani LLC
17027NAB8
151000.00000000
PA
USD
139297.50000000
0.005355560066
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAM1
28000.00000000
PA
USD
25256.98000000
0.000971053130
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AS1
46000.00000000
PA
USD
46038.64000000
0.001770043984
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
576000.00000000
PA
USD
579012.48000000
0.022261247445
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1511.15000000
-0.00005809906
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
728373.00000000
SGD
535887.55000000
USD
2022-06-15
-1511.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
93.71000000
0.000003602861
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
55232.63000000
USD
50000.00000000
EUR
2022-04-13
93.71000000
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
381000.00000000
PA
USD
362010.96000000
0.013918207010
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
200000.00000000
PA
205209.38000000
0.007889668952
Long
DBT
NUSS
FR
N
2
2027-09-03
Variable
3.00000070
N
N
N
N
N
N
Ares XLIX CLO Ltd.
549300FI9E5EZIMPA581
Ares XLIX CLO Ltd., Series 2018-49A, Class D
04017JAJ0
1000000.00000000
PA
USD
986662.10000000
0.037934120440
Long
ABS-CBDO
CORP
KY
N
2
2030-07-22
Floating
3.25886040
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
N/A
200000.00000000
PA
204654.48000000
0.007868334755
Long
DBT
CORP
DE
N
2
2026-11-30
Variable
4.50000105
N
N
N
N
N
N
USA Compression Partners LP
N/A
USA Compression Partners LP
91740PAC2
490000.00000000
PA
USD
494410.00000000
0.019008542526
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
ICON plc
635400PUWMHSPI2DDA35
ICON plc, Term Loan
L5000DAC1
2461147.35000000
PA
USD
2447315.70000000
0.094091754938
Long
LON
CORP
LU
N
2
2028-07-03
Variable
2.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1007.64000000
-0.00003874065
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
810000.00000000
GBP
1062968.99000000
USD
2022-04-13
-1007.64000000
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
Iberdrola International BV, Series NC6
N/A
500000.00000000
PA
522537.19000000
0.020089946396
Long
DBT
CORP
NL
N
2
2026-11-09
Variable
1.44999900
N
N
N
N
N
N
Palmer Square European CLO DAC
N/A
Palmer Square European CLO DAC, Series 2022-1X, Class E
N/A
800000.00000000
PA
819469.65000000
0.031506085417
Long
ABS-CBDO
CORP
IE
N
2
2035-01-21
Floating
6.36000120
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
63000.00000000
PA
USD
65165.93000000
0.002505429404
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
91531.00000000
NS
USD
1992629.87000000
0.076610484463
Long
RF
US
N
1
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB
N/A
1817000.00000000
PA
2010803.99000000
0.077309223430
Long
DBT
CORP
SE
N
2
2027-10-07
Fixed
2.50000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAE1
55000.00000000
PA
USD
51081.25000000
0.001963916815
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
IMA Industria Macchine Automatiche SpA
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
N/A
208000.00000000
PA
215431.13000000
0.008282663773
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
105000.00000000
PA
USD
100654.58000000
0.003869858749
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAX3
73000.00000000
PA
USD
64400.60000000
0.002476004821
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
97000.00000000
PA
USD
99061.25000000
0.003808600116
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Riserva CLO Ltd.
549300640C8OB2I8SN35
Riserva CLO Ltd., Series 2016-3A, Class DRR
76761RBE8
1000000.00000000
PA
USD
984097.00000000
0.037835500242
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
3.49129080
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc., Term Loan
03234TAW8
1543657.17000000
PA
USD
1516643.17000000
0.058310261108
Long
LON
CORP
US
N
2
2028-02-19
Variable
3.00000000
N
N
N
N
N
N
CoreLogic, Inc.
N/A
CoreLogic, Inc., 1st Lien Term Loan
21870FBA6
4918187.74000000
PA
USD
4853661.12000000
0.186608328732
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.00000000
N
N
N
N
N
N
Thames Water Kemble Finance plc
213800S7UU2MQXYJQO60
Thames Water Kemble Finance plc
N/A
297000.00000000
PA
375990.93000000
0.014455693821
Long
DBT
CORP
GB
N
2
2026-05-19
Fixed
4.62500000
N
N
N
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
207000.00000000
PA
USD
192501.72000000
0.007401098543
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
Gamma Bidco SpA
549300JS6XODWD0TZD48
Gamma Bidco SpA
N/A
545000.00000000
PA
608181.68000000
0.023382713391
Long
DBT
CORP
IT
N
2
2025-07-15
Fixed
6.25000000
N
N
N
N
N
N
Studio City Finance Ltd.
254900D6R731QAUIG324
Studio City Finance Ltd.
86389QAG7
1500000.00000000
PA
USD
1150593.75000000
0.044236787742
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
CP Foods Capital Ltd.
2549009OWM0RCVX9F816
CP Foods Capital Ltd.
N/A
800000.00000000
PA
USD
817200.00000000
0.031418824361
Long
DBT
CORP
VG
N
2
2025-06-18
Fixed
0.50000000
N
N
N
N
N
Charoen Pokphand Foods PCL
Charoen Pokphand Foods PCL
THB
XXXX
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc., Term Loan
78466YAN8
4980325.44000000
PA
USD
4913937.70000000
0.188925777680
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.01866300
N
N
N
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
330000.00000000
PA
USD
44550.00000000
0.001712810358
Long
DBT
CORP
KY
N
2
2023-01-09
Fixed
10.87500000
Y
N
N
N
N
N
SMG US Midco 2, Inc.
N/A
SMG US Midco 2, Inc., 1st Lien Term Loan
N/A
1252821.67000000
PA
USD
1202708.80000000
0.046240450985
Long
LON
CORP
US
N
2
2025-01-23
Variable
2.77312244
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FL7
175000.00000000
PA
USD
170384.27000000
0.006550750676
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
500000.00000000
PA
508425.86000000
0.019547409197
Long
DBT
CORP
FR
N
2
2031-02-11
Fixed
0.37500000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
185000.00000000
PA
USD
170200.00000000
0.006543666062
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
N/A
Dun & Bradstreet Corp. (The), Term Loan B2
26483NAS9
2770389.00000000
PA
USD
2742685.11000000
0.105447799498
Long
LON
CORP
US
N
3
2029-01-18
Variable
3.55994000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAK9
27000.00000000
PA
USD
24153.39000000
0.000928623492
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-2A, Class CR
05875MAU6
1000000.00000000
PA
USD
979871.70000000
0.037673050464
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
3.62957040
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
378000.00000000
PA
USD
382725.00000000
0.014714598083
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
NEW Top YK
N/A
NEW Top YK
N/A
3743.46000000
NS
0.04000000
0.000000001537
Long
EC
CORP
JP
N
3
N
N
N
HPCL-Mittal Energy Ltd.
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd.
N/A
456000.00000000
PA
USD
441180.00000000
0.016962012887
Long
DBT
CORP
IN
N
2
2026-10-22
Fixed
5.45000000
N
N
N
N
N
N
Sequa Mezzanine Holdings LLC
N/A
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan
81733HAE6
546391.01000000
PA
USD
546391.01000000
0.021007052344
Long
LON
CORP
US
N
2
2023-11-28
Variable
7.75000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AD9
127000.00000000
PA
USD
113700.56000000
0.004371436520
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
65000.00000000
PA
USD
63152.05000000
0.002428001917
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc., Term Loan
18449EAF7
1858895.00000000
PA
USD
1837982.43000000
0.070664766456
Long
LON
CORP
US
N
2
2028-10-08
Variable
2.45743000
N
N
N
N
N
N
Apidos CLO XXII
5493003SQW0Q40KVFQ19
Apidos CLO XXII, Series 2015-22A, Class CR
03765XAN6
500000.00000000
PA
USD
487511.30000000
0.018743308748
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.20400000
N
N
N
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
N/A
1000000.00000000
PA
1065595.32000000
0.040968859764
Long
DBT
CORP
DE
N
2
2028-03-31
Fixed
1.87500000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184LAG7
266000.00000000
PA
USD
258352.50000000
0.009932858322
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Setanta Aircraft Leasing DAC
N/A
Setanta Aircraft Leasing DAC, Term Loan
G8057JAB2
612000.00000000
PA
USD
602312.04000000
0.023157043802
Long
LON
CORP
IE
N
2
2028-11-05
Variable
3.00600000
N
N
N
N
N
N
Galaxy Bidco Ltd.
