0001752724-23-195245.txt : 20230828
0001752724-23-195245.hdr.sgml : 20230828
20230828141549
ACCESSION NUMBER: 0001752724-23-195245
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nuveen Multi-Asset Income Fund
CENTRAL INDEX KEY: 0001861115
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23669
FILM NUMBER: 231214216
BUSINESS ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001861115
XXXXXXXX
Nuveen Multi-Asset Income Fund
811-23669
0001861115
549300VLJPKC3DNIJ668
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Multi-Asset Income Fund
549300VLJPKC3DNIJ668
2023-12-31
2023-06-30
N
614518911.00
157331345.00
457187566.00
0.00000000
0.00000000
139601000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3070895.00000000
0.00000000
0.00000000
306678.00000000
USD
N
50% MSCI All Country World , 50% Bloomberg US High Yield Corporate
50% MSCI_EM:AC_WORLD_FREE, 50% LMI:LHMN2814
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media Inc., Term Loan B
39854KAB6
97740.64000000
PA
USD
95297.61000000
0.020844313600
Long
LON
CORP
US
N
2
2028-10-12
Variable
9.19897000
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc., Term Loan
87168TAB7
650704.69000000
PA
USD
598446.60000000
0.130897391903
Long
LON
CORP
US
N
2
2029-05-10
Variable
12.24187000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0515015
15200.00000000
NS
USD
288192.00000000
0.063035835055
Long
EP
CORP
BM
N
1
N
N
N
BALLY'S CORP
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc., Term Loan B
05875CAB0
203538.59000000
PA
USD
199306.01000000
0.043593926174
Long
LON
CORP
US
N
2
2028-10-01
Variable
8.39629000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
16896.00000000
NS
USD
1017477.12000000
0.222551354338
Long
EC
CORP
US
N
1
N
N
N
riverbed technology inc
N/A
riverbed technology inc
N/A
3287.69000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
2458.00000000
NS
USD
309585.10000000
0.067715118044
Long
EC
CORP
US
N
1
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC, Term Loan B
53627MAB9
117024.74000000
PA
USD
116805.90000000
0.025548791937
Long
LON
CORP
US
N
2
2025-03-24
Variable
7.45249000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
966422.75000000
PA
USD
914380.05000000
0.200001075707
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
494290901
6355.00000000
NS
81181.36000000
0.017756685885
Long
EC
CORP
DE
N
1
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAJ6
335000.00000000
PA
USD
307664.00000000
0.067294918514
Long
DBT
CORP
ID
N
2
2029-07-17
Fixed
3.87500000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
200000.00000000
PA
USD
129557.46000000
0.028337922908
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
200000.00000000
PA
USD
206122.56000000
0.045084900668
Long
DBT
CORP
FR
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 9.25 05/17/2172
USD
XXXX
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2177.00000000
NS
USD
119081.90000000
0.026046618249
Long
EC
CORP
US
N
1
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAD9
200000.00000000
PA
USD
194514.40000000
0.042545863987
Long
DBT
NUSS
TR
Y
2
2024-05-03
Fixed
6.12500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc., Term Loan B
52729KAP1
50000.00000000
PA
USD
46703.25000000
0.010215336871
Long
LON
CORP
US
N
2
2027-03-01
Variable
6.96697000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc., Term Loan B5
05350NAL8
42062.83000000
PA
USD
42097.95000000
0.009208026011
Long
LON
CORP
US
N
2
2027-11-06
Variable
7.45249000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
295000.00000000
PA
USD
251561.25000000
0.055023642090
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc., Term Loan B
15669GAH7
27435.44000000
PA
USD
21245.32000000
0.004646959274
Long
LON
CORP
US
N
2
2027-03-15
Variable
7.46697000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
199014.00000000
PA
USD
146026.52000000
0.031940177480
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
200000.00000000
PA
USD
173547.61000000
0.037959827192
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.12500000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.125 01/18/2033
USD
XXXX
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
200000.00000000
PA
USD
179704.40000000
0.039306493300
Long
DBT
CORP
US
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
200000.00000000
PA
USD
183000.00000000
0.040027335301
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383UW55
431149.80000000
PA
USD
396186.18000000
0.086657251741
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C European Holdings Sarl, Term Loan B4
78466DBE3
168181.23000000
PA
USD
168263.64000000
0.036804071788
Long
LON
CORP
US
N
2
2025-04-16
Variable
6.96697000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
645000.00000000
PA
USD
543535.05000000
0.118886664997
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan B
75025KAH1
599785.01000000
PA
USD
502095.03000000
0.109822547098
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.47748000
N
N
N
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
185000.00000000
PA
USD
175740.75000000
0.038439529652
Long
DBT
CORP
NL
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
7800.00000000
NS
USD
111540.00000000
0.024396988959
Long
EP
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
33900.00000000
NS
USD
570537.00000000
0.124792763939
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
730968906
15721.00000000
NS
992088.76000000
0.216998193691
Long
EC
CORP
FR
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
320000.00000000
PA
USD
259313.87000000
0.056719361873
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2171
USD
XXXX
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
3109.00000000
NS
USD
452514.95000000
0.098977965205
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
44510.00000000
NS
USD
5458261.30000000
1.193877897370
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
12413.00000000
NS
USD
865186.10000000
0.189240951491
Long
EC
CORP
IN
N
1
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
403187909
4559.00000000
NS
144317.20000000
0.031566300296
Long
EC
CORP
FR
N
1
N
N
N
ENTAIN HOLDINGS GIBRALTA
213800ATWJIEYQ8NF838
GVC Holdings (Gibraltar) Limited, Term Loan B
36270BAB8
134662.50000000
PA
USD
134628.83000000
0.029447176610
Long
LON
CORP
GI
N
2
2029-10-31
Variable
8.43681000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
412000.00000000
PA
USD
258704.36000000
0.056586044599
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC, Term Loan
48254EAF8
119400.00000000
PA
USD
118952.25000000
0.026018260085
Long
LON
CORP
US
N
2
2028-09-23
Variable
9.10249000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
700000.00000000
PA
USD
208814.88000000
0.045673788074
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
25000.00000000
NS
USD
633000.00000000
0.138455208994
Long
EP
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
20235.00000000
NS
USD
1294028.25000000
0.283040998100
Long
EC
CORP
US
N
1
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
First Student Bidco Inc, Term Loan B
33718FAD2
137931.73000000
PA
USD
133793.78000000
0.029264527285
Long
LON
CORP
US
N
2
2028-07-21
Variable
8.52871000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc., Exit Term Loan
BL3791722
383058.37000000
PA
USD
104000.35000000
0.022747851808
Long
LON
CORP
US
N
2
2026-12-07
Variable
13.33000000
N
N
Y
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R01
207932AB0
425000.00000000
PA
USD
