0001752724-21-256245.txt : 20211124
0001752724-21-256245.hdr.sgml : 20211124
20211124120500
ACCESSION NUMBER: 0001752724-21-256245
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211124
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: EATON VANCE LTD DURATION INCOME FUND
CENTRAL INDEX KEY: 0001222922
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21323
FILM NUMBER: 211443549
BUSINESS ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-482-8260
MAIL ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: EATON VANCE LIMITED DURATION INCOME FUND
DATE OF NAME CHANGE: 20030313
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001222922
XXXXXXXX
Eaton Vance Ltd Duration Income Fund
811-21323
0001222922
NZ7KR43H6Z5W1GY0QX46
TWO INTERNATIONAL PLACE
BOSTON
02110
617-482-8260
Eaton Vance Ltd Duration Income Fund
NZ7KR43H6Z5W1GY0QX46
2022-03-31
2021-09-30
N
2646207051.24
1085751901.52
1560455149.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
510000000.00000000
0.00000000
0.00000000
0.00000000
346202229.71000000
0.00000000
216000000.00000000
9572956.08000000
EUR
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
835000.00000000
PA
USD
857962.50000000
0.054981554590
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Tele Columbus AG
3912004GMFDLY04RUQ19
Tele Columbus AG
000000000
300000.00000000
PA
349459.69000000
0.022394728234
Long
DBT
CORP
DE
Y
2
2025-05-02
Fixed
3.87500000
N
N
N
N
N
N
UPCB Finance VII Ltd
5493006V3WX8F38SQ991
UPCB Finance VII Ltd
000000000
300000.00000000
PA
357495.74000000
0.022909709392
Long
DBT
CORP
KY
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
CPI International Inc.
5493003UP57IOOYDIV65
CPI International Inc. 2017 1st Lien Term Loan
12632BAG1
659865.68000000
PA
USD
661205.87000000
0.042372628916
Long
LON
CORP
US
N
2
2024-07-26
Floating
4.50000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
127000.00000000
PA
USD
127428.31000000
0.008166098847
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.62500000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
545000.00000000
PA
USD
548406.25000000
0.035143993090
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Incremental Term Loan
00216EAE9
700621.12000000
PA
USD
702184.91000000
0.044998724258
Long
LON
CORP
US
N
2
2028-09-15
Floating
4.50000000
N
N
N
N
N
N
MILLER HOMES GRP HLDS
213800RZPP7QB22XZM09
Miller Homes Group Holdings PLC
000000000
100000.00000000
PA
136696.98000000
0.008760071061
Long
DBT
CORP
GB
Y
2
2024-10-15
Fixed
5.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
432000.00000000
PA
USD
456300.00000000
0.029241468431
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE88
1991967.12000000
PA
USD
2318405.81000000
0.148572409172
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
7.00000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
697000.00000000
PA
USD
717896.06000000
0.046005555502
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Lindblad Expeditions, Inc.
549300OMT7I0PWV74187
Lindblad Expeditions, Inc. 2018 Cayman Borrower Term Loan
53521WAE8
466017.55000000
PA
USD
440386.58000000
0.028221674943
Long
LON
CORP
KY
N
2
2025-03-27
Floating
4.75000000
N
N
Y
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
150000.00000000
PA
USD
163834.50000000
0.010499148279
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Rockwood Service Corporation
549300PFYAJBMVGJ7074
Rockwood Service Corporation 2020 Term Loan
77447JAH0
479999.41000000
PA
USD
481899.25000000
0.030881967359
Long
LON
CORP
US
N
2
2027-01-23
Floating
4.08400000
N
N
N
N
N
N
Rohm Holding GmbH
529900TDB6090VCVJG31
Rohm Holding GmbH USD Term Loan B
000000000
940191.41000000
PA
USD
940484.75000000
0.060269899469
Long
LON
CORP
DE
N
2
2026-07-31
Floating
4.90400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABVH3
635515.30000000
PA
USD
50657.18000000
0.003246307976
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
5.56400000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
5139775.72000000
PA
USD
5139457.05000000
0.329356281141
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
422000.00000000
PA
USD
422744.83000000
0.027091123386
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2020 Term Loan B1
22834KAH4
257489.09000000
PA
USD
319500.96000000
0.020474856970
Long
LON
CORP
US
N
2
2024-05-23
Floating
8.25000000
N
N
Y
N
N
N
INEOS Styrolution Group GmbH
5299003M4PGUGL48LS74
INEOS Styrolution Group GmbH 2020 EUR Term Loan
45673NAF7
1000000.00000000
PA
1147779.96000000
0.073554178100
Long
LON
CORP
DE
N
2
2027-01-29
Floating
2.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
938000.00000000
PA
USD
1020075.00000000
0.065370350450
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BY4
500000.00000000
PA
USD
568535.20000000
0.036433934041
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300GTVIVSKVBYOB52
Dryden 42 Senior Loan Fund
26244YAU0
1000000.00000000
PA
USD
968517.00000000
0.062066314445
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.67600000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan G
89364MBS2
1353550.86000000
PA
USD
1340275.23000000
0.085890019347
Long
LON
CORP
US
N
2
2024-08-22
Floating
2.33400000
N
N
N
N
N
N
Nobel Bidco B.V.
N/A
Nobel Bidco B.V. EUR Term Loan B
000000000
1000000.00000000
PA
1158763.44000000
0.074258041969
Long
LON
CORP
NL
N
2
2028-06-10
Floating
3.50000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc. 2018 1st Lien Term Loan
69346EAB3
2649886.04000000
PA
USD
2638292.79000000
0.169072003797
Long
LON
CORP
US
N
2
2025-03-31
Floating
4.50000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
171937.51000000
PA
USD
171065.96000000
0.010962568198
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.58400000
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT Holdings I Corp 2020 Term Loan
12656AAC3
696500.00000000
PA
USD
697805.94000000
0.044718102928
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.50000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
000000000
150000.00000000
PA
178527.20000000
0.011440713309
Long
DBT
CORP
FR
Y
2
2029-02-01
Fixed
2.62500000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
100000.00000000
PA
141788.94000000
0.009086383548
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.37500000
N
N
N
N
N
N
Tweddle Group Inc
549300VH0BJ6NTH0IO64
Tweddle Group Inc
000000000
5433.00000000
NS
USD
70031.37000000
0.004487880988
Long
EC
CORP
US
N
3
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WBB2
2475000.00000000
PA
USD
2301433.94000000
0.147484786115
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.85200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHF5
151512.97000000
PA
USD
152340.44000000
0.009762564468
Long
ABS-MBS
USGSE
US
N
2
2030-12-17
Fixed
8.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1324000.00000000
PA
USD
1471215.56000000
0.094281182016
Long
DBT
NUSS
BH
Y
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG44
24536885.75000000
PA
USD
25709785.69000000
1.647582482240
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XZ4U5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3XZ4U5 IRS USD P F 1.16450 CCP LCH
000000000
200000.00000000
OU
Notional Amount
USD
-2759.82000000
-0.00017685993
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-28
0.00000000
USD
0.00000000
USD
200000.00000000
USD
-2759.82000000
N
N
N
Horizon Therapeutics USA Inc.
N/A
Horizon Therapeutics USA Inc. Term Loan B
44055UAC9
653925.21000000
PA
USD
651575.00000000
0.041755445526
Long
LON
CORP
US
N
2
2026-05-22
Floating
2.37500000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAA7
158042.01000000
PA
USD
158187.79000000
0.010137285267
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Floating
1.78600000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings Inc
18453H106
74443.00000000
NS
USD
201740.53000000
0.012928313257
Long
EC
CORP
US
N
1
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
4000.00000000
PA
USD
676.04000000
0.000043323257
Long
DBT
NUSS
LB
Y
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915KAE6
1400000.00000000
PA
USD
1289115.80000000
0.082611525248
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.21400000
N
N
N
N
N
N
First Advantage Holdings, LLC
549300MRQE5MQEH3BI02
First Advantage Holdings, LLC 2021 Term Loan B
78477MAF8
606139.77000000
PA
USD
606291.30000000
0.038853490925
Long
LON
CORP
US
N
2
2027-01-31
Floating
2.83400000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
660000.00000000
PA
USD
708523.20000000
0.045404906390
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1637000.00000000
PA
USD
1727035.00000000
0.110675080940
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
717000.00000000
PA
USD
735821.25000000
0.047154270991
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X84H4 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3X84H4 IRS USD P F 1.43800 CCP LCH
000000000
260000.00000000
OU
Notional Amount
USD
-6001.42000000
-0.00038459420
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-18
0.00000000
USD
0.00000000
USD
260000.00000000
USD
-6001.42000000
N
N
N
Medical Solutions L.L.C.
549300JH2XHZ7TIKYR39
Medical Solutions L.L.C. 2017 Term Loan
58462QAC5
1210459.23000000
PA
USD
1212980.62000000
0.077732488512
Long
LON
CORP
US
N
2
2024-06-14
Floating
5.50000000
N
N
N
N
N
N
Astra Acquisition Corp.
N/A
Astra Acquisition Corp. 2021 Term Loan B1
04629UAF3
765341.54000000
PA
USD
769168.25000000
0.049291275698
Long
LON
CORP
US
N
2
2027-03-01
Floating
5.50000000
N
N
N
N
N
N
Synlab Bondco Plc
5493007KBBOGQWJ10272
Synlab Bondco Plc 2020 EUR Term Loan B4
000000000
500000.00000000
PA
577200.55000000
0.036989243177
Long
LON
CORP
GB
N
2
2027-07-01
Floating
2.50000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
219000.00000000
PA
USD
226891.34000000
0.014540074416
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
560000.00000000
PA
USD
576408.00000000
0.036938453508
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Cerba Healthcare S.A.S.
9845000C1FYE89DC8677
Cerba Healthcare S.A.S. 2021 EUR Term Loan B
000000000
1250000.00000000
PA
1449672.01000000
0.092900588027
Long
LON
CORP
FR
N
2
2028-05-24
Floating
3.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
1007000.00000000
PA
USD
1141917.86000000
0.073178512064
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
Ditech Holding Corporation
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation 2013 Term Loan
93317CAL0
2694489.76000000
PA
USD
538897.95000000
0.034534664459
Long
LON
CORP
US
N
2
2022-06-30
None
0.00000000
Y
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
2534000.00000000
PA
USD
2682315.02000000
0.171893118522
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
955000.00000000
PA
USD
982456.25000000
0.062959595485
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
680000.00000000
PA
USD
670650.00000000
0.042977845285
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TA8A5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TA8A5 IRS USD P F 1.81220 CCP LCH
000000000
90517.00000000
OU
Notional Amount
USD
295.78000000
0.000018954726
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-12-06
0.00000000
USD
0.00000000
USD
90517.00000000
USD
295.78000000
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
1848000.00000000
PA
USD
1894200.00000000
0.121387660538
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
775000.00000000
PA
USD
761205.33000000
0.048780980993
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
1050000.00000000
PA
USD
1273583.23000000
0.081616138101
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJCE1
48248.41000000
PA
USD
52940.37000000
0.003392623620
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
70.58000000
0.000004523039
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2981.87000000
EUR
3529.74000000
USD
2021-12-15
70.58000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383AUB8
10000000.00000000
PA
USD
9965834.50000000
0.638649210891
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
716000.00000000
PA
USD
740501.52000000
0.047454200790
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
1146000.00000000
PA
USD
1170352.50000000
0.075000713747
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
NEUBERGER BERMAN GRP/FIN
N/A
Neuberger Berman Group LLC / Neuberger Berman Finance Corp
64128XAE0
688000.00000000
PA
USD
795142.44000000
0.050955802231
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.87500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV438PQ2 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV438PQ2 IRS USD P F .69270 2 CCPVANILLA
000000000
375000.00000000
OU
Notional Amount
USD
23838.56000000
0.001527667104
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-16
0.00000000
USD
0.00000000
USD
375000.00000000
USD
23838.56000000
N
N
N
Valeo F1 Company Limited (Ireland)
N/A
Valeo F1 Company Limited (Ireland) 2021 EUR Term Loan B3
000000000
1000000.00000000
PA
1157385.00000000
0.074169706204
Long
LON
CORP
IE
N
2
2027-08-27
None
0.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA EUR Term Loan B
000000000
713601.00000000
PA
828580.19000000
0.053098622549
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.50000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
769000.00000000
PA
USD
858033.34000000
0.054986094291
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
868000.00000000
PA
USD
870994.60000000
0.055816701951
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
Concorde Midco Ltd
N/A
Concorde Midco Ltd EUR Term Loan B
000000000
1000000.00000000
PA
1159797.84000000
0.074324330321
Long
LON
CORP
LU
N
2
2028-03-01
Floating
4.00000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
3225000.00000000
PA
USD
3324217.13000000
0.213028687854
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
1817625.00000000
PA
USD
1814785.87000000
0.116298496007
Long
LON
CORP
LU
N
2
2026-10-30
Floating
3.08400000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
263759.36000000
PA
315183.29000000
0.020198163981
Long
DBT
CORP
DE
Y
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
1889000.00000000
PA
USD
1974666.15000000
0.126544242579
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC 2020 EUR Term Loan B
55280FAM3
975000.00000000
PA
1139555.68000000
0.073027134436
Long
LON
CORP
US
N
2
2025-06-05
Floating
4.50000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAD0
200000.00000000
PA
USD
218623.00000000
0.014010207216
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
Y
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
517000.00000000
PA
USD
546565.94000000
0.035026058909
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BEV4V9AX0 CDS USD R F 1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN
000000000
3191000.00000000
OU
Notional Amount
USD
-184150.85000000
-0.01180109854
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
UNITED MEXICAN STATES
Y
sell protection
2031-12-20
0.00000000
USD
-145757.21000000
USD
3191000.00000000
USD
-38393.64000000
N
N
N
Sovos Compliance, LLC
549300M9XYG5WP2QHH07
Sovos Compliance, LLC 2021 Delayed Draw Term Loan
000000000
110445.21000000
PA
USD
111256.32000000
0.007129735194
Long
LON
CORP
US
N
2
2028-08-11
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
2000000.00000000
PA
USD
2191121.12000000
0.140415514050
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58400000
N
N
N
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
1146000.00000000
PA
USD
1290911.70000000
0.082726613464
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD Term Loan B
45673YAB2
5663750.00000000
PA
USD
5651714.53000000
0.362183721269
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.33400000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXV Ltd
09630CAE2
2000000.00000000
PA
USD
1996824.00000000
0.127964203287
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
7.37600000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
971000.00000000
PA
USD
1143808.39000000
0.073299664537
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Axel Springer SE
529900TJUCAM0UQXSF21
Axel Springer SE EUR Term Loan B
000000000
1000000.00000000
PA
1161607.19000000
0.074440280466
Long
LON
CORP
NL
N
2
2026-12-18
Floating
5.00000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
200000.00000000
PA
237193.46000000
0.015200274102
Long
DBT
CORP
SE
Y
2
2026-07-15
Fixed
3.50000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1778000.00000000
PA
USD
1942562.79000000
0.124486935132
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
HIKMA FINANCE USA LLC
213800BU7YH2WTM1QL87
Hikma Finance USA LLC
000000000
1250000.00000000
PA
USD
1305833.75000000
0.083682876129
Long
DBT
CORP
US
Y
2
2025-07-09
Fixed
3.25000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
658000.00000000
PA
USD
666465.17000000
0.042709665197
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Prairie ECI Acquiror LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP Term Loan B
73955HAB0
553577.92000000
PA
USD
536018.98000000
0.034350168929
Long
LON
CORP
US
N
2
2026-03-11
Floating
4.83400000
N
N
N
N
N
N
Aptean, Inc.
549300D5LUPGZUDZXC96
Aptean, Inc. 2019 Term Loan
03834WAQ8
732723.54000000
PA
USD
731807.64000000
0.046897063342
Long
LON
CORP
US
N
2
2026-04-23
Floating
4.33400000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2021 Term Loan
000000000
3890250.00000000
PA
USD
3905445.32000000
0.250276037776
Long
LON
CORP
US
N
2
2028-03-04
Floating
4.75000000
N
N
N
N
N
N
APi Group DE, Inc.
549300XP4G7B4QYA0G83
APi Group DE, Inc. Term Loan B
00186XAB9
1448750.00000000
PA
USD
1443015.85000000
0.092474035556
Long
LON
CORP
US
N
2
2026-10-01
Floating
2.58400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5SP2
2208701.80000000
PA
USD
125349.35000000
0.008032871051
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.50000000
N
N
N
N
N
N
BARDOT CLO LTD
549300KP12IHV6MTDK86
Bardot CLO Ltd
06744PAA0
1850000.00000000
PA
USD
1850577.20000000
0.118592142832
Long
ABS-CBDO
CORP
KY
N
2
2032-10-22
Floating
7.08800000
N
N
N
N
N
N
Buzz Merger Sub Ltd
N/A
Buzz Merger Sub Ltd 2020 Term Loan B
000000000
60238.64000000
PA
USD
60351.59000000
0.003867563256
Long
LON
CORP
US
N
2
2027-01-29
Floating
3.75000000
N
N
N
N
N
N
CentralSquare Technologies, LLC
549300NZTUTB6TE4LW44
CentralSquare Technologies, LLC 2018 1st Lien Term Loan
86845PAC6
875250.00000000
PA
USD
814529.53000000
0.052198201925
Long
LON
CORP
US
N
2
2025-08-29
Floating
3.88200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BLW6
118586.87000000
PA
USD
123279.14000000
0.007900203989
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
2359000.00000000
PA
USD
2538873.75000000
0.162700847278
Long
DBT
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Solenis Holdings LLC
5493006QMK0LHF0WR607
Solenis Holdings LLC 2018 EUR Term Loan
83420LAL5
496130.66000000
PA
576026.77000000
0.036914022815
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.00000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
1750000.00000000
PA
USD
1862216.76000000
0.119338050845
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68200000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92RGBBG4 CDS USD R F 1.00000 2 CCPSOVEREIGN / Short: S92RGBBG4 CDS USD P V 03MEVENT 1 CCPSOVEREIGN
000000000
3750000.00000000
OU
Notional Amount
USD
34369.80000000
0.002202549685
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
REPUBLIC OF INDONESIA
REPUBLIC OF INDONESIA
Y
sell protection
2026-12-20
47682.96000000
USD
0.00000000
USD
3750000.00000000
USD
-13313.16000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406C7A0
908209.98000000
PA
USD
1013284.29000000
0.064935175495
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Floating
6.32900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKZ89
1189566.00000000
PA
USD
223870.61000000
0.014346494357
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
3.50000000
N
N
N
N
N
N
AmWINS Group, Inc.
XFHRSEU6T865KW5UCE02
AmWINS Group, Inc. 2021 Term Loan B
03234TAW8
3855625.00000000
PA
USD
3835143.92000000
0.245770852221
Long
LON
CORP
US
N
2
2028-02-19
Floating
3.00000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1500000.00000000
PA
USD
1561454.12000000
0.100064017878
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
2705000.00000000
PA
USD
3103987.50000000
0.198915521574
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
HEIMSTADEN BOSTA
549300TJR3PR8EXILG79
Heimstaden Bostad AB
000000000
352000.00000000
PA
403165.14000000
0.025836381139
Long
DBT
CORP
SE
Y
2
2027-10-29
Fixed
3.00000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
405000.00000000
PA
USD
405202.50000000
0.025966943046
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
LG PARENT HOLDCO(LIBBEYGLASS)
N/A
LG PARENT HOLDCO(LIBBEYGLASS)
000000000
25199.48000000
NS
USD
2595546.44000000
0.166332652397
Long
EP
CORP
US
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
1000000.00000000
PA
USD
1174139.97000000
0.075243429470
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TLW7
28482.38000000
PA
USD
29472.83000000
0.001888732912
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.50000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
464312.50000000
PA
USD
464167.63000000
0.029745656585
Long
LON
CORP
US
N
2
2024-05-15
Floating
3.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358SCE9
404360.50000000
PA
USD
446929.94000000
0.028640998754
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
6.00000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2017 USD Term Loan B1
00216EAB5
819331.14000000
PA
USD
819586.77000000
0.052522289419
Long
LON
CORP
US
N
2
2024-10-17
Floating
4.00000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
100000.00000000
PA
116710.12000000
0.007479235787
Long
DBT
CORP
ES
Y
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
2739000.00000000
PA
USD
2908132.98000000
0.186364406597
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
1828125.00000000
PA
USD
1701951.47000000
0.109067631344
Long
LON
CORP
US
N
2
2026-04-22
Floating
3.08300000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC Term Loan B
01881UAF2
464312.50000000
PA
USD
461439.33000000
0.029570816571
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6N1
309262.60000000
PA
USD
351776.42000000
0.022543193251
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
8.50000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2020 1st Lien Term Loan
83578BAM5
397000.00000000
PA
USD
398943.71000000
0.025565855582
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
716000.00000000
PA
USD
749115.00000000
0.048006185896
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Delayed Draw Term Loan
43162TAT7
71729.96000000
PA
USD
71700.05000000
0.004594816455
Long
LON
CORP
US
N
2
2028-07-14
Floating
3.25000000
N
N
N
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 2018 Incremental Term Loan
33936HAH5
1498948.96000000
PA
USD
1492391.06000000
0.095638189938
Long
LON
CORP
US
N
2
2025-06-29
Floating
3.14500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
1004000.00000000
PA
USD
1070515.00000000
0.068602740693
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
200000.00000000
PA
226167.82000000
0.014493708456
Long
DBT
CORP
FR
Y
2
2026-08-05
Fixed
4.04800000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2020 Term Loan B5
13134MBT9
2016908.77000000
PA
USD
2014296.87000000
0.129083932361
Long
LON
CORP
US
N
2
2027-12-16
Floating
2.59000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
3400143.92000000
PA
USD
3358855.97000000
0.215248478663
Long
LON
CORP
US
N
2
2025-09-06
Floating
3.58400000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
650000.00000000
PA
USD
674440.30000000
0.043220742366
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-4 Ltd
92917UAA0
3000000.00000000
PA
USD
3010008.00000000
0.192892951812
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.60600000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
910000.00000000
PA
USD
911137.50000000
0.058389214208
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
1012187.50000000
PA
USD
1013030.65000000
0.064918921263
Long
LON
CORP
US
N
2
2027-01-29
Floating
3.58400000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
500000.00000000
PA
USD
606581.93000000
0.038872115620
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
AppLovin Corporation
549300LLVXMUAOL3SQ07
AppLovin Corporation 2018 Term Loan B
03835EAC8
2903266.54000000
PA
USD
2903266.54000000
0.186052546304
Long
LON
CORP
US
N
2
2025-08-15
Floating
3.33400000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AV0
1500000.00000000
PA
USD
1469210.82000000
0.094152710525
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.70000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
1067000.00000000
PA
USD
1128224.46000000
0.072300986042
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
250000.00000000
PA
291917.21000000
0.018707183609
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
2.25000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 USD Term Loan
05988HAE7
2744906.43000000
PA
USD
2732897.46000000
0.175134636871
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.88200000
N
N
N
N
N
N
Phillips Feed Service, Inc.
N/A
Phillips Feed Service, Inc. 2020 Term Loan
000000000
108185.67000000
PA
USD
86548.54000000
0.005546365111
Long
LON
CORP
US
N
3
2024-11-13
Floating
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEXG7
1831478.20000000
PA
USD
274544.26000000
0.017593857795
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
6.16400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358NTD4
1492.75000000
PA
USD
1518.99000000
0.000097342752
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
Fixed
7.50000000
N
N
N
N
N
N
Ameriforge Group, Inc.
N/A
Ameriforge Group, Inc. 2021 Term Loan
000000000
100821.11000000
PA
USD
53435.19000000
0.003424333599
Long
LON
CORP
US
N
2
2023-12-31
Floating
14.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDTL6
96077.55000000
PA
USD
96018.14000000
0.006153213696
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
None
0.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
783084.38000000
0.050183075120
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
34305944.19000000
EUR
40521371.66000000
USD
2021-10-04
783084.38000000
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
2959735.55000000
PA
USD
2938961.17000000
0.188339996220
Long
LON
CORP
US
N
2
2027-02-01
Floating
2.58400000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1589000.00000000
PA
USD
1788379.78000000
0.114606291652
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
1405000.00000000
PA
USD
1390078.90000000
0.089081631102
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Steinway Musical Instruments, Inc.
54930055OPID242NEX87
Steinway Musical Instruments, Inc. 2018 Term Loan B
85849GAF7
198427.95000000
PA
USD
197001.65000000
0.012624627502
Long
LON
CORP
US
N
2
2025-02-14
Floating
4.75000000
N
N
N
N
N
N
Regatta XIII Funding LLC
N/A
Regatta XIII Funding Ltd
75888GAA1
2000000.00000000
PA
USD
1907614.00000000
0.122247281528
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.07600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
638000.00000000
PA
USD
644220.44000000
0.041284136882
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NLUP9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NLUP9 IRS USD P F 1.70220 CCP LCH
000000000
148000.00000000
OU
Notional Amount
USD
4194.32000000
0.000268788244
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-08-27
0.00000000
USD
0.00000000
USD
148000.00000000
USD
4194.32000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92RHAZK0 CDS USD R F 1.00000 CCP ICE / Short: S92RHAZK0 CDS USD P V 00MEVENT CCP ICE
000000000
2400000.00000000
OU
Notional Amount
USD
-249541.75000000
-0.01599160027
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
REPUBLIC OF TURKEY
REPUBLIC OF TURKEY
Y
sell protection
2025-06-20
0.00000000
USD
-319625.89000000
USD
2400000.00000000
USD
70084.14000000
N
N
N
Polaris Newco LLC
549300F7JH48O4IYRX29
Polaris Newco LLC EUR Term Loan B
000000000
1000000.00000000
PA
1160843.83000000
0.074391361405
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAG3
2600000.00000000
PA
USD
791700.00000000
0.050735197364
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6CY1
12485318.29000000
PA
USD
12275633.61000000
0.786670069447
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
182260.00000000
PA
USD
88170.10000000
0.005650280946
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615TA4
127205.93000000
PA
USD
132903.63000000
0.008516978525
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGH2
4284775.92000000
PA
USD
4782053.73000000
0.306452494380
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2019 Term Loan
50217UAW7
196000.00000000
PA
USD
196490.00000000
0.012591838992
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.83400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9E61
13910040.90000000
PA
USD
2436386.78000000
0.156133085942
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
570000.00000000
PA
USD
600922.50000000
0.038509437461
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
N/A
PRETIUM PKG HOLDINGS INC
000000000
350000.00000000
PA
USD
351750.00000000
0.022541500155
Long
LON
CORP
US
N
2
2029-10-01
None
0.00000000
N
N
N
N
N
N
Robertshaw US Holding Corp
549300NMXRV2JIXFIY04
Robertshaw US Holding Corp 2018 1st Lien Term Loan
77051UAF6
1013250.00000000
PA
USD
983485.78000000
0.063025571749
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.50000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC SERIES B C
N/A
DAVID S BRIDAL, LLC SERIES B C
000000000
4631.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617L7YU7
719224.12000000
PA
USD
768932.36000000
0.049276158955
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
2350000.00000000
PA
USD
2275246.50000000
0.145806593698
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383ABA1
10000000.00000000
PA
USD
9846130.00000000
0.630978083655
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC21
000000000
-196.00000000
NC
USD
293751.08000000
0.018824705090
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYZ1 Comdty
2021-12-21
-26089188.58000000
USD
293751.08000000
N
N
N
Dayco Products, LLC
549300KMSX88XFVFQO13
Dayco Products, LLC 2017 Term Loan B
239579BA2
1149000.00000000
PA
USD
1120633.49000000
0.071814527332
Long
LON
CORP
US
N
2
2023-05-19
Floating
4.37100000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
1592000.00000000
PA
USD
1655680.00000000
0.106102376623
Long
DBT
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
200000.00000000
PA
242032.58000000
0.015510383623
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
LONZA GROUP AG
2221002FZ55AMAUX4G64
LONZA GROUP AG EUR TERM LOAN B
000000000
1000000.00000000
PA
1161556.22000000
0.074437014111
Long
LON
CORP
LU
N
2
2028-07-03
Floating
4.00000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
500000.00000000
PA
USD
514570.00000000
0.032975635351
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
CITGO Holding Inc.
549300NYHOALWZ2BSL72
CITGO Holding Inc. 2019 Term Loan B
17304YAD4
245000.00000000
PA
USD
242090.63000000
0.015514103692
Long
LON
CORP
US
N
2
2023-08-01
Floating
8.00000000
N
N
N
N
N
N
Tweddle Group, Inc.