2138006O8YW3QCHKDY76
Galaxy Bidco Ltd.
N/A
655000.00000000
PA
845383.04000000
0.032502375492
Long
DBT
CORP
JE
N
2
2026-07-31
Fixed
6.50000000
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AK2
93000.00000000
PA
USD
94627.50000000
0.003638136077
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
TICP CLO XI Ltd.
N/A
TICP CLO XI Ltd., Series 2018-11A, Class D
87249QAG5
1050000.00000000
PA
USD
1032574.62000000
0.039699315499
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
3.30400080
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBK5
4097000.00000000
PA
USD
3219441.49000000
0.123777614680
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
200000.00000000
PA
USD
209139.98000000
0.008040788422
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAN4
76000.00000000
PA
USD
72295.00000000
0.002779520199
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
470000.00000000
PA
-41195.47000000
-0.00158383900
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
ADLER Real Estate AG
ADLER Real Estate AG
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
41300.10000000
USD
0.00000000
USD
470000.00000000
EUR
-41195.47000000
N
N
N
Heimstaden Bostad Treasury BV
549300ORG6UYMJBCV938
Heimstaden Bostad Treasury BV
N/A
500000.00000000
PA
507713.44000000
0.019520018841
Long
DBT
CORP
NL
N
2
2028-07-24
Fixed
1.37500000
N
N
N
N
N
N
Mong Duong Finance Holdings BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
N/A
1358000.00000000
PA
USD
1215240.25000000
0.046722246661
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
Amsted Industries, Inc.
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
108000.00000000
PA
USD
108270.00000000
0.004162648205
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
Greenko Solar Mauritius Ltd.
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd.
N/A
1015000.00000000
PA
USD
1022612.50000000
0.039316302652
Long
DBT
CORP
MU
N
2
2026-07-29
Fixed
5.95000000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc., Term Loan B
98310CAC6
146035.65000000
PA
USD
144549.01000000
0.005557464460
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.20743000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-3845.00000000
NC
USD
12297242.01000000
0.472791099908
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Note
2022-06-21
-472033828.13000000
USD
12297242.01000000
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685JAG0
131000.00000000
PA
USD
117114.00000000
0.004502672780
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One, Inc.
Cable One, Inc.
USD
XXXX
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
N/A
851000.00000000
PA
900990.47000000
0.034640309995
Long
DBT
CORP
SE
N
2
2026-07-15
Fixed
3.50000000
N
N
N
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
N/A
146000.00000000
PA
162320.06000000
0.006240706626
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.87500000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
600000.00000000
PA
685321.88000000
0.026348516616
Long
DBT
CORP
ES
N
2
2024-03-29
Variable
6.00000140
N
N
N
N
N
N
EC Finance plc
213800NKPB53RHYDQE45
EC Finance plc
N/A
790000.00000000
PA
856525.17000000
0.032930756091
Long
DBT
CORP
GB
N
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
144000.00000000
PA
USD
130151.52000000
0.005003925290
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
Greenhill & Co., Inc.
N/A
Greenhill & Co., Inc., Term Loan
39525YAE9
125430.35000000
PA
USD
124332.83000000
0.004780214571
Long
LON
CORP
US
N
2
2024-04-12
Variable
3.70743000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
349000.00000000
PA
USD
370685.12000000
0.014251701760
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Ocado Group plc
213800LO8F61YB8MBC74
Ocado Group plc
N/A
491000.00000000
PA
574026.39000000
0.022069547633
Long
DBT
CORP
GB
N
2
2026-10-08
Fixed
3.87500000
N
N
N
N
N
N
Dryden 50 Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund, Series 2017-50A, Class C
262431AE9
2000000.00000000
PA
USD
1991346.60000000
0.076561146682
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
2.49129000
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBG5
81000.00000000
PA
USD
81562.14000000
0.003135813205
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
N/A
668000.00000000
PA
735933.38000000
0.028294372990
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
Femur Buyer, Inc.
N/A
Femur Buyer, Inc., 1st Lien Term Loan
31446JAC9
1299050.18000000
PA
USD
1165897.54000000
0.044825171357
Long
LON
CORP
US
N
3
2026-03-05
Variable
5.50600000
N
N
N
N
N
N
Helios Software Holdings, Inc.
N/A
Helios Software Holdings, Inc.
42329HAA6
200000.00000000
PA
USD
183762.00000000
0.007065083213
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.62500000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
500000.00000000
PA
495419.68000000
0.019047361614
Long
DBT
CORP
FR
N
2
2031-03-17
Fixed
0.75000000
N
N
N
N
N
N
CIFC Funding Ltd.
254900RRJV30GDUWIX97
CIFC Funding Ltd., Series 2019-1A, Class CR
12553DAN7
1500000.00000000
PA
USD
1495573.20000000
0.057500185622
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
2.30400000
N
N
N
N
N
N
Rad CLO 10 Ltd.
N/A
Rad CLO 10 Ltd., Series 2021-10A, Class D
48662LAG6
1000000.00000000
PA
USD
959242.10000000
0.036879905849
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
3.00885840
N
N
N
N
N
N
Wanda Group Overseas Ltd.
875500FNRQEY4G2KVW35
Wanda Group Overseas Ltd.
N/A
1180000.00000000
PA
USD
1121000.00000000
0.043098999155
Long
DBT
CORP
HK
N
2
2022-07-24
Fixed
7.50000000
N
N
N
N
N
N
Nobian Finance BV
254900ZGJ6MMZN9IQQ31
Nobian Finance BV
N/A
420000.00000000
PA
421795.87000000
0.016216752760
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
3.62500000
N
N
N
N
N
N
Fertitta Entertainment LLC
N/A
Fertitta Entertainment LLC
31556TAC3
320000.00000000
PA
USD
294390.40000000
0.011318404639
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
SLM Corp.
N/A
SLM Corp.
78442PGE0
126000.00000000
PA
USD
116865.00000000
0.004493099497
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
160000.00000000
PA
2422.40000000
0.000093133822
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMA CGM SA
CMA CGM SA
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
12614.84000000
USD
0.00000000
USD
160000.00000000
EUR
2422.40000000
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
216000.00000000
PA
USD
204120.00000000
0.007847785644
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36257BAA7
250000.00000000
PA
USD
256250.00000000
0.009852023669
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Cheplapharm Arzneimittel GmbH
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
N/A
300000.00000000
PA
327739.84000000
0.012600587945
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
400000.00000000
PA
441139.76000000
0.016960465783
Long
DBT
CORP
NL
N
2
2025-05-27
Fixed
1.50000000
N
N
N
N
N
N
US Foods, Inc.
N/A
US Foods, Inc., Term Loan B
90351HAD0
1552030.26000000
PA
USD
1518521.93000000
0.058382493646
Long
LON
CORP
US
N
2
2026-09-13
Variable
2.50786000
N
N
N
N
N
N
Oxea Holding Vier GmbH
N/A
Oxea Holding Vier GmbH, Term Loan B2
D7000RAD3
1851068.77000000
PA
USD
1809419.72000000
0.069566618183
Long
LON
CORP
US
N
2
2024-10-14
Variable
3.56250000
N
N
N
N
N
N
CPG International LLC
N/A
CPG International LLC, Term Loan
12626JAE7
1356692.22390000
PA
USD
1343803.65000000
0.051665113626
Long
LON
CORP
US
N
2
2024-05-05
Variable
3.25000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BW6
317000.00000000
PA
USD
318442.35000000
0.012243128076
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
AlixPartners LLP
N/A
AlixPartners LLP, Term Loan
01642PBB1
1538041.54000000
PA
USD
1512325.49000000
0.058144259603
Long
LON
CORP
US
N
2
2028-02-04
Variable
3.25000000
N
N
N
N
N
N
Dryden XXVI Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund, Series 2013-26A, Class CR
26250UAU9
1000000.00000000
PA
USD
988376.00000000
0.038000014619
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
2.09129040
N
N
N
N
N
N
Bank of Communications Co. Ltd.