436221.02000000
0.095414016574
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
8.81655000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1537.00000000
NS
USD
684533.69000000
0.149727101283
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
20012.00000000
NS
USD
2910545.28000000
0.636619518213
Long
EC
CORP
US
N
1
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Limited, Term Loan B
44332EAW6
243709.13000000
PA
USD
244538.96000000
0.053487666372
Long
LON
CORP
US
N
2
2030-06-08
Variable
9.34059000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
200000.00000000
PA
USD
171010.80000000
0.037404954272
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
320000.00000000
PA
USD
303991.52000000
0.066491642075
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACH8
200000.00000000
PA
USD
198399.11000000
0.043395561199
Long
DBT
CORP
US
Y
2
2028-06-26
Fixed
5.68000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAS9
300000.00000000
PA
USD
236152.58000000
0.051653325147
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
AX1032579
300000.00000000
PA
62801.56000000
0.013736497811
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAB2
35000.00000000
PA
USD
35788.74000000
0.007828021289
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.66655000
N
N
N
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr Ing hc F Porsche AG
N/A
3960.00000000
NS
491945.56000000
0.107602567651
Long
EC
CORP
DE
N
2
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2022-3
74938XAV1
94753.65000000
PA
USD
76699.60000000
0.016776396757
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
3.00000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AG9
200000.00000000
PA
USD
173003.20000000
0.037840749151
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90016LAA4
200000.00000000
PA
USD
180424.80000000
0.039464065389
Long
DBT
NUSS
TR
Y
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
NETLINK NBN TRUST
25490032IBVZHHXJIM98
NETLINK NBN TRUST
N/A
80000.00000000
NS
50631.94000000
0.011074653766
Long
EC
CORP
SG
Y
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
455000.00000000
PA
USD
377650.00000000
0.082602858888
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, (The), Term Loan C
42804VBC4
72107.55000000
PA
USD
72080.87000000
0.015766148373
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.48870000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
340000.00000000
PA
USD
336100.51000000
0.073514796769
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
1350.00000000
NS
USD
285066.00000000
0.062352089426
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
H9870Y105
1882.00000000
NS
895245.98000000
0.195815907206
Long
EC
CORP
CH
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
73493.00000000
NS
800555.09000000
0.175104300627
Long
EC
CORP
FI
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
H50524133
2589.00000000
NS
1547477.73000000
0.338477650111
Long
EC
CORP
CH
N
1
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
200000.00000000
PA
USD
194245.60000000
0.042487069738
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
3188.00000000
NS
USD
182927.44000000
0.040011464353
Long
EC
CORP
US
N
1
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419106
17821.00000000
NS
USD
1975279.64000000
0.432050166473
Long
EC
CORP
MX
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1255.00000000
NS
USD
489500.20000000
0.107067697462
Long
EC
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
805000.00000000
PA
USD
795652.34000000
0.174031928943
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 7.875 03/23/2172
USD
XXXX
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676602
24200.00000000
NS
USD
558778.00000000
0.122220734235
Long
EP
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
815000.00000000
PA
USD
806194.17000000
0.176337728747
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
7.46655000
N
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
55907.00000000
NS
361715.92000000
0.079117619747
Long
EC
CORP
AU
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAE0
220000.00000000
PA
USD
120802.00000000
0.026422853328
Long
DBT
NUSS
EG
Y
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
20002.00000000
NS
USD
291629.16000000
0.063787640278
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XG2
1167623.91000000
PA
USD
827214.84000000
0.180935550640
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
305000.00000000
PA
USD
306485.66000000
0.067037181846
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
16172.00000000
NS
USD
205384.40000000
0.044923443959
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
25000.00000000
PA
USD
20726.06000000
0.004533382257
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
-43127980.00000000
PA
USD
-43127980.00000000
-9.43332304011
Short
RA
CORP
US
N
N/A
Reverse repurchase
N
5.15000000
2049-12-31
56145000.00000000
USD
47488187.80000000
USD
AMBS
915000.00000000
USD
797756.38000000
USD
ACMO
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
640000.00000000
PA
USD
536256.00000000
0.117294528521
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.125 02/16/2172
USD
XXXX
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
19809.00000000
NS
USD
524146.14000000
0.114645755698
Long
EC
CORP
US
N
1
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
13644.00000000
NS
943997.66000000
0.206479294320
Long
EC
CORP
IT
N
2
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
450000.00000000
PA
USD
377444.92000000
0.082558002025
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
185242.48000000
0.040517829830
Long
DBT
CORP
VG
Y
2
2026-05-12
Fixed
3.37500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
610000.00000000
PA
USD
545103.31000000
0.119229688324
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-GR2
36267BAD9
459585.99000000
PA
USD
372017.99000000
0.081370977180
Long
ABS-CBDO
CORP
US
Y
2
2052-08-26
Variable
3.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321847
80000.00000000
PA
USD
74236.80000000
0.016237711941
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
N/A
660.00000000
NS
83855.60000000
0.018341618678
Long
EC
CORP
BE
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274409
7422.00000000
NS
USD
499723.26000000
0.109303773147
Long
EC
CORP
GB
N
1
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
462652AA6
250000.00000000
PA
USD
229455.00000000
0.050188372795
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
435000.00000000
PA
USD
350725.60000000
0.076713722350
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
25814.00000000
NS
USD
565584.74000000
0.123709563002
Long
EP
CORP
US
N
1
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
N/A
2870.00000000
NS
USD
28700.00000000
0.006277511055
Long
DE
CORP
US
N
2
N/A
N/A
Call
Purchased
FIELDWOOD EQUITY FW EMERGENCE EQUITY
FIELDWOOD EQUITY FW EMERGENCE EQUITY
1.00000000
166.09000000
USD
2031-09-01
XXXX
4305.00000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAA4
500000.00000000
PA
USD
497500.00000000
0.108817482582
Long
DBT
CORP
ZA
Y
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
625000.00000000
PA
USD
583741.63000000
0.127680994281
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAS0
200000.00000000
PA
USD
201289.26000000
0.044027719686
Long
DBT
CORP
CL
Y
2
2033-06-23
Fixed
6.12500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAV1
325000.00000000
PA
USD
261540.50000000
0.057206389554