N/A
Tweddle Group, Inc. 2018 Exit Term Loan
000000000
478503.19000000
PA
USD
472330.50000000
0.030268764859
Long
LON
CORP
US
N
2
2023-09-17
Floating
5.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
539000.00000000
PA
USD
576056.25000000
0.036915912008
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
L1R HB Finance Limited
5493006YYJYLS7TR4S85
L1R HB Finance Limited EUR Term Loan B
000000000
750000.00000000
PA
830211.10000000
0.053203137568
Long
LON
CORP
JE
N
2
2024-08-09
Floating
4.25000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
2625000.00000000
PA
USD
2480769.38000000
0.158977294569
Long
DBT
NUSS
AE
Y
2
2051-03-10
Fixed
4.37500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
1499000.00000000
PA
USD
1510242.50000000
0.096782179242
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Biogroup-LCD
9695008EGX5O9K1MS743
Biogroup-LCD 2021 EUR Term Loan B
000000000
750000.00000000
PA
866244.76000000
0.055512313837
Long
LON
CORP
FR
N
2
2028-01-28
Floating
3.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
1755000.00000000
PA
USD
1834238.25000000
0.117545079737
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358RAL7
9115.11000000
PA
USD
9257.83000000
0.000593277544
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
7.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV43KZE1 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV43KZE1 IRS USD P F .39020 2 CCPVANILLA
000000000
452000.00000000
OU
Notional Amount
USD
7249.09000000
0.000464549718
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-06-19
0.00000000
USD
0.00000000
USD
452000.00000000
USD
7249.09000000
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
1389000.00000000
PA
USD
1396604.78000000
0.089499834727
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NLCU8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NLCU8 IRS USD P F 1.71320 CCP LCH
000000000
128000.00000000
OU
Notional Amount
USD
3305.97000000
0.000211859341
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-08-27
0.00000000
USD
0.00000000
USD
128000.00000000
USD
3305.97000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FEZD5
7706011.08000000
PA
USD
1043863.20000000
0.066894790291
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Floating
6.11600000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
133000.00000000
PA
166716.61000000
0.010683845032
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
745000.00000000
PA
USD
771406.53000000
0.049434713335
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401CYF4
421489.06000000
PA
USD
481546.83000000
0.030859382923
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Hoya Midco, LLC
549300LK73TSUP0YKH27
Hoya Midco, LLC 2017 1st Lien Term Loan
44325HAB4
2060721.67000000
PA
USD
2054926.92000000
0.131687663075
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
350000.00000000
PA
509039.03000000
0.032621189406
Long
DBT
CORP
GB
Y
2
2078-10-03
Fixed
4.87500000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
60000.00000000
PA
USD
63519.00000000
0.004070543136
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Cushman & Wakefield U.S. Borrower, LLC
N/A
Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B
23340DAP7
5738856.22000000
PA
USD
5697966.87000000
0.365147750066
Long
LON
CORP
US
N
2
2025-08-21
Floating
2.83400000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
1120000.00000000
PA
USD
1066100.00000000
0.068319810421
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
1795000.00000000
PA
USD
1880980.50000000
0.120540503861
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
670000.00000000
PA
USD
716380.75000000
0.045908448578
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
700000.00000000
PA
USD
719813.82000000
0.046128452979
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWL51
1723319.13000000
PA
USD
23030.44000000
0.001475879649
Long
ABS-MBS
USGSE
US
N
2
2042-05-15
Fixed
3.50000000
N
N
N
N
N
N
Numericable Group SA
5493001ZMCICV4N02J21
Numericable Group SA USD Term Loan B11
67053NAK0
2058625.00000000
PA
USD
2030961.20000000
0.130151847066
Long
LON
CORP
FR
N
2
2025-07-31
Floating
2.87900000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
851000.00000000
PA
USD
861637.50000000
0.055217062800
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
CHG PPC Parent LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC 2019 EUR Term Loan B
12546FAD4
2000000.00000000
PA
2321043.63000000
0.148741450878
Long
LON
CORP
US
N
2
2025-03-31
Floating
3.50000000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Term Loan
63689EAR6
1846997.08000000
PA
USD
1849562.56000000
0.118527120778
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2039000.00000000
PA
USD
2060001.70000000
0.132012874600
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KH92
466355.63000000
PA
USD
527419.89000000
0.033799105991
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
8.00000000
N
N
N
N
N
N
AKORN HOLDING COMPANY LLC
N/A
AKORN HOLDING COMPANY LLC
000000000
42374.00000000
NS
USD
497894.50000000
0.031907004830
Long
EC
CORP
US
N
2
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
551000.00000000
PA
USD
572351.25000000
0.036678481281
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
HERTZ GLOBAL HLDGS
N/A
HERTZ GLOBAL HLDGS
42806J304
194852.00000000
NS
USD
2754720.15000000
0.176533119230
Long
EC
CORP
US
N
2
N
N
N
DBI INVESTORS INC SERIES A 1
N/A
DBI INVESTORS INC SERIES A 1
000000000
1932.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
000000000
154000.00000000
PA
180357.22000000
0.011557988067
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
1511000.00000000
PA
USD
1864196.25000000
0.119464904219
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-10224.19000000
-0.00065520563
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
979213.44000000
USD
836464.86000000
EUR
2021-10-08
-10224.19000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH57
40516.05000000
PA
USD
40844.67000000
0.002617484392
Long
ABS-MBS
USGSE
US
N
2
2027-06-17
Fixed
8.00000000
N
N
N
N
N
N
STERIS PLC
N/A
STERIS Irish FinCo UnLtd Co
85917PAB3
750000.00000000
PA
USD
811006.85000000
0.051972454969
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
Nomad Foods Europe Midco Limited
N/A
Nomad Foods Europe Midco Limited 2021 EUR Term Loan B
000000000
3000000.00000000
PA
3497078.06000000
0.224106284671
Long
LON
CORP
GB
N
2
2028-06-17
Floating
2.50000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
355000.00000000
PA
USD
368756.25000000
0.023631326415
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2021 Delayed Draw Term Loan
50217UBA4
196875.00000000
PA
USD
196792.90000000
0.012611249995
Long
LON
CORP
US
N
2
2026-07-24
Fixed
4.75000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd
36319FAG1
3275000.00000000
PA
USD
3229372.70000000
0.206950690032
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.77100000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
539000.00000000
PA
USD
540018.71000000
0.034606487094
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
514000.00000000
PA
USD
541915.34000000
0.034728030478
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAL2
795000.00000000
PA
USD
766322.60000000
0.049108915442
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.84300000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-42.45000000
-0.00000272036
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
60354.62000000
USD
52043.00000000
EUR
2021-10-29
-42.45000000
N
N
N
AIR FRANCE-KLM
969500AQW31GYO8JZD66
Air France-KLM
000000000
100000.00000000
PA
110378.00000000
0.007073449052
Long
DBT
CORP
FR
Y
2
2025-01-16
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359FXM5
148315.33000000
PA
USD
155165.99000000
0.009943636638
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Fixed
6.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359WJ44
33379.10000000
PA
USD
37429.39000000
0.002398620044
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
6.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
1984000.00000000
PA
USD
2060880.00000000
0.132069159460
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO 5 Ltd
48661MAA8
4550000.00000000
PA
USD
4551201.20000000
0.291658571591
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
6.82500000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAB1
392000.00000000
PA
USD
397880.00000000
0.025497688932
Long
DBT
CORP
US
N
2
2022-04-29
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
294000.00000000
PA
383982.43000000
0.024607078907
Long
DBT
NUSS
RO
Y
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAA0
577000.00000000
PA
USD
584933.75000000
0.037484816536
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Illuminate Buyer, LLC
549300K1Y0YC1YC1H809
Illuminate Buyer, LLC 2021 Term Loan
45232UAE8
755914.80000000
PA
USD
755914.80000000
0.048441943373
Long
LON
CORP
US
N
2
2027-06-30
Floating
3.58400000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
2092000.00000000
PA
USD
2146559.36000000
0.137559824156
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
576000.00000000
PA
USD
572189.76000000
0.036668132378
Long
LON
CORP
US
N
2
2024-06-21
Floating
5.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1497000.00000000
PA
USD
1609275.00000000
0.103128564783
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
407000.00000000
PA
USD
466340.60000000
0.029884908905
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. 2018 Term Loan B
000000000
1950847.16000000
PA
USD
1857165.53000000
0.119014348495
Long
LON
CORP
LU
N
2
2025-02-24
Floating
6.25000000
N
N
N
N
N
N
KKR GROUP FINANCE CO VII
N/A
KKR Group Finance Co VII LLC
48252DAA3
400000.00000000
PA
USD
430692.54000000
0.027600443375
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
3.62500000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2021 Term Loan B
76173FAY3
975000.00000000
PA
USD
974314.58000000
0.062437845789
Long
LON
CORP
US
N
2
2028-09-20
Floating
4.00000000
N
N
N
N
N
N
MAV ACQUISITION CORP
N/A
Mav Acquisition Corp
57767XAB6
1541000.00000000
PA
USD
1474498.15000000
0.094491543077
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AS1
710000.00000000
PA
USD
878284.32000000
0.056283855396
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1388821.20000000
PA
USD
671856.14000000
0.043055139400
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRWB3
17657936.80000000
PA
USD
2958937.82000000
0.189620177198
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Floating
5.96400000
N
N
N
N
N
N
EV CASH RESERVES FUND LLC
N/A
EV CASH RESERVES FUND LLC
000000000
36618432.55600000
NS
USD
36618432.57000000
2.346650756131
Long
STIV
US
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV41CQ01 IRS USD R V 03MLIBOR US003M+0BPS CCP LCH / Short: BEV41CQ01 IRS USD P F .60470 CCP LCH
000000000
511000.00000000
OU
Notional Amount
USD
35614.91000000
0.002282341149
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-05-12
0.00000000
USD
0.00000000
USD
511000.00000000
USD
35614.91000000
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 EUR Term Loan B2
25213YAJ4
315998.59000000
PA
366113.08000000
0.023461941861
Long
LON
CORP
US
N
2
2024-07-24
Floating
3.75000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B3
78466DBD5
1224067.93000000
PA
USD
1213287.56000000
0.077752158414
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.83400000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAS8
2000000.00000000
PA
USD
2022065.60000000
0.129581782620
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.28200000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
1133000.00000000
PA
USD
1137231.76000000
0.072878208656
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B
000000000
1066937.50000000
PA
USD
1071160.44000000
0.068644102984
Long
LON
CORP
US
N
2
2026-10-30
Floating
4.00000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AH2
872000.00000000
PA
USD
1113279.16000000
0.071343233427
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
31657.00000000
NS
USD
792058.14000000
0.050758148360
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
532716AK3
415000.00000000
PA
USD
490224.98000000
0.031415512332
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
Boyd Gaming Corporation
254900787YGRYS2A1Z35
Boyd Gaming Corporation Term Loan B3
10330JAU2
714500.96000000
PA
USD
714663.15000000
0.045798378128
Long
LON
CORP
US
N
2
2023-09-15
Floating
2.32200000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
266000.00000000
PA
USD
308485.52000000
0.019768944980
Long
DBT
CORP
DE
Y
2
2075-07-30
Fixed
6.62500000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
1333000.00000000
PA
USD
1322929.19000000
0.084778418029
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
Penn Engineering & Manufacturing Corp.
549300X4DC5C4RYZW296
Penn Engineering & Manufacturing Corp. 2017 EUR Term Loan C
707388AT1
1204759.19000000
PA
1396404.90000000
0.089487025644
Long
LON
CORP
DE
N
2
2024-06-27
Floating
3.25000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. 2021 EUR 7 Year Term Loan B
05350NAJ3
997500.00000000
PA
1156718.11000000
0.074126969314
Long
LON
CORP
US
N
2
2028-06-12
Floating
2.75000000
N
N
N
N
N
N
Syniverse Holdings, Inc.
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc. 2018 1st Lien Term Loan
87164GAM5
1040062.50000000
PA
USD
1041324.10000000
0.066732074945
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.00000000
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
Sotheby's 2021 Term Loan B
08883CAE8
447183.94000000
PA
USD
449233.38000000
0.028788612096
Long
LON
CORP
US
N
2
2027-01-15
Floating
5.00000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
303000.00000000
PA
USD
325459.88000000
0.020856727606
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 2021 Term Loan
33936HAJ1
1453089.46000000
PA
USD
1451726.46000000
0.093032245127
Long
LON
CORP
US
N
2
2028-02-23
Floating
4.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
1076000.00000000
PA
USD
1294360.75000000
0.082947641925
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
1062000.00000000
PA
USD
1184395.50000000
0.075900643489
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
75634.38000000
0.004846943535
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3066605.59000000
EUR
3629496.38000000
USD
2021-10-29
75634.38000000
N
N
N
Libbey Glass Inc.
A7JTTZYG0P336HI4K290
Libbey Glass Inc. 2020 Exit Term Loan
52989XAB9
5163873.28000000
PA
USD
5370428.21000000
0.344157806199
Long
LON
CORP
US
N
2
2025-11-13
Floating
11.00000000
N
N
N
N
N
N
Ineos 226 Limited
213800HKSMBSJQ32CA45
Ineos 226 Limited EUR Term Loan B
000000000
1000000.00000000
PA
1151924.54000000
0.073819778813
Long
LON
CORP
GB
N
2
2026-01-29
Floating
2.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
257000.00000000
PA
USD
276555.13000000
0.017722722120
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
371000.00000000
PA
USD
360315.20000000
0.023090391291
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CH6
455000.00000000
PA
USD
467230.40000000
0.029941930729
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
985000.00000000
PA
USD
1029940.63000000
0.066002578169
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc. 2017 USD Term Loan B1
44969CBF6
1431403.11000000
PA
USD
1429613.86000000
0.091615184214
Long
LON
CORP
US
N
2
2024-03-07
Floating
1.83400000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
111741.85000000
0.007160849834
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBA8
865000.00000000
PA
USD
837622.66000000
0.053678098992
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
3.12500000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV LLC
N/A
MAJORDRIVE HOLDINGS IV LLC TERM LOAN B
56085UAB9
450000.00000000
PA
USD
451476.45000000
0.028932356696
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAWG6
1759295.68000000
PA
USD
1692370.05000000
0.108453616901
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC 2021 TERM LOAN B1
74839XAG4
2175000.00000000
PA
USD
2170619.55000000
0.139101694168
Long
LON
CORP
US
N
2
2028-02-21
None
0.00000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
2493000.00000000
PA
USD
2670526.53000000
0.171137666499
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.62500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EAL9
3577365.00000000
PA
USD
3132771.51000000
0.200760112237
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
174762.05000000
0.011199427938
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4009861.00000000
GBP
5577816.90000000
USD
2021-10-29
174762.05000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4B8
48526.97000000
PA
USD
50918.01000000
0.003263022971
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Variable
0.00000000
N
N
N
N
N
N
Rain Carbon GmbH
25490038N6JQH7QXUK52
Rain Carbon GmbH EUR Term Loan B
000000000
1025000.00000000
PA
1179887.98000000
0.075611784177
Long
LON
CORP
US
N
2
2025-01-16
Floating
3.00000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
2300000.00000000
PA
USD
2366125.00000000
0.151630439389
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
Flint Group GmbH
549300Q6D2JN1G0T8E41
Flint Group GmbH USD Term Loan C
000000000
30585.00000000
PA
USD
30725.17000000
0.001968987702
Long
LON
CORP
US
N
2
2023-09-21
Floating
5.25000000
N
N
Y
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
1492000.00000000
PA
USD
1567062.52000000
0.100423425837
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MAC5
1500000.00000000
PA
USD
1149420.45000000
0.073659307042
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
2.94200000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
300000.00000000
PA
285226.52000000
0.018278418322
Long
DBT
CORP
LU
Y
2
2029-01-14
Fixed
2.25000000
N
N
N
N
N
N
Avaya, Inc.
N/A
Avaya, Inc. 2021 Term Loan B2
05349UBD3
200000.00000000
PA
USD
200499.20000000
0.012848764031
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.08400000
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
Carlyle Finance Subsidiary LLC
14314DAA1
1000000.00000000
PA
USD
1076464.33000000
0.068983996764
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
3.50000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
928625.00000000
PA
USD
921660.31000000
0.059063556563
Long
LON
CORP
US
N
2
2026-08-28
Floating
2.63000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
1212000.00000000
PA
USD
1197601.44000000
0.076746931189
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAB0
765000.00000000
PA
USD
112837.50000000
0.007231063322
Long
DBT
CORP
MX
N
2
2025-02-10
Fixed
9.00000000
N
Y
N
N
N
N
White Cap Buyer LLC
N/A
White Cap Buyer LLC Term Loan B
96350TAC4
2084250.00000000
PA
USD
2091486.52000000
0.134030543612
Long
LON
CORP
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
Wheel Pros, LLC
N/A
Wheel Pros, LLC 2021 Term Loan
96289EAG4
900000.00000000
PA
USD
900920.70000000
0.057734482158
Long
LON
CORP
US
N
2
2028-05-11
Floating
5.25000000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAA3
1800000.00000000
PA
USD
1849500.00000000
0.118523111691
Long
DBT
CORP
AU
N
2
2026-04-30
Fixed
5.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
2391000.00000000
PA
USD
2662306.77000000
0.170610912494
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BUXF0
272558.28000000
PA
USD
1291.11000000
0.000082739321
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3UPDC0 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3UPDC0 IRS USD P F 1.93670 CCP LCH
000000000
19242.00000000
OU
Notional Amount
USD
-488.91000000
-0.00003133124
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-01-09
0.00000000
USD
0.00000000
USD
19242.00000000
USD
-488.91000000
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc. 2019 USD Term Loan B
37427UAJ9
1060865.38000000
PA
USD
1062191.46000000
0.068069336064
Long
LON
CORP
US
N
2
2026-02-19
Floating
4.62500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
1100000.00000000
PA
USD
1148284.50000000
0.073586510974
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4J8
6808809.15000000
PA
USD
846846.32000000
0.054269186791
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHK4
118526.56000000
PA
USD
120721.58000000
0.007736305655
Long
ABS-MBS
USGSE
US
N
2
2024-10-17
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LPD4
1815819.85000000
PA
USD
1620822.32000000
0.103868561700
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XUNG6 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XUNG6 / Short: BEV3XUNG6 IRS EUR P F .21020 CCP LCH BSV3XUNG6
000000000
60325.00000000
OU
Notional Amount
5414.43000000
0.000346977611
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-02-26
0.00000000
EUR
0.00000000
EUR
60325.00000000
EUR
5412.14000000
N
N
N
David's Bridal LLC
YEMD6E68QLMSL3ZMES44
David's Bridal LLC
000000000
40851.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
808000.00000000
PA
USD
829210.00000000
0.053138983209
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABV42
2192820.60000000
PA
USD
2205367.81000000
0.141328497034
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
1.50000000
N
N
N
N
N
N
Fiserv Investment Solutions, Inc.
N/A
Fiserv Investment Solutions, Inc. 2020 Term Loan B
33774UAC2
519750.00000000
PA
USD
521130.46000000
0.033396054996
Long
LON
CORP
US
N
2
2027-02-18
Floating
4.15500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XAH3
3822480.33000000
PA
USD
3865483.23000000
0.247715112523
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Floating
3.83600000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
2780000.00000000
PA
USD
2790425.00000000
0.178821224083
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
1828000.00000000
PA
USD
2012975.14000000
0.128999230792
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
717000.00000000
PA
567497.63000000
0.036367442544
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380U5G4
4804966.76000000
PA
USD
6101847.47000000
0.391029980649
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
Y
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
49000.00000000
PA
USD
66165.54000000
0.004240143653
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227M303
2089.00000000
NS
USD
117924.05000000
0.007557029115
Long
EC
CORP
US
N
1
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
72812NAD8
2548672.80000000
PA
USD
2499424.80000000
0.160172806020
Long
LON
CORP
NL
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1371000.00000000
PA
USD
1422481.05000000
0.091158086168
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
WireCo WorldGroup, Inc.
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup, Inc. 2016 2nd Lien Term Loan
97654QAG2
1213888.88000000
PA
USD
1207819.44000000
0.077401740140
Long
LON
CORP
US
N
2
2024-09-30
Floating
9.15800000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2020 Incremental Term Loan
31732FAQ9
346500.00000000
PA
USD
347613.65000000
0.022276426852
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.50000000
N
N
N
N
N
N
SUNRISE OIL GAS INC. CLASS A
N/A
SUNRISE OIL GAS INC. CLASS A
000000000
15647.00000000
NS
USD
46941.00000000
0.003008160792
Long
EC
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3Z6
15778.59000000
PA
USD
16396.79000000
0.001050769706
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Variable
0.00000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
2055000.00000000
PA
USD
2096819.25000000
0.134372285571
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
THAIHOTINVSTCOUSLTDALLIANCEHEA
N/A
THAIHOTINVSTCOUSLTDALLIANCEHEA
000000000
9800.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACRV5
1309823.02000000
PA
USD
258135.73000000
0.016542335743
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
6.06400000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
565000.00000000
PA
USD
582894.06000000
0.037354105313
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B04K9
3383230.20000000
PA
USD
3407840.66000000
0.218387607013
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
4.50000000
N
N
N
N
N
N
FRIGOGLASS FINANCE BV
213800PPSK7DU449EC41
Frigoglass Finance BV
000000000
300000.00000000
PA
309592.53000000
0.019839886462
Long
DBT
CORP
NL
Y
2
2025-02-12
Fixed
6.87500000
N
N
N
N
N
N
PSC Industrial Holdings Corp.
N/A
PSC Industrial Holdings Corp. 2017 1st Lien Term Loan
69361CAJ0
772000.00000000
PA
USD
772301.85000000
0.049492088903
Long
LON
CORP
US
N
2
2024-10-11
Floating
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HEA7
159859.90000000
PA
USD
166732.35000000
0.010684853712
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
1040000.00000000
PA
USD
1067869.56000000
0.068433210668
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
1086000.00000000
PA
USD
1086574.43000000
0.069631891066
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62100000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
6570721.47000000
PA
USD
6398240.03000000
0.410023961992
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.75000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
245000.00000000
PA
USD
240849.70000000
0.015434580099
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
3000000.00000000
PA
USD
2858543.40000000
0.183186514557
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.73400000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Audacy Capital Corp
29365DAB5
1627000.00000000
PA
USD
1641968.40000000
0.105223684275
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
802000.00000000
PA
USD
792977.50000000
0.050817064504
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Cumulus Media New Holdings Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc. Term Loan B
23108LAB2
322312.22000000
PA
USD
322484.98000000
0.020666084511
Long
LON
CORP
US
N
2
2026-03-31
Floating
4.75000000
N
N
N
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291AN8
943000.00000000
PA
USD
1030974.13000000
0.066068808846
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.20000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
771000.00000000
PA
USD
795093.75000000
0.050952681987
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
951000.00000000
PA
USD
930196.88000000
0.059610612978
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2018 Incremental Term Loan
64072UAH5
1048125.00000000
PA
USD
1036006.58000000
0.066391307701
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.33400000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
837000.00000000
PA
USD
850923.50000000
0.054530468251
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
2575000.00000000
PA
USD
2638602.50000000
0.169091851212
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZC0
479000.00000000
PA
USD
477322.11000000
0.030588646529
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UKD7
90556.33000000
PA
USD
93967.28000000
0.006021786657
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
6.75000000
N
N
N
N
N
N
CPM Holdings, Inc.
549300FBUISJCXV8IB65
CPM Holdings, Inc. 2018 1st Lien Term Loan
12654NAC7
316061.78000000
PA
USD
314876.55000000
0.020178506896
Long
LON
CORP
US
N
2
2025-11-17
Floating
3.58600000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
000000000
350000.00000000
PA
USD
359322.25000000
0.023026759216
Long
DBT
CORP
XX
Y
2
2026-07-31
Fixed
7.12500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
16025.85000000
0.001026998437
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
545585.62000000
GBP
751168.61000000
USD
2021-11-30
16025.85000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
53001.98000000
0.003396571827
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2239146.10000000
EUR
2650555.47000000
USD
2021-12-15
53001.98000000
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
1071000.00000000
PA
USD
1098319.18000000
0.070384540061
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
526000.00000000
PA
USD
577937.63000000
0.037036478113
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
1511000.00000000
PA
USD
1532129.98000000
0.098184813595
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2018 Incremental Term Loan
48244EAJ3
2253923.12000000
PA
USD
2235844.40000000
0.143281554769
Long
LON
CORP
US
N
2
2025-02-21
Floating
4.75000000
N
N
N
N
N
N
Aernnova Aerospace S.A.U
95980020140005473208
Aernnova Aerospace S.A.U EUR Delayed Draw Term Loan
000000000
204081.60000000
PA
226055.49000000
0.014486509916
Long
LON
CORP
ES
N
2
2027-02-22
Floating
3.00000000
N
N
N
N
N
N
BWAY Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
2524290.76000000
PA
USD
2476763.41000000
0.158720576521
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.33400000
N
N
N
N
N
N
Nvent Finance Sarl
549300KO1OQ4MVFB6X02
Nvent Finance Sarl
67078AAD5
1500000.00000000
PA
USD
1647520.58000000
0.105579489439
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
702000.00000000
PA
USD
790452.00000000
0.050655220699
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJNE9
32689.00000000
PA
USD
35867.91000000
0.002298554367
Long
ABS-MBS
USGSE
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
86000.00000000
PA
USD
14589.04000000
0.000934922096
Long
DBT
NUSS
LB
Y
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
Ameriforge Group Inc.
N/A
Ameriforge Group Inc.
000000000
29751.00000000
NS
USD
232057.80000000
0.014871161150
Long
EC
CORP
US
N
3
N
N
N
Ramsay Generale de Sante S.A.
969500I1EJGUAT223F44
Ramsay Generale de Sante S.A. 2021 EUR Term Loan B2
000000000
500000.00000000
PA
579381.72000000
0.037129020984
Long
LON
CORP
FR
N
2
2027-04-22
Floating
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHP3
10228.91000000
PA
USD
10395.55000000
0.000666187041
Long
ABS-MBS
USGSE
US
N
2
2023-10-17
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3C24
9631814.15000000
PA
USD
1196204.86000000
0.076657432942
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
5.91400000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. 2018 Term Loan B
000000000
4020729.44000000
PA
USD
4020226.85000000
0.257631682059
Long
LON
CORP
US
N
2
2025-06-02
Floating
3.08400000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
200000.00000000
PA
274928.35000000
0.017618471767
Long
DBT
CORP
JE
Y
2
2027-08-28
Fixed
4.50000000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc. Term Loan
21870FBA6
5150000.00000000
PA
USD
5144206.25000000
0.329660628241
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
THAIHOTINVSTCOUSLTDALLIANCEHEA
N/A
THAIHOTINVSTCOUSLTDALLIANCEHEA
000000000
1310.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
PENINSULA PACIFIC ENTERT
N/A
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
70715XAA4
2086000.00000000
PA
USD
2242585.59000000
0.143713556291
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
PPD, Inc.
N/A
PPD, Inc. Initial Term Loan
69355HAB4
6169000.00000000
PA
USD
6166297.98000000
0.395160218549
Long
LON
CORP
US
N
2
2028-01-13
Floating
2.50000000
N
N
N
N
N
N
MARINER WEALTH ADVISORS LLC
254900HVY0H7EYXFSV08
Mariner Wealth Advisors LLC Delayed Draw Term Loan
56846TAB2
62500.00000000
PA
USD
62343.75000000
0.003995228572
Long
LON
CORP
US
N
2
2028-08-18
None
0.00000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
157000.00000000
PA
USD
160799.40000000
0.010304647335
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1862000.00000000
PA
USD
1952772.50000000
0.125141212828
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
412000.00000000
PA
USD
420796.20000000
0.026966247640
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
IRI Holdings, Inc.
5493006U4KVBN1X1PI38
IRI Holdings, Inc. 2018 1st Lien Term Loan
45004KAC0
9881028.10000000
PA
USD
9886324.33000000
0.633553891745
Long
LON
CORP
US
N
2
2025-12-01
Floating
4.33400000
N
N
N
N
N
N
Mavenir Systems, Inc.
549300Q70CXM8TJLTD42
Mavenir Systems, Inc. 2021 Term Loan B
57767EAE2
375000.00000000
PA
USD
376249.88000000
0.024111547202
Long
LON
CORP
US
N
2
2028-08-13
Floating
5.25000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
993000.00000000
PA
USD
1204484.18000000
0.077188003783
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
700000.00000000
PA
USD
720125.00000000
0.046148394596
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
450000.00000000
PA
520895.18000000
0.033380977344
Long
DBT
CORP
CZ
Y
2
2024-05-04
Fixed
4.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
1449000.00000000
PA
USD
1471184.19000000
0.094279171706
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
100000.00000000
PA
110680.68000000
0.007092845957
Long
DBT
CORP
NL
Y
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
INEOS Enterprises Holdings US Finco LLC
N/A
INEOS Enterprises Holdings US Finco LLC 2020 USD Term Loan B
000000000
222042.25000000
PA
USD
222944.19000000
0.014287125781
Long
LON
CORP
US
N
2
2026-08-28
Floating
4.50000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
2115000.00000000
PA
USD
2233968.75000000
0.143161355864
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
662000.00000000
PA
USD
679440.39000000
0.043541167467
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBF2
2286000.00000000
PA
USD
2585871.24000000
0.165712628169
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
IAP Worldwide Services, Inc.
N/A
IAP Worldwide Services, Inc. Revolver
44928PAB7
172298.17000000
PA
USD
173366.42000000
0.011109990571
Long
LON
CORP
US
N
2
2023-07-18
Fixed
0.75000000
N
N
N
N
N
N
ACNR HOLDINGS, INC. (MURRAY)
N/A
ACNR HOLDINGS, INC. (MURRAY)
000000000
1803.00000000
NS
USD
380132.44000000
0.024360356660
Long
EP
CORP
US
N
2
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
2205127.30000000
PA
USD
2205127.30000000
0.141313084223
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJK2
498299.39000000
PA
USD
531009.48000000
0.034029140798
Long
ABS-MBS
USGSE
US
N
2
2026-06-17
Fixed
7.50000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
808000.00000000
PA
USD
922130.00000000
0.059093656114
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
American Trailer World Corp.
254900WNYWX3HF6TKT69
American Trailer World Corp. Term Loan B
03028BAB3
523687.50000000
PA
USD
521832.60000000
0.033441050842
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AWE6
563.77000000
PA
USD
564.02000000
0.000036144582
Long
ABS-MBS
USGA
US
N
2
2021-12-15
Fixed
9.00000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
1415000.00000000
PA
USD
1411611.08000000
0.090461496458
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AH7
988000.00000000
PA
USD
1075173.64000000
0.068901284358
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.87500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-885.49000000
-0.00005674562
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
65221.33000000
USD
55515.00000000
EUR
2021-10-29
-885.49000000
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
2170000.00000000
PA
USD
2346312.50000000
0.150360777778
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
300000.00000000
PA
359540.46000000
0.023040742956
Long
DBT
CORP
FR
Y
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
948000.00000000
PA
USD
1034505.00000000
0.066295080649
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
LG PARENT HOLDCO(LIBBEYGLASS)
N/A
LG PARENT HOLDCO(LIBBEYGLASS)
000000000
166175.00000000
NS
USD
740858.00000000
0.047477045407
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T3Q84
42274.33000000
PA
USD
44105.32000000
0.002826439453
Long
ABS-MBS
USGSE
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
GRUENENTHAL GMBH
529900SH895E31PGLA72
Gruenenthal GmbH
000000000
101000.00000000
PA
122861.73000000
0.007873454743
Long
DBT
CORP
DE
Y
2
2028-05-15
Fixed
4.12500000
N
N
N
N
N
N
Zekelman Industries, Inc.
549300S5LMRAKDWWI425
Zekelman Industries, Inc. 2020 Term Loan
98931YAC7
1116390.74000000
PA
USD
1106390.11000000
0.070901756464
Long
LON
CORP
US
N
2
2027-01-24
Floating
2.08300000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
324498.00000000
PA
USD
347212.86000000
0.022250742679
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325TWD7
1666427.74000000
PA
USD
336245.29000000
0.021547898384
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
6.01600000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
2905000.00000000
PA
USD
2883503.00000000
0.184786022239
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
BIG RIVER STEEL/BRS FIN
N/A
Big River Steel LLC / BRS Finance Corp
08949LAB6
1147000.00000000
PA
USD
1242304.23000000
0.079611658830
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
2340000.00000000
PA
USD
2472736.50000000
0.158462516557
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Telenet International Finance S.a.r.l.
213800UQWC6KB34WEQ10
Telenet International Finance S.a.r.l. 2020 EUR Term Loan AQ
000000000
1750000.00000000
PA
2002533.60000000
0.128330096533
Long
LON
CORP
LU
N
2
2029-04-30
Floating
2.25000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
610000.00000000
PA
USD
763583.70000000
0.048933396140
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
1166000.00000000
PA
USD
1229698.58000000
0.078803840034
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
633000.00000000
PA
716079.98000000
0.045889174073
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHL2
39216.56000000
PA
USD
40029.44000000
0.002565241302
Long
ABS-MBS
USGSE
US
N
2
2024-05-17
Fixed
7.00000000
N
N
N
N
N
N
KLEOPATRA FINCO SARL
222100M6T1N8VIC8M726
Kleopatra Finco Sarl
000000000
350000.00000000
PA
397459.97000000
0.025470771785
Long
DBT
CORP
LU
Y
2
2026-03-01
Fixed
4.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV42K6V6 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV42K6V6 IRS USD P F .65950 2 CCPVANILLA
000000000
700000.00000000
OU
Notional Amount
USD
46117.61000000
0.002955394777
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-02
0.00000000
USD
0.00000000
USD
700000.00000000
USD
46117.61000000
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
480000.00000000
PA
USD
522600.00000000
0.033490228802
Long
DBT
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
480000.00000000
PA
USD
566196.00000000
0.036284029060
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
NOMAD FOODS BONDCO PLC
213800BPK5X4TY4RZ619
Nomad Foods Bondco PLC
000000000
136000.00000000
PA
160130.67000000
0.010261792530
Long
DBT
CORP
GB
Y
2
2028-06-24
Fixed
2.50000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
627000.00000000
PA
USD
628567.50000000
0.040281035960
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688CAA5
2000000.00000000
PA
USD
1969226.00000000
0.126195616731
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
5.98400000
N
N
N
N
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14308FAA4
1750000.00000000
PA
USD
1662410.75000000
0.106533709110
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
6.12900000
N
N
N
N
N
N
Ceridian HCM Holding Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc. 2018 Term Loan B
15677GAF1
1503500.00000000
PA
USD
1484471.70000000
0.095130686727
Long
LON
CORP
US
N
2
2025-04-30
Floating
2.57200000
N
N
N
N
N
N
Pier 1 Imports (U.S.), Inc.
549300E5HXR394OL0M84
Pier 1 Imports (U.S.), Inc. Term Loan B
000000000
17386.65000000
PA
USD
13909.32000000
0.000891363010
Long
LON
CORP
US
N
3
2022-04-30
None
0.00000000
Y
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
532716AN7
254000.00000000
PA
USD
320973.45000000
0.020569219823
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health Incorporated Term Loan B
28414BAF3
1791538.28000000
PA
USD
1772023.05000000
0.113558089145
Long
LON
CORP
US
N
2
2027-08-01
Floating
1.83600000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
400000.00000000
PA
476253.25000000
0.030520149847
Long
DBT
CORP
GB
Y
2
2031-01-31
Fixed
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3WAB66 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3WAB66 IRS USD P F 1.41300 CCP LCH
000000000
800000.00000000
OU
Notional Amount
USD
-17838.96000000
-0.00114318953
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-03
0.00000000
USD
0.00000000
USD
800000.00000000
USD
-17838.96000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC21
000000000
-26.00000000
NC
USD
177523.43000000
0.011376387846
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNZ1 Comdty
2021-12-21
-5145148.43000000
USD
177523.43000000
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
1122000.00000000
PA
USD
1187917.50000000
0.076126346868
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
520000.00000000
PA
USD
538200.00000000
0.034489937124
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
513000.00000000
PA
USD
526414.95000000
0.033734705550
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJN6
31400.93000000
PA
USD
32903.79000000
0.002108602096
Long
ABS-MBS
USGSE
US
N
2
2027-10-17
Fixed
7.00000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
1289000.00000000
PA
USD
1332503.75000000
0.085391992857
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
2212000.00000000
PA
USD
2521364.75000000
0.161578802854
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AWP50
853677.10000000
PA
USD
2949.88000000
0.000189039717
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Fixed
3.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
1610000.00000000
PA
USD
1844094.00000000
0.118176674307
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
617000.00000000
PA
USD
601078.32000000
0.038519423009
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3W7V38 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3W7V38 IRS USD P F 1.46450 CCP LCH
000000000
461000.00000000
OU
Notional Amount
USD
-11085.94000000
-0.00071042990
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-01-30
0.00000000
USD
0.00000000
USD
461000.00000000
USD
-11085.94000000
N
N
N
Oravel Stays Singapore Pte. Ltd.
N/A
Oravel Stays Singapore Pte. Ltd. Term Loan B
000000000
550000.00000000
PA
USD
580250.00000000
0.037184663724
Long
LON
CORP
SG
N
2
2026-06-23
Floating
9.00000000
N
N
N
N
N
N
AEA International Holdings (Lux) S.a.r.l.
N/A
AEA International Holdings (Lux) S.a.r.l. Term Loan B
000000000
1075000.00000000
PA
USD
1076343.75000000
0.068976269532
Long
LON
CORP
LU
N
2
2028-08-05
Floating
4.25000000
N
N
N
N
N
N
ROSSINI SARL
549300EC5JCCW6F83R11
Rossini Sarl
000000000
300000.00000000
PA
349041.99000000
0.022367960403
Long
DBT
CORP
LU
Y
2
2025-10-30
Floating
3.87500000
N
N
N
N
N
N
US Ecology Holdings, Inc.
N/A
US Ecology Holdings, Inc. Term Loan B
90349YAF3
270187.50000000
PA
USD
270131.30000000
0.017311058254
Long
LON
CORP
US
N
2
2026-11-01
Floating
2.58400000
N
N
N
N
N
N
AI Alpine AT Bidco GmbH
549300KQQI7KQCL6ZI60
AI Alpine AT Bidco GmbH 2018 EUR Term Loan B
000000000
750000.00000000
PA
854403.53000000
0.054753482030
Long
LON
CORP
AT
N
2
2025-10-31
Floating
3.00000000
N
N
N
N
N
N
TEAM BLUE FINCO SARL
N/A
TEAM BLUE FINCO SARL EUR DELAYED DRAW TERM LOAN
000000000
54054.05000000
PA
62636.98000000
0.004014019884
Long
LON
CORP
LU
N
2
2028-03-27
None
0.00000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
2170000.00000000
PA
2599097.44000000
0.166560214208
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSV4M3R98 IRS EUR R F .47080 2 CCPVANILLA / Short: BSV4M3R98 IRS EUR P V 06MEURIB 1 CCPVANILLA
000000000
1000000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-05-04
0.00000000
EUR
0.00000000
EUR
1000000.00000000
EUR
0.00000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819NAA2
1500000.00000000
PA
USD
1501488.00000000
0.096221157030
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.37600000
N
N
N
N
N
N
Seattle Spinco, Inc.