549300AX1UM10U30HK09
Bank of Communications Co. Ltd.
N/A
1372000.00000000
PA
USD
1372000.00000000
0.052749176485
Long
DBT
CORP
CN
N
2
2025-11-18
Variable
3.80000160
N
N
N
N
N
N
N/A
N/A
SPDR S&P Oil & Gas Exploration & Production ETF
00C9FZF90
-6395.00000000
NC
USD
-377305.00000000
-0.01450621576
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
100.00000000
150.00000000
USD
2022-04-14
XXXX
254331.32000000
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909AU2
246000.00000000
PA
USD
255840.00000000
0.009836260431
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AF3
394000.00000000
PA
USD
404604.51000000
0.015555797889
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
MicroStrategy, Inc.
549300WQTWEJUEHXQX21
MicroStrategy, Inc.
594972AF8
338000.00000000
PA
USD
328884.14000000
0.012644582758
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAC2
2883000.00000000
PA
USD
2991112.50000000
0.114999067894
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Coty, Inc.
N/A
Coty, Inc.
222070AG9
105000.00000000
PA
USD
97977.08000000
0.003766917116
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
1263000.00000000
PA
USD
1267231.05000000
0.048721132875
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Aretec Escrow Issuer, Inc.
N/A
Aretec Escrow Issuer, Inc.
040133AA8
105000.00000000
PA
USD
100891.35000000
0.003878961827
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
Greywolf CLO III Ltd.
5493002TWMA4NNPZ2B66
Greywolf CLO III Ltd., Series 2020-3RA, Class CR
39809CAU8
2000000.00000000
PA
USD
1980253.60000000
0.076134654980
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
3.60885960
N
N
N
N
N
N
Codere Finance 2 Luxembourg SA
2221005CUH65GSJUKB29
Codere Finance 2 Luxembourg SA
N/A
79993.28000000
PA
84952.86000000
0.003266175951
Long
DBT
CORP
LU
N
2
2027-11-30
Variable
12.75000000
N
N
Y
N
N
N
Yuzhou Group Holdings Co. Ltd.
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co. Ltd.
N/A
1458000.00000000
PA
USD
204120.00000000
0.007847785644
Long
DBT
CORP
KY
N
2
2025-05-27
Fixed
8.30000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345M107
4312.00000000
NS
USD
233969.12000000
0.008995392422
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
300000.00000000
PA
338927.34000000
0.013030712881
Long
DBT
CORP
IT
N
2
2028-03-30
Variable
6.37499875
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
87927YAA0
389000.00000000
PA
USD
391917.50000000
0.015068021410
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
565000.00000000
PA
USD
115825.00000000
0.004453114698
Long
DBT
CORP
VG
N
2
2024-03-05
Fixed
8.62500000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAM2
113000.00000000
PA
USD
106361.25000000
0.004089262643
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBJ4
479000.00000000
PA
USD
543918.87000000
0.020912006171
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX Bank Index
N/A
-210.00000000
NC
-4355.86000000
-0.00016746940
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Call
Written
EURO STOXX Banks
EU0009658426
50.00000000
110.00000000
EUR
2022-06-17
XXXX
4026.29000000
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAL4
268000.00000000
PA
USD
267665.00000000
0.010290895279
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
2450.00000000
NS
USD
184901.50000000
0.007108893481
Long
EC
CORP
US
N
1
N
N
N
Prime Bloom Holdings Ltd.
3003000PGGCESUU1G875
Prime Bloom Holdings Ltd.
N/A
955000.00000000
PA
USD
166707.19000000
0.006409378270
Long
DBT
CORP
VG
N
2
2022-07-05
Fixed
6.95000000
Y
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
438000.00000000
PA
USD
400621.08000000
0.015402647268
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
499000.00000000
PA
USD
460327.50000000
0.017698175319
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
172000.00000000
PA
USD
156989.56000000
0.006035765311
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan B
18452RAD7
7006545.60630000
PA
USD
6880427.79000000
0.264531268070
Long
LON
CORP
US
N
2
2026-08-21
Variable
3.79900000
N
N
N
N
N
N
Gilbert Park CLO Ltd.
N/A
Gilbert Park CLO Ltd., Series 2017-1A, Class D
375415AG1
1000000.00000000
PA
USD
982240.70000000
0.037764131221
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
3.19128840
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
400000.00000000
PA
USD
412500.00000000
0.015859355175
Long
DBT
CORP
GB
N
2
2025-07-26
Variable
6.00000120
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AE4
116000.00000000
PA
USD
108369.52000000
0.004166474443
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
UKG, Inc.
N/A
UKG, Inc., 1st Lien Term Loan
90385KAK7
3190136.37000000
PA
USD
3161138.03000000
0.121536026122
Long
LON
CORP
US
N
2
2026-05-04
Variable
3.75000000
N
N
N
N
N
N
N/A
N/A
iShares China Large-Cap ETF
00C93DHU3
17915.00000000
NC
USD
116447.50000000
0.004477047907
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
40.00000000
USD
2022-05-20
XXXX
-1696866.98000000
N
N
N
Kaisa Group Holdings Ltd.
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd.
N/A
632000.00000000
PA
USD
123240.00000000
0.004738198622
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
11.95000000
Y
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CG7
448000.00000000
PA
USD
416787.84000000
0.016024209423
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
MajorDrive Holdings IV LLC
N/A
MajorDrive Holdings IV LLC
56085RAA8
144000.00000000
PA
USD
127440.00000000
0.004899675693
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.37500000
N
N
N
N
N
N
Globe Telecom, Inc.
254900GPWI1816YIM923
Globe Telecom, Inc.
N/A
370000.00000000
PA
USD
294450.63000000
0.011320720297
Long
DBT
CORP
PH
N
2
2035-07-23
Fixed
3.00000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC, Term Loan B
53627MAB9
776811.80000000
PA
USD
764678.00000000
0.029399515143
Long
LON
CORP
US
N
2
2025-03-24
Variable
2.70743000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DK8
47000.00000000
PA
USD
44914.85000000
0.001726837718
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
Nabors Industries, Inc.
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAJ4
146000.00000000
PA
USD
151657.50000000
0.005830764018
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
Unified Womens Healthcare LP
N/A
Unified Womens Healthcare LP, 1st Lien Term Loan
90470RAC6
612157.92000000
PA
USD
604658.99000000
0.023247276805
Long
LON
CORP
US
N
2
2027-12-20
Variable
5.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EA9
110000.00000000
PA
USD
141075.00000000
0.005423899469
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Verallia SA
5299007YZU978DE0ZY32
Verallia SA
N/A
300000.00000000
PA
291651.75000000
0.011213111977
Long
DBT
CORP
FR
N
2
2031-11-10
Fixed
1.87500000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
N/A
1198000.00000000
PA
1196973.17000000
0.046019933668
Long
DBT
CORP
DE
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
N/A
1000000.00000000
PA
1064911.65000000
0.040942574757
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
4.50000000
N
N
N
N
N
N
Ecovyst Catalyst Technologies LLC
N/A
Ecovyst Catalyst Technologies LLC, Term Loan
27922JAB2
1533068.36000000
PA
USD
1511344.78000000
0.058106554323
Long
LON
CORP
US
N
2
2028-06-09
Variable
3.00000000
N
N
N
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250AF1
269000.00000000
PA
USD
260424.28000000
0.010012511885
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Husky III Holding Ltd.
N/A
Husky III Holding Ltd.