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
Kronos Acquisition Holdings Inc., Term Loan B
49387TAW6
109734.31000000
PA
USD
107170.92000000
0.023441346171
Long
LON
CORP
US
N
2
2026-12-22
Variable
8.94300000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc, Term Loan B
23345NAB1
1253.19000000
PA
USD
1255.93000000
0.000274707820
Long
LON
CORP
US
N
2
2028-06-10
Variable
7.19300000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan B1
64072UAE2
48095.93000000
PA
USD
46452.73000000
0.010160540980
Long
LON
CORP
US
N
2
2025-07-17
Variable
7.44329000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2023-PJ1
36267TBP2
274524.97000000
PA
USD
232472.52000000
0.050848390745
Long
ABS-CBDO
USGSE
US
Y
2
2053-02-25
Variable
3.50000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
G07034104
54700.00000000
NS
932950.45000000
0.204062953453
Long
EC
CORP
HK
N
1
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corporation, Term Loan
31732FAR7
244375.00000000
PA
USD
243808.05000000
0.053327795445
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.71697000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGV30
3747419.16000000
PA
USD
3317955.67000000
0.725731825786
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
660000.00000000
PA
USD
645150.00000000
0.141112761583
Long
DBT
CORP
FR
Y
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 9.375 05/22/2172
USD
XXXX
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H201
18300.00000000
NS
USD
466833.00000000
0.102109732354
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
985000.00000000
PA
USD
953381.50000000
0.208531808583
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.75000000
N
N
N
N
Y
BNP Paribas SA
BNP PARIBAS SA 7.75 12/30/2049
USD
XXXX
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc., Term Loan
12541HAT0
113275.00000000
PA
USD
112864.38000000
0.024686668753
Long
LON
CORP
US
N
2
2028-09-30
Variable
8.44300000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
12933.00000000
NS
USD
750631.32000000
0.164184543898
Long
EC
CORP
KY
N
1
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
B01BN5908
99677.00000000
NS
850161.20000000
0.185954576026
Long
EC
CORP
IT
N
1
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
200000.00000000
PA
USD
157439.92000000
0.034436614577
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
145000.00000000
PA
USD
129816.18000000
0.028394512373
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc., Term Loan
92555WAD7
123750.00000000
PA
USD
120114.84000000
0.026272551778
Long
LON
CORP
US
N
2
2029-03-04
Variable
9.60249000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
15100.00000000
NS
USD
932727.00000000
0.204014078545
Long
EC
CORP
US
N
1
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AN4
200000.00000000
PA
USD
201650.00000000
0.044106623844
Long
DBT
NUSS
MA
Y
2
2028-03-08
Fixed
5.95000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A., Term Loan B
N/A
351771.89000000
PA
USD
350797.48000000
0.076729444562
Long
LON
CORP
LU
N
2
2029-01-27
Variable
9.44345000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
1750.00000000
NS
USD
184817.50000000
0.040424874547
Long
EC
CORP
US
N
1
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
B01FLR903
44000.00000000
NS
281024.19000000
0.061468029950
Long
EC
CORP
HK
N
1
N
N
N
VICTORY BUYER LLC
549300G9TEUHGC81N056
Victory Buyer LLC, Term Loan
92643PAB0
303323.24000000
PA
USD
275456.93000000
0.060250310919
Long
LON
CORP
US
N
2
2028-11-18
Variable
9.25787000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BQ3
1010000.00000000
PA
USD
934250.00000000
0.204347202215
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 6 09/30/2171
USD
XXXX
N
N
N
APPLOVIN CORP
549300LLVXMUAOL3SQ07
AppLovin Corporation, Term Loan B
03835EAF1
120943.81000000
PA
USD
120781.75000000
0.026418424074
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.20249000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAN2
200000.00000000
PA
USD
199750.00000000
0.043691039489
Long
DBT
CORP
CL
Y
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
HILTON GRAND VAC BORROWER
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC, Term Loan B
43283LAH4
218819.82000000
PA
USD
218448.92000000
0.047781028235
Long
LON
CORP
US
N
2
2028-08-02
Variable
8.23870000
N
N
N
N
N
N
Belk Inc
N/A
Belk Inc
942KDH907
1.00000000
NS
USD
8.00000000
0.000001749828
Long
EC
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
3456931.97000000
PA
USD
3244561.65000000
0.709678453941
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-PJ5
362925CB3
264019.32000000
PA
USD
213056.46000000
0.046601542964
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
380000.00000000
PA
USD
368437.81000000
0.080587889391
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2172
USD
XXXX
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
325000.00000000
PA
USD
292500.00000000
0.063978117900
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd., Term Loan B
24736CBS2
292500.00000000
PA
USD
304200.00000000
0.066537242616
Long
LON
CORP
KY
N
2
2027-10-20
Variable
8.79845000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc., Term Loan, First Lien
87817JAE8
112372.15000000
PA
USD
99940.98000000
0.021859951458
Long
LON
CORP
US
N
2
2024-02-06
Variable
7.94300000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1542.00000000
NS
USD
866557.74000000
0.189540968399
Long
EC
CORP
US
N
1
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
647217009
18900.00000000
NS
854871.51000000
0.186984855576
Long
EC
CORP
JP
N
1
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
B.C. Unlimited Liability Company, Term Loan B4
C6901LAH0
507890.33000000
PA
USD
505137.56000000
0.110488035451
Long
LON
CORP
CA
N
2
2026-11-19
Variable
6.94171000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
200000.00000000
PA
USD
145104.00000000
0.031738395965
Long
DBT
CORP
MA
Y
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
CLUBCORP HOLDINGS INC
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc., Term Loan B
18948TAB9
694657.85000000
PA
USD
667986.46000000
0.146107748695
Long
LON
CORP
US
N
2
2024-09-18
Variable
8.28786000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC, Term Loan B
88023HAF7
332868.68000000
PA
USD
333374.64000000
0.072918571018
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.10249000
N
N
N
N
N
N
Qube Holdings Ltd
391200RT2MUFEO3RFW25
Qube Holdings Ltd
N/A
113604.00000000
NS
216524.71000000
0.047360148460
Long
EC
CORP
AU
N
1
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
380000.00000000
PA
USD
358260.20000000
0.078361754921
Long
DBT
CORP
FI
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.625 09/26/2171
USD
XXXX
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
4706.00000000
NS
USD
266030.18000000
0.058188411012
Long
EC
CORP
US
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
200000.00000000
PA
USD
154385.96000000
0.033768626157
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
5400.00000000
NS
USD
185760.00000000
0.040631026260
Long
EC
CORP
US
N
1
N
N
N
WIN WASTE INNOVATIONS HO
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc., Term Loan B
38723BAJ0
46954.20000000
PA
USD
40621.25000000
0.008885029476
Long
LON
CORP
US
N
2
2028-03-25
Variable
7.96697000
N
N
N
N
N
N
ZURN LLC
549300XLZXRC2KJ6VK87
Zurn Holdings, Inc., Term Loan B
76168JAS5
64038.64000000
PA
USD
64071.94000000
0.014014366261
Long
LON
CORP
US
N
2
2028-10-04
Variable
7.19300000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