213800AAQDP1DDU8BK05
Seattle Spinco, Inc. USD Term Loan B3
81271EAB7
3517303.93000000
PA
USD
3491472.85000000
0.223747081140
Long
LON
CORP
US
N
2
2024-06-21
Floating
2.83400000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA Lux S.A. 2019 Term Loan B
46611VAU9
4655625.00000000
PA
USD
4642044.54000000
0.297480164093
Long
LON
CORP
LU
N
2
2026-05-01
Floating
2.08400000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
50522.00000000
NS
USD
618894.50000000
0.039661152716
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1731000.00000000
PA
USD
1780766.25000000
0.114118387210
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
200000.00000000
PA
237316.94000000
0.015208187178
Long
DBT
CORP
IT
Y
2
2024-10-31
Fixed
1.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV433L95 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV433L95 IRS USD P F .77420 2 CCPVANILLA
000000000
27000.00000000
OU
Notional Amount
USD
1529.08000000
0.000097989359
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-12
0.00000000
USD
0.00000000
USD
27000.00000000
USD
1529.08000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FERK8
964273.60000000
PA
USD
9471.38000000
0.000606962654
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
Citgo Petroleum Corporation
YX52P86PXMLYDOTUQ225
Citgo Petroleum Corporation 2019 Term Loan B
17302UAM4
2266505.70000000
PA
USD
2275005.10000000
0.145791123853
Long
LON
CORP
US
N
2
2024-03-28
Floating
7.25000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
556000.00000000
PA
USD
549086.27000000
0.035187571401
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
4904000.00000000
PA
USD
4993032.12000000
0.319972805427
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X2QW0 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X2QW0 / Short: BEV3X2QW0 IRS EUR P F .38670 CCP LCH/BSV3X2QW0
000000000
165000.00000000
OU
Notional Amount
5571.48000000
0.000357041982
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-02-13
0.00000000
EUR
0.00000000
EUR
165000.00000000
EUR
5571.48000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-237.20000000
-0.00001520069
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10247.35000000
USD
7429.00000000
GBP
2021-10-29
-237.20000000
N
N
N
Apergy Corporation
N/A
Apergy Corporation 2020 Term Loan
15872EAB8
210937.50000000
PA
USD
215024.41000000
0.013779595654
Long
LON
CORP
US
N
2
2027-06-03
Floating
6.00000000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030AK0
854000.00000000
PA
USD
866079.83000000
0.055501744484
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6Q4
63585.99000000
PA
USD
70586.94000000
0.004523484062
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
9.50000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
740000.00000000
PA
USD
766736.20000000
0.049135420530
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
648000.00000000
PA
USD
687702.96000000
0.044070664903
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392PAB1
485608.88000000
PA
USD
560446.26000000
0.035915563488
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
Vungle, Inc.
254900IADTL7913IZI83
Vungle, Inc. Term Loan B
92941TAB1
4470375.00000000
PA
USD
4475962.97000000
0.286837014880
Long
LON
CORP
US
N
2
2026-09-30
None
0.00000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
150000.00000000
PA
182440.11000000
0.011691467712
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
TELECOM ITALIA FIN SA
549300O482B6CBF38D50
Telecom Italia Finance SA
000000000
215000.00000000
PA
364352.93000000
0.023349144643
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
1196000.00000000
PA
USD
1170245.12000000
0.074993832421
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DSE1
500000.00000000
PA
USD
524046.87000000
0.033582949826
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
4.00000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
884000.00000000
PA
USD
897718.88000000
0.057529297151
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Conair Holdings, LLC
549300804G00T34FLV17
Conair Holdings, LLC Term Loan B
20600RAB8
1550000.00000000
PA
USD
1553067.45000000
0.099526567635
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.25000000
N
N
N
N
N
N
Chassix Inc.
2549001WCU4UIV6EH563
Chassix Inc. 2017 1st Lien Term Loan
16169TAD1
1443750.00000000
PA
USD
1425703.13000000
0.091364569513
Long
LON
CORP
US
N
2
2023-11-15
Floating
6.50000000
N
N
N
N
N
N
IAP Worldwide Services LLC
N/A
IAP WORLDWIDE SERVICES
000000000
30.60500000
NS
USD
151876.39000000
0.009732826350
Long
EC
CORP
US
N
3
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
500000.00000000
PA
USD
500745.00000000
0.032089675892
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2659.24000000
0.000170414382
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
179124.00000000
EUR
210244.45000000
USD
2021-10-29
2659.24000000
N
N
N
Pregis TopCo Corporation
549300LJXHJYHS1GM034
Pregis TopCo Corporation 1st Lien Term Loan
74045BAC1
638625.00000000
PA
USD
639622.53000000
0.040989485030
Long
LON
CORP
US
N
2
2026-07-31
Floating
4.08400000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05971AAE1
1100000.00000000
PA
USD
1131636.00000000
0.072519610717
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.50000000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
200000.00000000
PA
234141.44000000
0.015004688859
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
3.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
529000.00000000
PA
USD
536273.75000000
0.034366495576
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
Venator Materials Corporation
2221000BJZTBBAJL7429
Venator Materials Corporation Term Loan B
92260UAB1
408000.00000000
PA
USD
403410.00000000
0.025852072715
Long
LON
CORP
LU
N
2
2024-08-08
Floating
3.08400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359G6Y7
152824.92000000
PA
USD
159895.07000000
0.010246694371
Long
ABS-MBS
USGSE
US
N
2
2024-02-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4J1
32903.73000000
PA
USD
34679.37000000
0.002222388128
Long
ABS-MBS
USGSE
US
N
2
2026-11-15
Variable
0.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
1038000.00000000
PA
USD
1074018.60000000
0.068827264929
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Advisor Group, Inc.
N/A
Advisor Group, Inc. 2021 Term Loan
00775KAE8
1154437.50000000
PA
USD
1157651.45000000
0.074186781350
Long
LON
CORP
US
N
2
2026-07-31
Floating
4.58400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AVNB1
1841441.20000000
PA
USD
1867510.21000000
0.119677275590
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Fixed
3.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
1500000.00000000
PA
USD
1643934.03000000
0.105349649446
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
500000.00000000
PA
738051.26000000
0.047297178655
Long
DBT
CORP
DE
Y
2
2026-04-30
Fixed
7.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297PLR0
5197.98000000
PA
USD
5775.66000000
0.000370126626
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1463000.00000000
PA
USD
1424937.13000000
0.091315481271
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
323000.00000000
PA
USD
334708.75000000
0.021449430959
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
1300000.00000000
PA
USD
1532375.00000000
0.098200515424
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJP1
2117.10000000
PA
USD
2228.57000000
0.000142815383
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
9.00000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
1250000.00000000
PA
USD
1375063.28000000
0.088119372110
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
Bracket Intermediate Holding Corp
54930011OZELK2VOFB56
Bracket Intermediate Holding Corp 2018 1st Lien Term Loan B
10378RAF0
923875.00000000
PA
USD
923489.74000000
0.059180793511
Long
LON
CORP
US
N
2
2025-09-05
Floating
4.39500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
1607000.00000000
PA
USD
1665125.19000000
0.106707660921
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHE8
10629.52000000
PA
USD
10737.43000000
0.000688096034
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
N/A
Autokiniton US Holdings, Inc. 2021 Term Loan B
05278HAB2
525000.00000000
PA
USD
526050.00000000
0.033711318142
Long
LON
CORP
US
N
2
2028-04-06
None
0.00000000
N
N
N
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2019 EUR Term Loan B
000000000
1080681.82000000
PA
1181393.51000000
0.075708264361
Long
LON
CORP
GB
N
2
2026-07-03
Floating
4.75000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
1169000.00000000
PA
USD
1255213.75000000
0.080438950791
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.87500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
456000.00000000
PA
USD
492138.00000000
0.031538106051
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASS96
942798.90000000
PA
USD
137512.50000000
0.008812332736
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Floating
6.01600000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAJ5
1825000.00000000
PA
USD
1856846.25000000
0.118993887798
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
3343000.00000000
PA
USD
3238464.39000000
0.207533320684
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AF3
414000.00000000
PA
USD
429525.00000000
0.027525622897
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
1068000.00000000
PA
USD
1064320.74000000
0.068205788560
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
256000.00000000
PA
311589.52000000
0.019967861303
Long
DBT
CORP
IT
Y
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Navicure, Inc.
549300BIRBTAWWHCSZ09
Navicure, Inc. 2019 Term Loan B
63939WAG8
1683737.40000000
PA
USD
1686894.41000000
0.108102716717
Long
LON
CORP
US
N
2
2026-10-22
Floating
4.08400000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
239807.39000000
0.015367784844
Long
DBT
CORP
FR
Y
2
2026-12-15
Fixed
2.87500000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09629XAE9
1000000.00000000
PA
USD
991133.00000000
0.063515635177
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.97400000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
1242000.00000000
PA
USD
1243552.50000000
0.079691652799
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
N/A
Regata XII Funding LTD
75888LAA0
2000000.00000000
PA
USD
2000010.00000000
0.128168374487
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
6.97600000
N
N
N
N
N
N
RDV RESOURCES, INC. CLASS A
N/A
RDV RESOURCES, INC. CLASS A
000000000
27724.00000000
NS
USD
4851.70000000
0.000310915696
Long
EC
CORP
US
N
2
N
N
N
WireCo WorldGroup, Inc.
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup, Inc. 1st Lien Term Loan
97654QAE7
1292583.38000000
PA
USD
1295949.27000000
0.083049440429
Long
LON
CORP
US
N
2
2023-09-30
Floating
6.00000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
436000.00000000
PA
USD
487779.36000000
0.031258787545
Long
DBT
NUSS
DO
Y
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
377000.00000000
PA
USD
391120.54000000
0.025064516597
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Aptean, Inc.
549300D5LUPGZUDZXC96
Aptean, Inc. 2019 2nd Lien Term Loan
000000000
1450000.00000000
PA
USD
1446375.00000000
0.092689302878
Long
LON
CORP
US
N
2
2027-04-23
Floating
7.75000000
N
N
N
N
N
N
Nine Point Energy Holdings Inc
N/A
NINE POINT ENERGY HLDGS (PREF)
000000000
555.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394FAX3
749469.93000000
PA
USD
1274778.50000000
0.081692735624
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
23.85600000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
1116000.00000000
PA
USD
1150930.80000000
0.073756096111
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1B20
3472499.95000000
PA
USD
192959.88000000
0.012365615252
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
25003.11000000
0.001602295971
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1000000.00000000
EUR
1184601.20000000
USD
2021-11-30
25003.11000000
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
2183000.00000000
PA
USD
2249668.82000000
0.144167477059
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
250000.00000000
PA
USD
263437.50000000
0.016882093666
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAA7
2000000.00000000
PA
USD
2000633.60000000
0.128208337186
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
0.78400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283H6C4
561206.98000000
PA
USD
658207.76000000
0.042180498434
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2021 Term Loan B3
36740UAT9
3989683.21000000
PA
USD
3989060.82000000
0.255634442343
Long
LON
CORP
US
N
2
2027-03-31
Floating
3.25000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
2171085.53000000
PA
USD
2154698.18000000
0.138081391213
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.08400000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAD8
901000.00000000
PA
USD
903252.50000000
0.057883912918
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA20
2554780.91000000
PA
USD
2924610.36000000
0.187420340823
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Sound Inpatient Physicians
N/A
Sound Inpatient Physicians 2018 1st Lien Term Loan
46322EAB9
483750.03000000
PA
USD
482151.72000000
0.030898146613
Long
LON
CORP
US
N
2
2025-06-27
Floating
2.83400000
N
N
N
N
N
N
Virgin Media SFA Finance Limited
213800HHBSIDEKJOHR77
Virgin Media SFA Finance Limited EUR Term Loan O
000000000
1300000.00000000
PA
1485405.37000000
0.095190519911
Long
LON
CORP
GB
N
2
2029-01-31
Floating
2.50000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
4224642.13000000
PA
USD
4208799.72000000
0.269716160746
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABAD5
2735026.80000000
PA
USD
508750.27000000
0.032602684549
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
6.06400000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 EUR Term Loan
22834KAC5
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-02-28
Floating
2.62500000
N
N
N
N
N
N
Dedalus Finance GmbH
391200XH4I9QLL23DB49
Dedalus Finance GmbH 2021 EUR Term Loan B2
000000000
500000.00000000
PA
579847.38000000
0.037158862278
Long
LON
CORP
DE
N
2
2027-05-04
Floating
3.75000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BL4
2056000.00000000
PA
USD
2184500.00000000
0.139991207077
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Packaging Coordinators Midco, Inc.
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan
69515EAH5
1094500.00000000
PA
USD
1097236.25000000
0.070315141719
Long
LON
CORP
US
N
2
2027-11-30
Floating
4.25000000
N
N
N
N
N
N
SUN COMMUNITIES
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
261000.00000000
PA
USD
264014.03000000
0.016919039938
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
841000.00000000
PA
USD
856365.07000000
0.054879185098
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UJH3
327606.43000000
PA
USD
361027.58000000
0.023136043356
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
6.00000000
N
N
N
N
N
N
MONEYGRAM INTERNATIONAL
5299002DLX0Q04KC4156
MoneyGram International Inc
60935YAA7
918000.00000000
PA
USD
932917.50000000
0.059784960828
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.37500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
715000.00000000
PA
USD
795757.97000000
0.050995247773
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
SITEL WORLDWIDE CORPORATION
549300BCU0GW2NDZ8U96
SITEL Worldwide Corporation 2021 EUR Term Loan
000000000
500000.00000000
PA
580622.89000000
0.037208559957
Long
LON
CORP
LU
N
2
2028-08-28
Floating
3.75000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC SERIES A
N/A
DAVID S BRIDAL, LLC SERIES A
000000000
1136.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC USD Term Loan B3
55280FAG6
520831.53000000
PA
USD
517006.54000000
0.033131778256
Long
LON
CORP
US
N
2
2024-06-21
Floating
2.83400000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
2175000.00000000
PA
USD
2214421.88000000
0.141908716850
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
3127245.62000000
PA
USD
3138972.79000000
0.201157514239
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
364520.00000000
PA
USD
176340.20000000
0.011300561892
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Alkermes, Inc.
549300YHRMYLL071E243
Alkermes, Inc. 2021 Term Loan B
01642UAH8
1104004.79000000
PA
USD
1102624.78000000
0.070660459558
Long
LON
CORP
US
N
2
2026-03-09
Floating
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWXW9
1408297.78000000
PA
USD
9524.60000000
0.000610373197
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-9913.27000000
-0.00063528067
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
424646.46000000
USD
307793.00000000
GBP
2021-10-29
-9913.27000000
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan B
42804VBB6
1049150.49000000
PA
USD
1051035.81000000
0.067354438875
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
Nine Point Energy Holdings Inc
N/A
NINE POINT ENERGY HLDGS (COM)
000000000
29787.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
895000.00000000
PA
USD
911781.25000000
0.058430468197
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
HELMERICH & PAYNE INC
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452AE1
268000.00000000
PA
USD
268855.72000000
0.017229314155
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.90000000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc
14574XAF1
712000.00000000
PA
USD
671127.64000000
0.043008454303
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Skopima Merger Sub Inc.
N/A
Skopima Merger Sub Inc. Term Loan B
36171NAB2
1125000.00000000
PA
USD
1120781.25000000
0.071823996364
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
500000.00000000
PA
USD
555815.70000000
0.035618819297
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
473000.00000000
PA
USD
468714.62000000
0.030037045286
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
1511000.00000000
PA
USD
1569679.69000000
0.100591144210
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
993000.00000000
PA
USD
1115313.48000000
0.071473600519
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
452941.55000000
PA
USD
453062.94000000
0.029034025110
Long
LON
CORP
US
N
2
2026-09-18
Floating
2.58600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
29763681.30000000
PA
USD
30775521.46000000
1.972214418692
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc. 2017 Term Loan B
18948TAB9
1920000.00000000
PA
USD
1809600.00000000
0.115966165405
Long
LON
CORP
US
N
2
2024-09-18
Floating
2.88200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LDCD4
337585.98000000
PA
USD
380339.73000000
0.024373640605
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
5.50000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
000000000
344000.00000000
PA
403658.49000000
0.025867996915
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TMWV4
415351.48000000
PA
USD
464071.90000000
0.029739521836
Long
ABS-MBS
USGSE
US
N
2
2029-11-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BFCT6
2186889.84000000
PA
USD
158382.65000000
0.010149772649
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
3.50000000
N
N
N
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
1541000.00000000
PA
USD
1612271.25000000
0.103320576069
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
857108.96000000
0.054926856446
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
37919790.83000000
EUR
44828826.01000000
USD
2021-11-30
857108.96000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
683000.00000000
PA
USD
761732.83000000
0.048814785233
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
500000.00000000
PA
USD
534501.00000000
0.034252890901
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
819000.00000000
PA
USD
928135.85000000
0.059478534206
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
1620937.50000000
PA
USD
1624989.84000000
0.104135632497
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.00000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. 2021 Term Loan B3
82925BAF2
411590.35000000
PA
USD
408209.55000000
0.026159646438
Long
LON
CORP
US
N
2
2028-04-01
Floating
3.09000000
N
N
N
N
N
N
AI Sirona (Luxembourg) Acquisition S.a.r.l.
549300MQC452SFMN5167
AI Sirona (Luxembourg) Acquisition S.a.r.l. 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1156066.80000000
0.074085230851
Long
LON
CORP
LU
N
2
2025-09-29
Floating
3.50000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
907000.00000000
PA
USD
930718.05000000
0.059644011567
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
1073000.00000000
PA
USD
1095801.25000000
0.070223181370
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
1504000.00000000
PA
USD
1614559.04000000
0.103467186499
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B3
04649VAZ3
1350000.00000000
PA
USD
1347749.55000000
0.086369002674
Long
LON
CORP
US
N
2
2028-01-31
Floating
5.33400000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
481000.00000000
PA
USD
481601.25000000
0.030862870367
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
IVC Acquisition Ltd
5493000Y4FS5LU4IPV32
IVC Acquisition Ltd 2021 GBP Term Loan B3
000000000
1000000.00000000
PA
1350768.69000000
0.086562480840
Long
LON
CORP
GB
N
2
2026-02-13
None
0.00000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
100000.00000000
PA
115964.84000000
0.007431475362
Long
DBT
CORP
GB
Y
2
2025-04-01
Floating
2.87500000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc. 2021 USD Term Loan
88516DAD5
1085100.88000000
PA
USD
1088152.18000000
0.069732999387
Long
LON
CORP
US
N
2
2026-02-01
Floating
3.12500000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
425000.00000000
PA
USD
439543.50000000
0.028167647117
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
2234992.63000000
PA
USD
2241138.86000000
0.143620844239
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.08400000
N
N
N
N
N
N
INEOS Enterprises Holdings II Limited
213800M8Z1KMM5H1JM42
INEOS Enterprises Holdings II Limited 2020 EUR Term Loan B
000000000
200000.00000000
PA
231814.78000000
0.014855587489
Long
LON
CORP
GB
N
2
2026-08-31
Floating
3.37100000
N
N
N
N
N
N
Ameriforge Group, Inc.
549300T5I2LOKUMVKN83
Ameriforge Group, Inc. Exit Term Loan
03074EAN4
768939.19000000
PA
USD
407537.77000000
0.026116596178
Long
LON
CORP
US
N
2
2023-12-31
Floating
9.00000000
N
N
Y
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BA3
47000.00000000
PA
USD
52111.25000000
0.003339490405
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV4M3R98 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4M3R98 IRS EUR P F .47080 2FIXES RATE -.47080
000000000
1000000.00000000
OU
Notional Amount
222.87000000
0.000014282371
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-05-04
0.00000000
EUR
0.00000000
EUR
1000000.00000000
EUR
222.87000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358PRY5
6228.18000000
PA
USD
6331.46000000
0.000405744439
Long
ABS-MBS
USGSE
US
N
2
2022-08-25
Fixed
7.00000000
N
N
N
N
N
N
LGC Group Holdings Ltd
N/A
LGC Group Holdings Ltd EUR Term Loan B
000000000
1000000.00000000
PA
1138802.75000000
0.072978883770
Long
LON
CORP
LU
N
2
2027-04-21
Floating
3.00000000
N
N
N
N
N
N
Boels Topholding BV
724500V913SEHSEW2O75
Boels Topholding BV 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1157445.24000000
0.074173566616
Long
LON
CORP
NL
N
2
2027-02-06
Floating
3.25000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
5446458.53000000
PA
USD
5384336.22000000
0.345049085259
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.33400000
N
N
N
N
N
N
Regatta IX Funding Ltd
254900JVS76S6N8G1I74
Regatta IX Funding Ltd
75887WAA7
450000.00000000
PA
USD
445447.35000000
0.028545988654
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
6.13400000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
1029000.00000000
PA
USD
1061763.36000000
0.068041901761
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
671000.00000000
PA
USD
692384.77000000
0.044370693391
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
1874000.00000000
PA
USD
1938278.20000000
0.124212362037
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASP99
1068388.41000000
PA
USD
10293.49000000
0.000659646642
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
100000.00000000
PA
132685.64000000
0.008503008883
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1674000.00000000
PA
USD
1713757.50000000
0.109824207399
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
756000.00000000
PA
USD
744376.50000000
0.047702524493
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L USD Term Loan B
00135BAC7
738634.41000000
PA
USD
741019.46000000
0.047487392388
Long
LON
CORP
LU
N
2
2027-01-17
Floating
4.50000000
N
N
N
N
N
N
Werner FinCo LP
N/A
Werner FinCo LP 2017 Term Loan
95075EAC3
1011288.42000000
PA
USD
1013816.64000000
0.064969290542
Long
LON
CORP
US
N
2
2024-07-24
Floating
5.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAX7
390000.00000000
PA
USD
465566.97000000
0.029835331703
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B66P1
2262968.55000000
PA
USD
2434812.27000000
0.156032185252
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Fixed
4.00000000
N
N
N
N
N
N
GEE Holdings 2 LLC
N/A
GEE Holdings 2 LLC 2021 2nd Lien Takeback Term Loan
000000000
655436.75000000
PA
USD
599724.63000000
0.038432673320
Long
LON
CORP
US
N
2
2026-03-23
Floating
6.75000000
N
N
Y
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CF0
499000.00000000
PA
USD
511115.72000000
0.032754271732
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
156000.00000000
PA
USD
25911.60000000
0.001660515523
Long
DBT
NUSS
LB
N
2
2033-05-17
None
0.00000000
Y
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
287000.00000000
PA
USD
48490.95000000
0.003107487581
Long
DBT
NUSS
LB
Y
2
2025-06-12
None
0.00000000
Y
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
1758000.00000000
PA
USD
1918065.90000000
0.122917079695
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Skillsoft Corp
N/A
Skillsoft Corp
83066P200
143062.00000000
NS
USD
1660978.43000000
0.106441920506
Long
EC
CORP
US
N
3
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
2408000.00000000
PA
USD
2513350.00000000
0.161065186682
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAC9
1916000.00000000
PA
USD
1899235.00000000
0.121710322808
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
Polaris Newco LLC
549300F7JH48O4IYRX29
Polaris Newco LLC USD Term Loan B
73108RAB4
2425000.00000000
PA
USD
2433184.38000000
0.155927863766
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817FAE3
3500000.00000000
PA
USD
3499492.50000000
0.224261011322
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.29000000
N
N
N
N
N
N
Nidda Healthcare Holding AG
549300Q89C4WAO6L0L19
Nidda Healthcare Holding AG 2020 EUR Term Loan E2
000000000
625000.00000000
PA
716729.01000000
0.045930766425
Long
LON
CORP
DE
N
2
2026-08-21
Floating
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A73L4
564588.18000000
PA
USD
6023.65000000
0.000386018784
Long
ABS-MBS
USGSE
US
N
2
2041-03-25
Floating
6.06400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
1064000.00000000
PA
USD
1076564.78000000
0.068990433989
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
504000.00000000
PA
USD
507780.00000000
0.032540505896
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
2999484.68000000
PA
USD
2978692.25000000
0.190886117459
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
HT TROPLAST AG
529900Y2N2GAY3FXGP86
HT Troplast GmbH
000000000
315000.00000000
PA
400751.60000000
0.025681712164
Long
DBT
CORP
DE
Y
2
2025-07-15
Fixed
9.25000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
200000.00000000
PA
239900.06000000
0.015373723496
Long
DBT
CORP
IT
Y
2
2027-02-01
Fixed
1.75000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
722386.09000000
PA
USD
718824.00000000
0.046065021486
Long
LON
CORP
US
N
2
2023-06-27
Floating
1.83400000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AC9
600000.00000000
PA
USD
820122.00000000
0.052556589027
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.62500000
N
N
N
N
N
N
VM CONSOLIDATED INC
N/A
VM Consolidated Inc
91835HAA0
1684000.00000000
PA
USD
1715145.58000000
0.109913160933
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
648000.00000000
PA
USD
673174.80000000
0.043139644232
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
451000.00000000
PA
USD
479401.73000000
0.030721916620
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NUMH6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NUMH6 IRS USD P F 1.53750 CCP LCH
000000000
85000.00000000
OU
Notional Amount
USD
5561.96000000
0.000356431903
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-08-30
0.00000000
USD
0.00000000
USD
85000.00000000
USD
5561.96000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
1187000.00000000
PA
USD
1313118.75000000
0.084149727099
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AL2
1111000.00000000
PA
USD
1165577.88000000
0.074694737635
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90470TAD0
620000.00000000
PA
USD
591839.60000000
0.037927370107
Long
DBT
CORP
MX
N
2
2026-02-12
Fixed
7.37500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1789000.00000000
PA
USD
1872591.03000000
0.120002874182
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 USD Term Loan
000000000
2172500.00000000
PA
USD
2149586.64000000
0.137753823965
Long
LON
CORP
US
N
2
2027-01-29
Floating
2.33400000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2017 2nd Lien Term Loan
50118YAB5
425000.00000000
PA
USD
425354.03000000
0.027258331011
Long
LON
CORP
US
N
2
2025-08-22
Floating
9.25000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
650000.00000000
PA
USD
705256.50000000
0.045195563622
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
1690500.00000000
PA
USD
1696416.75000000
0.108712945085
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.83400000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: BEV25JPD9 CDS USD R F 1.00000 DEUB BAHAMAS CDS 20220620 / Short: BEV25JPD9 CDS USD P V 03MLIBOR DEUB BAHAMAS CDS 20220620
000000000
1150000.00000000
OU
Notional Amount
USD
-39179.83000000
-0.00251079500
N/A
DCR
BS
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
COMMONWEALTH OF BAHAMAS
COMMONWEALTH OF BAHAMAS
Y
sell protection
2022-06-20
0.00000000
USD
-14837.80000000
USD
1150000.00000000
USD
-24342.03000000
N
N
N
Rackspace Technology Global, Inc.
N/A
Rackspace Technology Global, Inc. 2021 Term Loan B
000000000
1346625.00000000
PA
USD
1337826.15000000
0.085733072830
Long
LON
CORP
US
N
2
2028-02-15
Floating
3.50000000
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAE7
1000000.00000000
PA
USD
1160934.17000000
0.074397150742
Long
DBT
CORP
DK
N
2
2029-06-20
Fixed
4.50000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
627000.00000000
PA
USD
675771.20000000
0.043306031584
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAG6
94000.00000000
PA
USD
98093.70000000
0.006286223607
Long
DBT
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
ACNR HOLDINGS, INC.(MURRAY)
N/A
ACNR HOLDINGS, INC.(MURRAY)
000000000
3818.00000000
NS
USD
148424.75000000
0.009511631912
Long
EC
CORP
US
N
2
N
N
N
Calpine Construction Finance Company, L.P.
V0Q3DOB0FIB2XI1KWU77
Calpine Construction Finance Company, L.P. 2017 Term Loan B
13134NAG6
2700773.82000000
PA
USD
2674249.52000000
0.171376250094
Long
LON
CORP
US
N
2
2025-01-15
Floating
2.08400000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1951000.00000000
PA
USD
2499718.75000000
0.160191643473
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
ASHLAND SERVICES BV
549300S52OPXPKGJS029
Ashland Services BV
000000000
100000.00000000
PA
119955.13000000
0.007687188575
Long
DBT
CORP
NL
Y
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
000000000
4769000.00000000
PA
USD
3279927.44000000
0.210190433258
Long
DBT
NUSS
SR
Y
2
2026-10-26
Fixed
9.25000000
N
Y
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZH9
466000.00000000
PA
USD
466815.50000000
0.029915342333
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
1457000.00000000
PA
USD
1497220.49000000
0.095947678487
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3YD219 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YD219 IRS USD P F .82900 CCP LCH
000000000
120000.00000000
OU
Notional Amount
USD
-289.31000000
-0.00001854010
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-05
0.00000000
USD
0.00000000
USD
120000.00000000
USD
-289.31000000
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
4554843.02000000
PA
USD
4559115.46000000
0.292165747975
Long
LON
CORP
US
N
2
2024-09-19
Floating
3.75000000
N
N
N
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
1452060.33000000
PA
USD
1455819.71000000
0.093294556415
Long
LON
CORP
US
N
2
2025-02-12
Floating
3.50000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
333000.00000000
PA
USD
321307.96000000
0.020590656518
Long
DBT
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
440000.00000000
PA
USD
413982.80000000
0.026529618622
Long
DBT
NUSS
BY
Y
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
1546000.00000000
PA
USD
1582717.50000000
0.101426657490
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
2698000.00000000
PA
USD
2826316.88000000
0.181121314541
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2018 Term Loan B1
68162RAD3
302616.63000000
PA
USD
296816.38000000
0.019021141367
Long
LON
CORP
US
N
2
2024-10-10
Floating
4.50000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
448000.00000000
PA
USD
460880.00000000
0.029534972541
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358PKY2
5.81000000
PA
USD
5.81000000
0.000000372327
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.00000000
N
N
N
N
N
N
Aretec Group, Inc.
549300NV2T8A33L0PQ58
Aretec Group, Inc. 2018 Term Loan
04009DAB0
2341775.38000000
PA
USD
2338848.16000000
0.149882434007
Long
LON
CORP
US
N
2
2025-10-01
Floating
4.33400000
N
N
N
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2020 Term Loan B
31774BAE4
857349.34000000
PA
USD
855359.43000000
0.054814739799
Long
LON
CORP
US
N
2
2025-06-27
Floating
2.58400000
N
N
N
N
N
N
Granite Holdings US Acquisition Co.
N/A
Granite Holdings US Acquisition Co. 2021 Term Loan B
38740TAE1
1017299.27000000
PA
USD
1017776.38000000
0.065223045992
Long
LON
CORP
US
N
2
2026-09-30
Floating
4.13200000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
179033.00000000
PA
USD
189130.46000000
0.012120211211
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
3063866.87000000
PA
USD
3015993.95000000
0.193276554634
Long
LON
CORP
CA
N
2
2025-03-28
Floating
3.16700000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08182JAA9
3000000.00000000
PA
USD
2985894.00000000
0.191347633447
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
6.83400000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAB4
931000.00000000
PA
USD
894942.37000000
0.057351367654
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATZ3
464.98000000
PA
USD
470.36000000
0.000030142487
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
8.50000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B3
88632NAP5
5058076.21000000
PA
USD
5047009.14000000
0.323431861588
Long
LON
CORP
US
N
2
2026-06-30
Floating
3.84000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
2646000.00000000
PA
USD
1749667.50000000
0.112125459056
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BD8
414000.00000000
PA
USD
418692.69000000
0.026831446586
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964W6
265000.00000000
PA
USD
264982.48000000
0.016981101959
Long
STIV
UST
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
100000.00000000
PA
119875.32000000
0.007682074042
Long
DBT
CORP
DE
Y
2
2029-07-14
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAJ6
1845000.00000000
PA
USD
1663713.62000000
0.106617202057
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
3.13400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4A0
30406.43000000
PA
USD
32477.07000000
0.002081256228
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Variable
0.00000000
N
N
N
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2021 EUR Term Loan B
000000000
990018.75000000
PA
1155229.64000000
0.074031582401
Long
LON
CORP
US
N
2
2025-09-01
Floating
5.75000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
1045000.00000000
PA
USD
1111618.75000000
0.071236827934
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YJ6
230000.00000000
PA
USD
230178.71000000
0.014750741797
Long
DBT
CORP
US
N
2
2022-03-28
Floating
1.40200000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd
15034MAA7
1500000.00000000
PA
USD
1500393.00000000
0.096150985196
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.13400000
N
N
N
N
N
N
CCRR Parent, Inc
N/A
CCRR Parent, Inc Term Loan B
12510MAB5
448875.00000000
PA
USD
450979.33000000
0.028900499324
Long
LON
CORP
US
N
2
2028-03-06
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYSZ0
138883.92000000
PA
USD
138840.59000000
0.008897441879
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381BDB2
53409.01000000
PA
USD
59724.85000000
0.003827399333
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp. 2020 Term Loan
62910PAF0
3138772.88000000
PA
USD
3111961.48000000
0.199426525046
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.33400000
N
N
N
N
N
N
Sovos Brands Intermediate, Inc.
549300LNTCFBIDJ7R637
Sovos Brands Intermediate, Inc. 2021 Term Loan
84611UAH1
538241.38000000
PA
USD
539586.98000000
0.034578820166
Long
LON
CORP
US
N
2
2028-06-08
Floating
4.50000000
N
N
N
N
N
N
Match Group, Inc.
N/A
Match Group, Inc. 2020 Term Loan B
57665VAF4
675000.00000000
PA
USD
672750.23000000
0.043112436145
Long
LON
CORP
US
N
2
2027-02-13
Floating
1.87400000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAF9
3109000.00000000
PA
USD
3501511.25000000
0.224390380628
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.87500000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
2287000.00000000
PA
USD
2370086.71000000
0.151884321085
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
IAP Worldwide Services, Inc.