44810RAA6
167000.00000000
PA
USD
173680.00000000
0.006677461349
Long
DBT
CORP
CA
N
2
2025-02-15
Fixed
13.00000000
N
N
Y
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2013-2A, Class A3LR
12549BAU2
500000.00000000
PA
USD
492400.90000000
0.018931298816
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
2.18913840
N
N
N
N
N
N
N/A
N/A
CDS
N/A
605393.00000000
PA
26164.91000000
0.001005960244
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
TK Elevator Holdco GmbH
TK Elevator Holdco GmbH
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
21728.90000000
USD
0.00000000
USD
605393.00000000
EUR
26164.91000000
N
N
N
Very Group Funding plc (The)
9845005CC91D50AF8202
Very Group Funding plc (The)
N/A
614000.00000000
PA
763025.72000000
0.029335990063
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
6.50000000
N
N
N
N
N
N
Radiate Holdco LLC
N/A
Radiate Holdco LLC
75026JAC4
640000.00000000
PA
USD
617600.00000000
0.023744818802
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
CarVal CLO IV Ltd.
N/A
CarVal CLO IV Ltd., Series 2021-1A, Class D
14687EAJ9
4200000.00000000
PA
USD
4168509.24000000
0.160266348093
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.50399880
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group, Series E
78486QAQ4
9298000.00000000
PA
USD
8298465.00000000
0.319050433561
Long
DBT
CORP
US
N
2
2031-11-15
Variable
4.70000160
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
337000.00000000
PA
USD
341637.12000000
0.013134895580
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRX0
300000.00000000
PA
USD
300734.86000000
0.011562329595
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
668000.00000000
PA
697407.66000000
0.026813177653
Long
DBT
CORP
JP
N
2
2024-07-06
Fixed
2.12500000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
551.00000000
NS
USD
137766.53000000
0.005296698983
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO XXXII
549300CXPXW83QGWOL98
Apidos CLO XXXII, Series 2019-32A, Class C
03768RAL0
500000.00000000
PA
USD
498311.65000000
0.019158548958
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
2.65399920
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
162000.00000000
PA
USD
151856.37000000
0.005838409957
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
QNB Finance Ltd.
549300MY0DXTHQEX5O57
QNB Finance Ltd.
N/A
1231000.00000000
PA
USD
1195454.88000000
0.045961560091
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
N/A
653000.00000000
PA
USD
660476.85000000
0.025393301694
Long
DBT
CORP
MX
N
2
2024-06-06
Fixed
4.12500000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
323000.00000000
PA
346942.21000000
0.013338859960
Long
DBT
CORP
GB
N
2
2080-08-27
Variable
2.62499970
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc.
69357VAA3
61000.00000000
PA
USD
53680.00000000
0.002063830753
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
Minerva Merger Sub, Inc.
N/A
Minerva Merger Sub, Inc.
60337JAA4
401000.00000000
PA
USD
389020.13000000
0.014956626453
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics, Inc.
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics, Inc., Term Loan
L7300KAJ3
3073407.13000000
PA
USD
3058992.85000000
0.117608858391
Long
LON
CORP
LU
N
2
2025-06-30
Variable
3.23457000
N
N
N
N
N
N
KKR CLO 27 Ltd.
5493007WGG1LNIZXEI24
KKR CLO 27 Ltd., Series 27A, Class DR
48253YBJ6
1000000.00000000
PA
USD
976748.40000000
0.037552969193
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
3.48284880
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
450000.00000000
PA
USD
400500.00000000
0.015397992115
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
160000.00000000
PA
USD
171022.40000000
0.006575284810
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Covanta Holding Corp.
N/A
Covanta Holding Corp., Term Loan B
22282GAC1
1143423.65000000
PA
USD
1136517.37000000
0.043695594263
Long
LON
CORP
US
N
2
2028-11-30
Variable
3.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
KOO0397YRO83WY5MGD97
Bausch Health Cos., Inc., Term Loan
C9413PAZ6
2185151.98000000
PA
USD
2165114.14000000
0.083241973675
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.20857000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
Oman Government Bond
N/A
497000.00000000
PA
USD
509425.00000000
0.019585823054
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
N/A
194000.00000000
PA
USD
183087.50000000
0.007039150765
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AH5
101000.00000000
PA
USD
97099.38000000
0.003733172253
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAF7
995000.00000000
PA
USD
1038282.50000000
0.039918765914
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
CIFC Funding Ltd.
635400BTAKRBKGRV3X14
CIFC Funding Ltd., Series 2017-5A, Class B
12551MAE9
1500000.00000000
PA
USD
1473750.00000000
0.056661150762
Long
ABS-CBDO
CORP
KY
N
2
2030-11-16
Floating
2.09129040
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081AW2
21000.00000000
PA
USD
22354.50000000
0.000859461709
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
Dexin China Holdings Co. Ltd.
549300U94QGMEBM0QD46
Dexin China Holdings Co. Ltd.
N/A
592000.00000000
PA
USD
383690.00000000
0.014751699362
Long
DBT
CORP
KY
N
2
2022-12-03
Fixed
9.95000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
243706.00000000
PA
2202.85000000
0.000084692801
N/A
DCR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
CMA CGM SA
CMA CGM SA
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
17705.14000000
USD
0.00000000
USD
243706.00000000
EUR
2202.85000000
N
N
N
Marks & Spencer plc
213800CN1RI3UCIZWB95
Marks & Spencer plc
N/A
400000.00000000
PA
528779.86000000
0.020329957840
Long
DBT
CORP
GB
N
2
2023-12-08
Fixed
4.25000160
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
N/A
3681000.00000000
PA
USD
460125.00000000
0.017690389818
Long
DBT
CORP
KY
N
2
2023-04-11
Fixed
10.00000000
Y
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
350000.00000000
PA
USD
345474.50000000
0.013282431029
Long
DBT
CORP
CH
N
2
2026-08-21
Variable
6.37499880
N
N
N
N
N
N
ReNew Power Pvt Ltd.
335800BITJZHVZ1CN475
ReNew Power Pvt Ltd.
N/A
1598000.00000000
PA
USD
1563323.40000000
0.060104972252
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.87500000
N
N
N
N
N
N
JSW Steel Ltd.
335800EK6HZSC4CVAJ09
JSW Steel Ltd.
N/A
1350000.00000000
PA
USD
1273725.00000000
0.048970805262
Long
DBT
CORP
IN
N
2
2027-04-05
Fixed
3.95000000
N
N
N
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
N/A
227000.00000000
PA
235691.52000000
0.009061613399
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAA1
1335000.00000000
PA
USD
1318899.90000000
0.050707641102
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAJ4
504000.00000000
PA
USD
506509.92000000
0.019473747202
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
New Fortress Energy, Inc.
N/A
New Fortress Energy, Inc.
644393AB6
974000.00000000
PA
USD
965009.98000000
0.037101663079
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
GTCR AP Finance, Inc.
N/A
GTCR AP Finance, Inc.
40060QAA3
252000.00000000
PA
USD
254935.80000000
0.009801496725
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
126000.00000000
PA
USD
126000.00000000
0.004844312126
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Riserva CLO Ltd.
549300640C8OB2I8SN35
Riserva CLO Ltd., Series 2016-3A, Class CRR
76761RBC2
1500000.00000000
PA
USD
1460845.65000000
0.056165018229
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
2.04129000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP
N/A
Ladder Capital Finance Holdings LLLP
505742AM8
104000.00000000
PA
USD
99669.84000000
0.003831998528
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Axalta Coating Systems LLC
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
518000.00000000
PA
USD
455425.60000000
0.017509712354
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CP9
70000.00000000
PA
USD
64400.00000000
0.002475981753
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
500000.00000000
PA
483056.23000000
0.018572025021
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCL5
159000.00000000
PA
USD
142702.50000000
0.005486471834
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
NFP Corp.
N/A
NFP Corp., Term Loan
62910PAF0
330314.72000000
PA
USD
323916.52000000
0.012453593061
Long
LON
CORP
US
N
2
2027-02-15
Variable
3.70743000
N
N
N
N
N
N
EyeCare Partners LLC
N/A
EyeCare Partners LLC, 1st Lien Term Loan
30233PAH3
456746.06000000
PA
USD
451178.33000000
0.017346417897
Long
LON
CORP
US
N
2
2028-11-15
Variable
4.25000000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
Autostrade per l'Italia SpA
N/A
3447000.00000000
PA
3592319.67000000
0.138113632847
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
N
Applied Systems, Inc.