13214.00000000
NS
USD
2013285.04000000
0.440363034719
Long
EC
CORP
US
N
1
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6709046
127000.00000000
PA
USD
121767.60000000
0.026634057672
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corp., Term Loan B
71360HAB3
118143.24000000
PA
USD
116307.88000000
0.025439860715
Long
LON
CORP
US
N
2
2028-02-01
Variable
8.95249000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
33854.00000000
NS
USD
1354160.00000000
0.296193532087
Long
EC
CORP
US
N
1
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
AO4052764
20000.00000000
PA
USD
16413.01000000
0.003589994833
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC, Term Loan, Second Lien
00076VAY6
80000.00000000
PA
USD
74800.00000000
0.016360899893
Long
LON
CORP
US
N
2
2029-12-20
Variable
11.20249000
N
N
N
N
N
N
PAKISTAN WATER & POWER
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
BP8111539
200000.00000000
PA
USD
84591.20000000
0.018502515442
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
205000.00000000
PA
USD
151507.25000000
0.033138969925
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
Bright Bidco BV
549300IL6Q1JWU688H15
Bright Bidco BV
N/A
4217.45000000
NS
USD
1720.72000000
0.000376370690
Long
EC
CORP
NL
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GD7
115000.00000000
PA
USD
115402.50000000
0.025241828208
Long
DBT
CORP
US
N
2
N/A
Variable
9.34071000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp., Term Loan B
35906EAQ3
376282.06000000
PA
USD
365646.45000000
0.079977339103
Long
LON
CORP
US
N
2
2027-10-08
Variable
9.00000000
N
N
N
N
N
N
AVSC HOLDING CORP
549300CLJBQ9YSR4U689
AVSC Holding Corp., Term Loan B3
00241YAS3
158745.83000000
PA
USD
165690.96000000
0.036241353073
Long
LON
CORP
US
N
2
2026-12-04
Fixed
15.00000000
N
N
Y
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
250000.00000000
PA
USD
226925.00000000
0.049634989417
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
14542.00000000
NS
USD
1656915.48000000
0.362414816854
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
7286.00000000
NS
USD
713736.56000000
0.156114604394
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2022-INV1 Trust
95003NAS5
230969.83000000
PA
USD
194151.32000000
0.042466448004
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.50000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
11432.00000000
NS
USD
260763.92000000
0.057036529291
Long
EP
CORP
BM
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
10183.00000000
NS
USD
2083645.46000000
0.455752871459
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
3000.00000000
NS
USD
172770.00000000
0.037789741639
Long
EC
CORP
US
N
1
N
N
N
INSTRUCTURE HOLDINGS INC
N/A
Instructure Holdings, Inc., Term Loan B
45783UAB7
247500.00000000
PA
USD
247965.30000000
0.054237104952
Long
LON
CORP
US
N
2
2028-10-29
Variable
7.85229000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc., Term Loan B4
12685LAG5
119733.78000000
PA
USD
117877.91000000
0.025783271192
Long
LON
CORP
US
N
2
2028-05-03
Variable
7.19300000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
670.00000000
NS
USD
181965.30000000
0.039801016810
Long
EC
CORP
US
N
1
N
N
N
CROWN FINANCE US INC
N/A
Crown Finance US, Inc., Term Loan
22834KAB7
367448.71000000
PA
USD
113515.93000000
0.024829181378
Long
LON
CORP
US
N
2
2025-02-28
Variable
0.00000000
Y
N
N
N
N
N
24 Hour Fitness Worldwide Inc
N/A
24 Hour Fitness Worldwide Inc
N/A
83128.00000000
NS
USD
498.77000000
0.000109095267
Long
EC
CORP
US
N
2
N
N
N
GENESYS CLOUD SERVICES
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC, Term Loan B4
39479UAQ6
242341.73000000
PA
USD
242016.99000000
0.052936039384
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.19300000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
20222.00000000
NS
USD
506156.66000000
0.110710941775
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
RECEIVE USD [748343.72] PAY EUR [-692251.67] on 20230523 @ 1.081028
EUR230714
1.00000000
NC
USD
-7366.12000000
-0.00161118117
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
692251.67000000
EUR
748343.72000000
USD
2023-07-14
-7366.12000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
57526.00000000
NS
USD
2137090.90000000
0.467442918165
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
290000.00000000
PA
USD
259598.34000000
0.056781583600
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7 02/16/2172
USD
XXXX
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
3944.00000000
NS
USD
687044.80000000
0.150276352878
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
12184.00000000
NS
USD
321048.40000000
0.070222469698
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2104214
622513.00000000
PA
USD
214473.74000000
0.046911542646
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
1.00000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
39600.00000000
NS
USD
780912.00000000
0.170807794890
Long
EC
CORP
US
N
1
N
N
N
WILLIAM MORRIS ENDEAVOR EN
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC, Term Loan, First Lien
96925HAF9
270014.85000000
PA
USD
269825.84000000
0.059018630441
Long
LON
CORP
US
N
2
2025-05-16
Variable
7.95000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
EK7732887
2875000.00000000
PA
124951.85000000
0.027330544243
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6709004
32000.00000000
PA
USD
31171.52000000
0.006818103185
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
626073902
21000.00000000
NS
232728.86000000
0.050904459637
Long
EC
CORP
TW
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
600000.00000000
PA
USD
571785.60000000
0.125065868479
Long
DBT
CORP
ES
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2172
USD
XXXX
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05970AAA0
200000.00000000
PA
USD
194750.00000000
0.042597396448
Long
DBT
CORP
MX
Y
2
2025-10-14
Fixed
4.37500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
EK6047337
1290000.00000000
PA
USD
1273556.27000000
0.278563190408
Long
DBT
CORP
AU
N
2
2044-12-02
Fixed
6.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan B6
64072UAM4
326377.38000000
PA
USD
301491.10000000
0.065944728689
Long
LON
CORP
US
N
2
2028-01-18
Variable
9.64699000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
1502038.00000000
PA
USD
1410387.05000000
0.308491996477
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage, Inc, Term Loan, First Lien
75605VAD4
16840.30000000
PA
USD
16497.18000000
0.003608405220
Long
LON
CORP
US
N
2
2028-04-22
Variable
8.19300000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
529900JXALYBOHXKFM62
Scientific Games International, Inc., Term Loan
80875AAT8
192114.87000000
PA
USD
192160.02000000
0.042030893727
Long
LON
CORP
US
N
2
2029-04-07
Variable
8.24763000
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya Inc
N/A
21660.00000000
NS
USD
270750.00000000
0.059220770671
Long
EC
CORP
US
N
2
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS Styrolution US Holding LLC, Term Loan B
N/A
78301.51000000
PA
USD
78233.00000000
0.017111795205
Long
LON
CORP
US
N
2
2026-01-29
Variable
7.96697000
N
N
N
N
N
N
CENTURI GROUP INC
N/A
Centuri Group, Inc, Term Loan B
15643XAC2
197061.69000000
PA
USD
196384.78000000
0.042954969602
Long
LON
CORP
US
N
2
2028-08-27
Variable
7.58367000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
200000.00000000
PA
USD
170297.33000000
0.037248897971
Long
DBT
CORP
BR
Y
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAB5