N/A
IAP Worldwide Services, Inc. New 2nd Lien Term Loan
44920JAM5
220774.14000000
PA
USD
180880.25000000
0.011591505852
Long
LON
CORP
US
N
3
2023-07-18
Floating
8.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-34.31000000
-0.00000219871
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
34765.17000000
USD
29980.87000000
EUR
2021-10-08
-34.31000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC21
000000000
-219.00000000
NC
USD
774829.75000000
0.049654086510
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USZ1 Comdty
2021-12-21
-35643736.00000000
USD
774829.75000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
754000.00000000
PA
USD
835055.00000000
0.053513553410
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. 2021 Term Loan B1
48853UBE9
2233677.91000000
PA
USD
2235773.10000000
0.143276985589
Long
LON
CORP
US
N
2
2026-03-24
Floating
4.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
995000.00000000
PA
USD
986293.75000000
0.063205517324
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
1906000.00000000
PA
USD
1927156.60000000
0.123499646904
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
000000000
150000.00000000
PA
175481.32000000
0.011245521541
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2021 Term Loan
50217UAZ0
327304.69000000
PA
USD
327168.20000000
0.020966203357
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.83400000
N
N
N
N
N
N
Transocean Pontus Ltd
N/A
Transocean Pontus Ltd
89382PAA3
485750.00000000
PA
USD
487284.97000000
0.031227105122
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
7289000.00000000
PA
USD
7218136.34000000
0.462566087932
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.33400000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2021 Term Loan
86880NAX1
1056192.50000000
PA
USD
1059199.48000000
0.067877598416
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.50000000
N
N
N
N
N
N
Vibrant CLO Ltd
5493008IYL3HLPE46G85
Vibrant CLO XI Ltd
92558MAA2
575000.00000000
PA
USD
545280.55000000
0.034943686148
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.90400000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2701000.00000000
PA
3155588.04000000
0.202222283707
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2017 Term Loan B
389376AX2
278200.86000000
PA
USD
278048.68000000
0.017818434579
Long
LON
CORP
US
N
2
2024-02-07
Floating
2.33600000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
1000000.00000000
PA
USD
982163.94000000
0.062940863130
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
233000.00000000
PA
USD
251640.00000000
0.016126064247
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
381834.70000000
PA
USD
184716.35000000
0.011837337973
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359H6F6
152730.58000000
PA
USD
164057.61000000
0.010513446030
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
8.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6123.80000000
-0.00039243678
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
203827.22000000
USD
146725.00000000
GBP
2021-10-29
-6123.80000000
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
1993000.00000000
PA
USD
2010478.61000000
0.128839243496
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
2434945.09000000
PA
USD
2421684.38000000
0.155190899298
Long
LON
CORP
US
N
2
2025-10-01
Floating
2.83200000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP 2021 USD Term Loan B
01642PBB1
1417875.00000000
PA
USD
1415304.39000000
0.090698178044
Long
LON
CORP
US
N
2
2028-02-04
Floating
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3XPFH4 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XPFH4 / Short: BEV3XPFH4 IRS EUR P F .26120 CCP LCH/BSV3XPFH4
000000000
1500000.00000000
OU
Notional Amount
110338.39000000
0.007070910690
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-02-25
0.00000000
EUR
0.00000000
EUR
1500000.00000000
EUR
110338.39000000
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
2275000.00000000
PA
USD
2270261.18000000
0.145487115115
Long
LON
CORP
NL
N
2
2026-07-21
Floating
2.38200000
N
N
N
N
N
N
Greenhill & Co., Inc.
529900VEOQHHHSPI9C69
Greenhill & Co., Inc. Term Loan B
39525YAE9
953458.34000000
PA
USD
952266.52000000
0.061024920848
Long
LON
CORP
US
N
2
2024-04-12
Floating
3.33400000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
42694.33000000
0.002736017757
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1803683.82000000
EUR
2135083.56000000
USD
2021-12-15
42694.33000000
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
702000.00000000
PA
USD
680940.00000000
0.043637268275
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
100000.00000000
PA
114725.99000000
0.007352085064
Long
DBT
CORP
NL
Y
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AW5
500000.00000000
PA
USD
481604.56000000
0.030863082485
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
2.70000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
565566.43000000
PA
USD
565325.50000000
0.036228244054
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.83400000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1453000.00000000
PA
USD
1516895.68000000
0.097208540743
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAJ0
499000.00000000
PA
USD
539608.62000000
0.034580206941
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
115000.00000000
PA
134721.64000000
0.008633483636
Long
DBT
CORP
DE
Y
2
2027-07-15
Floating
4.75000000
N
N
N
N
N
N
NH HOTEL GROUP SA
959800LM1RW3PKJ4A296
NH Hotel Group SA
000000000
100000.00000000
PA
117490.27000000
0.007529230815
Long
DBT
CORP
ES
Y
2
2026-07-02
Fixed
4.00000000
N
N
N
N
N
N
CARS.COM INC
5493002G6J07LNGX4M98
Cars.com Inc
14575EAA3
1152000.00000000
PA
USD
1216823.04000000
0.077978725644
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4BX0
996802.13000000
PA
USD
1131703.30000000
0.072523923561
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AZL4
1746749.18000000
PA
USD
2046030.98000000
0.131117576840
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEJ24
2139724.78000000
PA
USD
2116097.30000000
0.135607697560
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
1.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1625.48000000
-0.00010416704
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
119783.60000000
USD
102000.00000000
EUR
2021-10-07
-1625.48000000
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
665000.00000000
PA
USD
631198.05000000
0.040449611775
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
1415000.00000000
PA
USD
1425442.70000000
0.091347880152
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
13000.00000000
PA
USD
2190.11000000
0.000140350717
Long
DBT
NUSS
LB
N
2
2023-05-26
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHD0
23053.48000000
PA
USD
23779.76000000
0.001523898972
Long
ABS-MBS
USGSE
US
N
2
2024-09-17
Fixed
7.00000000
N
N
N
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
1988000.00000000
PA
USD
2058822.50000000
0.131937306904
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
615000.00000000
PA
USD
774515.63000000
0.049633956486
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Hillman Group Inc. (The)
BDPO7HREUXNPHVMSIT54
Hillman Group Inc. (The) 2021 Term Loan B1
43162TAR1
299472.57000000
PA
USD
299347.69000000
0.019183357500
Long
LON
CORP
US
N
2
2028-07-14
Floating
3.25000000
N
N
N
N
N
N
Allegheny Ludlum LLC
KCBRRAMO64UL0JAYG446
Allegheny Ludlum LLC
016900AC6
465000.00000000
PA
USD
511195.43000000
0.032759379857
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.95000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
307000.00000000
PA
USD
327438.88000000
0.020983549579
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Lincoln Financing SARL
222100831I4WRVCLV609
Lincoln Financing SARL
000000000
245000.00000000
PA
286654.98000000
0.018369959562
Long
DBT
CORP
LU
Y
2
2024-04-01
Fixed
3.62500000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
895000.00000000
PA
USD
974431.25000000
0.062445322454
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
16000.00000000
PA
USD
2701.92000000
0.000173149481
Long
DBT
NUSS
LB
Y
2
2024-11-04
None
0.00000000
Y
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
2993000.00000000
PA
USD
2981776.25000000
0.191083752104
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BTF55
429945.00000000
PA
USD
430757.02000000
0.027604575503
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Term Loan C
63689EAT2
58309.04000000
PA
USD
58390.03000000
0.003741858906
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
476000.00000000
PA
USD
507144.68000000
0.032499792133
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Monitronics International Inc.
SCAKOG18M6QWWML8YF46
Monitronics International Inc. Takeback Term Loan
60945HAB0
1982579.54000000
PA
USD
1949535.89000000
0.124933798344
Long
LON
CORP
US
N
2
2024-03-29
Floating
7.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust 2015-LC22
94989TBF0
1250000.00000000
PA
USD
1323065.75000000
0.084787169322
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.70900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AL5Y3
1434222.46000000
PA
USD
220270.97000000
0.014115815506
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.50000000
N
N
N
N
N
N
Delachaux Group SA
969500XJHVZW0HF1ZQ71
Delachaux Group SA USD Term Loan B
000000000
465500.00000000
PA
USD
466081.88000000
0.029868329127
Long
LON
CORP
FR
N
2
2026-04-16
Floating
4.62900000
N
N
N
N
N
N
PAPREC HOLDING S
969500ASAFSVN9KVC873
Paprec Holding SA
000000000
129000.00000000
PA
151746.85000000
0.009724524926
Long
DBT
CORP
FR
Y
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
Citco Funding LLC
N/A
Citco Funding LLC 2017 Term Loan
17302JAC1
3893853.23000000
PA
USD
3893853.23000000
0.249533171824
Long
LON
CORP
US
N
2
2023-09-28
Floating
2.65800000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBH7
2000000.00000000
PA
USD
1657081.20000000
0.106192170937
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.83700000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3LPMY2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3LPMY2 IRS USD P F 2.08500 CCP LCH
000000000
5222000.00000000
OU
Notional Amount
USD
-274252.65000000
-0.01757517029
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-15
0.00000000
USD
-1380.51000000
USD
5222000.00000000
USD
-272872.14000000
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
622000.00000000
PA
USD
673377.20000000
0.043152614807
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.12500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1316000.00000000
PA
USD
1362060.00000000
0.087286071646
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAN4
581000.00000000
PA
USD
622396.25000000
0.039885558396
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
10.50000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
750000.00000000
PA
USD
819765.00000000
0.052533711087
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
776000.00000000
PA
USD
799280.00000000
0.051220953075
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615TV8
56479.46000000
PA
USD
59109.39000000
0.003787958276
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378AL25
34341.72000000
PA
USD
33175.59000000
0.002126020091
Long
ABS-MBS
USGA
US
N
2
2041-12-16
Fixed
2.00000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
1282000.00000000
PA
USD
1331292.90000000
0.085314396907
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1276000.00000000
PA
USD
1320277.20000000
0.084608468256
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
FIRST MIDWEST BANCORP
7XRS7ORI584PF41IVU88
First Midwest Bancorp Inc/IL
320867AC8
1000000.00000000
PA
USD
1153694.41000000
0.073933198926
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3A1
58.10000000
PA
USD
60.66000000
0.000003887327
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Variable
0.00000000
N
N
N
N
N
N
Amer Sports Oyj
7437004VPYN53GU01U11
Amer Sports Oyj EUR Term Loan B
000000000
1550000.00000000
PA
1799744.24000000
0.115334570194
Long
LON
CORP
FI
N
2
2026-03-30
Floating
4.50000000
N
N
N
N
N
N
FHLMC-GNMA
S6XOOCT0IEG5ABCC6L87
FHLMC-GNMA
3133T2HS2
61672.92000000
PA
USD
64508.26000000
0.004133938742
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TMN6
23138.59000000
PA
USD
24003.58000000
0.001538242224
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
7.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5A9
23478.54000000
PA
USD
25857.26000000
0.001657033206
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Variable
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH81
21592.32000000
PA
USD
22142.33000000
0.001418966126
Long
ABS-MBS
USGSE
US
N
2
2025-09-17
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAA2
1000000.00000000
PA
USD
953899.10000000
0.061129542888
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.22500000
N
N
N
N
N
N
Lindblad Expeditions, Inc.
549300MPUWOG67Y2R254
Lindblad Expeditions, Inc. 2018 Term Loan
53521WAF5
1864070.34000000
PA
USD
1761546.47000000
0.112886709388
Long
LON
CORP
US
N
2
2025-03-27
Floating
4.75000000
N
N
Y
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLD5
75316.19000000
PA
USD
80935.19000000
0.005186639937
Long
ABS-MBS
USGSE
US
N
2
2024-06-17
Fixed
8.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
105.16000000
0.000006739059
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
128921.00000000
EUR
149510.56000000
USD
2021-10-29
105.16000000
N
N
N
Shearer's Foods, Inc.
549300AQWIJSYS2CIH04
Shearer's Foods, Inc. 2021 Term Loan
82087UAL1
396007.50000000
PA
USD
396062.55000000
0.025381219708
Long
LON
CORP
US
N
2
2027-09-23
Floating
4.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
566000.00000000
PA
USD
610985.68000000
0.039154324948
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
843000.00000000
PA
USD
854380.50000000
0.054752006179
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
600000.00000000
PA
USD
731644.82000000
0.046886629207
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
618000.00000000
PA
USD
685089.18000000
0.043903163773
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-4-R Ltd
14314TAA6
1250000.00000000
PA
USD
1126267.50000000
0.072175576478
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.77600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CPL0
2174351.37000000
PA
USD
2429115.55000000
0.155667117407
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
The Ministry of Finance and Planning, Government of the United Republic of Tanzania
N/A
The Ministry of Finance and Planning, Government of the United Republic of Tanzania Term Loan
000000000
1021428.55000000
PA
USD
1046337.11000000
0.067053328010
Long
LON
CORP
TZ
N
2
2022-06-23
Floating
5.36400000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
28087.00000000
NS
USD
597410.49000000
0.038284374280
Long
EP
CORP
US
N
1
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
1396000.00000000
PA
USD
1419864.62000000
0.090990415216
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 EUR Term Loan B
000000000
1450127.88000000
PA
1666764.27000000
0.106812699506
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.25000000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
3099000.00000000
PA
USD
3285079.46000000
0.210520594621
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
3500000.00000000
PA
USD
3611420.40000000
0.231433783960
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.18900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31363WH81
79805.90000000
PA
USD
85289.09000000
0.005465654685
Long
ABS-MBS
USGSE
US
N
2
2024-12-15
Variable
0.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
2418000.00000000
PA
USD
2632500.78000000
0.168700829400
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
483000.00000000
PA
USD
558850.32000000
0.035813289481
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Moto Finance PLC
213800CQ4OEGFC3IJW73
Moto Finance PLC
000000000
250000.00000000
PA
334071.03000000
0.021408563396
Long
DBT
CORP
GB
Y
2
2022-10-01
Fixed
4.50000000
N
N
N
N
N
N
FAURECIA
969500F0VMZLK2IULV85
Faurecia SE
000000000
260000.00000000
PA
313880.39000000
0.020114669111
Long
DBT
CORP
FR
Y
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
CURIA GLOBAL, INC.
CHZJRCSC4ACUSUD2MV11
Curia Global, Inc. 2021 Term Loan
01242HAM0
248128.12000000
PA
USD
248686.41000000
0.015936786779
Long
LON
CORP
US
N
2
2026-08-30
Floating
4.50000000
N
N
N
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
26151AAA7
635000.00000000
PA
USD
656431.25000000
0.042066652804
Long
DBT
CORP
GB
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
245000.00000000
PA
USD
245606.05000000
0.015739385399
Long
DBT
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5J0
90215.13000000
PA
USD
97326.73000000
0.006237073203
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Variable
0.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
431000.00000000
PA
USD
402562.62000000
0.025797769328
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
INEOS Styrolution US Holding LLC
N/A
INEOS Styrolution US Holding LLC 2021 USD Term Loan B
000000000
2344125.00000000
PA
USD
2347934.20000000
0.150464702585
Long
LON
CORP
US
N
2
2026-01-29
Floating
3.25000000
N
N
N
N
N
N
Ultra Clean Holdings, Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc 2021 Term Loan B
90385YAD3
667564.35000000
PA
USD
669650.49000000
0.042913792820
Long
LON
CORP
US
N
2
2025-08-27
Floating
3.83400000
N
N
N
N
N
N
EIRCOM FINANCE DAC
254900NA4DUH50UERM85
eircom Finance DAC
000000000
200000.00000000
PA
236993.76000000
0.015187476554
Long
DBT
CORP
IE
Y
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359KK48
198822.71000000
PA
USD
216145.25000000
0.013851423415
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
7.00000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q
000000000
1150000.00000000
PA
USD
1151917.05000000
0.073819298824
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.33400000
N
N
N
N
N
N
Voya CLO Ltd
254900MS3D9HONB0N824
Voya CLO 2015-3 Ltd
92913DAJ3
3000000.00000000
PA
USD
2738094.00000000
0.175467651248
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.33400000
N
N
N
N
N
N
PCF GMBH
5299001ZMR76CCHGY076
PCF GmbH
000000000
225000.00000000
PA
269875.84000000
0.017294687389
Long
DBT
CORP
DE
Y
2
2026-04-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387VQ28
4971.63000000
PA
USD
5152.04000000
0.000330162645
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
8.50000000
N
N
N
N
N
N
Garda World Security Corporation
N/A
Garda World Security Corporation 2021 Term Loan B
000000000
858831.71000000
PA
USD
860902.35000000
0.055169951546
Long
LON
CORP
CA
N
2
2026-10-30
Floating
4.34000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
1141000.00000000
PA
USD
1160967.50000000
0.074399286657
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Badger Buyer Corp.
549300RK8L3MFML49K35
Badger Buyer Corp. 2018 Term Loan B
05651XAC2
384000.00000000
PA
USD
376560.00000000
0.024131420891
Long
LON
CORP
US
N
2
2024-09-30
Floating
4.50000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL 2021 Term Loan B3
000000000
199000.00000000
PA
USD
199762.37000000
0.012801545115
Long
LON
CORP
LU
N
2
2026-10-01
Floating
4.50000000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations Inc
69336VAB7
1284000.00000000
PA
USD
1295241.42000000
0.083004078664
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CGC4
1081433.30000000
PA
USD
1259403.32000000
0.080707434637
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
7.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
1472000.00000000
PA
USD
1753078.40000000
0.112344042718
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
1000000.00000000
PA
USD
956820.95000000
0.061316786334
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2019 Incremental Term Loan
22834KAD3
1502086.88000000
PA
USD
1226078.42000000
0.078571846183
Long
LON
CORP
US
N
2
2026-09-30
Floating
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2E4
2599.53000000
PA
USD
2687.24000000
0.000172208730
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
787000.00000000
PA
USD
828160.10000000
0.053071701557
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WS49
3113788.80000000
PA
USD
3452729.23000000
0.221264240155
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Fixed
5.00000000
N
N
N
N
N
N
Gardner Denver, Inc.
549300MJL50HVCB7RP74
Gardner Denver, Inc. 2020 EUR Term Loan B
365556AS8
1422684.56000000
PA
1626954.95000000
0.104261564344
Long
LON
CORP
US
N
2
2027-03-01
Floating
2.00000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
135000.00000000
PA
183787.14000000
0.011777790603
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.87500000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
1627000.00000000
PA
USD
1641325.74000000
0.105182500137
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6148.45000000
0.000394016450
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
203521.58000000
EUR
242007.80000000
USD
2021-10-29
6148.45000000
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
557000.00000000
PA
USD
575823.82000000
0.036901016995
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
95453.71000000
0.006117042839
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3206127.46000000
EUR
3811006.37000000
USD
2021-10-29
95453.71000000
N
N
N
Simply Good Foods USA, Inc.
N/A
Simply Good Foods USA, Inc. 2017 Term Loan B
04761PAF2
278565.96000000
PA
USD
279809.48000000
0.017931273452
Long
LON
CORP
US
N
2
2024-07-07
Floating
4.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
820000.00000000
PA
USD
842345.00000000
0.053980724800
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AB7
1310000.00000000
PA
USD
1317210.08000000
0.084411915346
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95000000
N
N
N
N
N
N
Phoenix Services International, LLC
5493009O25GX6RO6AZ98
Phoenix Services International, LLC Term Loan
71913YAC6
868500.00000000
PA
USD
863071.88000000
0.055308983417
Long
LON
CORP
US
N
2
2025-03-01
Floating
4.75000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
1559000.00000000
PA
USD
1429275.61000000
0.091593507846
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.87500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
908000.00000000
PA
USD
954535.00000000
0.061170293819
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CNT6
95458.46000000
PA
USD
103983.22000000
0.006663646822
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BRBK0
2801527.14000000
PA
USD
2812849.51000000
0.180258273395
Long
ABS-MBS
USGSE
US
N
2
2055-01-15
Fixed
3.50000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BP3
500000.00000000
PA
USD
537179.79000000
0.034424558123
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
200000.00000000
PA
232027.91000000
0.014869245683
Long
DBT
CORP
XX
Y
2
2026-08-15
Fixed
2.12500000
N
N
N
N
N
N
Zephyr German BidCo GmbH
529900TJ6NYOFABGF758
Zephyr German BidCo GmbH EUR Term Loan B1
000000000
1500000.00000000
PA
1733615.43000000
0.111096780340
Long
LON
CORP
DE
N
2
2028-03-10
Floating
3.75000000
N
N
N
N
N
N
Southwick Park CLO, Ltd.
N/A
Southwick Park CLO LLC
84604YAA7
6000000.00000000
PA
USD
6001668.00000000
0.384610092835
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.83400000
N
N
N
N
N
N
UPC Broadband Holding B.V.
2138005HEGTBAGASUY97
UPC Broadband Holding B.V. 2021 EUR Term Loan AY
000000000
3000000.00000000
PA
3458487.64000000
0.221633261335
Long
LON
CORP
NL
N
2
2029-01-31
Floating
3.00000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 USD Term Loan
25213YAK1
909961.52000000
PA
USD
910287.29000000
0.058334729464
Long
LON
CORP
US
N
2
2024-07-24
Floating
4.25000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BY7
400000.00000000
PA
USD
485747.03000000
0.031128547980
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.10000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
995000.00000000
PA
USD
1036043.75000000
0.066393689699
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
638625.00000000
PA
USD
629045.63000000
0.040311676379
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.37500000
N
N
N
N
N
N
Republic of Seychelles
N/A
Seychelles International Bond
000000000
1008270.00000000
PA
USD
1016184.92000000
0.065121059082
Long
DBT
NUSS
SC
Y
2
2026-01-01
Variable
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358MW26
12499.74000000
PA
USD
12677.41000000
0.000812417454
Long
ABS-MBS
USGSE
US
N
2
2022-05-25
Fixed
8.00000000
N
N
N
N
N
N
Nidda Healthcare Holding AG
549300Q89C4WAO6L0L19
Nidda Healthcare Holding AG 2020 EUR Term Loan F
000000000
1000000.00000000
PA
1146127.00000000
0.073448250031
Long
LON
CORP
DE
N
2
2026-08-21
Floating
3.50000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1167000.00000000
PA
USD
1181587.50000000
0.075720695991
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
400000.00000000
PA
USD
464541.16000000
0.029769593831
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
1950312.50000000
PA
USD
1958496.01000000
0.125507997480
Long
LON
CORP
US
N
2
2027-04-09
Floating
4.75000000
N
N
N
N
N
N
VICTORIA PLC
2138002K6ECECHVCQN25
Victoria PLC
000000000
385000.00000000
PA
457116.96000000
0.029293822387
Long
DBT
CORP
GB
Y
2
2026-08-24
Fixed
3.62500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4446.33000000
0.000284938019
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
101985.00000000
GBP
141865.20000000
USD
2021-10-29
4446.33000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A8XT2
932904.34000000
PA
USD
21267.42000000
0.001362898510
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Floating
6.56400000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC 2021 Term Loan B4
38017BAQ9
1089000.00000000
PA
USD
1083622.52000000
0.069442721259
Long
LON
CORP
US
N
2
2027-08-10
Floating
2.08400000
N
N
N
N
N
N
U.S. Anesthesia Partners, Inc.
549300J001GMNRO7SQ51
U.S. Anesthesia Partners, Inc. 2017 Term Loan
90350HAF6
1658102.98000000
PA
USD
1658102.98000000
0.106257650551
Long
LON
CORP
US
N
2
2024-06-23
Floating
4.00000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan
000000000
105585.31000000
PA
USD
105129.92000000
0.006737131792
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
2521000.00000000
PA
USD
2657152.91000000
0.170280633216
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAH4
2706000.00000000
PA
USD
2837105.70000000
0.181812703845
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AM8
300000.00000000
PA
USD
330522.31000000
0.021181147696
Long
DBT
CORP
US
N
2
2047-10-03
Fixed
4.20000000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
593000.00000000
PA
USD
621449.18000000
0.039824866489
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
782000.00000000
PA
USD
789233.50000000
0.050577134507
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
CPG International Inc.
N/A
CPG International Inc. 2017 Term Loan
12626JAE7
976040.25000000
PA
USD
977608.75000000
0.062648948941
Long
LON
CORP
US
N
2
2024-05-05
Floating
3.25000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
1118000.00000000
PA
USD
1205874.80000000
0.077277120090
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XLX3
8857.82000000
PA
USD
9657.54000000
0.000618892507
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
9.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
1042000.00000000
PA
USD
1124057.50000000
0.072033951132
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
UPC Broadband Holding B.V.
213800DXWIS9KORQ3X94
UPC Broadband Holding B.V. 2020 USD Term Loan AT
000000000
900000.00000000
PA
USD
892366.20000000
0.057186276719
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391WSS1
53918.68000000
PA
USD
56019.01000000
0.003589914776
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
6.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
5000.00000000
PA
USD
831.21000000
0.000053267150
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJ6V0
921560.40000000
PA
USD
834614.03000000
0.053485294348
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
None
0.00000000
N
N
N
N
N
N
Northstar Group Services, INC.
549300XH4ERCEE5LSB06
Northstar Group Services, INC. 2020 Term Loan B
66707RAC1
225000.00000000
PA
USD
226125.00000000
0.014490964385
Long
LON
CORP
US
N
2
2026-11-12
None
0.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
1511000.00000000
PA
USD
1580883.75000000
0.101309143699
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
450000.00000000
PA
USD
453449.25000000
0.029058781348
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.62500000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
1337445.32000000
PA
USD
1324070.87000000
0.084851581299
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.58400000
N
N
N
N
N
N
AI Convoy (Luxembourg) S.A.R.L
222100GQMVQ4KP4KJS35
AI Convoy (Luxembourg) S.A.R.L EUR Term Loan B
00135BAB9
1000000.00000000
PA
1154874.86000000
0.074008846727
Long
LON
CORP
LU
N
2
2027-01-18
Floating
3.50000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
690000.00000000
PA
USD
700681.20000000
0.044902360707
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1S55
968784.93000000
PA
USD
983220.36000000
0.063008562609
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KHW1
683811.30000000
PA
USD
715734.79000000
0.045867052963
Long
ABS-MBS
USGA
US
N
2
2024-08-15
Fixed
6.50000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
ADEVINTA ASA EUR TERM LOAN B
000000000
2000000.00000000
PA
2318629.63000000
0.148586752423
Long
LON
CORP
NO
N
2
2028-06-26
Floating
3.25000000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc. 2020 Incremental Term Loan B
24664GAE1
566375.00000000
PA
USD
570858.99000000
0.036582851490
Long
LON
CORP
US
N
2
2025-03-31
Floating
6.50000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
329000.00000000
PA
USD
342571.25000000
0.021953290362
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
1287000.00000000
PA
USD
1283782.50000000
0.082269746761
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
116596.84000000
0.007471976366
Long
DBT
CORP
SE
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
ECI Macola Max Holding, LLC
549300MZ2LKM75L5EI42
ECI Macola Max Holding, LLC 2020 Term Loan
26825UAK7
1291372.17000000
PA
USD
1293309.23000000
0.082880256457
Long
LON
CORP
US
N
2
2027-11-09
Floating
4.50000000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
2401000.00000000
PA
USD
2388649.26000000
0.153073881067
Long
LON
CORP
US
N
2
2027-01-15
Floating
2.08400000
N
N
N
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas US Inc. 2021 USD Term Loan B
000000000
2450296.41000000
PA
USD
2465610.76000000
0.158005871584
Long
LON
CORP
US
N
2
2025-09-01
Floating
6.00000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
1566000.00000000
PA
USD
1677577.50000000
0.107505653097
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Galaxy CLO Ltd
5493000B2531UL3WQV87
Galaxy XIX CLO Ltd
36319RAS9
1600000.00000000
PA
USD
1576646.40000000
0.101037597926
Long
ABS-CBDO
CORP
KY
N
2
2030-07-24
Floating
7.12500000
N
N
N
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
5280.00000000
NS
USD
577420.80000000
0.037003357648
Long
EC
RF
US
N
1
N
N
N
Golub Capital Partners CLO, LTD
2549004JK1JYCMYC3T80
Golub Capital Partners CLO 37B Ltd
38175VAA8
3000000.00000000
PA
USD
2728704.00000000
0.174865903739
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.88400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQX45
3663963.94000000
PA
USD
567530.43000000
0.036369544494
Long
ABS-MBS
USGSE
US
N
2
2032-06-15
Floating
6.01600000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP 2021 EUR Term Loan B
01642PBC9
995000.00000000
PA
1150474.33000000
0.073726843748
Long
LON
CORP
US
N
2
2028-02-04
Floating
3.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
4807000.00000000
PA
USD
4449690.88000000
0.285153397763
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
GATWICK AIRPORT FINANCE
213800BDRHDHRGTQ1D63
Gatwick Airport Finance PLC
000000000
100000.00000000
PA
137039.22000000
0.008782003124
Long
DBT
CORP
GB
Y
2
2026-04-07
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359UNJ0
113017.24000000
PA
USD
126645.86000000
0.008115956426
Long
ABS-MBS
USGSE
US
N
2
2028-07-20
Fixed
6.50000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. USD Term Loan B
000000000
3402401.01000000
PA
USD
3223774.96000000
0.206591965208
Long
LON
CORP
LU
N
2
2024-09-24
Floating
6.00000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAB5
186000.00000000
PA
USD
213060.70000000
0.013653753524
Long
DBT
CORP
LU
N
2
2043-04-04
Fixed
5.30000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
1396500.00000000
PA
USD
1400136.49000000
0.089726160361
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJB2
15346.44000000
PA
USD
16483.83000000
0.001056347566
Long
ABS-MBS
USGSE
US
N
2
2028-01-17
Fixed
8.00000000
N
N
N
N
N
N
POWDR CORP
549300XIF5ZPMVRIGO50
Powdr Corp
73900LAA9
1402000.00000000
PA
USD
1474350.21000000
0.094482062510
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
PHILLIPS PET HOLDING CORP
N/A
PHILLIPS PET HOLDING CORP
000000000
581.90000000
NS
USD
225881.94000000
0.014475388160
Long
EC
CORP
US
N
3
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
230000.00000000
PA
266420.48000000
0.017073254559
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
3.37500000
N
N
N
N
N
N
GREAT WST PTRLM/GRT FNCE
N/A
Great Western Petroleum LLC / Great Western Finance Corp
39143GAD2
1436000.00000000
PA
USD
1460239.68000000
0.093577805184
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
12.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3X1
9925.57000000
PA
USD
10455.63000000
0.000670037200
Long
ABS-MBS
USGSE
US
N
2
2024-09-20
Variable
0.00000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
257398.79000000
0.016495109779
Long
DBT
CORP
NL
Y
2
2029-06-17
Fixed
3.87500000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
244000.00000000
PA
USD
255074.44000000
0.016346156443
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
350000.00000000
PA
486878.73000000
0.031201071692
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.62500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAH8
661000.00000000
PA
USD
687783.72000000
0.044075840316
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
9.00000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AZ1
500000.00000000
PA
USD
516669.27000000
0.033110164690
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
3.00000000
N
N
N
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
798000.00000000
PA
USD
886131.12000000
0.056786708682
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2833000.00000000
PA
USD
3410308.74000000
0.218545771124
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
1445000.00000000
PA
USD
1474586.38000000
0.094497197196
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAG4
66000.00000000
PA
USD
71857.50000000
0.004604906460
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
Numericable Group SA
5493001ZMCICV4N02J21
Numericable Group SA EUR Term Loan B11
67053NAL8
502687.50000000
PA
571700.86000000
0.036636801775
Long
LON
CORP
FR
N
2
2025-07-31
Floating
3.00000000
N
N
N
N
N
N
Akorn, Inc.
N/A
Akorn, Inc. 2020 Take Back Term Loan
00972HAB2
497724.50000000
PA
USD
506434.68000000
0.032454292588
Long
LON
CORP
US
N
2
2025-10-01
Floating
8.50000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AM5
500000.00000000
PA
USD
506415.30000000
0.032453050643
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.12500000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
406000.00000000
PA
USD
437345.23000000
0.028026773475
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016268AA2
1000000.00000000
PA
USD
984181.00000000
0.063070124135
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.13400000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
100000.00000000
PA
USD
103291.00000000
0.006619286688
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan B1
000000000
1275000.00000000
PA
1445972.88000000
0.092663533473
Long
LON
CORP
LU
N
2
2027-01-29
Floating
2.37500000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2017 Repriced Term Loan
90351NAE5
3120000.00000000
PA
USD
3103286.16000000
0.198870576995
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.13200000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
100000.00000000
PA
119618.74000000
0.007665631403
Long
DBT
CORP
DE
Y
2
2026-05-29
Fixed
3.00000000
N
N
N
N
N
N
Intrado Corporation
5493005Z5DB0O5S30R71
Intrado Corporation 2017 Term Loan
68162RAC5
1053712.56000000
PA
USD
1039788.80000000
0.066633686984
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1040000.00000000
PA
USD
1119216.80000000
0.071723740358
Long
DBT
NUSS
BH
Y
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FL3
410000.00000000
PA
USD
471248.12000000
0.030199401763
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
879000.00000000
PA
USD
962689.59000000
0.061692871478
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
100000.00000000
PA
118921.53000000
0.007620951491
Long
DBT
CORP
DE
Y
2
2024-02-22
Fixed
2.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
979000.00000000
PA
USD
960408.79000000
0.061546708995
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2021 Term Loan
03765VAK6
1536443.81000000
PA
USD
1536443.81000000
0.098461260503
Long
LON
CORP
US
N
2
2026-09-23
Floating
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3PCCE2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3PCCE2 IRS USD P F 1.69750 CCP LCH
000000000
88000.00000000
OU
Notional Amount
USD
2590.53000000
0.000166011179
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-09-12
0.00000000
USD
0.00000000
USD
88000.00000000
USD
2590.53000000
N
N
N
Athenahealth, Inc.
5493004JZ4RQIZBHP241
Athenahealth, Inc. 2021 Term Loan B1
04685YAM1
2477985.30000000
PA
USD
2487897.24000000
0.159434075400
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.37700000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
925000.00000000
PA
USD
928237.50000000
0.059485048331
Long
LON
CORP
US
N
2
2028-08-02
Floating
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUP2
281967.90000000
PA
USD
316941.18000000
0.020310816370
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
7.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1821000.00000000
PA
USD
2244382.50000000
0.143828709232
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358PKX4
3.57000000
PA
USD
3.57000000
0.000000228779
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.00000000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 EUR Incremental Term Loan
26658NAL3
1000000.00000000
PA
1158530.61000000
0.074243121323
Long
LON
CORP
US
N
2
2028-05-05
Floating
3.75000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320XAM6
1100000.00000000
PA
USD
1057566.40000000
0.067772944335
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.38400000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAY8
7400000.00000000
PA
USD
7365753.54000000
0.472025968918
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
5.28500000
N
N
N
N
N
N
RDV Resources Properties, LLC
549300FQUKX1VBDHQD82
RDV Resources Properties, LLC Exit Term Loan
74945HAB1
459851.01000000
PA
USD
310399.43000000
0.019891595734
Long
LON
CORP
US
N
2
2024-03-29
Floating
9.50000000
N
N
N
N
N
N
BJ's Wholesale Club, Inc.