N/A
Applied Systems, Inc., 2nd Lien Term Loan
03827FBA8
469000.00000000
PA
USD
465702.93000000
0.017904844055
Long
LON
CORP
US
N
2
2025-09-19
Variable
6.50600000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
200000.00000000
PA
USD
204000.00000000
0.007843172013
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
OCP Euro CLO DAC
635400KNK84TMOLEE581
OCP Euro CLO DAC, Series 2017-2X, Class E
N/A
148000.00000000
PA
154165.43000000
0.005927186206
Long
ABS-CBDO
CORP
IE
N
2
2032-01-15
Floating
5.00000040
N
N
N
N
N
N
Diamond (BC) BV
N/A
Diamond (BC) BV, Term Loan
N2611UAF2
2457840.00000000
PA
USD
2404996.44000000
0.092464709665
Long
LON
CORP
US
N
2
2028-09-29
Variable
3.25000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers Euro CLO
N/A
Neuberger Berman Loan Advisers Euro CLO, Series 2021-1X, Class E
N/A
100000.00000000
PA
97593.84000000
0.003752182718
Long
ABS-CBDO
CORP
IE
N
2
2034-04-17
Floating
5.51999880
N
N
N
N
N
N
BCPE Empire Holdings, Inc.
549300O2G0VI2955B626
BCPE Empire Holdings, Inc.
05552VAA0
104000.00000000
PA
USD
97988.80000000
0.003767367714
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
N/A
800000.00000000
PA
774412.17000000
0.029773764014
Long
DBT
CORP
SE
N
2
2081-06-02
Variable
2.87299895
N
N
N
N
N
N
New Metro Global Ltd.
549300HJRNTCANEH0D47
New Metro Global Ltd.
N/A
300000.00000000
PA
USD
276000.00000000
0.010611350371
Long
DBT
CORP
VG
N
2
2022-08-08
Fixed
5.00000000
N
N
N
N
N
N
RR 3 Ltd.
549300YH0VOGWM5JZF65
RR 3 Ltd., Series 2018-3A, Class BR2
74988LAJ3
1250000.00000000
PA
USD
1228366.25000000
0.047226900955
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
2.04129000
N
N
N
N
N
N
Air France-KLM
969500AQW31GYO8JZD66
Air France-KLM
N/A
800000.00000000
PA
805350.00000000
0.030963228340
Long
DBT
CORP
FR
N
2
2026-07-01
Fixed
3.87500000
N
N
N
N
N
N
Vedanta Resources Finance II plc
8945002DGA3BBXO3N634
Vedanta Resources Finance II plc
N/A
500000.00000000
PA
USD
485000.00000000
0.018646756993
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
Vericast Corp.
N/A
Vericast Corp., Term Loan
181593AP9
149247.68000000
PA
USD
123390.52000000
0.004743985653
Long
LON
CORP
US
N
2
2026-06-16
Variable
8.75600000
N
N
N
N
N
N
Synaptics, Inc.
N/A
Synaptics, Inc., Term Loan
87159JAH7
742270.00000000
PA
USD
738328.55000000
0.028386459904
Long
LON
CORP
US
N
2
2028-12-02
Variable
2.75000000
N
N
N
N
N
N
Mongolian Mining Corp.
N/A
Mongolian Mining Corp.
N/A
6267000.00000000
PA
USD
4505581.31000000
0.173225731554
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
Millennium Corp. Claim
N/A
Millennium Corp. Claim
N/A
418385.25000000
PA
USD
0.04000000
0.000000001537
Long
ABS-MBS
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
Northwest Fiber LLC
N/A
Northwest Fiber LLC
667449AA0
109000.00000000
PA
USD
113633.59000000
0.004368861730
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
Ashton Woods USA LLC
N/A
Ashton Woods USA LLC
045086AK1
54000.00000000
PA
USD
55325.70000000
0.002127102852
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
TMBThanachart Bank PCL
549300WKGLXEV3DB7I54
TMBThanachart Bank PCL
N/A
478000.00000000
PA
USD
458073.38000000
0.017611511344
Long
DBT
CORP
TH
N
2
2024-12-02
Variable
4.89999960
N
N
N
N
N
N
Go Daddy Operating Co. LLC
N/A
Go Daddy Operating Co. LLC, Term Loan B4
38017BAQ9
927903.67000000
PA
USD
918912.28000000
0.035329348420
Long
LON
CORP
US
N
2
2027-08-10
Variable
2.44943000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corp.
N/A
PECF USS Intermediate Holding III Corp.
69291HAA3
161000.00000000
PA
USD
155365.00000000
0.005973305980
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
N/A
Rockford Tower CLO Ltd., Series 2021-2A, Class C
77341LAE9
1000000.00000000
PA
USD
988315.80000000
0.037997700115
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.35400040
N
N
N
N
N
N
Research Now Group, Inc.
N/A
Research Now Group, Inc., 1st Lien Term Loan
76100LAH5
743587.50000000
PA
USD
728871.90000000
0.028022880822
Long
LON
CORP
US
N
2
2024-12-20
Variable
6.50000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAY1
750000.00000000
PA
USD
732846.06000000
0.028175675040
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.95000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAJ3
86000.00000000
PA
USD
85458.20000000
0.003285604718
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
Loxam SAS
AZ6549721
400000.00000000
PA
431437.50000000
0.016587443753
Long
DBT
CORP
FR
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
TCI-Flatiron CLO Ltd.
N/A
TCI-Flatiron CLO Ltd., Series 2018-1A, Class DR
87232AAS3
1000000.00000000
PA
USD
985816.20000000
0.037901598189
Long
ABS-CBDO
CORP
KY
N
2
2032-01-29
Floating
3.04899840
N
N
N
N
N
N
Mozart Debt Merger Sub, Inc.
N/A
Mozart Debt Merger Sub, Inc.
62482BAB8
1081000.00000000
PA
USD
1004973.27000000
0.038638128558
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Greeneden US Holdings I LLC
549300CVRD4OUCPHWQ42
Greeneden US Holdings I LLC, Term Loan
39479UAQ6
7634829.69500000
PA
USD
7615742.62000000
0.292801859718
Long
LON
CORP
US
N
2
2027-12-01
Variable
4.90858600
N
N
N
N
N
N
Consolidated Communications, Inc.
N/A
Consolidated Communications, Inc., Term Loan B1
20903EBB0
601204.48000000
PA
USD
561266.47000000
0.021578967989
Long
LON
CORP
US
N
2
2027-10-02
Variable
4.25000000
N
N
N
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
500000.00000000
PA
501108.02000000
0.019266060776
Long
DBT
CORP
AU
N
2
2028-11-15
Fixed
0.37500000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAC1
44000.00000000
PA
USD
44649.44000000
0.001716633520
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
124000.00000000
PA
USD
122918.72000000
0.004725846395
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
New Fortress Energy, Inc.
N/A
New Fortress Energy, Inc.
644393AA8
443000.00000000
PA
USD
445618.13000000
0.017132645324
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
Allegheny Technologies, Inc.
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741RAM4
145000.00000000
PA
USD
135970.85000000
0.005227660614
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267DAE7
218000.00000000
PA
USD
204540.68000000
0.007863959495
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
Brookfield Residential Properties, Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAD2
129000.00000000
PA
USD
115366.64000000
0.004435492167
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Easy Tactic Ltd.
549300WYFMC41MKE6E16
Easy Tactic Ltd.
N/A
400000.00000000
PA
USD
86000.00000000
0.003306435260
Long
DBT
CORP
VG
N
2
2023-02-27
Fixed
8.12500000
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd., Series 2019-2A, Class D
75888TAJ4
1000000.00000000
PA
USD
995161.20000000
0.038260884672
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
4.14128880
N
N
N
N
N
N
WCG Purchaser Corp.