1035000.00000000
PA
USD
1014341.40000000
0.221865482667
Long
DBT
CORP
US
N
2
N/A
Variable
8.65400000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
17000.00000000
NS
942708.72000000
0.206197366268
Long
EC
CORP
JP
N
1
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
15413.00000000
NS
2494542.37000000
0.545627780699
Long
EC
CORP
ES
Y
1
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS
032523AB8
200000.00000000
PA
USD
161095.67000000
0.035236231687
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
6057.00000000
NS
USD
1738237.86000000
0.380202347847
Long
EC
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AZ8693857
850000000.00000000
PA
58939.63000000
0.012891783238
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Enav SpA
81560048ECF8D2059980
Enav SpA
N/A
41688.00000000
NS
177631.33000000
0.038853053584
Long
EC
CORP
IT
Y
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
115000.00000000
PA
USD
90505.00000000
0.019796032685
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation, Term Loan C
22282GAD9
16724.74000000
PA
USD
16604.07000000
0.003631785121
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.60249000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
655000.00000000
PA
USD
640540.74000000
0.140104584559
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.875 06/18/2172
USD
XXXX
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corporation, Term Loan
62886VAP5
230845.07000000
PA
USD
230556.51000000
0.050429304544
Long
LON
CORP
US
N
2
2026-08-28
Variable
7.78000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
409000.00000000
PA
USD
408999.44000000
0.089459878267
Long
DBT
CORP
US
N
2
N/A
Variable
8.88200000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
200000.00000000
PA
USD
171858.65000000
0.037590403322
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
ZELIS PAYMENTS BUYER INC
549300U8NGLZN5R1Y309
Zelis Healthcare Corporation, Term Loan
98932TAD5
234526.99000000
PA
USD
234606.73000000
0.051315203528
Long
LON
CORP
US
N
2
2026-09-30
Variable
8.69300000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
1242.00000000
NS
USD
149064.84000000
0.032604744985
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
1190000.00000000
PA
USD
968362.50000000
0.211808581863
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond (BC) B.V., Term Loan B
N/A
136943.31000000
PA
USD
136961.80000000
0.029957463891
Long
LON
CORP
NL
N
2
2028-09-29
Variable
8.05703000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BQ5680468
190000.00000000
PA
145693.58000000
0.031867353977
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V100
5049.00000000
NS
USD
171363.06000000
0.037482003611
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EH6944449
3600000.00000000
PA
204844.77000000
0.044805411440
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE55
2845013.64000000
PA
USD
2671413.84000000
0.584314631163
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B7
04649VAW0
232260.79000000
PA
USD
232316.53000000
0.050814271270
Long
LON
CORP
US
N
2
2024-11-03
Variable
8.53786000
N
N
N
N
N
N
Cleanaway Waste Management Ltd
549300D5C72CV6CIBS66
Cleanaway Waste Management Ltd
N/A
166992.00000000
NS
288893.71000000
0.063189319107
Long
EC
CORP
AU
N
1
N
N
N
LSCS HOLDINGS INC
N/A
LSCS Holdings, Inc., Term Loan, First Lien
N/A
245312.50000000
PA
USD
240099.61000000
0.052516653525
Long
LON
CORP
US
N
2
2028-12-16
Variable
9.69300000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX Inc., Term Loan
96208UAT8
93643.01000000
PA
USD
93701.54000000
0.020495207430
Long
LON
CORP
US
N
2
2028-04-01
Variable
7.46697000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
400000.00000000
PA
USD
258000.00000000
0.056431980916
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
Hub International Limited, Term Loan B
44332EAV8
64837.50000000
PA
USD
64884.18000000
0.014192026385
Long
LON
CORP
US
N
2
2029-11-10
Variable
9.05947000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
2064050.34000000
PA
USD
1937464.75000000
0.423778968214
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
62987BAB8
200000.00000000
PA
USD
189754.00000000
0.041504628321
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177J102
4760.00000000
NS
USD
125759.20000000
0.027507134785
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
2295.00000000
NS
USD
1235582.10000000
0.270257153056
Long
EC
CORP
US
N
1
N
N
N
ABG INTERMEDIATE HLDGS 2
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC, Term Loan B1
00076VAZ3
331650.00000000
PA
USD
330737.96000000
0.072341853671
Long
LON
CORP
US
N
2
2028-12-21
Variable
8.70249000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCC7
800852.00000000
PA
USD
646265.94000000
0.141356849586
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corporation, Term Loan B
N/A
250000.00000000
PA
USD
249062.50000000
0.054477093981
Long
LON
CORP
CA
N
2
2026-10-30
Variable
9.42713000
N
N
N
N
N
N
Raizen SA
N/A
Raizen SA
N/A
316133.00000000
NS
290502.74000000
0.063541260000
Long
EC
CORP
BR
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
200000.00000000
PA
USD
175111.57000000
0.038301909986
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
MLN US Holdco LLC
549300QKU7NPW6O86862
MLN US HoldCo LLC, Term Loan B2
55292HAM5
151386.24000000
PA
USD
76071.59000000
0.016639033004
Long
LON
CORP
US
N
2
2027-10-18
Variable
11.78188000
N
N
N
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
670909902
851500.00000000
NS
310875.46000000
0.067997356691
Long
EC
CORP
ID
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
3601.00000000
NS
USD
1730784.64000000
0.378572115410
Long
EC
CORP
US
N
1
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
200000.00000000
PA
USD
194828.40000000
0.042614544770
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
J10038115
4200.00000000
NS
860602.25000000
0.188238332360
Long
EC
CORP
JP
N
1
N
N
N
Casella Waste Systems Inc
8EU0XUFVJ48U37IIDH51
Casella Waste Systems Inc
147448104
5781.00000000
NS
USD
522891.45000000
0.114371319101
Long
EC
CORP
US
N
1
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
AT4545436
6150000.00000000
PA
177759.82000000
0.038881158023
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
NEW TROJAN PARENT INC
254900KQOFMPF9290333
New Trojan Parent, Inc., Term Loan, First Lien
64900YAB8
27277.96000000
PA
USD
15403.59000000
0.003369205802
Long
LON
CORP
US
N
2
2028-01-06
Variable
8.45507000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. , Term Loan B
76173FAY3
147689.06000000
PA
USD
147428.39000000
0.032246806554
Long
LON
CORP
US
N
2
2028-09-24
Variable
8.46697000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
375000.00000000
PA
USD
366328.13000000
0.080126442021
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
250000.00000000
PA
USD
229375.00000000
0.050170874507
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
N/A
124213.00000000
NS
3705480.49000000
0.810494590310
Long
EC
CORP
GB
N
1
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
26566.00000000
NS
USD
565855.80000000
0.123768851578
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
130000.00000000
PA
USD
98646.71000000
0.021576857582
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
345000.00000000
PA
USD
303651.75000000
0.066417324656
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
N/A
438000.00000000
NS
400029.60000000
0.087497917648
Long
EC
CORP
HK
N
1
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CP3