549300H2XDOGOSR9L398
BJ's Wholesale Club, Inc. 2017 1st Lien Term Loan
09179FAU6
486702.65000000
PA
USD
487513.98000000
0.031241780969
Long
LON
CORP
US
N
2
2024-02-03
Floating
2.08300000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
734000.00000000
PA
USD
748687.34000000
0.047978779789
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
TERMINIX CO LLC/THE
HZPA4EQ289DXC7NQGK91
Terminix Co LLC/The
817609AB6
4075000.00000000
PA
USD
4948007.63000000
0.317087462006
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
Guggenheim Partners, LLC
N/A
Guggenheim Partners, LLC 2016 Term Loan
40166KAC5
2660547.67000000
PA
USD
2668029.13000000
0.170977623450
Long
LON
CORP
US
N
2
2023-07-21
Floating
3.50000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
1171000.00000000
PA
USD
1251506.25000000
0.080201359854
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd
64131CAF8
1500000.00000000
PA
USD
1490182.50000000
0.095496656873
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
6.19400000
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AM8
285000.00000000
PA
USD
301197.98000000
0.019301931238
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FENW8
1698718.29000000
PA
USD
1541946.30000000
0.098813881339
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
1158000.00000000
PA
USD
1168398.84000000
0.074875515660
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PKS3
16434.47000000
PA
USD
18810.77000000
0.001205466879
Long
ABS-MBS
USGSE
US
N
2
2031-01-17
Fixed
9.00000000
N
N
N
N
N
N
TK ELEVATOR TOPCO GMBH
N/A
TK Elevator Topco GmbH EUR Term Loan B
000000000
1000000.00000000
PA
1162130.76000000
0.074473832856
Long
LON
CORP
DE
N
2
2027-07-29
Floating
3.62500000
N
N
N
N
N
N
UPC Financing Partnership
213800DXWIS9KORQ3X94
UPC Financing Partnership 2021 USD Term Loan AX
000000000
3025000.00000000
PA
USD
3021847.95000000
0.193651701591
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.08400000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
3081000.00000000
PA
USD
2986505.73000000
0.191386835471
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
764.62000000
0.000048999806
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
51504.00000000
EUR
60452.15000000
USD
2021-10-29
764.62000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2969.00000000
0.000190265000
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
96822.22000000
EUR
115175.41000000
USD
2021-10-29
2969.00000000
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
573000.00000000
PA
USD
659666.25000000
0.042273964113
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
National CineMedia LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAH2
1186000.00000000
PA
USD
950875.50000000
0.060935778908
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
451000.00000000
PA
USD
74275.19000000
0.004759841384
Long
DBT
NUSS
LB
Y
2
2031-11-20
None
0.00000000
Y
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
433000.00000000
PA
USD
434623.75000000
0.027852370513
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
526000.00000000
PA
USD
509545.73000000
0.032653660702
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
921000.00000000
PA
USD
936431.36000000
0.060010142564
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
567000.00000000
PA
USD
95578.06000000
0.006125011668
Long
DBT
NUSS
LB
Y
2
2024-04-22
None
0.00000000
Y
N
N
N
N
N
Buzz Merger Sub Ltd
N/A
Buzz Merger Sub Ltd Term Loan B
000000000
566375.00000000
PA
USD
566021.02000000
0.036272815665
Long
LON
CORP
US
N
2
2027-01-29
Floating
2.83400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE70
754562.88000000
PA
USD
863427.33000000
0.055331762028
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.50000000
N
N
N
N
N
N
Focus Financial Partners, LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2020 Term Loan
34416DAT5
2961380.64000000
PA
USD
2944518.54000000
0.188696133979
Long
LON
CORP
US
N
2
2024-07-03
Floating
2.08400000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
876227.38000000
0.056152038727
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
31185936.78000000
EUR
37017332.73000000
USD
2021-10-29
876227.38000000
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2020 Term Loan B2
76173FAW7
1364687.50000000
PA
USD
1357011.13000000
0.086962520534
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.33400000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc. 2020 Term Loan
45174UAF5
443548.65000000
PA
USD
440914.86000000
0.028255529169
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.08400000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
000000000
1125000.00000000
PA
USD
1130274.00000000
0.072432328491
Long
LON
CORP
US
N
2
2028-09-22
None
0.00000000
N
N
N
N
N
N
Foundational Education Group Inc
N/A
Foundational Education Group Inc 1st Lien Term Loan
35051BAE9
550000.00000000
PA
USD
549312.50000000
0.035202069094
Long
LON
CORP
US
N
2
2028-08-31
Floating
4.75000000
N
N
N
N
N
N
MATTRESS FIRM INC
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
1250000.00000000
PA
USD
1249610.00000000
0.080079840822
Long
LON
CORP
US
N
2
2028-09-25
Floating
5.00000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1455000.00000000
PA
USD
1549575.00000000
0.099302757934
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2021 Incremental Term Loan B1
22834KAJ0
210431.61000000
PA
USD
226740.06000000
0.014530379808
Long
LON
CORP
US
N
2
2024-05-23
Floating
9.25000000
N
N
N
N
N
N
UPC Broadband Holding B.V.
2138005HEGTBAGASUY97
UPC Broadband Holding B.V. 2020 EUR Term Loan AU
000000000
1500000.00000000
PA
1716891.75000000
0.110025062258
Long
LON
CORP
NL
N
2
2029-04-30
Floating
2.50000000
N
N
N
N
N
N
Orion Engineered Carbons GmbH
549300OYUPKC8M68U288
Orion Engineered Carbons GmbH 2017 USD Term Loan B
000000000
692379.08000000
PA
USD
690359.41000000
0.044240900491
Long
LON
CORP
DE
N
2
2024-07-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GLA3
18.70000000
PA
USD
20.32000000
0.000001302184
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
9.50000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC 2020 Extended Term Loan
88023HAD2
843225.85000000
PA
USD
846282.54000000
0.054233057589
Long
LON
CORP
US
N
2
2026-11-02
Floating
3.75000000
N
N
N
N
N
N
American Money Management Corporation
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd
00176EAG2
2000000.00000000
PA
USD
1879986.00000000
0.120476772455
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
6.30800000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC 2021 USD Term Loan B
000000000
845750.00000000
PA
USD
843988.30000000
0.054086033818
Long
LON
CORP
US
N
2
2028-04-13
Floating
3.25000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
1000000.00000000
PA
USD
1228260.00000000
0.078711650265
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
Ferro Corporation
1YTO5R7OHOPE81ZNYD08
Ferro Corporation 2018 USD Term Loan B3
315409AN2
150444.02000000
PA
USD
150291.17000000
0.009631239323
Long
LON
CORP
US
N
2
2024-02-14
Floating
2.38200000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
339523.89000000
PA
USD
280673.20000000
0.017986623969
Long
LON
CORP
US
N
2
2025-02-28
None
0.00000000
N
N
N
N
N
N
Carnival Corporation
N/A
Carnival Corporation EUR Term Loan B
000000000
997481.11000000
PA
1155876.99000000
0.074073067092
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TU46
5426425.44000000
PA
USD
5504257.47000000
0.352734102674
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Floating
0.58700000
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn Inc
541056AA5
662000.00000000
PA
USD
674412.50000000
0.043218960834
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc. 2018 Term Loan B
24664GAD3
1364837.06000000
PA
USD
1327304.04000000
0.085058775334
Long
LON
CORP
US
N
2
2025-03-31
Floating
2.33400000
N
N
N
N
N
N
Fort Washington CLO 2019-1
N/A
Fort Washington CLO 2019-1
34919EAA6
1500000.00000000
PA
USD
1500270.00000000
0.096143102880
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.38400000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
594000.00000000
PA
USD
765339.30000000
0.049045901776
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1710588.00000000
PA
USD
563741.38000000
0.036126727519
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
ARES CLO Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd
04015HAL1
2000000.00000000
PA
USD
1985456.00000000
0.127235697889
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
6.98400000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WAL6
3500000.00000000
PA
USD
2731815.80000000
0.175065319915
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
3.05200000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AD5
905000.00000000
PA
USD
915660.90000000
0.058679091171
Long
DBT
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
Gentiva Health Services, Inc.
549300STP29LPEN7S547
Gentiva Health Services, Inc. 2020 Term Loan
37249UAU0
1863740.86000000
PA
USD
1865293.36000000
0.119535211270
Long
LON
CORP
US
N
2
2025-07-02
Floating
2.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC21
000000000
-10.00000000
NC
USD
7499.99000000
0.000480628360
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVZ1 Comdty
2021-12-31
-1234921.87000000
USD
7499.99000000
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688LAA5
1000000.00000000
PA
USD
983740.00000000
0.063041863149
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
5.72600000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
2374000.00000000
PA
USD
2273105.00000000
0.145669358097
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
City Brewing Company, LLC
N/A
City Brewing Company, LLC Closing Date Term Loan
17776EAB1
775000.00000000
PA
USD
768703.13000000
0.049261469010
Long
LON
CORP
US
N
2
2028-04-05
Floating
4.25000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325W4S8
6914400.26000000
PA
USD
804816.14000000
0.051575730333
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Fixed
3.50000000
N
N
N
N
N
N
ADLER PELZER HLDG GMBH
984500950ABB2CB7E742
Adler Pelzer Holding GmbH
000000000
200000.00000000
PA
220093.90000000
0.014104468176
Long
DBT
CORP
DE
Y
2
2024-04-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFEL4
1270664.46000000
PA
USD
1289228.61000000
0.082618754549
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
1.08600000
N
N
N
N
N
N
Bright Bidco B.V.
549300IL6Q1JWU688H15
Bright Bidco B.V. 2018 Term Loan B
000000000
1725031.54000000
PA
USD
1387303.14000000
0.088903749668
Long
LON
CORP
NL
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TSC4
129399.22000000
PA
USD
145002.56000000
0.009292324744
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
820000.00000000
PA
USD
866383.30000000
0.055521192016
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
1770562.50000000
PA
USD
1770879.43000000
0.113484801554
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.75000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. 2021 First Lien Term Loan B
914908BC1
6906709.39000000
PA
USD
6905631.94000000
0.442539597580
Long
LON
CORP
US
N
2
2026-03-15
Floating
4.00000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
N/A
Regata XII Funding LTD
75888LAN2
2000000.00000000
PA
USD
2000000.00000000
0.128167733648
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
0.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9122.70000000
0.000584617891
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
334830.00000000
EUR
397154.22000000
USD
2021-10-29
9122.70000000
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
915000.00000000
PA
USD
927624.29000000
0.059445751463
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
300000.00000000
PA
450284.98000000
0.028856002691
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
458900.00000000
PA
USD
385480.59000000
0.024703086792
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5C5
19461.53000000
PA
USD
21324.59000000
0.001366562185
Long
ABS-MBS
USGSE
US
N
2
2028-09-20
Variable
0.00000000
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
2615000.00000000
PA
USD
2664501.95000000
0.170751588116
Long
DBT
NUSS
BY
Y
2
2023-02-28
Fixed
6.87500000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158NAB8
2126000.00000000
PA
USD
2302989.50000000
0.147584472415
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
Murphy Oil USA Inc
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AD0
560000.00000000
PA
USD
586146.40000000
0.037562527837
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
000000000
2800000.00000000
PA
USD
2787750.00000000
0.178649799739
Long
LON
CORP
US
N
2
2028-02-10
Floating
4.25000000
N
N
N
N
N
N
NEINOR HOMES SLU
959800FW4JL65YWSQ217
Neinor Homes SA
000000000
100000.00000000
PA
120000.07000000
0.007690068504
Long
DBT
CORP
ES
Y
2
2026-10-15
Fixed
4.50000000
N
N
N
N
N
N
SurveyMonkey Inc.
549300ZHYZVBTZKNCN97
SurveyMonkey Inc. 2018 Term Loan B
86901UAD4
711333.37000000
PA
USD
709555.04000000
0.045471030687
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.83000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
355000.00000000
PA
USD
352643.16000000
0.022598737301
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
955000.00000000
PA
USD
970518.75000000
0.062194594325
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Delachaux Group SA
969500XJHVZW0HF1ZQ71
Delachaux Group SA Eur Term Loan B
000000000
369370.21000000
PA
428428.14000000
0.027455331867
Long
LON
CORP
FR
N
2
2026-04-16
Floating
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BH7M3
3280797.22000000
PA
USD
3286589.96000000
0.210617393302
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Fixed
3.00000000
N
Y
N
N
N
N
Pacific Dental Services,LLC
N/A
Pacific Dental Services,LLC 2021 Term Loan
69417WAB7
500000.00000000
PA
USD
502109.50000000
0.032177118329
Long
LON
CORP
US
N
2
2028-05-05
Floating
4.25000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAF4
399000.00000000
PA
USD
400334.80000000
0.025655002008
Long
DBT
US
N
2
2031-06-01
Fixed
2.55000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TRSR9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TRSR9 IRS USD P F 1.74250 CCP LCH
000000000
2240000.00000000
OU
Notional Amount
USD
-74055.07000000
-0.00474573524
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-12-16
0.00000000
USD
0.00000000
USD
2240000.00000000
USD
-74055.07000000
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
300000.00000000
PA
USD
356997.56000000
0.022877784091
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLC7
132643.06000000
PA
USD
138091.73000000
0.008849452034
Long
ABS-MBS
USGSE
US
N
2
2028-06-17
Fixed
6.50000000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAA2
200000.00000000
PA
USD
27874.00000000
0.001786273703
Long
DBT
CORP
MX
N
2
2022-12-19
None
0.00000000
Y
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
871000.00000000
PA
USD
906946.17000000
0.058120617575
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AW4
884000.00000000
PA
USD
1004445.00000000
0.064368719612
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
1690000.00000000
PA
USD
1699447.10000000
0.108907141631
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
3533000.00000000
PA
USD
3740351.77000000
0.239696204704
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
1403636.54000000
PA
USD
1396793.81000000
0.089511948501
Long
LON
CORP
US
N
2
2026-12-02
Floating
3.38200000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
1788500.00000000
PA
USD
1782072.13000000
0.114202073050
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.33400000
N
N
N
N
N
N
EnergySolutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC 2018 Term Loan B
29276MAL1
4932904.90000000
PA
USD
4932904.90000000
0.316119620668
Long
LON
CORP
US
N
2
2025-05-09
Floating
4.75000000
N
N
N
N
N
N
H Food Holdings LLC
549300JY2LK0EQ95YT44
H Food Holdings LLC 2018 Incremental Term Loan B2
40422KAD3
461937.50000000
PA
USD
462948.22000000
0.029667512077
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.08400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3L7
14524.59000000
PA
USD
15175.73000000
0.000972519460
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Variable
0.00000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 EUR Repriced Term Loan B
36740UAN2
866122.20000000
PA
1002520.12000000
0.064245365858
Long
LON
CORP
US
N
2
2024-04-01
Floating
3.00000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
733000.00000000
PA
USD
751325.00000000
0.048147811241
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PBB6
2770000.00000000
PA
USD
2481861.55000000
0.159047285046
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.50000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
8155647.52000000
PA
USD
7771141.36000000
0.498004787987
Long
LON
CORP
US
N
2
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
1850000.00000000
PA
USD
1802427.25000000
0.115506507849
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
804000.00000000
PA
USD
865895.94000000
0.055489960102
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
660000.00000000
PA
USD
680097.00000000
0.043583245575
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392BWG7
24028.11000000
PA
USD
25087.06000000
0.001607675812
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
7.00000000
N
N
N
N
N
N
Techem Verwaltungsgesellschaft 675 mbH
529900N0M7FQHNAV1A41
Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4
000000000
825618.24000000
PA
943743.36000000
0.060478723798
Long
LON
CORP
DE
N
2
2025-07-15
Floating
2.37500000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2021 Incremental Term Loan
90385KAG6
3910574.07000000
PA
USD
3923283.44000000
0.251419173483
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
845000.00000000
PA
USD
907772.90000000
0.058173597630
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Bayou Intermediate II, LLC
N/A
Bayou Intermediate II, LLC Term Loan B
000000000
750000.00000000
PA
USD
752812.50000000
0.048243135993
Long
LON
CORP
US
N
2
2028-08-02
Floating
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J59
235000.00000000
PA
USD
234989.49000000
0.015059035182
Long
STIV
UST
US
N
2
2021-12-09
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BQJP3
28583.78000000
PA
USD
28582.34000000
0.001831666870
Long
ABS-MBS
USGSE
US
N
2
2046-06-15
Floating
1.08600000
N
N
N
N
N
N
Neenah Foundry Company
5493002ILPHPXMKSG064
Neenah Foundry Company 2017 Term Loan
640072AN4
9948.52000000
PA
USD
9202.38000000
0.000589724094
Long
LON
CORP
US
N
2
2022-12-13
Floating
10.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
699000.00000000
PA
USD
767117.55000000
0.049159858912
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
37081.08000000
0.002376298992
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1948131.94000000
EUR
2294753.90000000
USD
2021-10-29
37081.08000000
N
N
N
Sunshine Investments B.V.
7245000VQPPP2TVGEK53
Sunshine Investments B.V. GBP Term Loan B2
000000000
750000.00000000
PA
1009129.31000000
0.064668908310
Long
LON
CORP
NL
N
2
2025-03-28
Floating
3.56800000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
1125058.96000000
PA
USD
1124003.65000000
0.072030500216
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319YAA3
1000000.00000000
PA
USD
976281.00000000
0.062563861587
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.07500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1804.19000000
-0.00011561947
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
80125.53000000
USD
67583.00000000
EUR
2021-10-29
-1804.19000000
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
1000000.00000000
PA
USD
1038879.97000000
0.066575445643
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
992000.00000000
PA
USD
1035400.00000000
0.066352435709
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
106005.02000000
0.006793211584
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4478336.29000000
EUR
5301163.14000000
USD
2021-12-15
106005.02000000
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXVI Ltd
09630HAA9
6500000.00000000
PA
USD
6504446.00000000
0.416830051230
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.83400000
N
N
N
N
N
N
SolarWinds Holdings, Inc.
549300GUYI8M0E3S0X29
SolarWinds Holdings, Inc. 2018 Term Loan B
83417UAH9
1154366.83000000
PA
USD
1144194.55000000
0.073324411163
Long
LON
CORP
US
N
2
2024-02-05
Floating
2.83400000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
756000.00000000
PA
USD
782906.04000000
0.050171646403
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
372000.00000000
PA
USD
391009.20000000
0.025057381499
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
200000.00000000
PA
236554.05000000
0.015159298236
Long
DBT
CORP
LU
Y
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
650000.00000000
PA
USD
634074.14000000
0.040633922744
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan
55278RAF6
263712.70000000
PA
USD
262789.71000000
0.016840580778
Long
LON
CORP
US
N
2
2024-05-17
Floating
2.33400000
N
N
N
N
N
N
Alchemy Copyrights, LLC
549300Y8O8X4508AZD58
Alchemy Copyrights, LLC Term Loan B
01374WAD7
470258.92000000
PA
USD
471434.57000000
0.030211350200
Long
LON
CORP
US
N
2
2028-03-10
Floating
3.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629UAA3
1000000.00000000
PA
USD
955203.00000000
0.061213101842
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
6.07900000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
1325000.00000000
PA
USD
1329968.75000000
0.085229540255
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH73
44874.11000000
PA
USD
45329.67000000
0.002904900535
Long
ABS-MBS
USGSE
US
N
2
2024-08-17
Fixed
7.50000000
N
N
N
N
N
N
United Petfood Group BV
984500FD3FH360C3C633
United Petfood Group BV EUR Term Loan B
000000000
750000.00000000
PA
864418.62000000
0.055395287724
Long
LON
CORP
BE
N
2
2028-04-23
Floating
3.25000000
N
N
N
N
N
N
Matador Bidco S.a.r.l.
549300CNVJU6794GIZ49
Matador Bidco S.a.r.l. Term Loan
000000000
1728125.00000000
PA
USD
1733525.39000000
0.111091010229
Long
LON
CORP
LU
N
2
2026-10-15
Floating
4.83400000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc. 2020 Term Loan B1
26812CAE6
653555.75000000
PA
USD
640529.73000000
0.041047621914
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.63200000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
300000.00000000
PA
355841.27000000
0.022803684557
Long
DBT
CORP
GB
Y
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
931000.00000000
PA
USD
893085.03000000
0.057232342125
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
7687393.37000000
PA
USD
7707411.34000000
0.493920721872
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
1033000.00000000
PA
USD
1012230.16000000
0.064867622769
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
Speedster Bidco GmbH
N/A
Speedster Bidco GmbH EUR 1st Lien Term Loan
000000000
1000000.00000000
PA
1140613.25000000
0.073094907611
Long
LON
CORP
DE
N
2
2027-03-31
Floating
3.00000000
N
N
N
N
N
N
SIGNA DEVELOPMENT FIN
529900NTZEI0I2X02V31
Signa Development Finance SCS
000000000
200000.00000000
PA
216944.81000000
0.013902662312
Long
DBT
CORP
LU
Y
2
2026-07-23
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-23068.39000000
-0.00147831163
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1218572.18000000
USD
1032000.00000000
EUR
2021-10-08
-23068.39000000
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 2nd Lien Term Loan
75972JAE4
200000.00000000
PA
USD
201150.00000000
0.012890469811
Long
LON
CORP
US
N
2
2026-05-29
Floating
7.08400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ATNM0
62158.04000000
PA
USD
62218.65000000
0.003987211680
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312916LA5
89843.37000000
PA
USD
93382.51000000
0.005984312334
Long
ABS-MBS
USGSE
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
CMA CGM SA
969500BZJ49IICIBZZ08
CMA CGM SA
000000000
185000.00000000
PA
217443.58000000
0.013934625422
Long
DBT
CORP
FR
Y
2
2025-01-15
Fixed
5.25000000
N
N
N
N
N
N
Vibrant CLO Ltd
N/A
Vibrant CLO 1X LTD
92558JAA9
1000000.00000000
PA
USD
929992.00000000
0.059597483475
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.38400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0306C3
20000000.00000000
PA
USD
20827575.00000000
1.334711542573
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PKJ3
53.79000000
PA
USD
54.37000000
0.000003484239
Long
ABS-MBS
USGSE
US
N
2
2022-02-17
Fixed
8.00000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AJ0
293000.00000000
PA
USD
336583.75000000
0.021569588210
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
1992000.00000000
PA
USD
1967100.00000000
0.126059374430
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
1630000.00000000
PA
USD
1789554.60000000
0.114681578661
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
837000.00000000
PA
USD
816761.34000000
0.052341224939
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
750000.00000000
PA
USD
761662.50000000
0.048810278215
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
400000.00000000
PA
481625.21000000
0.030864405816
Long
DBT
CORP
IT
Y
2
2023-07-19
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TLC63
37857.98000000
PA
USD
42008.04000000
0.002692037640
Long
ABS-MBS
USGSE
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KD57
34087.72000000
PA
USD
37582.53000000
0.002408433847
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380FYW0
3846721.50000000
PA
USD
638724.64000000
0.040931944767
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Floating
6.11300000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAC7
655000.00000000
PA
USD
674178.40000000
0.043203958801
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
4.25000000
N
N
N
N
N
N
Hexion Inc
N/A
Hexion Inc EUR Exit Term Loan
42829HAG8
758823.53000000
PA
882553.59000000
0.056557446726
Long
LON
CORP
NL
N
2
2026-07-01
Floating
4.00000000
N
N
N
N
N
N
QUARTERNORTH ENERGY FIELDWOOD
N/A
QUARTERNORTH ENERGY FIELDWOOD
000000000
13232.00000000
NS
USD
1392668.00000000
0.089247550642
Long
EC
CORP
US
N
2
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AW1
1032000.00000000
PA
USD
1126763.40000000
0.072207355668
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
620000.00000000
PA
627686.65000000
0.040224587686
Long
DBT
NUSS
TN
Y
2
2023-10-31
Fixed
6.75000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
300000.00000000
PA
377503.34000000
0.024191873766
Long
DBT
CORP
PT
Y
2
2079-04-30
Fixed
4.49600000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV42J8Y1 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV42J8Y1 IRS USD P F .96120 2 CCPVANILLA
000000000
1650000.00000000
OU
Notional Amount
USD
332808.13000000
0.021327631880
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-06-02
0.00000000
USD
0.00000000
USD
1650000.00000000
USD
332808.13000000
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1277000.00000000
PA
USD
1321311.90000000
0.084674775833
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493001ND55H5MJDIQ39
Benefit Street Partners CLO XVII Ltd
08182AAE0
3000000.00000000
PA
USD
3002322.00000000
0.192400403211
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.45900000
N
N
N
N
N
N
Messer Industries GmbH
529900HNC1EZT3TC1260
Messer Industries GmbH 2018 USD Term Loan
000000000
1372577.25000000
PA
USD
1367430.09000000
0.087630207779
Long
LON
CORP
US
N
2
2026-03-01
Floating
2.63200000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
1651000.00000000
PA
USD
2074068.75000000
0.132914345559
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
1952000.00000000
PA
USD
2105720.00000000
0.134942680049
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Caldic B.V.
724500AETT6YKEA44B62
Caldic B.V. EUR Term Loan
000000000
1000000.00000000
PA
1140685.07000000
0.073099510114
Long
LON
CORP
NL
N
2
2024-07-18
Floating
2.75000000
N
N
N
N
N
N
TI Group Automotive Systems, L.L.C.
549300VLRJU586QFQP25
TI Group Automotive Systems, L.L.C. 2021 EUR Term Loan
87247EAZ2
529126.31000000
PA
613679.56000000
0.039326959195
Long
LON
CORP
US
N
2
2026-12-16
Floating
3.25000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
776000.00000000
PA
USD
774548.88000000
0.049636087274
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
207000.00000000
PA
USD
34731.50000000
0.002225728820
Long
DBT
NUSS
LB
Y
2
2028-11-03
None
0.00000000
Y
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
2429000.00000000
PA
USD
2438133.04000000
0.156244993035
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
268000.00000000
PA
USD
274365.00000000
0.017582370121
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc. 2018 1st Lien Term Loan
41043BAF5
1109750.00000000
PA
USD
1109923.12000000
0.071128165407
Long
LON
CORP
US
N
2
2025-03-06
Floating
3.58400000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
51897.16000000
0.003325770690
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2192470.91000000
EUR
2595304.42000000
USD
2021-12-15
51897.16000000
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
220000.00000000
PA
198937.98000000
0.012748715016
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
2000000.00000000
PA
USD
2079935.40000000
0.133290303176
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
3.83600000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
790000.00000000
PA
USD
820059.50000000
0.052552583786
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAB9
458000.00000000
PA
USD
475747.50000000
0.030487739432
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2018 Term Loan B
46284NAQ2
892625.00000000
PA
USD
889649.88000000
0.057012204430
Long
LON
CORP
US
N
2
2026-01-02
Floating
1.83400000
N
N
N
N
N
N
Ferro Corporation
1YTO5R7OHOPE81ZNYD08
Ferro Corporation 2018 USD Term Loan B2
315409AM4
153714.52000000
PA
USD
153558.35000000
0.009840612851
Long
LON
CORP
US
N
2
2024-02-14
Floating
2.38200000
N
N
N
N
N
N
VIET NAM DEBT AND ASSET
N/A
Viet Nam Debt & Asset Trading Corp
000000000
2600000.00000000
PA
USD
2372825.00000000
0.152059801297
Long
DBT
NUSS
VN
Y
2
2025-10-10
Fixed
1.00000000
N
N
N
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
200000.00000000
PA
238884.88000000
0.015308666836
Long
DBT
CORP
LU
Y
2
2026-01-05
Fixed
4.62500000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
762000.00000000
PA
USD
808672.50000000
0.051822860794
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
12686CBB4
1085000.00000000
PA
USD
1123653.13000000
0.072008037539
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TM7F7
398879.78000000
PA
USD
448454.53000000
0.028738700377
Long
ABS-MBS
USGSE
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
823000.00000000
PA
USD
807045.41000000
0.051718590575
Long
DBT
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Phoenix Guarantor Inc
N/A
Phoenix Guarantor Inc 2020 Term Loan B
71913BAE2
1911146.22000000
PA
USD
1902186.77000000
0.121899483643
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.33600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AW6P7
2714536.50000000
PA
USD
2790425.71000000
0.178821269582
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
2.75000000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
100000.00000000
PA
142021.24000000
0.009101270230
Long
DBT
CORP
GB
Y
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
Bank of Industry Limited
N/A
Bank of Industry Limited 3 Year Term Loan
000000000
2260000.00000000
PA
USD
2274111.44000000
0.145733854664
Long
LON
CORP
NG
N
2
2023-12-14
Floating
6.11600000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
2139250.00000000
PA
USD
2160642.50000000
0.138462326224
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJAH1
609722.35000000
PA
USD
634508.02000000
0.040661727452
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
1.77500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
946000.00000000
PA
USD
960190.00000000
0.061532688086
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
8th Avenue Food & Provisions, Inc.
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan
28253PAE9
600000.00000000
PA
USD
594000.00000000
0.038065816893
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.50000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
1543000.00000000
PA
USD
1597051.29000000
0.102345222179
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
946000.00000000
PA
USD
971352.80000000
0.062248043474
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FFSJ7
2753391.99000000
PA
USD
2726674.86000000
0.174735868601
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Floating
3.80000000
N
N
N
N
N
N
Financiere CEP SAS
894500A6RAFIQQXBIM15
Financiere CEP SAS 2021 EUR Term Loan
000000000
750000.00000000
PA
873377.30000000
0.055969394580
Long
LON
CORP
FR
N
2
2027-06-18
Floating
4.00000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
1337000.00000000
PA
USD
1345356.25000000
0.086215630756
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
Ministry of Finance of Tanzania
N/A
Ministry of Finance of Tanzania 5 Year Term Loan
000000000
971428.58000000
PA
USD
990284.98000000
0.063461290776
Long
LON
CORP
TZ
N
2
2022-06-23
Floating
5.45600000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXVR CLO Ltd
00192TAA2
2000000.00000000
PA
USD
1952814.00000000
0.125143872308
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.82600000
N
N
N
N
N
N
American Money Management Corporation
549300D0GYBG49KJD582
AMMC CLO 15 Ltd
00175NAE8
500000.00000000
PA
USD
491058.00000000
0.031468895475
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
7.03600000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
1965000.00000000
PA
USD
2464660.20000000
0.157944956024
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
UGI Energy Services, LLC
5493001O7RUKEUP5XR11
UGI Energy Services, LLC Term Loan B
90276DAB5
1050812.50000000
PA
USD
1055080.90000000
0.067613663884
Long
LON
CORP
US
N
2
2026-08-13
Floating
3.83400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUJD2
82767.60000000
PA
USD
19417.44000000
0.001244344639
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Floating
6.06600000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
1085000.00000000
PA
USD
1099989.28000000
0.070491566527
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Garrett LX I SARL
549300LKYJ4RR1ELO069
Garrett LX I SARL 2021 USD Term Loan B
36649XAC2
650000.00000000
PA
USD
650812.50000000
0.041706581577
Long
LON
CORP
LU
N
2
2028-04-30
Floating
3.75000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
1195000.00000000
PA
USD
1232355.70000000
0.078974118559
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan
26658NAP4
1885000.00000000
PA
USD
1885786.05000000
0.120848462087
Long
LON
CORP
US
N
2
2028-05-19
Floating
4.50000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
2150000.00000000
PA
USD
2293792.00000000
0.146995061050
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
VS Buyer, LLC
N/A
VS Buyer, LLC Term Loan B
91834WAC4
1086250.00000000
PA
USD
1084620.63000000
0.069506684007
Long
LON
CORP
US
N
2
2027-02-28
Floating
3.08400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAG6
3000000.00000000
PA
USD
2454263.70000000
0.157278708102
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
142523.61000000
0.009133464042
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3454023.30000000
GBP
4796619.43000000
USD
2021-10-29
142523.61000000
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
5030999.95000000
PA
USD
4989076.63000000
0.319719322333
Long
LON
CORP
US
N
2
2025-04-25
Floating
2.87500000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
1382000.00000000
PA
USD
1388136.08000000
0.088957127684
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc. 2021 Term Loan
000000000
468241.15000000
PA
USD
466221.63000000
0.029877284847
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7086.58000000
0.000454135448
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
296526.00000000
EUR
350727.93000000
USD
2021-10-29
7086.58000000
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
609000.00000000
PA
USD
634352.67000000
0.040651772023
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
980000.00000000
PA
USD
829334.80000000
0.053146980875
Long
DBT
NUSS
SV
Y
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
159000.00000000
PA
USD
176320.12000000
0.011299275088
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Virgin Media SFA Finance Limited
213800HHBSIDEKJOHR77
Virgin Media SFA Finance Limited GBP Term Loan M
000000000
1500000.00000000
PA
1997661.59000000
0.128017879293
Long
LON
CORP
GB
N
2
2027-11-15
Floating
3.29900000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
562000.00000000
PA
USD
586025.50000000
0.037554780097
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
SITEL WORLDWIDE CORPORATION
5493007DS8CM3ZGION43
SITEL Worldwide Corporation 2021 USD Term Loan
82981MAC6
1900000.00000000
PA
USD
1904750.00000000
0.122063745333
Long
LON
CORP
US
N
2
2028-08-28
Floating
4.25000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
920000.00000000
PA
USD
964896.00000000
0.061834266763
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
1607000.00000000
PA
USD
1677306.25000000
0.107488270348
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc. 2018 Term Loan B3
03852JAL5
932662.50000000
PA
USD
914398.17000000
0.058598170550
Long
LON
CORP
US
N
2
2025-03-11
Floating
1.83400000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan
63689EAS4
85947.52000000
PA
USD
86066.90000000
0.005515499757
Long
LON
CORP
US
N
2
2028-03-02
Fixed
3.75000000
N
N
N
N
N
N
Dufry One BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
200000.00000000
PA
229556.92000000
0.014710895089
Long
DBT
CORP
NL
Y
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Recorded Books Inc.