254900CEZYHAWVXDTS47
WCG Purchaser Corp., 1st Lien Term Loan
23343FAB0
2444826.80000000
PA
USD
2431575.84000000
0.093486605774
Long
LON
CORP
US
N
2
2027-01-08
Variable
5.00000000
N
N
N
N
N
N
Golden Nugget Online Gaming, Inc.
N/A
Golden Nugget Online Gaming, Inc., Term Loan
51509HAC5
58393.01000000
PA
USD
61896.59000000
0.002379733345
Long
LON
CORP
US
N
3
2023-10-04
Variable
13.00000000
N
N
N
N
N
N
BK LC Lux Finco1 SARL
5299004DSXRFOZZ5UG09
BK LC Lux Finco1 SARL
N/A
400000.00000000
PA
433964.18000000
0.016684586821
Long
DBT
CORP
LU
N
2
2029-04-30
Fixed
5.25000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CQ1
124000.00000000
PA
USD
112624.24000000
0.004330055329
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
CP Atlas Buyer, Inc.
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc., Term Loan B
12658HAG7
1239581.22980000
PA
USD
1202592.13000000
0.046235965383
Long
LON
CORP
US
N
2
2027-11-23
Variable
4.25000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA, Term Loan B3
L5137LAF2
498.96000000
PA
USD
490.07000000
0.000018841682
Long
LON
CORP
LU
N
2
2023-11-27
Variable
7.80000000
N
N
N
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323AP4
218000.00000000
PA
USD
215988.53000000
0.008304094087
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust, Series 2015-GC32, Class D
36250PAM7
220165.00000000
PA
USD
192540.83000000
0.007402602202
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.34500000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., Delayed Draw Term Loan B3
00216EAF6
176725.19000000
PA
USD
174185.65000000
0.006696902035
Long
LON
CORP
US
N
2
2028-09-15
Variable
4.49999600
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
7597000.00000000
PA
USD
6274065.26000000
0.241218495396
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
200000.00000000
PA
205204.07000000
0.007889464798
Long
DBT
CORP
FR
N
2
2025-06-24
Fixed
1.25000000
N
N
N
N
N
N
Ryan Specialty Group LLC
N/A
Ryan Specialty Group LLC, Term Loan
78350UAE5
757204.48000000
PA
USD
750896.97000000
0.028869676963
Long
LON
CORP
US
N
2
2027-09-01
Variable
3.75000000
N
N
N
N
N
N
Virtusa Corp.
C77OMXDER63WLJCSKT03
Virtusa Corp.
92837TAA0
128000.00000000
PA
USD
119040.00000000
0.004576721551
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
817498.00000000
PA
USD
814432.38000000
0.031312417892
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Informa plc
5493006VM2LKUPSEDU20
Informa plc
N/A
500000.00000000
PA
517052.40000000
0.019879073104
Long
DBT
CORP
GB
N
2
2028-04-22
Fixed
1.25000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE, Series NC7
N/A
500000.00000000
PA
506800.78000000
0.019484929874
Long
DBT
CORP
FR
N
2
2027-10-25
Variable
1.62499825
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC, Term Loan
03167DAH7
1545549.03730000
PA
USD
1519661.09000000
0.058426290841
Long
LON
CORP
US
N
2
2025-05-04
Variable
4.00000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABF4
336000.00000000
PA
USD
322560.00000000
0.012401439043
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBG9
400000.00000000
PA
USD
422600.02000000
0.016247669852
Long
DBT
CORP
GB
N
2
2024-06-15
Variable
7.99999920
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2019-XL, Class G
056054AK5
2550000.03000000
PA
USD
2495665.90000000
0.095950671289
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.69700120
N
N
N
N
N
N
Gulf Stream Meridian 1 Ltd.
N/A
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class A1
402563AA8
3000000.00000000
PA
USD
2989695.60000000
0.114944592451
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.61129160
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35908MAB6
601000.00000000
PA
USD
555925.00000000
0.021373604911
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CQ7
5000.00000000
PA
USD
4550.00000000
0.000174933493
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Anchorage Capital Europe CLO 2 DAC
635400HYNZWTWNENDW97
Anchorage Capital Europe CLO 2 DAC, Series 2X, Class ER
N/A
140000.00000000
PA
148624.29000000
0.005714146430
Long
ABS-CBDO
CORP
IE
N
2
2034-04-15
Floating
6.45000120
N
N
N
N
N
N
AGL CLO 11 Ltd.
549300G9RL3BICT9HA62
AGL CLO 11 Ltd., Series 2021-11A, Class C
00851TAJ5
1000000.00000000
PA
USD
988545.40000000
0.038006527528
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
2.29128840
N
N
N
N
N
N
Adevinta ASA
N/A
Adevinta ASA, Facility Term Loan B2
R0000XAC2
3017933.52000000
PA
USD
2968258.33000000
0.114120395411
Long
LON
CORP
US
N
2
2028-06-26
Variable
3.50000000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
N/A
400000.00000000
PA
404400.75000000
0.015547963945
Long
DBT
CORP
AT
N
2
2027-11-03
Fixed
2.12500000
N
N
N
N
N
ams-OSRAM AG
ams-OSRAM AG
CHF
XXXX
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AC9
79000.00000000
PA
USD
94108.75000000
0.003618191736
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.62500000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAE5
650000.00000000
PA
USD
627484.00000000
0.024124828176
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2019-C17, Class C
12597BBA6
2158000.00000000
PA
USD
2033363.85000000
0.078176580600
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.93390000
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
097793AE3
113000.00000000
PA
USD
112014.64000000
0.004306618086
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
46000.00000000
PA
USD
44275.00000000
0.001702237455
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Camelot US Acquisition 1 Co.
N/A
Camelot US Acquisition 1 Co., Term Loan
L2000AAD2
4592148.94000000
PA
USD
4543380.32000000
0.174678987129
Long
LON
CORP
US
N
2
2026-10-30
Variable
4.00000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AK5
58000.00000000
PA
USD
58232.44000000
0.002238858057
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
750000.00000000
PA
USD
101250.00000000
0.003892750815
Long
DBT
CORP
KY
N
2
2022-07-05
Fixed
7.95000000
Y
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
335000.00000000
PA
USD
370282.20000000
0.014236210726
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
Greywolf CLO V Ltd.
549300RJBZLY8V18YD77
Greywolf CLO V Ltd., Series 2015-1A, Class CR
39808PAS5
1700000.00000000
PA
USD
1657706.04000000
0.063733694216
Long
ABS-CBDO
CORP
KY
N
2
2031-01-27
Floating
3.25770840
N
N
N
N
N
N
iShares Trust
549300R96U5WQ7R5ID10
iShares 0-5 Year High Yield Corporate Bond ETF
46434V407
530200.00000000
NS
USD
23307592.00000000
0.896105163169
Long
RF
US
N
1
N
N
N
Akumin, Inc.
N/A
Akumin, Inc.
01021FAA7
152000.00000000
PA
USD
126160.00000000
0.004850463633
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
EnergySolutions LLC
N/A
EnergySolutions LLC, Term Loan
29276MAL1
200417.42000000
PA
USD
195908.03000000
0.007532060677
Long
LON
CORP
US
N
2
2025-05-09
Variable
4.75600000
N
N
N
N
N
N
AMN Healthcare, Inc.
549300H27NUKBFFQEE84
AMN Healthcare, Inc.
00175PAC7
150000.00000000
PA
USD
138945.00000000
0.005342007526
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP, 1st Lien Term Loan
C8000CAG8
3705482.28000000
PA
USD
3654531.90000000
0.140505501578
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.70743000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
825000.00000000
PA
USD
740256.00000000
0.028460564423
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Acuris Finance US, Inc.
N/A
Acuris Finance US, Inc.
00511BAA5
261000.00000000
PA
USD
239793.75000000
0.009219331515
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Envision Healthcare Corp.