245000.00000000
PA
USD
212464.00000000
0.046471955013
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
200000.00000000
PA
USD
141111.20000000
0.030865056378
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
790000.00000000
PA
USD
915865.65000000
0.200326018927
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
BMMV2K903
38300.00000000
NS
1623964.84000000
0.355207569227
Long
EC
CORP
HK
N
1
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC, Term Loan B
00687MAC5
236533.49000000
PA
USD
236829.16000000
0.051801312549
Long
LON
CORP
US
N
2
2028-04-08
Variable
8.33367000
N
N
N
N
N
N
8TH AVENUE FOOD & PRO
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc., Term Loan, First Lien
28253PAC3
262356.28000000
PA
USD
242491.97000000
0.053039931099
Long
LON
CORP
US
N
2
2025-10-01
Variable
8.96697000
N
N
N
N
N
N
Kamigumi Co Ltd
N/A
Kamigumi Co Ltd
648266005
19200.00000000
NS
435339.19000000
0.095221135125
Long
EC
CORP
JP
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
N/A
153900.00000000
NS
1602072.45000000
0.350419077232
Long
EC
CORP
HK
N
1
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
200000.00000000
PA
USD
168380.88000000
0.036829715530
Long
DBT
CORP
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
395000.00000000
PA
USD
383643.75000000
0.083913863484
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBS4
1534045.02000000
PA
USD
1415671.42000000
0.309647839372
Long
ABS-MBS
USGSE
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
1055000.00000000
PA
USD
1033794.50000000
0.226120432155
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.75 12/15/2171
USD
XXXX
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
200000.00000000
PA
USD
185501.89000000
0.040574570219
Long
DBT
CORP
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHK9
3730646.20000000
PA
USD
3587325.14000000
0.784650635052
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
3491216.44000000
PA
USD
2858520.88000000
0.625240293608
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
UNIVAR USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc., Term Loan B6
91335PAJ8
1550.59000000
PA
USD
1551.46000000
0.000339348686
Long
LON
CORP
US
N
2
2028-06-03
Variable
7.28786000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
448000.00000000
PA
USD
385141.82000000
0.084241534250
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Freddie Mac STACR REMIC Trust 2022-DNA4
35564KWT2
275000.00000000
PA
USD
278420.62000000
0.060898554708
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.41655000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
2700.00000000
NS
USD
358992.00000000
0.078521820516
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc. , Term Loan B
23918VAY0
58655.70000000
PA
USD
57899.04000000
0.012664176435
Long
LON
CORP
US
N
2
2026-08-12
Variable
6.96697000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
95000.00000000
PA
USD
70651.26000000
0.015453451767
Long
DBT
CORP
PE
Y
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
310000.00000000
PA
USD
246211.30000000
0.053853454973
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
420000.00000000
PA
USD
399717.05000000
0.087429554022
Long
DBT
CORP
AU
Y
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
759470107
23706.00000000
NS
USD
1476883.80000000
0.323036738055
Long
EC
CORP
IN
Y
1
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert, LLC, Term Loan B
04538FAD1
181658.01000000
PA
USD
181402.78000000
0.039677977593
Long
LON
CORP
US
N
2
2027-09-04
Variable
6.95249000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
Les Schwab Tire Centers, Term Loan B
50220KAB0
154606.97000000
PA
USD
153963.03000000
0.033676119266
Long
LON
CORP
US
N
2
2027-11-02
Variable
8.44300000
N
N
N
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
710755901
5057.00000000
NS
269934.71000000
0.059042443424
Long
EC
CORP
DE
N
1
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd., Term Loan
02376CBJ3
162384.71000000
PA
USD
166067.60000000
0.036323735016
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.00043000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
30914.00000000
NS
USD
2171708.50000000
0.475014777632
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X309
4662.00000000
NS
USD
46107.18000000
0.010084959309
Long
EC
CORP
US
N
1
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia, L.P., Term Loan B
83578BAN3
517355.04000000
PA
USD
512613.48000000
0.112123233027
Long
LON
CORP
US
N
2
2027-10-07
Variable
9.03786000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
5493004JZ4RQIZBHP241
Athenahealth, Inc., Term Loan
04686RAC7
184.37000000
PA
USD
177.92000000
0.000038916193
Long
LON
CORP
US
N
2
2029-01-27
Variable
3.50000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
16019.00000000
NS
344210.33000000
0.075288646410
Long
EC
CORP
ES
N
1
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
BP9003099
100000.00000000
PA
72863.81000000
0.015937399749
Long
DBT
NUSS
SN
Y
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
N/A
3996.00000000
NS
USD
449550.00000000
0.098329445818
Long
DE
CORP
US
N
2
N/A
N/A
Call
Purchased
FIELDWOOD EQUITY FW EMERGENCE EQUITY
FIELDWOOD EQUITY FW EMERGENCE EQUITY
1.00000000
0.01000000
USD
2031-09-01
XXXX
449550.00000000
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0442657
29048.00000000
NS
USD
720390.40000000
0.157569989556
Long
EP
CORP
BM
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
900000.00000000
PA
USD
839880.00000000
0.183705783459
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2171
USD
XXXX
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
11597.00000000
NS
USD
1338177.83000000
0.292697774287
Long
EC
CORP
US
N
1
N
N
N
Russell 2000 Index/Old
N/A
Russell 2000 Index/Old
N/A
-10.00000000
NC
USD
-23750.00000000
-0.00519480444
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
RUSSELL 2000 INDEX
RTY
100.00000000
1900.00000000
USD
2023-07-21
XXXX
-10865.49000000
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300503
8200.00000000
NS
USD
134234.00000000
0.029360815993
Long
EP
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
200000.00000000
PA
USD
146865.60000000
0.032123708281
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
ZP8252477
200000.00000000
PA
39571.51000000
0.008655421306
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
D69671218
12220.00000000
NS
2037084.73000000
0.445568707789
Long
EC
CORP
DE
N
1
N
N
N
HERITAGE GROCERS GROUP
254900WQ0CLAIQ6DHO57
Heritage Grocers Group LLC, Term Loan
N/A
125000.00000000
PA
USD
121562.50000000
0.026589196434
Long
LON
CORP
US
N
2
2029-08-01
Variable
0.00000000
N
N
N
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
N/A
17899.00000000
NS
236271.44000000
0.051679323229
Long
EC
CORP
IT
Y
1
N
N
N
MALLINCKRODT INTERNATIONAL
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A., Term Loan
N/A
3556.11000000
PA
USD
2688.29000000
0.000588005930
Long
LON
CORP
LU
N
2
2027-09-30
Variable
10.39629000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
185000.00000000
PA
USD
172973.00000000
0.037834143547
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
8400.00000000
NS
USD
173460.00000000
0.037940664379
Long
EP
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049J206
58224.00000000
NS
USD
298689.12000000
0.065331855503
Long
EC
CORP
MX
N
1
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4939435
215000.00000000
PA
USD
153414.11000000
0.033556054759
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