549300YXME0U2XYD7K47
Recorded Books Inc. 2021 Term Loan
37610GAE8
1660230.81000000
PA
USD
1663863.40000000
0.106626800539
Long
LON
CORP
US
N
2
2025-08-29
Floating
4.08300000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
1011000.00000000
PA
USD
1090136.29000000
0.069860148828
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp 2021 Term Loan
72814CAF5
2203421.47000000
PA
USD
2205142.34000000
0.141314048045
Long
LON
CORP
US
N
2
2028-03-13
Floating
2.83400000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3X0JL6 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X0JL6 / Short: BEV3X0JL6 IRS EUR P F .37120 CCP LCH / BSV3X0JL6
000000000
246000.00000000
OU
Notional Amount
9518.21000000
0.000609963702
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-02-12
0.00000000
EUR
0.00000000
EUR
246000.00000000
EUR
9518.21000000
N
N
N
JEFFERSON CAPITAL HOLDIN
N/A
Jefferson Capital Holdings LLC
472481AA8
1275000.00000000
PA
USD
1311847.50000000
0.084068260483
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
Project Ruby Ultimate Parent Corp.
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp. 2021 Term Loan
74339UAS9
1044750.00000000
PA
USD
1044178.52000000
0.066914997216
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.00000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
3607813.89000000
PA
USD
3566475.56000000
0.228553544819
Long
LON
CORP
US
N
2
2025-05-04
Floating
3.62500000
N
N
N
N
N
N
FENIX MARINE SER
549300TMJ045M7TR5G76
Fenix Marine Service Holdings Ltd
029103AD0
150000.00000000
PA
USD
164886.75000000
0.010566580528
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
1707449.10000000
PA
USD
1695532.81000000
0.108656298792
Long
LON
CORP
US
N
2
2025-05-30
Floating
3.33400000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2020 Incremental Term Loan
02083JAD6
371250.00000000
PA
USD
372224.53000000
0.023853587209
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAF6
1160000.00000000
PA
USD
1252452.00000000
0.080261967171
Long
DBT
CORP
MX
N
2
2031-10-04
Fixed
5.75000000
N
N
N
N
N
N
Delos Finance Sarl
549300HX549YWOJQT076
Delos Finance Sarl 2018 Term Loan B
000000000
2292500.00000000
PA
USD
2293575.18000000
0.146981166386
Long
LON
CORP
LU
N
2
2023-10-06
Floating
1.88200000
N
N
N
N
N
N
Artera Services, LLC
549300J2G34D0WX8Z443
Artera Services, LLC Incremental Term Loan
73937UAK4
1047375.00000000
PA
USD
1044319.81000000
0.066924051626
Long
LON
CORP
US
N
2
2025-03-06
Floating
4.50000000
N
N
N
N
N
N
IQERA GROUP SAS
549300TKER1HK6VEM485
Iqera Group SAS
000000000
400000.00000000
PA
479498.94000000
0.030728146213
Long
DBT
CORP
FR
Y
2
2024-09-30
Fixed
6.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
1108000.00000000
PA
USD
1175865.00000000
0.075353976063
Long
DBT
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
1640000.00000000
PA
USD
1694070.80000000
0.108562607538
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHQ1
7474.44000000
PA
USD
7747.40000000
0.000496483349
Long
ABS-MBS
USGSE
US
N
2
2023-02-20
Fixed
7.13000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
121000.00000000
PA
119136.84000000
0.007634749388
Long
DBT
NUSS
TN
Y
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
4904000.00000000
PA
USD
5282834.00000000
0.338544430511
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Aruba Investments, Inc.
N/A
Aruba Investments, Inc. 2020 EUR Term Loan
04317JAC2
997500.00000000
PA
1159786.99000000
0.074323635011
Long
LON
CORP
US
N
2
2027-11-24
Floating
4.00000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
114000.00000000
PA
USD
156654.20000000
0.010039006890
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3W1YA2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3W1YA2 IRS USD P F 1.49050 CCP LCH
000000000
200000.00000000
OU
Notional Amount
USD
-4984.86000000
-0.00031944910
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-01-28
0.00000000
USD
0.00000000
USD
200000.00000000
USD
-4984.86000000
N
N
N
American Axle and Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle and Manufacturing, Inc. Term Loan B
02406MAP2
1884747.62000000
PA
USD
1885533.56000000
0.120832281551
Long
LON
CORP
US
N
2
2024-04-06
Floating
3.00000000
N
N
N
N
N
N
EXC Holdings III Corp.
5493001KJFQIB7D17Q74
EXC Holdings III Corp. USD 2017 1st Lien Term Loan
26929CAC0
654923.90000000
PA
USD
657994.18000000
0.042166811402
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.50000000
N
N
N
N
N
N
BERLIN PACKAGING LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC 2021 First Lien Term Loan B
08511LAX6
875000.00000000
PA
USD
874140.75000000
0.056018319408
Long
LON
CORP
US
N
2
2028-03-11
Floating
4.25000000
N
N
N
N
N
N
PARTS EUROPE SA
969500DL3O9K7T2M4M15
Parts Europe SA
000000000
100000.00000000
PA
121054.05000000
0.007757611618
Long
DBT
CORP
FR
Y
2
2025-07-16
Fixed
6.50000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
957000.00000000
PA
USD
984982.68000000
0.063121498889
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Harbor Freight Tools USA, Inc.
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc. 2021 Term Loan B
41151PAP0
1389500.00000000
PA
USD
1390526.84000000
0.089110336830
Long
LON
CORP
US
N
2
2027-10-19
Floating
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B66T3
502881.90000000
PA
USD
709929.39000000
0.045495020483
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Floating
11.77100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3J2
52930.16000000
PA
USD
56564.71000000
0.003624885342
Long
ABS-MBS
USGSE
US
N
2
2029-07-15
Variable
0.00000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BP5
1657000.00000000
PA
USD
1766776.25000000
0.113221853913
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1000000.00000000
PA
USD
1007732.22000000
0.064579377381
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AH1
1115000.00000000
PA
USD
1090247.00000000
0.069867243553
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries Inc
413086AH2
940000.00000000
PA
USD
1028653.36000000
0.065920084930
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAD6
807000.00000000
PA
USD
853402.50000000
0.054689332157
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
1785000.00000000
PA
USD
2088860.55000000
0.133862261300
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Riverbed Technology, Inc.
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc. 2020 2nd Lien PIK Term Loan
76857MAM7
1581131.64000000
PA
USD
1083075.17000000
0.069407644955
Long
LON
CORP
US
N
2
2026-12-31
Floating
7.50000000
N
N
Y
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc. 2021 Term Loan B
000000000
754285.71000000
PA
USD
751221.80000000
0.048141197786
Long
LON
CORP
US
N
2
2028-06-23
Floating
2.75000000
N
N
N
N
N
N
team.blue Finco SARL
549300DR8PIYMOZ4YU85
team.blue Finco SARL EUR Term Loan
000000000
945945.95000000
PA
1096147.31000000
0.070245358233
Long
LON
CORP
LU
N
2
2028-03-27
Floating
3.75000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2021 Term Loan B
44332EAU0
1846968.75000000
PA
USD
1850348.70000000
0.118577499669
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
2311000.00000000
PA
USD
2395467.05000000
0.153510791414
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
American Residential Services, LLC
549300UXCBZIG9PCNR39
American Residential Services, LLC 2020 Term Loan B
02927HAE8
572125.00000000
PA
USD
572482.58000000
0.036686897415
Long
LON
CORP
US
N
2
2027-10-15
Floating
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KMJ4
231113.18000000
PA
USD
242994.63000000
0.015572035507
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
7.50000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
1520000.00000000
PA
USD
1573580.00000000
0.100841091157
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
SANDY BIDCO B V
N/A
SANDY BIDCO B V
000000000
1000000.00000000
PA
1161065.08000000
0.074405539961
Long
LON
CORP
NL
N
2
2028-09-16
None
0.00000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAN8
3205000.00000000
PA
USD
2746929.22000000
0.176033846310
Long
ABS-O
CORP
US
N
2
2032-11-05
Variable
3.84300000
N
N
N
N
N
N
Radnet Management, Inc.
549300T3TJ6A0P5TXM13
Radnet Management, Inc. 2021 Term Loan
75049EAM6
1025000.00000000
PA
USD
1024519.28000000
0.065655157098
Long
LON
CORP
US
N
2
2028-04-21
Floating
3.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
543000.00000000
PA
USD
588720.60000000
0.037727492527
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Diamond Sports Group, LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC Term Loan
25277BAB4
3038000.00000000
PA
USD
1907611.85000000
0.122247143747
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.34000000
N
N
N
N
N
N
ABERTIS FINANCE BV
5493007WHKI5H75YJ358
Abertis Infraestructuras Finance BV
000000000
300000.00000000
PA
357226.08000000
0.022892428536
Long
DBT
CORP
NL
Y
2
2025-11-24
Fixed
3.24800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAG1
4100000.00000000
PA
USD
4148094.64000000
0.265825944484
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.24300000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
843000.00000000
PA
USD
870397.50000000
0.055778437474
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2
26812CAF3
351374.08000000
PA
USD
344370.84000000
0.022068615048
Long
LON
CORP
CA
N
2
2026-04-06
Floating
3.63200000
N
N
N
N
N
N
Brookfield Property REIT Inc.
5493006ZQ6LH85EKNL31
Brookfield Property REIT Inc. 1st Lien Term Loan B
11283HAB3
994249.46000000
PA
USD
984100.16000000
0.063064943595
Long
LON
CORP
US
N
2
2025-08-27
Floating
2.58400000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAH5
320000.00000000
PA
USD
338800.00000000
0.021711614080
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
GEE Holdings 2 LLC
N/A
GEE Holdings 2 LLC 2021 Exit Term Loan
36167BAC2
328813.75000000
PA
USD
329635.78000000
0.021124335426
Long
LON
CORP
US
N
2
2025-03-24
Floating
9.00000000
N
N
N
N
N
N
Cyxtera DC Holdings, Inc.
N/A
Cyxtera DC Holdings, Inc. Term Loan B
19633FAD3
912000.00000000
PA
USD
906584.54000000
0.058097442926
Long
LON
CORP
US
N
2
2024-05-01
Floating
4.00000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
200000.00000000
PA
199815.36000000
0.012804940919
Long
DBT
CORP
LU
Y
2
2026-11-13
Fixed
2.75000000
N
N
N
N
N
N
LHMC FINCO 2 SARL
254900VNJ7A4DAOPXL60
LHMC Finco 2 Sarl
000000000
421360.00000000
PA
498118.26000000
0.031921344236
Long
DBT
CORP
LU
Y
2
2025-10-02
Fixed
7.25000000
N
N
Y
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
1801000.00000000
PA
2140460.37000000
0.137168977293
Long
DBT
NUSS
HR
Y
2
2041-03-04
Fixed
1.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
692000.00000000
PA
USD
663884.04000000
0.042544256406
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
DAVID S BRIDAL, LLC WARRANT
N/A
DAVID S BRIDAL, LLC WARRANT
000000000
7886.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 2nd Lien Term Loan
55910RAE3
1050000.00000000
PA
USD
1048687.50000000
0.067203950090
Long
LON
CORP
US
N
2
2029-07-27
Floating
9.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
1278000.00000000
PA
USD
1321132.50000000
0.084663279187
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
1275000.00000000
PA
USD
1235156.25000000
0.079153588632
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
12.00000000
N
N
Y
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV431TC4 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV431TC4 IRS USD P F .79570 2 CCPVANILLA
000000000
511000.00000000
OU
Notional Amount
USD
28006.94000000
0.001794793013
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-11
0.00000000
USD
0.00000000
USD
511000.00000000
USD
28006.94000000
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 Term Loan B1
64072UAE2
3892686.36000000
PA
USD
3847679.12000000
0.246574156308
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.33400000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
1168000.00000000
PA
USD
1216180.00000000
0.077937517154
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
LONZA GROUP AG
549300Y0CIXN5D40L888
LONZA GROUP AG USD TERM LOAN B
000000000
1250000.00000000
PA
USD
1254492.50000000
0.080392730302
Long
LON
CORP
US
N
2
2028-07-03
Floating
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJ48
46196.00000000
PA
USD
47758.09000000
0.003060523079
Long
ABS-MBS
USGSE
US
N
2
2026-11-17
Fixed
7.50000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
315000.00000000
PA
USD
314987.40000000
0.020185610592
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
685000.00000000
PA
USD
729000.98000000
0.046717201717
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.12500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
1504000.00000000
PA
USD
1582057.45000000
0.101384358934
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
500000.00000000
PA
USD
512000.00000000
0.032810939814
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
1691576.00000000
PA
USD
624648.27000000
0.040029876546
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
1000000.00000000
PA
USD
1037143.50000000
0.066464165931
Long
DBT
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
TI AUTOMOTIVE FINANCE
549300MZ54ZRN8UFQS35
TI Automotive Finance PLC
000000000
212000.00000000
PA
248738.04000000
0.015940095429
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
586489.79000000
0.037584533596
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
23779304.00000000
EUR
28144114.15000000
USD
2021-10-29
586489.79000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THV79
255306.54000000
PA
USD
280554.10000000
0.017978991581
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3NPJ99 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3NPJ99 IRS USD P F 1.64620 CCP LCH
000000000
160000.00000000
OU
Notional Amount
USD
6561.63000000
0.000420494623
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-08-28
0.00000000
USD
0.00000000
USD
160000.00000000
USD
6561.63000000
N
N
N
GAMMA BIDCO SPA
549300JS6XODWD0TZD48
Gamma Bidco SpA
000000000
200000.00000000
PA
236865.88000000
0.015179281509
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
5.12500000
N
N
N
N
N
N
Asplundh Tree Expert, LLC
N/A
Asplundh Tree Expert, LLC 2021 Term Loan B
04538FAD1
1113750.00000000
PA
USD
1110501.19000000
0.071165210368
Long
LON
CORP
US
N
2
2027-09-07
Floating
1.83400000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1148000.00000000
PA
USD
1250430.30000000
0.080132408818
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Sunrise Oil & Gas Properties, LLC
N/A
Sunrise Oil & Gas Properties, LLC First Out Term Loan
86771DAB3
100374.05000000
PA
USD
98868.44000000
0.006335871942
Long
LON
CORP
US
N
2
2023-01-17
Floating
8.00000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
691000.00000000
PA
USD
766146.25000000
0.049097614252
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1653000.00000000
PA
USD
1728343.74000000
0.110758950060
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPDR2
1584313.97000000
PA
USD
1814498.23000000
0.116280062924
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
731000.00000000
PA
USD
769085.10000000
0.049285947124
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
425000.00000000
PA
USD
496351.41000000
0.031808117656
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
Digicel International Finance Limited
5493007V023VOEW4FK27
Digicel International Finance Limited 2017 Term Loan B
000000000
4888755.77000000
PA
USD
4731396.50000000
0.303206183199
Long
LON
CORP
LC
N
2
2024-05-28
Floating
3.43000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 EUR Term Loan B
39479UAR4
746250.00000000
PA
869415.82000000
0.055715527623
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.25000000
N
N
N
N
N
N
PARTS EUROPE SA
969500DL3O9K7T2M4M15
Parts Europe SA
000000000
128000.00000000
PA
149545.38000000
0.009583446216
Long
DBT
CORP
FR
Y
2
2027-07-20
Floating
4.00000000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
Aenova Holding GmbH 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1166796.59000000
0.074772837284
Long
LON
CORP
DE
N
2
2026-03-06
Floating
4.50000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
786252.38000000
PA
USD
786857.01000000
0.050424839838
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.00000000
N
N
N
N
N
N
Four Seasons Hotels Limited
5493009FUVX8LHYY2202
Four Seasons Hotels Limited New 1st Lien Term Loan
35100DAR7
1047750.00000000
PA
USD
1046222.38000000
0.067045975668
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.08700000
N
N
N
N
N
N
ESC 144A HERTZ CORP
N/A
ESC 144A HERTZ CORP
428ESCAD9
364000.00000000
PA
USD
23660.00000000
0.001516224289
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
N
N
N
N
N
N
Barracuda Networks, Inc.
549300CXGRZWNMPU8080
Barracuda Networks, Inc. 2020 2nd Lien Term Loan
06832EAG5
400000.00000000
PA
USD
405666.80000000
0.025996697186
Long
LON
CORP
US
N
2
2028-10-30
Floating
7.50000000
N
N
N
N
N
N
LogMeIn, Inc.
549300D12V5KRBV00592
LogMeIn, Inc. Term Loan B
54142KAD3
1815875.00000000
PA
USD
1817151.56000000
0.116450098570
Long
LON
CORP
US
N
2
2027-08-31
Floating
4.83300000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
139000.00000000
PA
160205.58000000
0.010266593053
Long
DBT
CORP
NL
Y
2
2028-04-15
Fixed
3.37500000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
221000.00000000
PA
258420.89000000
0.016560609899
Long
DBT
CORP
IT
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. EUR Term Loan
98919XAC5
985000.00000000
PA
1126997.72000000
0.072222371799
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.25000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
1000000.00000000
PA
USD
1125411.47000000
0.072120718766
Long
DBT
CORP
FI
N
2
2033-09-13
Fixed
4.62500000
N
N
N
N
N
N
UFC Holdings, LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC 2021 Term Loan B
90266UAJ2
2864256.02000000
PA
USD
2861698.24000000
0.183388688903
Long
LON
CORP
US
N
2
2026-04-29
Floating
3.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64131XAL9
1000000.00000000
PA
USD
999959.00000000
0.064081239385
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.63400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359DJT1
21227.76000000
PA
USD
22129.39000000
0.001418136881
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
7.00000000
N
N
N
N
N
N
CREATION HOLDINGS INC
N/A
CREATION HOLDINGS INC
000000000
975000.00000000
PA
USD
971343.75000000
0.062247463515
Long
LON
CORP
US
N
2
2028-09-14
None
0.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
459000.00000000
PA
USD
532407.35000000
0.034118721713
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
BANKUNITED INC
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAB9
511000.00000000
PA
USD
590926.16000000
0.037868833340
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
5.12500000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
260000.00000000
PA
USD
264225.00000000
0.016932559711
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. EUR Term Loan
000000000
1000000.00000000
PA
1161348.88000000
0.074423726962
Long
LON
CORP
LU
N
2
2028-05-05
Floating
3.50000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HWC62
2710394.65000000
PA
USD
2484951.61000000
0.159245308040
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
None
0.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
146254.74000000
0.009372569280
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6178744.47000000
EUR
7313995.71000000
USD
2021-12-15
146254.74000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B1DK5
1081538.50000000
PA
USD
69336.24000000
0.004443334370
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Fixed
3.50000000
N
N
N
N
N
N
Sunrise Oil & Gas Properties, LLC
549300YJTCF9RR4MS182
Sunrise Oil & Gas Properties, LLC Last Out Term Loan
86771DAE7
123526.23000000
PA
USD
121673.34000000
0.007797298116
Long
LON
CORP
US
N
2
2023-01-17
Floating
8.00000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
850000.00000000
PA
USD
872202.00000000
0.055894076811
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
790000.00000000
PA
USD
1042315.26000000
0.066795592310
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371SPC2
17066.70000000
PA
USD
17800.17000000
0.001140703723
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
Hubbard Radio, LLC
N/A
Hubbard Radio, LLC 2015 Term Loan B
44344HAH8
755094.17000000
PA
USD
755566.10000000
0.048419597329
Long
LON
CORP
US
N
2
2025-03-28
Floating
5.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
1184000.00000000
PA
USD
1677402.40000000
0.107494432012
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
Eircom Finco S.a.r.l.
6354009LHESIJBCL1Y98
Eircom Finco S.a.r.l. 2019 EUR Term Loan B
000000000
1785614.05000000
PA
2066837.35000000
0.132450929484
Long
LON
CORP
LU
N
2
2026-05-15
Floating
3.00000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2021 EUR Term Loan
05988HAF4
491133.41000000
PA
570104.16000000
0.036534479065
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQWC8
1390766.07000000
PA
USD
100628.04000000
0.006448633914
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
2694522.43000000
PA
USD
2678139.73000000
0.171625549794
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.33400000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
7378000.00000000
PA
USD
8253030.80000000
0.528886126684
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
691000.00000000
PA
USD
714666.75000000
0.045798608830
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
620000.00000000
PA
USD
648675.00000000
0.041569602312
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
1665000.00000000
PA
USD
1920993.75000000
0.123104707645
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
1466000.00000000
PA
USD
1451340.00000000
0.093007479276
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300WWWM7IDWOVIL36
Neuberger Berman Loan Advisers CLO 30 Ltd
64132FAL7
2000000.00000000
PA
USD
1999924.00000000
0.128162863274
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.33400000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2017 Term Loan B
02083JAC8
1176000.00000000
PA
USD
1177286.54000000
0.075445073843
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAC0
1850000.00000000
PA
USD
1587841.13000000
0.101754999513
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.14200000
N
N
N
N
N
N
Belron Luxembourg S.a r.l.
XUF7S72S4FGMSKXZ0D16
Belron Luxembourg S.a r.l. 2021 EUR Term Loan B
000000000
500000.00000000
PA
577582.22000000
0.037013702066
Long
LON
CORP
GB
N
2
2028-04-13
Floating
2.75000000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc. 2018 Term Loan B
88037HAG9
3671187.50000000
PA
USD
3646605.23000000
0.233688563920
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.08400000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BE6
670000.00000000
PA
USD
699600.60000000
0.044833111680
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWTA8
3477054.63000000
PA
USD
3414325.96000000
0.218803210115
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
SPEEDWAY MOT/SPEEDWAY FD
N/A
Speedway Motorsports LLC / Speedway Funding II Inc
84779MAA2
1345000.00000000
PA
USD
1374220.13000000
0.088065339798
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.87500000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC Term Loan B
01862LAW8
1079964.30000000
PA
USD
1082327.26000000
0.069359715990
Long
LON
CORP
US
N
2
2027-10-08
Floating
4.25000000
N
N
N
N
N
N
Andromeda Investissements
N/A
Andromeda Investissements 2019 EUR Term Loan B3
000000000
1250000.00000000
PA
1437681.64000000
0.092132198753
Long
LON
CORP
LU
N
2
2026-06-12
Floating
3.00000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2018 Term Loan C
389376AY0
637232.14000000
PA
USD
635837.88000000
0.040746950023
Long
LON
CORP
US
N
2
2026-01-02
Floating
2.58600000
N
N
N
N
N
N
INFRABUILD AUSTRALIA PTY
549300W2CPB5W6GFH859
Infrabuild Australia Pty Ltd
45682RAA8
2494000.00000000
PA
USD
2649687.95000000
0.169802249713
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
12.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2349000.00000000
PA
3190787.33000000
0.204477990320
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
1326000.00000000
PA
USD
1327796.73000000
0.085090348815
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 EUR Term Loan B
45673YAC0
3447500.00000000
PA
3978935.19000000
0.254985552818
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
1065000.00000000
PA
USD
1013081.25000000
0.064922163907
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.62500000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
2538000.00000000
PA
USD
2408219.37000000
0.154328009390
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KUB7
15964045.87000000
PA
USD
1155455.29000000
0.074046042925
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
1685000.00000000
PA
USD
2291060.80000000
0.146820035193
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
CINEWORLD GROUP PLC
N/A
CINEWORLD GROUP PLC
000000000
78565.00000000
NS
39368.77000000
0.002522903013
Long
STIV
CORP
GB
N
2
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
736000.00000000
PA
USD
773720.00000000
0.049582969439
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31323ADM1
333150.73000000
PA
USD
356444.11000000
0.022842316875
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Minimax Viking GmbH
549300Z5C6IXF1KV0Z78
Minimax Viking GmbH 2018 EUR Term Loan B2C
000000000
960159.24000000
PA
1111922.32000000
0.071256281873
Long
LON
CORP
DE
N
2
2025-07-31
Floating
2.75000000
N
N
N
N
N
N
BW NHHC Holdco, Inc.
549300Y5ZHAEE7MHCH51
BW NHHC Holdco, Inc. 2018 1st Lien Term Loan
05606CAE0
3729467.51000000
PA
USD
3304464.85000000
0.211762885373
Long
LON
CORP
US
N
2
2025-05-15
Floating
5.12500000
N
N
N
N
N
N
American Consolidated Natural Resources, Inc.
N/A
American Consolidated Natural Resources, Inc. 2020 Exit Term Loan
02522YAB6
484629.78000000
PA
USD
495685.15000000
0.031765421139
Long
LON
CORP
US
N
2
2025-09-16
Floating
14.00000000
N
N
Y
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
1024000.00000000
PA
USD
1094021.12000000
0.070109103757
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
300000.00000000
PA
USD
348345.73000000
0.022323341370
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Verifone Systems, Inc.
N/A
Verifone Systems, Inc. 2018 1st Lien Term Loan
92346NAB5
1241281.45000000
PA
USD
1219403.86000000
0.078144114569
Long
LON
CORP
US
N
2
2025-08-20
Floating
4.12900000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-2 Ltd
13876WAG8
3350000.00000000
PA
USD
3168379.75000000
0.203042025947
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.12600000
N
N
N
N
N
N
GHX Ultimate Parent Corporation
549300DSS2JT4D8XDT30
GHX Ultimate Parent Corporation 2017 1st Lien Term Loan
36172KAC5
938192.64000000
PA
USD
939365.38000000
0.060198165911
Long
LON
CORP
US
N
2
2024-06-28
Floating
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AU6K0
2951870.55000000
PA
USD
546657.50000000
0.035031926428
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
5.56600000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc. 2017 USD Term Loan B2
44969CBH2
1362820.42000000
PA
USD
1361116.89000000
0.087225633511
Long
LON
CORP
US
N
2
2025-01-17
Floating
1.83400000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAH3
495000.00000000
PA
USD
585282.48000000
0.037507164502
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
ADEVINTA ASA USD TERM LOAN B
000000000
299250.00000000
PA
USD
299904.76000000
0.019219056699
Long
LON
CORP
NO
N
2
2028-06-26
Floating
3.75000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc.
N/A
Horizon Therapeutics USA Inc. 2021 Term Loan B
44055UAD7
1940250.00000000
PA
USD
1939440.92000000
0.124286873630
Long
LON
CORP
US
N
2
2028-03-15
Floating
2.50000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
1654000.00000000
PA
USD
1689511.38000000
0.108270422274
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems, Inc. 2020 Term Loan B
84857HAW0
397000.00000000
PA
USD
399977.50000000
0.025632104842
Long
LON
CORP
US
N
2
2025-01-15
Floating
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
300000.00000000
PA
USD
269160.00000000
0.017248813594
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
CGMS Commercial Mortgage Trust 2017-MDDR
125333BA1
5000000.00000000
PA
USD
4919333.50000000
0.315249912878
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Floating
2.58400000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2345000.00000000
PA
USD
2406556.25000000
0.154221430230
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
148000.00000000
PA
USD
159020.08000000
0.010190621629
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
1585000.00000000
PA
USD
1542268.40000000
0.098834522752
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EAJ4
4488667.00000000
PA
USD
2596166.44000000
0.166372384394
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.31200000
N
N
N
N
N
N
Government of The Republic of Kenya Acting through The National Treasury
N/A
Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan
000000000
3600000.00000000
PA
USD
3644391.60000000
0.233546705950
Long
LON
CORP
KE
N
2
2025-06-29
Floating
6.61600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2EJ5
3262436.83000000
PA
USD
504243.22000000
0.032313855357
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Floating
6.16600000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 EUR Term Loan B1
25213YAH8
790000.62000000
PA
915287.49000000
0.058655161615
Long
LON
CORP
US
N
2
2024-07-24
Floating
3.75000000
N
N
N
N
N
N
Entercom Media Corp.
549300S5JUSXRHNCHD80
Entercom Media Corp. 2019 Term Loan
12506KAE9
897357.52000000
PA
USD
886327.20000000
0.056799274247
Long
LON
CORP
US
N
2
2024-11-18
Floating
2.58500000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan
81753HAF8
2467080.00000000
PA
USD
2495863.42000000
0.159944579019
Long
LON
CORP
US
N
2
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B
07014QAM3
2431625.00000000
PA
USD
2446569.77000000
0.156785651317
Long
LON
CORP
US
N
2
2028-03-06
Floating
5.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
892000.00000000
PA
USD
928233.04000000
0.059484762517
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Ivanti Software, Inc.
N/A
Ivanti Software, Inc. 2021 Add On Term Loan B
46583DAF6
671625.00000000
PA
USD
674353.14000000
0.043215156816
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D5B7
59821.48000000
PA
USD
64685.30000000
0.004145284150
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Variable
0.00000000
N
N
N
N
N
N
TURING MIDCO LLC
5493007EOKV4X1NPV034
Turing Midco LLC 2021 Term Loan B
000000000
343055.94000000
PA
USD
343377.73000000
0.022004972719
Long
LON
CORP
US
N
2
2028-03-23
Floating
3.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
792000.00000000
PA
USD
838122.12000000
0.053710106320
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
1060000.00000000
PA
USD
1084380.00000000
0.069491263506
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
2507000.00000000
PA
USD
2837297.25000000
0.181824979110
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Blitz 20-487 GmbH
N/A
Blitz 20-487 GmbH 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1157535.59000000
0.074179356593
Long
LON
CORP
DE
N
2
2028-04-28
Floating
3.50000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
000000000
100000.00000000
PA
129318.65000000
0.008287239144
Long
DBT
CORP
GB
Y
2
2026-11-15
Fixed
6.87500000
N
N
N
N
N
N
Zephyr Bidco Limited
549300ZI8D8NFMCTDS74
Zephyr Bidco Limited 2018 GBP Term Loan B1
000000000
775000.00000000
PA
1041479.42000000
0.066742028451
Long
LON
CORP
GB
N
2
2025-07-23
Floating
4.79900000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2021 Term Loan B
11823LAK1
2733531.09000000
PA
USD
2721145.46000000
0.174381523268
Long
LON
CORP
US
N
2
2026-11-01
Floating
2.33400000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
600000.00000000
PA
730864.12000000
0.046836598932
Long
DBT
CORP
IT
Y
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFPA6
3130735.04000000
PA
USD
272313.53000000
0.017450903990
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
6.16400000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
1954214.58000000
PA
USD
1954580.02000000
0.125257045699
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.08300000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DA0
244000.00000000
PA
USD
250511.14000000
0.016053722533
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.45000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
1293000.00000000
PA
USD
1372196.25000000
0.087935641741
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
248000.00000000
PA
USD
341635.43000000
0.021893319398
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
1700000.00000000
PA
USD
1910172.75000000
0.122411256122
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359FJJ8
708627.20000000
PA
USD
740733.82000000
0.047469087473
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
719000.00000000
PA
USD
691620.48000000
0.044321714733
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
DOMETIC GROUP AB
549300STIPMK5VSA7Y59
Dometic Group AB
000000000
145000.00000000
PA
166739.66000000
0.010685322165
Long
DBT
CORP
SE
Y
2
2028-09-29
Fixed
2.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
2095000.00000000
PA
USD
2155231.25000000
0.138115552400
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
1105267.62000000
PA
USD
1090346.51000000
0.069873620539
Long
LON
CORP
US
N
2
2027-07-31
Floating
3.33400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHB4
19215.78000000
PA
USD
19953.90000000
0.001278723070
Long
ABS-MBS
USGSE
US
N
2
2022-12-25
Fixed
8.50000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
932000.00000000
PA
USD
974872.00000000
0.062473567418
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2Z7
21498.89000000
PA
USD
22354.92000000
0.001432589716
Long
ABS-MBS
USGSE
US
N
2
2025-01-15
Variable
0.00000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
636000.00000000
PA
USD
645654.48000000
0.041376035710
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Take Back Term Loan
000000000
219003.87000000
PA
USD
97593.60000000
0.006254175265
Long
LON
CORP
NL
N
2
2025-06-30
Floating
3.00000000
N
N
Y
N
N
N
ELSAN SAS
969500KPGB0PD8HGDD09
Elsan SAS 2021 EUR Term Loan B5
000000000
1500000.00000000
PA
1738772.40000000
0.111427258919
Long
LON
CORP
FR
N
2
2028-06-16
Floating
3.50000000
N
N
N
N
N
N
Sportradar Capital S.a r.l.
2221008U8QVR5O49UC48
Sportradar Capital S.a r.l. EUR Term Loan B
000000000
750000.00000000
PA
873286.95000000
0.055963604603
Long
LON
CORP
LU
N
2
2027-11-22
Floating
4.25000000
N
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
Beasley Mezzanine Holdings LLC
07403VAA7
1595000.00000000
PA
USD
1629459.98000000
0.104422096353
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.62500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
687000.00000000
PA
USD
707514.37000000
0.045340256663
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
2740312.50000000
PA
USD
2745620.49000000
0.175949977831
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
355000.00000000
PA
USD
380730.40000000
0.024398676249
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
255882AA0
200000.00000000
PA
USD
204000.00000000
0.013073108832
Long
DBT
CORP
DK
N
2
2023-06-17
Fixed
9.37500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
274000.00000000
PA
USD
287530.12000000
0.018426041918
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
531000.00000000
PA
USD
593392.50000000
0.038026885944
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
727000.00000000
PA
USD
762572.11000000
0.048868569541
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
Clipper Acquisitions Corp.