549300OL60X0LPKY8N60
Envision Healthcare Corp., Term Loan
29373UAC5
2323206.44000000
PA
USD
1537196.01000000
0.059100454537
Long
LON
CORP
US
N
2
2025-10-10
Variable
4.20743000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
250000.00000000
PA
USD
251052.50000000
0.009652195794
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
461000.00000000
PA
USD
466416.75000000
0.017932288237
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
2200000.00000000
PA
2409412.51000000
0.092634493963
Long
DBT
CORP
IT
N
2
2028-03-01
Variable
5.49999885
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2021-1A, Class D2
87190KAL6
2000000.00000000
PA
USD
1999520.20000000
0.076875396440
Long
ABS-CBDO
CORP
KY
N
2
2034-03-18
Floating
4.13399880
N
N
N
N
N
N
Azalea TopCo, Inc.
549300HC42NZULO53062
Azalea TopCo, Inc., 1st Lien Term Loan
29102TAB8
1606441.99000000
PA
USD
1583100.39000000
0.060865336637
Long
LON
CORP
US
N
2
2026-07-24
Variable
3.79900000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
286000.00000000
PA
USD
262550.15000000
0.010094245042
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC, Term Loan B4
01881UAJ4
6238650.00000000
PA
USD
6190986.71000000
0.238024380894
Long
LON
CORP
US
N
2
2027-11-05
Variable
4.00000000
N
N
N
N
N
N
eG Global Finance plc
549300TL8Q5207VYET27
eG Global Finance plc
28228PAB7
200000.00000000
PA
USD
204750.00000000
0.007872007205
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CK8
10500000.00000000
PA
USD
10570815.47000000
0.406415314013
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
Cano Health LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
139000.00000000
PA
USD
133440.00000000
0.005130357223
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.25000000
N
N
N
N
N
N
El Corte Ingles SA
95980020140005374753
El Corte Ingles SA
N/A
500000.00000000
PA
556586.46000000
0.021399036011
Long
DBT
CORP
ES
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
155000.00000000
PA
USD
148025.00000000
0.005691105575
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
600000.00000000
PA
689888.48000000
0.026524088328
Long
DBT
CORP
ES
N
2
2023-09-19
Variable
6.37499875
N
N
N
N
N
N
Pingan Real Estate Capital Ltd.
655600MZ4W5VY0OEG119
Pingan Real Estate Capital Ltd.
N/A
800000.00000000
PA
USD
712000.00000000
0.027374208205
Long
DBT
CORP
HK
N
2
2026-07-29
Fixed
3.45000000
N
N
N
N
N
N
Albion Financing 3 SARL
N/A
Albion Financing 3 SARL, Term Loan
N/A
1841256.32000000
PA
USD
1821315.51000000
0.070023974689
Long
LON
CORP
US
N
2
2026-07-31
Variable
5.75000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAK7
1000000.00000000
PA
USD
998986.51000000
0.038407956066
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
New Gold, Inc.
5493005G0GNCHP0H6L96
New Gold, Inc.
644535AH9
416000.00000000
PA
USD
431600.00000000
0.016593691378
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAB7
615000.00000000
PA
USD
593475.00000000
0.022817286818
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan B
90351HAE8
1420739.23000000
PA
USD
1402383.28000000
0.053917320071
Long
LON
CORP
US
N
2
2028-11-22
Variable
3.25786000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
630000.00000000
PA
USD
490773.15000000
0.018868716839
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAH2
260000.00000000
PA
USD
246359.10000000
0.009471749012
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Element Solutions, Inc.
N/A
Element Solutions, Inc., Term Loan B1
72766TAD1
913708.05000000
PA
USD
905064.37000000
0.034796938909
Long
LON
CORP
US
N
2
2026-01-31
Variable
2.45743000
N
N
N
N
N
N
Lucali CLO Ltd.
N/A
Lucali CLO Ltd., Series 2020-1A, Class D
54929JAJ2
1000000.00000000
PA
USD
995852.40000000
0.038287459184
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.84129000
N
N
N
N
N
N
CK Hutchison Europe Finance 18 Ltd.
2549003J58N9TB141B68
CK Hutchison Europe Finance 18 Ltd.
N/A
500000.00000000
PA
537844.92000000
0.020678481492
Long
DBT
CORP
KY
N
2
2030-04-13
Fixed
2.00000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
500000.00000000
PA
550943.48000000
0.021182080801
Long
DBT
CORP
NL
N
2
2027-12-28
Variable
3.74799885
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 674 mbH
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
N/A
175839.57480000
PA
194323.73000000
0.007471149219
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
Filtration Group Corp.
549300ZA0D9WN5ECE978
Filtration Group Corp., Term Loan
31732FAM8
3145466.07000000
PA
USD
3095987.89000000
0.119031203795
Long
LON
CORP
US
N
2
2025-03-31
Variable
3.20857000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
69000.00000000
PA
USD
68283.78000000
0.002625301138
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
N/A
Bain Capital Credit CLO Ltd., Series 2022-1A, Class D
05684UAJ4
1000000.00000000
PA
USD
1000000.00000000
0.038446921636
Long
ABS-CBDO
CORP
KY
N
3
2035-04-18
Floating
4.09923000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
164000.00000000
PA
USD
168100.00000000
0.006462927527
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
29000.00000000
PA
USD
29072.50000000
0.001117748129
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
2699.00000000
NS
USD
137244.15000000
0.005276615080
Long
EC
CORP
GB
N
1
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2021-3A, Class D
69688FAG5
1000000.00000000
PA
USD
978101.50000000
0.037604991723
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
3.18249000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
N/A
Dynasty Acquisition Co., Inc., Term Loan B1
26812CAE6
1586633.21800000
PA
USD
1556217.46000000
0.059831770734
Long
LON
CORP
US
N
2
2026-04-06
Variable
4.50600000
N
N
N
N
N
N
VanEck J. P. Morgan EM Local Currency Bond ETF
549300CNWPR88MZBEA63
VanEck J. P. Morgan EM Local Currency Bond ETF
92189H300
846706.00000000
NS
USD
22852594.94000000
0.878611926858
Long
RF
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
275000.00000000
PA
USD
277224.75000000
0.010658438239
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
N/A
100000.00000000
PA
108883.76000000
0.004186245388
Long
DBT
CORP
GB
N
2
2027-02-12
Fixed
2.12500000
N
N
N
N
N
N
Advisor Group Holdings, Inc.
N/A
Advisor Group Holdings, Inc., Term Loan B1
00775KAE8
3065734.86000000
PA
USD
3049455.81000000
0.117242188562
Long
LON
CORP
US
N
2
2026-07-31
Variable
4.95743000
N
N
N
N
N
N
Summer BC Bidco B LLC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
350000.00000000
PA
USD
336903.00000000
0.012952883240
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
245000.00000000
PA
USD
251499.85000000
0.009669395024
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569AV1
81000.00000000
PA
USD
72511.20000000
0.002787832424
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
FIS Fabbrica Italiana Sintetici SpA
8156004D7056C63EC525
FIS Fabbrica Italiana Sintetici SpA
N/A
460000.00000000
PA
483431.25000000
0.018586443385
Long
DBT
CORP
IT
N
2
2027-08-01
Fixed
5.62500000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc.
449253AB9
99000.00000000
PA
USD
99247.50000000
0.003815760855
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Helios Software Holdings, Inc.
N/A
Helios Software Holdings, Inc., Term Loan
42328DAF5
1624000.00000000
PA
USD
1606753.12000000
0.061774711294
Long
LON
CORP
US
N
2
2028-03-11
Variable
5.24971000
N
N
N
N
N
N
Premier Entertainment Sub LLC
N/A
Premier Entertainment Sub LLC
74052HAB0
128000.00000000
PA
USD
109267.20000000
0.004200987475
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.87500000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc., Series B
02005NBM1
7350000.00000000
PA
USD
6918628.50000000
0.265999967774
Long
DBT
CORP
US
N
2
2026-05-15
Variable
4.70000160
N
N
N
N
N
N
Theta Capital Pte. Ltd.
2549003I5QVCGQHCYJ52
Theta Capital Pte. Ltd.