22412.00000000
NS
USD
2261819.04000000
0.494724530631
Long
EC
CORP
TW
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WW87
515430.99000000
PA
USD
428393.15000000
0.093701837464
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
00169QAD1
98199.25000000
PA
USD
55728.07000000
0.012189323189
Long
LON
CORP
US
N
2
2025-03-14
Variable
9.46697000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
200000.00000000
PA
USD
171130.40000000
0.037431114213
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
CIA CERVECERIAS UNIDAS
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
204429AA2
175000.00000000
PA
USD
149189.25000000
0.032631957011
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.35000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
23800.00000000
NS
USD
530026.00000000
0.115931849292
Long
EP
CORP
US
N
1
N
N
N
ONEX TSG INTERMEDIATE CO
5493006IJC5WXT1WJK88
Onex TSG Intermediate Corp., Term Loan B
68276QAJ5
155571.91000000
PA
USD
139042.39000000
0.030412548446
Long
LON
CORP
US
N
2
2028-02-26
Variable
10.05703000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan B
75009XAB6
1028556.12000000
PA
USD
477368.32000000
0.104414108234
Long
LON
CORP
US
N
2
2028-02-09
Variable
7.99565000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
18400.00000000
NS
USD
1488376.00000000
0.325550410966
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
5363.00000000
NS
USD
704483.68000000
0.154090734829
Long
EC
CORP
US
N
1
N
N
N
Foxconn Industrial Internet Co Ltd
N/A
Foxconn Industrial Internet Co Ltd
N/A
150400.00000000
NS
521697.98000000
0.114110273068
Long
EC
CORP
CN
N
1
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
300000.00000000
PA
USD
278393.32000000
0.060892583417
Long
DBT
NUSS
MN
Y
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
6549.00000000
NS
USD
2770357.98000000
0.605956545196
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
1226.00000000
NS
USD
276708.20000000
0.060523999465
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
270000.00000000
PA
USD
213300.00000000
0.046654812130
Long
DBT
NUSS
AO
Y
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc, Term Loan B3
71913BAH5
120345.47000000
PA
USD
119157.06000000
0.026063057891
Long
LON
CORP
US
N
2
2026-03-05
Variable
8.69300000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp, Term Loan B
44988LAH0
120954.08000000
PA
USD
120273.71000000
0.026307301192
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.20249000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AV4
200000.00000000
PA
USD
162773.69000000
0.035603262666
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.46600000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
1771.00000000
NS
USD
345008.51000000
0.075463231211
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
18425.00000000
NS
USD
368684.25000000
0.080641792869
Long
EP
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
625000.00000000
PA
USD
602992.31000000
0.131891668724
Long
DBT
CORP
CA
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
LW1697165
600000.00000000
PA
129972.78000000
0.028428765273
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
H5820Q150
15804.00000000
NS
1593349.90000000
0.348511206011
Long
EC
CORP
CH
N
1
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc., Term Loan B
87817JAG3
210816.26000000
PA
USD
145779.44000000
0.031886134016
Long
LON
CORP
US
N
2
2027-02-02
Variable
10.35249000
N
N
N
N
N
N
Bright Bidco BV
549300IL6Q1JWU688H15
Bright Bidco BV
N/A
3087.42000000
NS
USD
1376.99000000
0.000301187106
Long
EC
CORP
US
N
2
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
J05523105
3100.00000000
NS
388403.04000000
0.084954856361
Long
EC
CORP
JP
N
1
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAD5
310000.00000000
PA
USD
227589.60000000
0.049780356450
Long
DBT
CORP
QA
Y
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
11000.00000000
NS
USD
207460.00000000
0.045377437058
Long
EP
CORP
US
N
1
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
680526001
13300.00000000
NS
602885.41000000
0.131868286636
Long
EC
CORP
JP
N
1
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
61000.00000000
PA
USD
60893.91000000
0.013319240182
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
139000.00000000
PA
USD
114070.43000000
0.024950466391
Long
DBT
CORP
AR
Y
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
EJ5916519
6.67000000
PA
USD
6.60000000
0.000001443608
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
200000.00000000
PA
USD
132358.48000000
0.028950586114
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
UV4180070
1365000.00000000
PA
USD
1247814.75000000
0.272932783565
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2171
USD
XXXX
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLH7
759516.69000000
PA
USD
747015.67000000
0.163393697806
Long
ABS-MBS
USGSE
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc., Term Loan B
18452RAD7
1021799.98000000
PA
USD
977821.71000000
0.213877581701
Long
LON
CORP
US
N
2
2026-08-23
Variable
8.58367000
N
N
N
N
N
N
SYCAMORE BUYER LLC
549300QY6JWOUB8MFP78
Sycamore Buyer LLC, Term Loan B
87114UAB9
237576.58000000
PA
USD
231815.35000000
0.050704648866
Long
LON
CORP
US
N
2
2029-07-22
Variable
7.46697000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
69000.00000000
PA
USD
59787.81000000
0.013077304468
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC, Term Loan B
59921PAB2
430352.94000000
PA
USD
447836.03000000
0.097954551546
Long
LON
CORP
US
N
2
2027-06-20
Variable
10.76371000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKK5
1810872.19000000
PA
USD
1747800.96000000
0.382294071400
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
14360.00000000
NS
USD
1092796.00000000
0.239025748132
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
922.00000000
NS
USD
121851.52000000
0.026652413377
Long
EC
CORP
US
N
1
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developement
06675QAC7
200000.00000000
PA
USD
162318.00000000
0.035503590226
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321805
85000.00000000
PA
USD
83980.00000000
0.018368828517
Long
DBT
CORP
IL
Y
2
2024-03-30
Fixed
4.50000000
N
Y
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores, Inc., Term Loan B1
47759DAE5
273848.99000000
PA
USD
143998.01000000
0.031496484311
Long
LON
CORP
US
N
2
2028-06-30
Variable
10.01814000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
300000.00000000
PA
USD
317589.60000000
0.069465931188
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.71655000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
1359.00000000
NS
USD
153675.72000000
0.033613276350
Long
EC
CORP
US
N
1
N
N
N
SBI Holdings Inc
353800L6LMHYIPSMRQ17
SBI Holdings Inc
630946903
24700.00000000
NS
476362.89000000
0.104194191930
Long
EC
CORP
JP
N
1
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AH5
200000.00000000
PA
USD
196017.60000000
0.042874656831
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
625000.00000000
PA
USD
477937.13000000
0.104538523254
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
295000.00000000
PA
USD
255175.00000000
0.055814072598
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
005367008
15091.00000000
NS
1046271.55000000
0.228849519936
Long
EC
CORP
GB
N
1
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
660000.00000000
PA
USD
664290.00000000
0.145299227144
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG America LLC, Term Loan