549300ZU8KO4V4SDYV11
Clipper Acquisitions Corp. 2017 Term Loan B
18883UAH0
1230566.24000000
PA
USD
1219285.64000000
0.078136538574
Long
LON
CORP
US
N
2
2028-03-03
Floating
1.83300000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
343000.00000000
PA
USD
356450.75000000
0.022842742392
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Marcel LUX IV SARL
2138005L24MEKHQKLX11
Marcel LUX IV SARL EUR Term Loan B2
000000000
1500000.00000000
PA
1737524.86000000
0.111347311732
Long
LON
CORP
DE
N
2
2026-03-16
Floating
3.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
1458000.00000000
PA
USD
1764180.00000000
0.113055476174
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
899000.00000000
PA
1027058.74000000
0.065817895514
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
3079700.00000000
PA
USD
3110497.00000000
0.199332675505
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan
00216EAF6
99378.88000000
PA
USD
99600.69000000
0.006382797353
Long
LON
CORP
US
N
2
2028-09-15
None
0.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
3023000.00000000
PA
USD
3181707.50000000
0.203896119703
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANDJ3
335308.59000000
PA
USD
3356.64000000
0.000215106470
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Floating
6.11400000
N
N
N
N
N
N
Panther Commercial Holdings L.P
N/A
Panther Commercial Holdings L.P Term Loan
69866UAB7
598500.00000000
PA
USD
601492.50000000
0.038545965265
Long
LON
CORP
US
N
2
2028-01-07
Floating
4.75000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
3209000.00000000
PA
USD
3323781.44000000
0.213000767154
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
000000000
300000.00000000
PA
352785.31000000
0.022607846823
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TWE5
37411.62000000
PA
USD
38775.62000000
0.002484891668
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 2nd Lien Term Loan
88632NAN0
475000.00000000
PA
USD
480937.50000000
0.030820334700
Long
LON
CORP
US
N
2
2028-03-03
Floating
7.34000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
1589000.00000000
PA
USD
1570185.13000000
0.100623534760
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Les Schwab Tire Centers
N/A
Les Schwab Tire Centers Term Loan B
50220KAB0
2506062.50000000
PA
USD
2510761.37000000
0.160899297262
Long
LON
CORP
US
N
2
2027-11-02
Floating
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
912000.00000000
PA
USD
849300.00000000
0.054426428093
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
2968269.78000000
PA
USD
2955283.60000000
0.189386000650
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.34000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PAN0
4400000.00000000
PA
USD
3556869.80000000
0.227937970574
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.08900000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
335000.00000000
PA
USD
377612.00000000
0.024198837119
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
GAMMA BIDCO SPA
549300JS6XODWD0TZD48
Gamma Bidco SpA
000000000
100000.00000000
PA
120902.08000000
0.007747872793
Long
DBT
CORP
IT
Y
2
2025-07-15
Fixed
6.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
1515000.00000000
PA
USD
1486935.84000000
0.095288598346
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1TS3
6074162.10000000
PA
USD
669244.50000000
0.042887775410
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.00000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
250000.00000000
PA
348655.97000000
0.022343222748
Long
DBT
CORP
IT
N
2
2022-06-09
Fixed
6.25000000
N
N
N
N
N
N
Nielsen Consumer Inc.
N/A
Nielsen Consumer Inc. 2021 EUR Term Loan B
45674PAD6
748125.00000000
PA
870743.23000000
0.055800593189
Long
LON
CORP
US
N
2
2028-03-06
Floating
4.00000000
N
N
N
N
N
N
Ferro Corporation
1YTO5R7OHOPE81ZNYD08
Ferro Corporation 2018 USD Term Loan B1
315409AP7
215083.54000000
PA
USD
214865.02000000
0.013769381326
Long
LON
CORP
US
N
2
2024-02-14
Floating
2.38200000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
614000.00000000
PA
USD
651311.42000000
0.041738554300
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
957000.00000000
PA
USD
958210.61000000
0.061405841120
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
1739000.00000000
PA
USD
1771345.40000000
0.113514662713
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Electro Rent Corporation
549300L5Z681EV5LDY95
Electro Rent Corporation 1st Lien Term Loan
28521VAF9
1827052.83000000
PA
USD
1831240.44000000
0.117352968480
Long
LON
CORP
US
N
2
2024-01-31
Floating
6.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAR7
2983091.20000000
PA
USD
2963281.68000000
0.189898548544
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
5.75200000
N
N
N
N
N
N
DAYCO PRODUCTS
N/A
DAYCO PRODUCTS
2399919N4
27250.00000000
NS
USD
204375.00000000
0.013097140282
Long
EC
CORP
US
N
2
N
N
N
Tronox Finance LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC 2021 Term Loan B
89705DAG7
1613538.47000000
PA
USD
1609336.82000000
0.103132526448
Long
LON
CORP
US
N
2
2028-03-13
Floating
2.38200000
N
N
N
N
N
N
Quimper AB
549300EI2YNCQDXVO313
Quimper AB EUR Term Loan B1
000000000
1875000.00000000
PA
2162553.85000000
0.138584812923
Long
LON
CORP
SE
N
2
2026-02-16
Floating
3.25000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
680000.00000000
PA
USD
685501.20000000
0.043929567608
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Constant Contact Inc
N/A
Constant Contact Inc Term Loan
21031HAC5
1750000.01000000
PA
USD
1751823.51000000
0.112263624514
Long
LON
CORP
US
N
2
2028-02-10
Floating
4.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
664000.00000000
PA
USD
656151.52000000
0.042048726624
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
1010000.00000000
PA
USD
1025453.00000000
0.065714993486
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
78488CAH3
900000.00000000
PA
USD
898650.00000000
0.057588966921
Long
LON
CORP
US
N
2
2028-08-25
Floating
3.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
412000.00000000
PA
USD
432085.00000000
0.027689677596
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4W2
36788.67000000
PA
USD
40083.54000000
0.002568708239
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Variable
0.00000000
N
N
N
N
N
N
GEE ACQUISITION HOLDINGS CORP
N/A
GEE ACQUISITION HOLDINGS CORP
000000000
37259.00000000
NS
USD
804049.22000000
0.051526583134
Long
EC
CORP
US
N
3
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-717.07000000
-0.00004595261
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
399196.66000000
USD
344000.00000000
EUR
2021-10-05
-717.07000000
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1009000.00000000
PA
USD
1030441.25000000
0.066034659835
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
1305000.00000000
PA
USD
1264225.28000000
0.081016444479
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
158000.00000000
PA
USD
154812.35000000
0.009920974020
Long
DBT
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AU8
182000.00000000
PA
USD
231138.18000000
0.014812228345
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
SCHAEFFLER AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
100000.00000000
PA
129883.46000000
0.008323434353
Long
DBT
CORP
DE
Y
2
2028-10-12
Fixed
3.37500000
N
N
N
N
N
N
ProQuest LLC
549300HEWVTWR2ZQ4F35
ProQuest LLC 2019 Term Loan
74347CAL4
1341579.76000000
PA
USD
1342120.42000000
0.086008266257
Long
LON
CORP
US
N
2
2026-10-23
Floating
3.33400000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
100000.00000000
PA
126035.65000000
0.008076851809
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.00000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
820875.00000000
PA
USD
824658.41000000
0.052847299722
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
Celestica Inc.
549300J3CG5T6RZWLN53
Celestica Inc. 2018 Add On Term Loan B
000000000
217500.00000000
PA
USD
217500.00000000
0.013938241034
Long
LON
CORP
CA
N
2
2025-06-27
Floating
2.58600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4C6
15308.96000000
PA
USD
16314.36000000
0.001045487273
Long
ABS-MBS
USGSE
US
N
2
2026-03-20
Variable
0.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
1085000.00000000
PA
USD
1075506.25000000
0.068922599293
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
673000.00000000
PA
USD
716745.00000000
0.045931791127
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Apergy Corporation
549300EP2909K6DYYP38
Apergy Corporation 2018 1st Lien Term Loan
03755PAB1
126506.03000000
PA
USD
126084.39000000
0.008079975257
Long
LON
CORP
US
N
2
2025-05-09
Floating
2.62500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAY7
955000.00000000
PA
USD
1097438.25000000
0.070328086660
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
824000.00000000
PA
USD
855930.00000000
0.054851304130
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
599000.00000000
PA
USD
610003.63000000
0.039091391387
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC21
000000000
129.00000000
NC
USD
-217765.58000000
-0.01395526042
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYZ1 Comdty
2021-12-21
17195374.96000000
USD
-217765.58000000
N
N
N
Loire Finco Luxembourg S.a.r.l.
N/A
Loire Finco Luxembourg S.a.r.l. Term Loan
000000000
345646.82000000
PA
USD
338949.91000000
0.021721220892
Long
LON
CORP
LU
N
2
2027-04-21
Floating
3.33400000
N
N
N
N
N
N
HLF Financing S.a r.l.
549300VKVJUV5OGV2R51
HLF Financing S.a r.l. 2018 Term Loan B
40421YAF9
979000.00000000
PA
USD
974487.79000000
0.062448945756
Long
LON
CORP
KY
N
2
2025-08-18
Floating
2.58400000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
250000.00000000
PA
290996.61000000
0.018648188001
Long
DBT
CORP
ES
Y
2
2025-05-01
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3A2
4666563.58000000
PA
USD
4935737.50000000
0.316301144629
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
651000.00000000
PA
USD
676525.71000000
0.043354383502
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Informatica LLC,
5493007SV33RZV7RPS40
Informatica LLC, 2020 USD 2nd Lien Term Loan
45673YAE6
500000.00000000
PA
USD
508125.00000000
0.032562614830
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.12500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
750000.00000000
PA
USD
738927.72000000
0.047353345601
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
Entravision Communications Corporation
549300SKHY2ALCLKV539
Entravision Communications Corporation 2017 Term Loan B
29382XAE4
834250.00000000
PA
USD
826602.43000000
0.052971880040
Long
LON
CORP
US
N
2
2024-11-29
Floating
2.83400000
N
N
N
N
N
N
PrestigeBidCo GmbH
529900CSF1DNOCHMI763
PrestigeBidCo GmbH
000000000
365000.00000000
PA
428057.32000000
0.027431568288
Long
DBT
CORP
DE
Y
2
2023-12-15
Fixed
6.25000000
N
N
N
N
N
N
Midwest Physician Administrative Services, LLC
5493001F7B0DCPKBGK48
Midwest Physician Administrative Services, LLC 2021 Term Loan
59835XAC8
472625.00000000
PA
USD
470754.35000000
0.030167759072
Long
LON
CORP
US
N
2
2028-03-12
Floating
3.75000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
1257000.00000000
PA
USD
1239955.08000000
0.079461116214
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14311QAN7
1000000.00000000
PA
USD
955170.00000000
0.061210987074
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.83400000
N
N
N
N
N
N
Aernnova Aerospace S.A.U
95980020140005473208
Aernnova Aerospace S.A.U EUR Term Loan B
000000000
795918.37000000
PA
881616.57000000
0.056497398862
Long
LON
CORP
ES
N
2
2027-02-26
Floating
3.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
915000.00000000
PA
USD
1014506.25000000
0.065013483417
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
248000.00000000
PA
USD
261015.92000000
0.016726909456
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
000000000
200000.00000000
PA
275312.93000000
0.017643117141
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
RECIPHARM AB
5493001Q7PMOE0LQ5N14
RECIPHARM AB EUR TERM LOAN
000000000
1000000.00000000
PA
1154658.25000000
0.073994965520
Long
LON
CORP
SE
N
2
2028-02-17
Floating
3.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
000000000
300000.00000000
PA
360049.55000000
0.023073367412
Long
DBT
CORP
XX
Y
2
2026-05-15
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLQ9
19919155.80000000
PA
USD
20902445.01000000
1.339509502323
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
2576000.00000000
PA
USD
2644611.76000000
0.169476947829
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.12500000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
668000.00000000
PA
USD
667165.00000000
0.042754513009
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSTQ6
2374703.30000000
PA
USD
261407.58000000
0.016752008543
Long
ABS-MBS
USGSE
US
N
2
2046-11-15
Fixed
3.50000000
N
N
N
N
N
N
Dynacast International LLC
N/A
Dynacast International LLC 2021 First Out Term Loan
000000000
1066395.13000000
PA
USD
1071727.11000000
0.068680417389
Long
LON
CORP
US
N
2
2025-07-22
Floating
5.75000000
N
N
N
N
N
N
STENA INTERNATIONAL SA
213800A4LTGG4W55QP46
Stena International SA
85858EAB9
200000.00000000
PA
USD
207160.00000000
0.013275613851
Long
DBT
CORP
LU
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 1st Lien Term Loan B
90351JAG9
7653048.04000000
PA
USD
7660486.80000000
0.490913615900
Long
LON
CORP
US
N
2
2025-04-04
Floating
3.58400000
N
N
N
N
N
N
Ryan Specialty Group, LLC
549300K52N7QBO3PYY45
Ryan Specialty Group, LLC Term Loan
78350UAE5
1707750.00000000
PA
USD
1711307.24000000
0.109667185263
Long
LON
CORP
US
N
2
2027-09-01
Floating
3.75000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
150000.00000000
PA
176276.76000000
0.011296496412
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAE96
703981.49000000
PA
USD
812213.40000000
0.052049775358
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
7.50000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
604000.00000000
PA
USD
623636.04000000
0.039965008934
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
Verisure Holding AB 2021 EUR Term Loan
000000000
1000000.00000000
PA
1153462.83000000
0.073918358384
Long
LON
CORP
SE
N
2
2028-03-27
Floating
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MYN6
2809550.70000000
PA
USD
3184494.09000000
0.204074695166
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
6.50000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
200000.00000000
PA
205462.31000000
0.013166819311
Long
DBT
CORP
LU
Y
2
2025-08-05
Fixed
3.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAC1
3000000.00000000
PA
USD
3060199.80000000
0.196109436439
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.21300000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
04649VAX8
3136300.00000000
PA
USD
3093502.05000000
0.198243573392
Long
LON
CORP
US
N
2
2026-12-23
Floating
3.33400000
N
N
N
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp. 2018 Term Loan B
02208HAB4
543283.60000000
PA
USD
542944.05000000
0.034793954193
Long
LON
CORP
US
N
2
2025-10-01
Floating
2.08400000
N
N
N
N
N
N
Monogram Food Solutions, LLC
549300RKG7DLLYNXX093
Monogram Food Solutions, LLC Term Loan B
60976EAH6
550000.00000000
PA
USD
551375.00000000
0.035334242070
Long
LON
CORP
US
N
2
2028-08-28
Floating
4.50000000
N
N
N
N
N
N
AMS AG
5299001JPPT2QFTV5D76
ams AG
000000000
1000000.00000000
PA
USD
981670.00000000
0.062909209545
Long
DBT
CORP
AT
Y
2
2022-09-28
Fixed
0.87500000
N
N
N
N
N
ams AG
ams AG
USD
XXXX
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
7659000.00000000
PA
USD
9005030.96000000
0.577077204789
Long
DBT
NUSS
UA
Y
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
1203000.00000000
PA
USD
1445675.18000000
0.092644455706
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
1615000.00000000
PA
USD
2226022.62000000
0.142652137128
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC21
000000000
-35.00000000
NC
110681.86000000
0.007092921576
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXZ1 Comdty
2021-12-08
-6039251.32000000
EUR
110681.86000000
N
N
N
ACC CLAIMS HLDGS LLC
N/A
ACC CLAIMS HLDGS LLC MUTUAL FUND
00084K104
2257600.00000000
NS
USD
0.00000000
0.000000
Long
EC
RF
US
N
3
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
1287000.00000000
PA
USD
1272984.57000000
0.081577773653
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
ProGroup AG
529900YI5W5TQ8F2FP82
ProGroup AG
000000000
300000.00000000
PA
352317.92000000
0.022577894665
Long
DBT
CORP
DE
Y
2
2026-03-31
Fixed
3.00000000
N
N
N
N
N
N
Ivanti Software, Inc.
N/A
Ivanti Software, Inc. 2020 Term Loan B
46583DAB5
2487500.00000000
PA
USD
2497760.94000000
0.160066179437
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.75000000
N
N
N
N
N
N
Onvoy, LLC
549300LHK9RYYM718X74
Onvoy, LLC 2017 1st Lien Term Loan B
68339FAE5
773113.64000000
PA
USD
773556.63000000
0.049572500057
Long
LON
CORP
US
N
2
2024-02-10
Floating
5.50000000
N
N
N
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AP3
849000.00000000
PA
USD
909120.53000000
0.058259958971
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.30000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
755000.00000000
PA
USD
748331.46000000
0.047955973623
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
QuarterNorth Energy Holding Inc.
549300BC3OH5VUTNXB92
QuarterNorth Energy Holding Inc. 2021 Exit 2nd Lien Term Loan
74771KAB3
781810.16000000
PA
USD
786696.47000000
0.050414551814
Long
LON
CORP
US
N
2
2026-08-27
Floating
9.00000000
N
N
N
N
N
N
IPC Corp.
549300ZZAXMZC4O5ZU96
IPC Corp. 2015 Term Loan B
44987VAF3
1087836.50000000
PA
USD
1079677.73000000
0.069189923862
Long
LON
CORP
US
N
2
2021-08-06
Floating
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEUU9
658966.00000000
PA
USD
27332.20000000
0.001751553064
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.21400000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND DEC21
000000000
-18.00000000
NC
135943.95000000
0.008711813987
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Future
UBZ1 Comdty
2021-12-08
-3777480.00000000
EUR
135943.95000000
N
N
N
AEDAS HOMES OPCO SLU
959800NRD7BJBYEDBG71
Aedas Homes Opco SLU
000000000
105000.00000000
PA
126139.09000000
0.008083480644
Long
DBT
CORP
ES
Y
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
Centurion Pipeline Company LLC
54930040AX5IIFI80J88
Centurion Pipeline Company LLC 2020 Incremental Term Loan
15643YAD8
223312.50000000
PA
USD
219404.53000000
0.014060290681
Long
LON
CORP
US
N
2
2025-09-28
Floating
4.08400000
N
N
N
N
N
N
Plantronics Inc
5493006O3W5M472F6668
Plantronics Inc 2018 Term Loan B
72749DAC0
1187437.73000000
PA
USD
1161462.53000000
0.074431010093
Long
LON
CORP
US
N
2
2025-07-02
Floating
2.58500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1076361.00000000
PA
USD
483329.14000000
0.030973600240
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHN8
28817.18000000
PA
USD
29038.27000000
0.001860884627
Long
ABS-MBS
USGSE
US
N
2
2025-08-17
Fixed
7.50000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 Term Loan B
90351JAF1
3467500.00000000
PA
USD
3469358.58000000
0.222329913206
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.58400000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
457000.00000000
PA
USD
471852.50000000
0.030238132770
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
1534000.00000000
PA
USD
1493732.50000000
0.095724154601
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
1261000.00000000
PA
USD
1666793.55000000
0.106814575881
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAE7
331000.00000000
PA
USD
348195.45000000
0.022313710846
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.50000000
N
N
N
N
N
N
Welbilt, Inc.
549300UR3W71YLZWI068
Welbilt, Inc. 2018 Term Loan B
56356XAE9
1766878.20000000
PA
USD
1765220.87000000
0.113122179148
Long
LON
CORP
US
N
2
2025-10-23
Floating
2.58400000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
1014000.00000000
PA
USD
1030690.44000000
0.066050628894
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
466000.00000000
PA
USD
76482.25000000
0.004901278323
Long
DBT
NUSS
LB
Y
2
2028-03-20
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358U5G7
16991.00000000
PA
USD
17642.61000000
0.001130606669
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Fixed
7.00000000
N
N
N
N
N
N
UNITED STATES CELLULAR C
N/A
United States Cellular Corp
911684702
18950.00000000
NS
USD
513545.00000000
0.032909949388
Long
EP
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NAJ5
5276000.00000000
PA
USD
4099627.16000000
0.262719960950
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.70500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
750000.00000000
PA
USD
714893.57000000
0.045813144333
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YL1
530000.00000000
PA
USD
533646.40000000
0.034198124828
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.33900000
N
N
N
N
N
N
KOUTI B V
549300X08HET1O4TQU96
KOUTI B V
000000000
2000000.00000000
PA
2316699.81000000
0.148463082095
Long
LON
CORP
NL
N
2
2028-07-01
None
0.00000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2018 Term Loan B
00709LAF4
1790129.97000000
PA
USD
1770737.49000000
0.113475705490
Long
LON
CORP
US
N
2
2025-04-30
Floating
2.83400000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
1165000.00000000
PA
USD
1164650.50000000
0.074635307538
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Poseidon Intermediate LLC
549300DLTWSIMHEHII55
Poseidon Intermediate LLC Term Loan B
58446RAF7
250000.00000000
PA
USD
250195.25000000
0.016033479081
Long
LON
CORP
US
N
2
2025-08-18
Floating
4.08400000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
1016000.00000000
PA
USD
1133467.82000000
0.072637000826
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
LEEWARD RENEWABL
N/A
Leeward Renewable Energy Operations LLC
524590AA4
838000.00000000
PA
USD
852815.84000000
0.054651736716
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.25000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. 2021 Term Loan
88145LAE4
1842328.11000000
PA
USD
1840664.49000000
0.117956898045
Long
LON
CORP
US
N
2
2026-12-17
Floating
3.58400000
N
N
N
N
N
N
Ziggo Financing Partnership
N/A
Ziggo Financing Partnership USD Term Loan I
000000000
4150000.00000000
PA
USD
4121468.75000000
0.264119654495
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.58400000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2020 Term Loan
74274NAG8
349125.00000000
PA
USD
350346.94000000
0.022451586645
Long
LON
CORP
US
N
2
2025-11-03
Floating
4.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAL1
1675000.00000000
PA
USD
1523826.39000000
0.097652687440
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.55500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KL4
500000.00000000
PA
USD
493490.24000000
0.031624762819
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D4L6
50027.60000000
PA
USD
52809.02000000
0.003384206204
Long
ABS-MBS
USGSE
US
N
2
2028-04-15
Variable
0.00000000
N
N
N
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
242000.00000000
PA
USD
259615.19000000
0.016637145261
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERT
549300JSKBQMMD1B3U44
Gateway Casinos & Entertainment Ltd
36760BAE9
2831000.00000000
PA
USD
2886162.04000000
0.184956423804
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
David's Bridal, Inc.
YEMD6E68QLMSL3ZMES44
David's Bridal, Inc. 2019 New Money Term Loan
000000000
634474.98000000
PA
USD
588348.65000000
0.037703656532
Long
LON
CORP
US
N
2
2023-06-30
Floating
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PEB7
47540.00000000
PA
USD
51710.44000000
0.003313804950
Long
ABS-MBS
USGSE
US
N
2
2026-04-17
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T17A4
55110.43000000
PA
USD
57242.75000000
0.003668336767
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
MDVIP INC
N/A
MDVIP INC
000000000
325000.00000000
PA
USD
325507.65000000
0.020859788892
Long
LON
CORP
US
N
2
2028-09-29
None
0.00000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
759000.00000000
PA
USD
787690.20000000
0.050478233875
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3YTUE5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YTUE5 IRS USD P F .54900 CCP LCH
000000000
2680000.00000000
OU
Notional Amount
USD
-11965.93000000
-0.00076682306
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-12
0.00000000
USD
0.00000000
USD
2680000.00000000
USD
-11965.93000000
N
N
N
ROHM HOLDING GMBH
529900TDB6090VCVJG31
ROHM HOLDING GMBH 2021 EUR TERM LOAN B
000000000
500000.00000000
PA
580396.43000000
0.037194047525
Long
LON
CORP
DE
N
2
2026-07-31
Floating
4.50000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
1544000.00000000
PA
USD
1596110.00000000
0.102284900676
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
2705000.00000000
PA
USD
2681331.25000000
0.171830074736
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B9EX1
5794886.70000000
PA
USD
960318.48000000
0.061540921581
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
5.96400000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
4437000.00000000
PA
USD
3911198.20000000
0.250644704572
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
4.44800000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
750000.00000000
PA
USD
830439.45000000
0.053217771119
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
728000.00000000
PA
USD
771680.00000000
0.049452238351
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
100000.00000000
PA
117285.01000000
0.007516076961
Long
DBT
CORP
FR
Y
2
2026-05-25
Fixed
2.37500000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300EYIDIF4X8MHI21
BlueMountain CLO 2016-3 Ltd
09628XAE0
2000000.00000000
PA
USD
1869702.00000000
0.119817733969
Long
ABS-CBDO
CORP
KY
N
2
2030-11-15
Floating
6.07500000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
000000000
200000.00000000
PA
236334.89000000
0.015145253616
Long
DBT
CORP
IE
Y
2
2026-10-01
Fixed
3.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
1747000.00000000
PA
USD
1526353.90000000
0.097814660054
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
GKN Holdings Ltd
213800WS7P9FYSAIJ240
GKN Holdings Ltd
000000000
120000.00000000
PA
174241.48000000
0.011166067799
Long
DBT
CORP
GB
Y
2
2032-05-12
Fixed
4.62500000
N
N
N
N
N
N
Flint Group US LLC
549300Q6D2JN1G0T8E41
Flint Group US LLC USD 1st Lien Term Loan B2
000000000
185013.89000000
PA
USD
185861.81000000
0.011910743479
Long
LON
CORP
US
N
2
2023-09-21
Floating
5.25000000
N
N
Y
N
N
N
Travel Leaders Group, LLC
549300ELYRGQJOXAK024
Travel Leaders Group, LLC 2018 Term Loan B
89416FAQ0
943312.50000000
PA
USD
884945.04000000
0.056710700090
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.08400000
N
N
N
N
N
N
Atotech B.V.
549300RVASWYF4HCO804
Atotech B.V. 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1152919.56000000
0.073883543542
Long
LON
CORP
NL
N
2
2028-03-18
Floating
2.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZM8
1127000.00000000
PA
USD
1141876.40000000
0.073175855147
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.59600000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
544000.00000000
PA
USD
558269.12000000
0.035776043938
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
TWIN RIVER WORLDWIDE HLDGS INC
549300NS4D5IK406VT62
TWIN RIVER WORLDWIDE HLDGS INC
05875CAB0
1175000.00000000
PA
USD
1176193.80000000
0.075375046838
Long
LON
CORP
US
N
2
2028-08-06
None
0.00000000
N
N
N
N
N
N
Dynacast International LLC
N/A
Dynacast International LLC 2021 New Money Last Out Term Loan
000000000
411611.23000000
PA
USD
424988.59000000
0.027234912203
Long
LON
CORP
US
N
2
2025-10-22
Floating
10.25000000
N
N
N
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
000000000
270315.78000000
PA
341144.52000000
0.021861859987
Long
DBT
CORP
LU
Y
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AD3
1017000.00000000
PA
USD
1007803.87000000
0.064583968990
Long
DBT
CORP
AU
N
2
2036-03-03
Fixed
3.05200000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
1166000.00000000
PA
USD
1194421.25000000
0.076543132317
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
1196769.94000000
PA
USD
1197351.57000000
0.076730918553
Long
LON
CORP
US
N
2
2025-07-09
Floating
4.33500000
N
N
N
N
N
N
Sovos Compliance, LLC
549300M9XYG5WP2QHH07
Sovos Compliance, LLC 2021 Term Loan
000000000
639554.79000000
PA
USD
644251.68000000
0.041286138862
Long
LON
CORP
US
N
2
2028-08-11
Floating
5.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
1280000.00000000
PA
USD
1399591.55000000
0.089691238498
Long
DBT
CORP
GB
N
2
2032-10-18
Fixed
4.12500000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2021 Term Loan B
78466YAN8
1000000.00000000
PA
USD
1000875.00000000
0.064139940207
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV43G677 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BEV43G677 IRS USD P F .73870 2 CCPVANILLA
000000000
313000.00000000
OU
Notional Amount
USD
18716.24000000
0.001199409031
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-18
0.00000000
USD
0.00000000
USD
313000.00000000
USD
18716.24000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
402000.00000000
PA
498860.31000000
0.031968897669
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1A62
1110517.60000000
PA
USD
59086.75000000
0.003786507418
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.50000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AF9
1120000.00000000
PA
USD
1132600.00000000
0.072581387565
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.50000000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAG7
860000.00000000
PA
USD
889025.00000000
0.056972159703
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.87500000
N
N
N
N
N
N
Garrett LX I SARL
549300LKYJ4RR1ELO069
Garrett LX I SARL 2021 EUR Term Loan B
36649XAD0
1000000.00000000
PA
1160159.25000000
0.074347490872
Long
LON
CORP
LU
N
2
2028-04-30
Floating
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWX82
4536016.32000000
PA
USD
4685365.34000000
0.300256328471
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
3.00000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
441000.00000000
PA
USD
453497.94000000
0.029061901592
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG36
63694980.91000000
PA
USD
65855368.16000000
4.220266642832
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
437000.00000000
PA
USD
542426.25000000
0.034760771567
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GWN0
2941901.34000000
PA
USD
2981491.68000000
0.191065515758
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
0.58700000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
2808000.00000000
PA
USD
2997540.00000000
0.192093954160
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite Inc Term Loan
55955NAB4
650000.00000000
PA
USD
650812.50000000
0.041706581577
Long
LON
CORP
US
N
2
2028-04-28
Floating
5.75000000
N
N
N
N
N
N
SGL CARBON SE
52990038IB31TYK07X63
SGL Carbon SE
000000000
400000.00000000
PA
471402.08000000
0.030209268115
Long
DBT
CORP
DE
Y
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
SGL Carbon SE
SGL Carbon SE
EUR
XXXX
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
309000.00000000
PA
USD
305569.42000000
0.019582070016
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NT5
1260682.11000000
PA
USD
1404726.20000000
0.090020286725
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
CFS Brands, LLC
N/A
CFS Brands, LLC 2018 1st Lien Term Loan
14235UAB7
265346.23000000
PA
USD
258712.57000000
0.016579301881
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-944.56000000
-0.00006053105
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
501822.40000000
USD
432374.98000000
EUR
2021-10-08
-944.56000000
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
1696000.00000000
PA
USD
1698120.00000000
0.108822095931
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
545000.00000000
PA
USD
568963.65000000
0.036461390774
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D2S3
22724.48000000
PA
USD
24664.29000000
0.001580583075
Long
ABS-MBS
USGSE
US
N
2
2029-10-15
Variable
0.00000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
2954000.00000000
PA
USD
3267862.50000000
0.209417265250
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
EIG Management Company, LLC
5493007EDFEL0IR8BD89
EIG Management Company, LLC 2018 Term Loan B
26858HAB6
265375.00000000
PA
USD
265375.00000000
0.017006256158
Long
LON
CORP
US
N
2
2025-02-22
Floating
4.50000000
N
N
N
N
N
N
CryoLife, Inc.
549300YTKV8DMSMG6K81
CryoLife, Inc. Term Loan B
22904TAC1
529375.00000000
PA
USD
530698.44000000
0.034009208152
Long
LON
CORP
US
N
2
2027-06-01
Floating
4.50000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
750000.00000000
PA
USD
797187.75000000
0.051086873604
Long
LON
CORP
US
N
2
2027-06-21
Floating
6.25000000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan C
42804VBC4
198220.06000000
PA
USD
198576.26000000
0.012725534600
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
MARINER WEALTH ADVISORS LLC
254900HVY0H7EYXFSV08
Mariner Wealth Advisors LLC Term Loan B
56846TAD8
437500.00000000
PA
USD
436406.25000000
0.027966600006
Long
LON
CORP
US
N
2
2028-08-18
Floating
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AK3U5
618800.60000000
PA
USD
626782.14000000
0.040166623187
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
2195000.00000000
PA
USD
2380874.36000000
0.152575635411
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
200000.00000000
PA
240368.03000000
0.015403712823
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1713000.00000000
PA
USD
1824345.00000000
0.116911082021
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
200000.00000000
PA
232311.24000000
0.014887402565
Long
DBT
CORP
LU
Y
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
NOBEL BIDCO BV
549300NZZFLYK83VVT71
Nobel Bidco BV
000000000
150000.00000000
PA
172979.29000000
0.011085181783
Long
DBT
CORP
NL
Y
2
2028-06-15
Fixed
3.12500000
N
N
N
N
N
N
Harsco Corporation
KAO98FK89NPNNPQGUZ43
Harsco Corporation 2021 Term Loan
41587CAR9
400000.00000000
PA
USD
399500.00000000
0.025601504796
Long
LON
CORP
US
N
2
2028-03-05
Floating
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KBG8
1637696.86000000
PA
USD
1844349.56000000
0.118193051580
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
420000.00000000
PA
USD
420000.00000000
0.026915224066
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
TANZANIA
N/A
TANZANIA 10 Year Term Loan
000000000
4410000.00000000
PA
USD
4483122.21000000
0.287295806662
Long
LON
CORP
TZ
N
2
2031-04-28
Floating
6.44600000
N
N
N
N
N
N
GVC Holdings PLC
N/A
GVC Holdings PLC 2019 EUR Term Loan B3
000000000
1850000.00000000
PA
2134778.41000000
0.136804855325
Long
LON
CORP
GI
N
2
2024-03-29
Floating
2.25000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
100000.00000000
PA
139817.02000000
0.008960015289
Long
DBT
CORP
GB
Y
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2018 EUR Term Loan
31732FAN6
1367370.85000000
PA
1582574.51000000
0.101417494138
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.50000000
N
N
N
N
N
N
David's Bridal, Inc.