N/A
200000.00000000
PA
USD
201000.00000000
0.007727831249
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AC1
918000.00000000
PA
USD
809827.47000000
0.031135373278
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
PetVet Care Centers LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC, 1st Lien Term Loan
70476XAK1
29620.25000000
PA
USD
29435.12000000
0.001131689752
Long
LON
CORP
US
N
2
2025-02-14
Variable
4.25000000
N
N
N
N
N
N
Bally's Corp.
549300NS4D5IK406VT62
Bally's Corp., Facility Term Loan B
05875CAB0
611068.50000000
PA
USD
607249.32000000
0.023346867020
Long
LON
CORP
US
N
2
2028-10-02
Variable
3.75000000
N
N
N
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
133000.00000000
PA
USD
133339.15000000
0.005126479851
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.50000000
N
N
N
N
N
N
Fantasia Holdings Group Co. Ltd.
5493005JQNLB3I01JW62
Fantasia Holdings Group Co. Ltd.
N/A
200000.00000000
PA
USD
27000.00000000
0.001038066884
Long
DBT
CORP
KY
N
2
2021-12-18
Fixed
15.00000000
Y
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
41000.00000000
PA
USD
47242.25000000
0.001816319083
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24306.43000000
-0.00093450740
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
13180000.00000000
EUR
14559716.67000000
USD
2022-04-13
-24306.43000000
N
N
N
Rainbow Midco Ltd.
N/A
Rainbow Midco Ltd., Term Loan
N/A
2437500.00000000
PA
2696484.38000000
0.103671523653
Long
LON
CORP
US
N
2
2028-01-01
Variable
0.00000000
N
N
N
N
N
N
MPT Operating Partnership LP
N/A
MPT Operating Partnership LP
55342UAH7
85000.00000000
PA
USD
86434.38000000
0.003323135834
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Medline Borrower LP
N/A
Medline Borrower LP, Term Loan
58503UAC7
6157345.00000000
PA
USD
6092692.88000000
0.234245285715
Long
LON
CORP
US
N
2
2028-10-23
Variable
3.75000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI Banque SA
N/A
1800000.00000000
PA
1869787.74000000
0.071887582717
Long
DBT
CORP
FR
N
2
2030-02-18
Variable
2.62499970
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
266000.00000000
PA
USD
233246.09000000
0.008967594144
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Life Time, Inc.
549300PALKE96VYH4X17
Life Time, Inc.
53190FAA3
175000.00000000
PA
USD
174823.25000000
0.006721415793
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
940000.00000000
PA
1074970.78000000
0.041329317340
Long
DBT
CORP
IE
N
2
2025-06-23
Variable
6.25000085
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
200000.00000000
PA
215995.31000000
0.008304354757
Long
DBT
CORP
JP
N
2
2025-04-20
Fixed
4.50000000
N
N
N
N
N
N
Huarong Finance 2019 Co. Ltd.
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co. Ltd.
N/A
200000.00000000
PA
USD
196000.00000000
0.007535596640
Long
DBT
CORP
VG
N
2
2024-05-29
Fixed
3.75000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234103
648.00000000
NS
USD
87868.80000000
0.003378284867
Long
EC
CORP
US
N
1
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
N/A
150000.00000000
PA
185642.58000000
0.007137385725
Long
DBT
CORP
IT
N
2
2047-10-27
Variable
5.49999885
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AG7
144000.00000000
PA
USD
145260.00000000
0.005584799836
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
Ronshine China Holdings Ltd.
549300GNBBT32SFSEC47
Ronshine China Holdings Ltd.
N/A
1695000.00000000
PA
USD
271200.00000000
0.010426805147
Long
DBT
CORP
KY
N
2
2024-08-05
Fixed
6.75000000
N
N
N
N
N
N
China Aoyuan Group Ltd.
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd.
N/A
4494000.00000000
PA
USD
719040.00000000
0.027644874533
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
Y
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BR2
454000.00000000
PA
USD
427822.36000000
0.016448452749
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd.
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd.
N/A
1297000.00000000
PA
USD
1204588.75000000
0.046312729275
Long
DBT
CORP
IL
N
2
2031-04-07
Variable
3.07699920
N
N
N
N
N
N
Banco Nacional de Comercio Exterior SNC
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC
05973JAA8
810000.00000000
PA
USD
769500.00000000
0.029584906199
Long
DBT
CORP
MX
N
2
2031-08-11
Variable
2.72000160
N
N
N
N
N
N
Premier Entertainment Sub LLC
N/A
Premier Entertainment Sub LLC
74052HAA2
128000.00000000
PA
USD
110009.60000000
0.004229530470
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.62500000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust
N/A
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D
46647TAA6
104000.00000000
PA
USD
93869.58000000
0.003608996386
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
4.59790560
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
325000.00000000
PA
USD
344161.35000000
0.013231944453
Long
DBT
CORP
CH
N
2
2025-02-19
Variable
6.99999840
N
N
N
N
N
N
Clear Channel International BV
N/A
Clear Channel International BV
18452MAB2
764000.00000000
PA
USD
777370.00000000
0.029887483472
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.62500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEA8
500000.00000000
PA
USD
536440.75000000
0.020624495478
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
Times China Holdings Ltd.
2549000KTINB9ZPZP710
Times China Holdings Ltd.
N/A
940000.00000000
PA
USD
366600.00000000
0.014094641472
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
Harbor Park CLO 18-1 Ltd.
N/A
Harbor Park CLO 18-1 Ltd., Series 2018-1A, Class D
41154XAN5
1000000.00000000
PA
USD
982737.10000000
0.037783216273
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.15399960
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 31 Ltd.
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class CR
64132JAS4
1000000.00000000
PA
USD
986195.70000000
0.037916188796
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.20399920
N
N
N
N
N
N
Summit Midstream Holdings LLC
N/A
Summit Midstream Holdings LLC
86614WAE6
72000.00000000
PA
USD
68654.16000000
0.002639541109
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AX4
213000.00000000
PA
USD
190358.10000000
0.007318682953
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
SBB Treasury OYJ
5493003HHOCW6FIMH724
SBB Treasury OYJ
N/A
200000.00000000
PA
178699.20000000
0.006870434138
Long
DBT
CORP
FI
N
2
2029-11-26
Fixed
1.12500000
N
N
N
N
N
N
Citycon OYJ
549300P8N0P6KDGTJ206
Citycon OYJ
N/A
400000.00000000
PA
411525.00000000
0.015821869426
Long
DBT
CORP
FI
N
2
2024-11-24
Variable
4.49600065
N
N
N
N
N
N
Harvest Midstream I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
51000.00000000
PA
USD
52090.38000000
0.002002714757
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
447000.00000000
PA
USD
449083.02000000
0.017265859678
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AE7
97000.00000000
PA
USD
91529.20000000
0.003519015979
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
203000.00000000
PA
USD
190259.72000000
0.007314900545
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Sparta U.S. HoldCo LLC
N/A
Sparta U.S. HoldCo LLC, 1st Lien Term Loan
84673EAB5
1530165.00000000
PA
USD
1507212.53000000
0.057947682031
Long
LON
CORP
US
N
3
2028-08-02
Variable
4.25000000
N
N
N
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
N/A
1000000.00000000
PA
1003859.93000000
0.038595324063
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BC5
328000.00000000
PA
USD
341530.00000000
0.013130777146
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
52000.00000000
PA
USD
44850.00000000
0.001724344435
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
43000.00000000
PA
USD
42570.00000000
0.001636685454
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
N/A
700000.00000000
PA
743709.75000000
0.028593350478
Long
DBT
CORP
DE
N
2
2028-02-11
Fixed
3.75000000
N
N
N
N
N
N
Lealand Finance Co., BV
N/A
Lealand Finance Co., BV, Term Loan
N5200EAC5
17165.02000000
PA
USD
10299.01000000
0.000395965230
Long
LON
CORP
US
N
3
2024-06-28
Variable
3.20857000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAL4
24000.00000000
PA
USD
24865.32000000
0.000955995009
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
2022-03-31
BlackRock Funds V
Ann Frechette
Ann Frechette
Assistant Treasurer