YEMD6E68QLMSL3ZMES44
David's Bridal, Inc. 2020 Super Priority Term Loan
000000000
535631.25000000
PA
USD
534185.05000000
0.034232643603
Long
LON
CORP
US
N
2
2023-06-23
Floating
6.00000000
N
N
Y
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDF6
650000.00000000
PA
USD
743198.64000000
0.047627042669
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AD5
1236000.00000000
PA
USD
1262265.00000000
0.080890822157
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
129000.00000000
PA
USD
21328.22000000
0.001366794810
Long
DBT
NUSS
LB
N
2
2034-05-17
None
0.00000000
Y
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2223.74000000
0.000142505858
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
139246.00000000
EUR
163594.69000000
USD
2021-10-29
2223.74000000
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132WAA4
2250000.00000000
PA
USD
2250011.25000000
0.144189421298
Long
ABS-CBDO
CORP
KY
N
2
2032-10-16
Floating
6.92600000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc Term Loan B
00769QAG8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-07-31
Floating
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A93D8
4353880.40000000
PA
USD
681851.20000000
0.043695661494
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2018 Term Loan B3
65336RAU2
113486.34000000
PA
USD
113500.53000000
0.007273552849
Long
LON
CORP
US
N
2
2024-01-17
Floating
2.33400000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3TMSJ8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TMSJ8 IRS USD P F 1.76320 CCP LCH
000000000
800000.00000000
OU
Notional Amount
USD
-21764.16000000
-0.00139473153
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-12
0.00000000
USD
0.00000000
USD
800000.00000000
USD
-21764.16000000
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
811000.00000000
PA
USD
841736.90000000
0.053941755400
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVIII Ltd
08186QAA9
4500000.00000000
PA
USD
4500270.00000000
0.288394703353
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.02600000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
1609000.00000000
PA
USD
1683416.25000000
0.107879822774
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Centurion Pipeline Company LLC
54930040AX5IIFI80J88
Centurion Pipeline Company LLC 2018 Term Loan B
15643YAC0
267437.50000000
PA
USD
263425.94000000
0.016881352857
Long
LON
CORP
US
N
2
2025-09-29
Floating
3.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358TN96
67272.03000000
PA
USD
69570.82000000
0.004458367163
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
871000.00000000
PA
USD
904751.25000000
0.057979958614
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Mehilainen Yhtiot Oy
2138006X78HGYRHS5865
Mehilainen Yhtiot Oy 2021 EUR Incremental Term Loan Facility B2
000000000
1000000.00000000
PA
1159153.80000000
0.074283057748
Long
LON
CORP
FI
N
2
2025-08-11
Floating
3.62500000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
280000.00000000
PA
332642.97000000
0.021317047789
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
36000.00000000
PA
USD
42165.72000000
0.002702142385
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MZ88
469925.10000000
PA
USD
554044.77000000
0.035505331255
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.00000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
8905478.92000000
PA
USD
7948139.94000000
0.509347541416
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.83400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2052000.00000000
PA
USD
2111118.12000000
0.135288612452
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1615000.00000000
PA
USD
1658734.20000000
0.106298101569
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
459000.00000000
PA
USD
480802.50000000
0.030811683378
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Franklin Square Holdings, L.P.
N/A
Franklin Square Holdings, L.P. 2018 Term Loan B
30259HAE7
533498.48000000
PA
USD
531497.86000000
0.034060438077
Long
LON
CORP
US
N
2
2025-08-01
Floating
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RH59
2088564.10000000
PA
USD
2360100.20000000
0.151244346908
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
500000.00000000
PA
USD
605697.35000000
0.038815428313
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Ziggo B.V.
213800TQASLF9JXH5J59
Ziggo B.V. 2019 EUR Term Loan H
000000000
3750000.00000000
PA
4304448.53000000
0.275845706348
Long
LON
CORP
NL
N
2
2029-01-31
Floating
3.00000000
N
N
N
N
N
N
Phoenix Guarantor Inc
N/A
Phoenix Guarantor Inc 2021 Term Loan B3
71913BAH5
1320315.93000000
PA
USD
1317262.04000000
0.084415245144
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.58500000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1612000.00000000
PA
USD
1673215.70000000
0.107226132087
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T4E85
616549.88000000
PA
USD
646348.04000000
0.041420481717
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
1830000.00000000
PA
USD
1849660.61000000
0.118533404201
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
TEREOS FINANCE GROUPE I
969500183Z46A3QF8W69
Tereos Finance Groupe I SA
000000000
100000.00000000
PA
118214.47000000
0.007575640352
Long
DBT
CORP
FR
Y
2
2023-06-16
Fixed
4.12500000
N
N
N
N
N
N
MA FinanceCo., LLC
N/A
MA FinanceCo., LLC 2020 USD Term Loan B
55280FAL5
1755000.00000000
PA
USD
1770082.47000000
0.113433729275
Long
LON
CORP
US
N
2
2025-06-05
Floating
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUBH2
1413259.65000000
PA
USD
1592338.16000000
0.102043186584
Long
ABS-MBS
USGA
US
N
2
2047-10-15
Fixed
4.50000000
N
N
N
N
N
N
Cohu, Inc.
529900FJPORJ3JJ2XS33
Cohu, Inc. 2018 Term Loan B
19257PAB0
271891.34000000
PA
USD
271041.68000000
0.017369398924
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.17200000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954XAA5
3000000.00000000
PA
USD
3016302.00000000
0.193296295669
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.07600000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
935000.00000000
PA
USD
980169.85000000
0.062813074132
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
1240000.00000000
PA
USD
1296389.00000000
0.083077620028
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
1722000.00000000
PA
USD
1832862.36000000
0.117456907385
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
47000.00000000
PA
USD
52698.75000000
0.003377139676
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1850000.00000000
PA
USD
1948762.25000000
0.124884220501
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
EC FINANCE PLC
213800NKPB53RHYDQE45
EC Finance PLC
000000000
102000.00000000
PA
119073.27000000
0.007630675577
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
3.00000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
332000.00000000
PA
USD
364637.26000000
0.023367365609
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GBN6
16.36000000
PA
USD
16.41000000
0.000001051616
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
9.00000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
750000.00000000
PA
USD
773887.50000000
0.049593703487
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AKBJ1
555064.72000000
PA
USD
67884.69000000
0.004350313433
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc. 2021 Term Loan B
21926BAD4
1455188.35000000
PA
USD
1455642.37000000
0.093283191782
Long
LON
CORP
US
N
2
2027-04-22
Floating
3.33400000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
868000.00000000
PA
USD
1037485.68000000
0.066486094149
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
619000.00000000
PA
USD
669774.84000000
0.042921761648
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
725000.00000000
PA
USD
763062.50000000
0.048899995628
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358QF83
8915.51000000
PA
USD
9139.24000000
0.000585677839
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
7.00000000
N
N
N
N
N
N
LSF11 Skyscraper Holdco S.a r.l.
254900TIPQ0RBM2WVJ30
LSF11 Skyscraper Holdco S.a r.l. 2021 EUR Term Loan B
000000000
1000000.00000000
PA
1155040.50000000
0.074019461578
Long
LON
CORP
LU
N
2
2027-09-29
Floating
3.50000000
N
N
N
N
N
N
Inovalon Holdings, Inc.
5493007H9QSF4NHIHL56
Inovalon Holdings, Inc. 2020 Term Loan B1
45781BAG0
1194673.47000000
PA
USD
1194939.88000000
0.076576368133
Long
LON
CORP
US
N
2
2025-04-02
Floating
2.87500000
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
707000.00000000
PA
USD
756012.78000000
0.048448222311
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.87500000
N
N
N
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
410000.00000000
PA
USD
418200.00000000
0.026799873105
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
CLOUDERA INC
N/A
CLOUDERA INC
000000000
2800000.00000000
PA
USD
2800873.60000000
0.179490810774
Long
LON
CORP
US
N
2
2028-08-10
None
0.00000000
N
N
N
N
N
N
TUPY OVERSEAS SA
222100ZREIYU6AS2OO19
Tupy Overseas SA
89990BAB6
500000.00000000
PA
USD
486025.00000000
0.031146361373
Long
DBT
CORP
LU
N
2
2031-02-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6P6
324732.40000000
PA
USD
359478.82000000
0.023036792827
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
9.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
439000.00000000
PA
USD
446002.05000000
0.028581535975
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.08700000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
4283814.43000000
PA
USD
4295329.32000000
0.275261312109
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
400000.00000000
PA
458102.44000000
0.029356975756
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVII Ltd
55819AAL6
2000000.00000000
PA
USD
1994412.00000000
0.127809633000
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
6.63400000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1697000.00000000
PA
USD
1856962.61000000
0.119001344597
Long
DBT
NUSS
UA
Y
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQBQ4
3788745.22000000
PA
USD
3988833.21000000
0.255619856214
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
2.35700000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
474000.00000000
PA
511383.71000000
0.032771445567
Long
DBT
NUSS
RO
Y
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
AETHON III BR LLC
N/A
AETHON III BR LLC
000000000
2366000.00000000
PA
USD
2414474.61000000
0.154728869357
Long
DBT
CORP
US
N
2
2025-10-01
None
0.00000000
N
N
N
N
N
N
Neenah, Inc.
8SR38IKUT3O1F1I6VH65
Neenah, Inc. 2021 Term Loan B
64007GAC7
399000.00000000
PA
USD
400995.00000000
0.025697310177
Long
LON
CORP
US
N
2
2028-04-06
Floating
3.50000000
N
N
N
N
N
N
DIOCLE SPA
98450058C8B4646FKE32
Diocle Spa
000000000
111106.40000000
PA
129082.97000000
0.008272135858
Long
DBT
CORP
IT
Y
2
2026-06-30
Floating
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312915LK5
42815.05000000
PA
USD
44371.76000000
0.002843513958
Long
ABS-MBS
USGSE
US
N
2
2023-04-15
Fixed
7.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
400000.00000000
PA
USD
403592.00000000
0.025863735979
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Minerals Technologies Inc.
549300D3I1QU67GP6403
Minerals Technologies Inc. 2017 Term Loan B
60315GAF5
922115.48000000
PA
USD
924997.09000000
0.059277390328
Long
LON
CORP
US
N
2
2024-02-14
Floating
3.00000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
948000.00000000
PA
USD
974070.00000000
0.062422172157
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
93940.00000000
NS
USD
44621.50000000
0.002859518263
Long
EC
CORP
BM
N
1
N
N
N
Employbridge LLC
549300GS4274Y66CQH05
Employbridge LLC 2021 Term Loan B
000000000
1525000.00000000
PA
USD
1515944.55000000
0.097147588655
Long
LON
CORP
US
N
2
2028-07-14
Floating
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APHR6
1419642.50000000
PA
USD
240772.93000000
0.015429660381
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VX39
2752009.89000000
PA
USD
2420779.36000000
0.155132902117
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
Journey Personal Care Corp.
N/A
Journey Personal Care Corp. 2021 Term Loan B
48114NAB7
1047375.00000000
PA
USD
1050865.90000000
0.067343550385
Long
LON
CORP
US
N
2
2028-03-01
Floating
5.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
1534202.38000000
PA
USD
1527901.41000000
0.097913830479
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.20900000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXBB0
1672558.02000000
PA
USD
1536303.75000000
0.098452284916
Long
ABS-MBS
USGSE
US
N
2
2039-04-15
None
0.00000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BG4
630000.00000000
PA
USD
596955.87000000
0.038255240473
Long
DBT
NUSS
TR
N
2
2040-05-30
Fixed
6.75000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
175000.00000000
PA
208419.18000000
0.013356306974
Long
DBT
CORP
SE
Y
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 2nd Lien Term Loan
24780DAE7
1950000.00000000
PA
USD
1974375.00000000
0.126525584561
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.00000000
N
N
N
N
N
N
CeramTec AcquiCo GmbH
3912006DWJ216KSA8A82
CeramTec AcquiCo GmbH EUR 2017 Term Loan B1
000000000
1902519.57000000
PA
2196770.93000000
0.140777575721
Long
LON
CORP
DE
N
2
2025-03-07
Floating
2.50000000
N
N
N
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc. 2017 Term Loan
87305VAH3
149810.47000000
PA
USD
150216.16000000
0.009626432392
Long
LON
CORP
US
N
2
2024-09-28
Floating
2.58600000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5705.73000000
0.000365645241
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
209433.00000000
EUR
248415.77000000
USD
2021-10-29
5705.73000000
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
427000.00000000
PA
USD
430778.95000000
0.027605980862
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
1535000.00000000
PA
USD
1207477.05000000
0.077379798465
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
SMG US Midco 2, Inc.
N/A
SMG US Midco 2, Inc. 2020 Term Loan
78453JAD8
241326.58000000
PA
USD
237706.68000000
0.015233163224
Long
LON
CORP
US
N
2
2025-01-23
Floating
2.62900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCT20
1534132.98000000
PA
USD
204320.89000000
0.013093672704
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
2368000.00000000
PA
USD
2552277.76000000
0.163559828070
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
Accelerated Health Systems, LLC
549300FAKU4HJQC25564
Accelerated Health Systems, LLC Term Loan B
04747LAJ2
560625.00000000
PA
USD
558873.05000000
0.035814746107
Long
LON
CORP
US
N
2
2025-10-31
Floating
3.58600000
N
N
N
N
N
N
GALAXY FINCO LTD
984500E65BE1F6988518
Galaxy Finco Ltd
000000000
575000.00000000
PA
817986.45000000
0.052419734725
Long
DBT
CORP
JE
Y
2
2027-07-31
Fixed
9.25000000
N
N
N
N
N
N
Victory Capital Holdings, Inc.
549300BN5LH2CIPPHS71
Victory Capital Holdings, Inc. 2021 Term Loan B
92645DAH2
903603.22000000
PA
USD
901796.01000000
0.057790575407
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.39500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASUX0
1133802.93000000
PA
USD
244385.10000000
0.015661142202
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
5.91600000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1228000.00000000
PA
USD
1261548.96000000
0.080844935545
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
1500000.00000000
PA
USD
1591684.88000000
0.102001321876
Long
DBT
CORP
AU
N
2
2034-09-12
Fixed
3.61000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc. 2021 Term Loan B3
14880BAH4
833037.19000000
PA
USD
835045.64000000
0.053512953585
Long
LON
CORP
US
N
2
2028-02-22
Floating
2.50000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
1311000.00000000
PA
USD
1388021.25000000
0.088949768934
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
THAIHOTINVSTCOUSLTDALLIANCEHEA
N/A
THAIHOTINVSTCOUSLTDALLIANCEHEA
000000000
175.00000000
NS
USD
54337.50000000
0.003482157113
Long
EC
CORP
US
N
3
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
553000.00000000
PA
USD
561986.25000000
0.036014252002
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
1341000.00000000
PA
USD
1376362.17000000
0.088202610004
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2021 Term Loan
35039KAB2
1122187.50000000
PA
USD
1116226.44000000
0.071532106526
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.75000000
N
N
N
N
N
N
Hexion Inc
54930030FZF8HYAEHM46
Hexion Inc USD Exit Term Loan
42829HAF0
757562.50000000
PA
USD
758509.45000000
0.048608218578
Long
LON
CORP
US
N
2
2026-07-01
Floating
3.65000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
1060000.00000000
PA
USD
1106375.00000000
0.070900788157
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31365KMC0
11926.68000000
PA
USD
12343.19000000
0.000790999344
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
6.75000000
N
N
N
N
N
N
CLOUDERA INC
N/A
CLOUDERA INC
000000000
775000.00000000
PA
USD
775000.00000000
0.049664996788
Long
LON
CORP
US
N
2
2029-08-10
None
0.00000000
N
N
N
N
N
N
MOONEY GROUP SPA
815600A354E81B97D398
Mooney Group SpA
000000000
110000.00000000
PA
127832.60000000
0.008192007314
Long
DBT
CORP
IT
Y
2
2026-12-17
Floating
3.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
767000.00000000
PA
USD
753075.12000000
0.048259965698
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
125000.00000000
PA
172694.52000000
0.011066932620
Long
DBT
CORP
GB
Y
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
N/A
PRETIUM PKG HOLDINGS INC
000000000
625000.00000000
PA
USD
626692.50000000
0.040160878709
Long
LON
CORP
US
N
2
2028-10-02
None
0.00000000
N
N
N
N
N
N
BlackRock Corporate High Yield Fund Inc
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund Inc
09255P107
2188579.00000000
NS
USD
26700663.80000000
1.711081783080
Long
EC
RF
US
N
1
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
1500000.00000000
PA
USD
1530000.00000000
0.098048316241
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
1819000.00000000
PA
USD
1751215.84000000
0.112224682671
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Oxbow Carbon LLC
IH5EFCAY91O8SVS0VX92
Oxbow Carbon LLC 2020 Term Loan B
69138EBA6
332500.00000000
PA
USD
334162.50000000
0.021414425147
Long
LON
CORP
US
N
2
2025-10-13
Floating
5.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
1107000.00000000
PA
USD
1088734.50000000
0.069770316705
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226C4
164683295.00000000
PA
USD
169102744.14000000
10.83675773509
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BEV3CMES1 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3CMES1 IRS USD P F 2.87500 CCP LCH
000000000
1280000.00000000
OU
Notional Amount
USD
-301996.16000000
-0.01935308169
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-01-31
613.75000000
USD
0.00000000
USD
1280000.00000000
USD
-302609.91000000
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
000000000
100000.00000000
PA
132900.82000000
0.008516798449
Long
DBT
CORP
XX
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
637000.00000000
PA
USD
627126.50000000
0.040188691108
Long
LON
CORP
US
N
2
2026-09-30
Floating
2.59000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
3076000.00000000
PA
USD
3280400.20000000
0.210220729547
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
1950000.00000000
PA
USD
2075895.90000000
0.133031436396
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
Allegro Microsystems, Inc.
N/A
Allegro Microsystems, Inc. Term Loan
01748YAB6
42307.69000000
PA
USD
42307.69000000
0.002711240371
Long
LON
CORP
US
N
2
2027-09-30
Floating
4.25000000
N
N
N
N
N
N
LONGVIEW INTERMEDIATE HOLDINGS
N/A
LONGVIEW INTERMEDIATE HOLDINGS
000000000
10730.00000000
NS
USD
85410.80000000
0.005473454332
Long
EC
CORP
US
N
3
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
12363.05000000
0.000792272049
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
299615.33000000
GBP
416077.31000000
USD
2021-10-29
12363.05000000
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
1226000.00000000
PA
USD
1247455.00000000
0.079941740089
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BSV3X0JL6 IRS EUR R F .37120 CCP LCH/BEV3X0JL6 / Short: BSV3X0JL6 IRS EUR P V 06MEURIB EUR006M+0BPS /BEV3X0JL6
000000000
246000.00000000
OU
Notional Amount
0.00000000
0.000000
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-02-12
0.00000000
EUR
0.00000000
EUR
246000.00000000
EUR
0.00000000
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
1122000.00000000
PA
USD
1183710.00000000
0.075856713998
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LJK8
18916515.00000000
PA
USD
1467651.06000000
0.094052755073
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
Hudson River Trading LLC 2021 Term Loan
44413EAF5
1945125.00000000
PA
USD
1937223.90000000
0.124144798416
Long
LON
CORP
US
N
2
2028-03-20
Floating
3.08400000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
3400000.00000000
PA
3851548.20000000
0.246822101916
Long
DBT
CORP
LU
Y
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
N
BANFF MERGER SUB INC
5493006T045HLTF7YX04
BANFF MERGER SUB INC
000000000
900000.00000000
PA
USD
910969.20000000
0.058378428893
Long
LON
CORP
US
N
2
2026-02-27
None
0.00000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
1344000.00000000
PA
USD
1293035.52000000
0.082862716062
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAX0
2060000.00000000
PA
USD
1944609.10000000
0.124618070589
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QZJ3
547506.79000000
PA
USD
567336.53000000
0.036357118633
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.54200000
N
N
N
N
N
N
Clearwater Paper Corporation
549300HCVV19GXN4P292
Clearwater Paper Corporation Term Loan B
18538YAD0
104125.03000000
PA
USD
104125.03000000
0.006672734555
Long
LON
CORP
US
N
2
2026-07-26
Floating
3.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
975000.00000000
PA
USD
1096109.13000000
0.070242911511
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Mirion Technologies, Inc.
549300EBD5JHM14L3R48
Mirion Technologies, Inc. 2019 Term Loan B
60470FAG6
440181.84000000
PA
USD
441557.41000000
0.028296706257
Long
LON
CORP
US
N
2
2026-03-06
Floating
4.13200000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1599000.00000000
PA
USD
1750665.15000000
0.112189392326
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392CPT5
294668.65000000
PA
USD
340250.63000000
0.021804576059
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAU5
3000000.00000000
PA
USD
1557345.00000000
0.099800689579
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.44300000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1810000.00000000
PA
USD
2220236.50000000
0.142281340184
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
1215835.45000000
PA
USD
1219634.94000000
0.078158923069
Long
LON
CORP
US
N
2
2027-07-29
Floating
4.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
1661000.00000000
PA
USD
1693181.88000000
0.108505642107
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXRJ4
1957699.80000000
PA
USD
390598.11000000
0.025031037263
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Floating
6.16600000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC 2021 Term Loan B
00687MAC5
872812.50000000
PA
USD
874137.43000000
0.056018106650
Long
LON
CORP
US
N
2
2028-04-08
Floating
3.58400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A3QY8
515707.69000000
PA
USD
645947.71000000
0.041394827023
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Floating
9.82800000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
059578AF1
1000000.00000000
PA
USD
1000750.00000000
0.064131929724
Long
DBT
CORP
BR
N
2
2026-09-30
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B46Y9
8409250.57000000
PA
USD
926006.49000000
0.059342076583
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
5.96400000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
995000.00000000
PA
USD
1165393.75000000
0.074682937872
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
840000.00000000
PA
USD
866208.00000000
0.055509958114
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Ensemble RCM, LLC
N/A
Ensemble RCM, LLC Term Loan
29359BAB7
1333234.16000000
PA
USD
1337400.52000000
0.085705796814
Long
LON
CORP
US
N
2
2026-08-03
Floating
3.87900000
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
100000.00000000
PA
119336.45000000
0.007647541169
Long
DBT
CORP
NO
Y
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings GP
78413KAB8
314000.00000000
PA
USD
359786.32000000
0.023056498616
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
1068000.00000000
PA
USD
1125618.60000000
0.072133992457
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6072.05000000
-0.00038912044
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
291289.70000000
USD
246209.69000000
EUR
2021-10-08
-6072.05000000
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
300000.00000000
PA
344701.65000000
0.022089814632
Long
DBT
CORP
FR
Y
2
2025-06-24
Fixed
1.25000000
N
N
N
N
N
N
QUARTERNORTH ENERGY FIELDWOOD
N/A
QUARTERNORTH ENERGY FIELDWOOD
000000000
8288.00000000
NS
USD
872312.00000000
0.055901126037
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGKT5
5116193.23000000
PA
USD
548421.64000000
0.035144979341
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BUPX0
2442714.72000000
PA
USD
192902.16000000
0.012361916331
Long
ABS-MBS
USGSE
US
N
2
2045-01-15
Fixed
3.50000000
N
N
N
N
N
N
Etraveli Holding AB
213800H8F3GYVAGH3P04
Etraveli Holding AB 2019 EUR Term Loan B1
000000000
950000.00000000
PA
1086677.01000000
0.069638464789
Long
LON
CORP
SE
N
2
2024-08-02
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACM73
5938807.00000000
PA
USD
987054.07000000
0.063254241570
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Floating
6.11400000
N
N
N
N
N
N
Longview Power LLC
549300U2KHA24XFUQ603
Longview Power LLC 2020 Exit Term Loan
000000000
42384.85000000
PA
USD
43126.58000000
0.002763718009
Long
LON
CORP
US
N
2
2025-07-30
Floating
21.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAC8
2000000.00000000
PA
USD
1909490.00000000
0.122367502862
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.42600000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
1517000.00000000
PA
USD
1598675.28000000
0.102449293738
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358NC91
5435.90000000
PA
USD
5551.67000000
0.000355772480
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
7.50000000
N
N
N
N
N
N
SS&C European Holdings Sarl
549300KY09TR3J12JU49
SS&C European Holdings Sarl 2018 Term Loan B4
78466DBE3
926915.98000000
PA
USD
918757.27000000
0.058877518534
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.83400000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
3005000.00000000
PA
USD
3193939.38000000
0.204679985872
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HHS0
1323995.55000000
PA
USD
1505236.84000000
0.096461397193
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group Inc
000000000
600000.00000000
PA
711619.29000000
0.045603315809
Long
DBT
CORP
US
Y
2
2028-01-15
Floating
4.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1000000.00000000
PA
USD
1212500.00000000
0.077701688524
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
3900000.00000000
PA
USD
3905850.00000000
0.250301971235
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.75000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
818000.00000000
PA
USD
821067.50000000
0.052617180323
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Regatta XIV Funding Ltd
N/A
Regatta XIV Funding Ltd
75888NAA6
1000000.00000000
PA
USD
963789.00000000
0.061763325922
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.07500000
N
N
N
N
N
N
Sunrise Oil & Gas Properties, LLC
N/A
Sunrise Oil & Gas Properties, LLC Second Out Term Loan
86771DAC1
106923.11000000
PA
USD
105319.26000000
0.006749265431
Long
LON
CORP
US
N
2
2023-01-17
Floating
8.00000000
N
N
N
N
N
N
Aegion Corporation
549300AG3DVJURRIT691
Aegion Corporation Term Loan
00771PAJ0
475000.00000000
PA
USD
480195.55000000
0.030772787675
Long
LON
CORP
US
N
2
2028-05-17
Floating
5.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
1252000.00000000
PA
USD
1091612.54000000
0.069954752637
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.30000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1614000.00000000
PA
USD
1676542.50000000
0.107439326295
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
1449000.00000000
PA
USD
1892538.90000000
0.121281210827
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QZ72
109196.06000000
PA
USD
121912.47000000
0.007812622491
Long
ABS-MBS
USGSE
US
N
2
2027-11-18
Fixed
7.00000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
140000.00000000
PA
172481.31000000
0.011053269299
Long
DBT
CORP
IT
Y
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
595000.00000000
PA
USD
643343.75000000
0.041227955197
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
CITY FOOTBALL GROUP LIMITED
213800K6VVWALRH9UJ69
City Football Group Limited Term Loan
17781XAB2
1375000.00000000
PA
USD
1373281.25000000
0.088005172737
Long
LON
CORP
GB
N
2
2028-07-21
Floating
4.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
431000.00000000
PA
USD
396974.71000000
0.025439674448
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
250000.00000000
PA
USD
257065.59000000
0.016473757034
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
EXPLORER II AS
98450067B64D440ED557
Explorer II AS
000000000
400000.00000000
PA
444183.17000000
0.028464975111
Long
DBT
CORP
NO
N
2
2025-02-24
Fixed
3.37500000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417RAA4
1551150.00000000
PA
USD
1595920.38000000
0.102272749094
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
3.85700000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
4709.19000000
0.000301783104
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
717000.00000000
CAD
570768.99000000
USD
2021-10-29
4709.19000000
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
100000.00000000
PA
115119.94000000
0.007377330903
Long
DBT
CORP
LU
Y
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
200000.00000000
PA
243774.74000000
0.015622027973
Long
DBT
CORP
LU
Y
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BPL6
146572.12000000
PA
USD
159447.81000000
0.010218032221
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
GreenSky Holdings, LLC
549300MOPD0ZSYHGVQ20
GreenSky Holdings, LLC 2018 Term Loan B
39571LAD2
1495750.00000000
PA
USD
1492010.63000000
0.095613810513
Long
LON
CORP
US
N
2
2025-03-31
Floating
3.37500000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
1954000.00000000
PA
USD
1778140.00000000
0.113950086955
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.12500000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
1239937.50000000
PA
USD
1231509.64000000
0.078919899762
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.33400000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2019-2 Ltd
13887VAA0
1000000.00000000
PA
USD
1000323.00000000
0.064104565913
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.27600000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
640643.90000000
PA
USD
309917.89000000
0.019860736789
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
883000.00000000
PA
USD
908386.25000000
0.058212903470
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
2600000.00000000
PA
USD
2594386.60000000
0.166258325365
Long
LON
CORP
US
N
2
2028-04-24
Floating
3.75000000
N
N
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
100000.00000000
PA
116721.13000000
0.007479941350
Long
DBT
CORP
FR
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
2321937.50000000
PA
USD
2270522.84000000
0.145503883300
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BFVY4
248243.91000000
PA
USD
211624.01000000
0.013561684873
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2NS7
943495.21000000
PA
USD
1055078.57000000
0.067613514569
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
8.00000000
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd
75888QAA9
1800000.00000000
PA
USD
1801791.00000000
0.115465734489
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.12600000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
1605000.00000000
PA
USD
1661175.00000000
0.106454517471
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2019 Term Loan B
90351HAD0
1690500.00000000
PA
USD
1671481.88000000
0.107115022197
Long
LON
CORP
US
N
2
2026-09-13
Floating
2.08400000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
709000.00000000
PA
854117.60000000
0.054735158530
Long
DBT
NUSS
CI
Y
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCN91
3496992.42000000
PA
USD
464623.35000000
0.029774860884
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
VIRGIN MEDIA IRELAND LIMITED
213800K1R3GMY77CNR32
Virgin Media Ireland Limited EUR Term Loan
000000000
1000000.00000000
PA
1155615.04000000
0.074056280323
Long
LON
CORP
IE
N
2
2029-07-15
None
0.00000000
N
N
N
N
N
N
Ineos Finance PLC
2138002D68XDR4LZCG32
Ineos Finance PLC 2017 EUR Term Loan B
000000000
1215112.24000000
PA
1402966.18000000
0.089907497838
Long
LON
CORP
GB
N
2
2024-04-01
Floating
2.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
1615000.00000000
PA
USD
1689693.75000000
0.108282109248
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
200000.00000000
PA
USD
216388.00000000
0.013866979774
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
1268000.00000000
PA
USD
1313965.00000000
0.084203958071
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
748000.00000000
PA
USD
735306.44000000
0.047121279976
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
224000.00000000
PA
USD
245210.00000000
0.015714004983
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
THAIHOTINVSTCOUSLTDALLIANCEHEA
N/A
THAIHOTINVSTCOUSLTDALLIANCEHEA
000000000
24.00000000
NS
USD
24192.00000000
0.001550316906
Long
EC
CORP
US
N
3
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
1261000.00000000
PA
USD
1377632.89000000
0.088284042655
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300Y43K78UTRMTN21
Palmer Square CLO 2019-1 Ltd
69700WAA5
2000000.00000000
PA
USD
2001846.00000000
0.128286032466
Long
ABS-CBDO
CORP
KY
N
2
2032-11-14
Floating
7.12500000
N
N
N
N
N
N
H Food Holdings LLC
549300JY2LK0EQ95YT44
H Food Holdings LLC 2018 Term Loan B
40422KAB7
749812.50000000
PA
USD
748607.55000000
0.047973666537
Long
LON
CORP
US
N
2
2025-05-23
Floating
3.77200000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
960000.00000000
PA
USD
987600.00000000
0.063289226875
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2021 2nd Lien Term Loan
03827FBA8
469869.96000000
PA
USD
477407.61000000
0.030594125700
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.25000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
365000.00000000
PA
USD
384242.80000000
0.024623764423
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc. 1st Lien Term Loan
74345HAB7
2500000.00000000
PA
USD
2488890.00000000
0.159497695300
Long
LON
CORP
US
N
2
2028-08-31
Floating
3.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
61691GAC4
1600000.00000000
PA
USD
1329997.76000000
0.085231399328
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.39600000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
200000.00000000
PA
222437.93000000
0.014254682682
Long
DBT
CORP
JP
Y
2
2027-01-06
Fixed
2.87500000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
120000.00000000
PA
USD
121383.55000000
0.007778727252
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Floating
3.33600000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2012-3 Ltd
14312GAC2
2000000.00000000
PA
USD
1838498.00000000
0.117818060988
Long
ABS-CBDO
CORP
KY
N
2
2032-01-14
Floating
6.63300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BTT35
512967.91000000
PA
USD
509955.61000000
0.032679927397
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Floating
1.08600000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AD2
610000.00000000
PA
USD
654621.50000000
0.041950677026
Long
DBT
CORP
MX
N
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
AIR FRANCE-KLM
969500AQW31GYO8JZD66
Air France-KLM
000000000
100000.00000000
PA
115253.96000000
0.007385919423
Long
DBT
CORP
FR
Y
2
2026-07-01
Fixed
3.87500000
N
N
N
N
N
N
Marcel LUX IV SARL
213800C9JTKV8DLW6403
Marcel LUX IV SARL 2020 USD Term Loan B
000000000
94905.33000000
PA
USD
94905.33000000
0.006081900528
Long
LON
CORP
LU
N
2
2027-12-31
Floating
4.75000000
N
N
N
N
N
N
Nielsen Consumer Inc.
N/A
Nielsen Consumer Inc. 2021 USD Term Loan B
45674PAC8
672588.48000000
PA
USD
675278.83000000
0.043274478611
Long
LON
CORP
US
N
2
2028-03-06
Floating
4.08400000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
1098000.00000000
PA
USD
1156194.00000000
0.074093382319
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
HERENS MIDCO SARL
222100BJH5XPZD1JHF79
Herens Midco Sarl
000000000
216000.00000000
PA
243479.36000000
0.015603098880
Long
DBT
CORP
LU
Y
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Wellfleet CLO Ltd
2549001JCRYETQY84B65
Wellfleet CLO 2020-1 Ltd
94949HAC3
2000000.00000000
PA
USD
2003674.00000000
0.128403177775
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
7.36600000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
816000.00000000
PA
USD
916980.00000000
0.058763624200
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Standard Industries Inc.
N/A
Standard Industries Inc. 2021 Term Loan B
000000000
1775000.00000000
PA
USD
1778205.65000000
0.113954294060
Long
LON
CORP
US
N
2
2028-09-22
None
0.00000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
436000.00000000
PA
USD
450715.00000000
0.028883560035
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
1132000.00000000
PA
USD
1181525.00000000
0.075716690749
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HEC3
22098.63000000
PA
USD
23008.28000000
0.001474459551
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
91000.00000000
PA
98428.79000000
0.006307697470
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
40000.00000000
NS
USD
938800.00000000
0.060161934174
Long
EP
CORP
BM
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9Z50
2315411.73000000
PA
USD
126386.98000000
0.008099366394
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.40300000
N
N
N
N
N
N
Tiger Acquisition, LLC
25490011XE2GWJKY5N51
Tiger Acquisition, LLC 2021 Term Loan
88675UAB8
500000.00000000
PA
USD
499375.00000000
0.032001880995
Long
LON
CORP
US
N
2
2028-06-01
Floating
3.75000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
1472000.00000000
PA
USD
1516160.00000000
0.097161395524
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAB0
424000.00000000
PA
USD
435583.68000000
0.027913886539
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2021 DIP Term Loan
000000000
625000.00000000
PA
USD
628125.00000000
0.040252678849
Long
LON
CORP
LU
N
2
2022-10-13
Floating
5.75000000
N
N
N
N
N
N
2021-10-19
Eaton Vance Ltd Duration Income Fund
James Kirchner
James Kirchner
Treasurer