N/A
140235.11000000
PA
USD
138365.78000000
0.030264554482
Long
LON
CORP
US
N
2
2025-02-05
Variable
9.08367000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
AZ1761248
300000.00000000
PA
72941.15000000
0.015954316220
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
LW1794947
200000.00000000
PA
USD
192500.00000000
0.042105257079
Long
DBT
CORP
PE
N
2
2026-05-24
Fixed
4.87500000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
150000.00000000
PA
USD
118800.00000000
0.025984958654
Long
DBT
CORP
CL
Y
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
200000.00000000
PA
USD
96750.00000000
0.021161992843
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
BELK INC
N/A
Belk, Inc., Term Loan
07783AAK1
8123.10000000
PA
USD
1127.08000000
0.000246524639
Long
LON
CORP
US
N
2
2025-07-31
Fixed
15.29914000
N
N
Y
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
Ingram Micro Inc., Term Loan B
45258FAB6
136754.76000000
PA
USD
136499.03000000
0.029856242853
Long
LON
CORP
US
N
2
2028-07-02
Variable
9.04414000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
625000.00000000
PA
USD
591593.09000000
0.129398333199
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
233000.00000000
PA
USD
226427.07000000
0.049526077881
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
380000.00000000
PA
USD
352597.05000000
0.077123062003
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
90372UAR5
425000.00000000
PA
USD
95625.00000000
0.020915923159
Long
DBT
NUSS
UA
Y
2
2031-05-21
Fixed
6.87600000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
4900.00000000
NS
USD
124999.00000000
0.027340857297
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
200000.00000000
PA
USD
173656.24000000
0.037983587681
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.5 09/27/2171
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ50
2900517.30000000
PA
USD
2722630.37000000
0.595517151487
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
Y
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAK6
140000.00000000
PA
USD
126700.00000000
0.027712914659
Long
DBT
NUSS
RO
Y
2
2027-02-27
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MUXL9
5050809.24000000
PA
USD
4857297.33000000
1.062429884630
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
AN4195839
395000.00000000
PA
USD
345593.40000000
0.075591163386
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAA5
200000.00000000
PA
USD
181500.00000000
0.039699242389
Long
DBT
CORP
BM
Y
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
5881.00000000
NS
USD
792347.13000000
0.173308984960
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
714456902
300642.00000000
NS
2027055.61000000
0.443375052330
Long
EC
CORP
IT
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
K72807132
24332.00000000
NS
3930583.95000000
0.859731156818
Long
EC
CORP
DK
N
1
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
3900.00000000
NS
USD
362388.00000000
0.079264622870
Long
EC
CORP
US
N
1
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
N/A
23511.00000000
NS
766464.23000000
0.167647654267
Long
EC
CORP
GB
N
1
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC, Term Loan B
L2000AAC4
207880.22000000
PA
USD
207828.25000000
0.045457983868
Long
LON
CORP
LU
N
2
2026-10-31
Variable
8.21697000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B9
04649VAY6
213626.19000000
PA
USD
202511.22000000
0.044294997296
Long
LON
CORP
US
N
2
2027-07-31
Variable
8.78786000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
ZR9241608
200000.00000000
PA
USD
167000.00000000
0.036527677570
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
4.00000000
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
200000.00000000
PA
USD
195000.00000000
0.042652078600
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
200000.00000000
PA
USD
198937.52000000
0.043513326869
Long
DBT
CORP
NL
Y
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
250000.00000000
PA
USD
212237.50000000
0.046422412983
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
15193.00000000
NS
USD
870558.90000000
0.190416136557
Long
EC
CORP
US
N
1
N
N
N
CHARIOT BUYER LLC
25490092IFNOZBRVE539
Chamberlain Group Inc, Term Loan B
15963CAC0
150578.22000000
PA
USD
147419.09000000
0.032244772378
Long
LON
CORP
US
N
2
2028-10-22
Variable
8.45249000
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings, Inc., Term Loan B
19633FAD3
1020082.23000000
PA
USD
519048.44000000
0.113530742872
Long
LON
CORP
US
N
2
2024-05-01
Variable
8.06775000
Y
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
200000.00000000
PA
USD
167950.00000000
0.036735469748
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
Y1660Q104
40500.00000000
NS
315438.05000000
0.068995325651
Long
EC
CORP
HK
N
1
N
N
N
NAKED JUICE LLC
N/A
Naked Juice LLC, Term Loan
62984CAD5
221504.70000000
PA
USD
206855.49000000
0.045245213427
Long
LON
CORP
US
N
2
2029-01-20
Variable
8.30000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
165000.00000000
PA
USD
131175.00000000
0.028691725181
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
N/A
16953.00000000
NS
376607.27000000
0.082374784007
Long
EC
CORP
NL
N
1
N
N
N
DIRECTV FINANCING LLC
N/A
DirecTV Financing, LLC, Term Loan
25460HAB8
320369.61000000
PA
USD
313917.37000000
0.068662709431
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.21697000
N
N
N
N
N
N
Arcos Dorados Holdings Inc
54930023P2MIZN13DQ85
Arcos Dorados Holdings Inc
G0457F107
116034.00000000
NS
USD
1189348.50000000
0.260144542076
Long
EC
CORP
US
N
1
N
N
N
DT Midstream Inc
N/A
DT Midstream Inc
23345M107
6436.00000000
NS
USD
319032.52000000
0.069781539071
Long
EC
CORP
US
N
1
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAC0
200000.00000000
PA
USD
180272.00000000
0.039430643658
Long
DBT
CORP
ID
Y
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
B037HR904
161600.00000000
NS
959164.61000000
0.209796740185
Long
EC
CORP
BR
N
2
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
Finastra USA, Inc., Term Loan, First Lien
02034DAC1
647286.76000000
PA
USD
623922.94000000
0.136469796293
Long
LON
CORP
US
N
2
2024-06-13
Variable
9.03786000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
64072UAH5
72032.20000000
PA
USD
69195.93000000
0.015135129462
Long
LON
CORP
US
N
2
2026-01-15
Variable
7.44329000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
527000.00000000
PA
USD
462623.60000000
0.101189016150
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
F92124100
19756.00000000
NS
1134085.73000000
0.248056993308
Long
EC
CORP
FR
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-INV3
46593FAP7
575130.74000000
PA
USD
467417.72000000
0.102237627346
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
845000.00000000
PA
USD
746257.94000000
0.163227960578
Long
DBT
CORP
NL
N
2
N/A
Fixed
5.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 5.75 11/16/2171
USD
XXXX
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
4494.00000000
NS
USD
535190.46000000
0.117061464440
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AX2850722
530000.00000000
PA
USD
504872.70000000
0.110430102991
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.75 04/16/2172
USD
XXXX
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC, Term Loan B
00488PAL9
235666.56000000
PA
USD
229375.44000000
0.050170970747
Long
LON
CORP
US
N
2
2027-02-15
Variable
8.69300000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
38100.00000000
NS
1215973.78000000
0.265968252513
Long
EC
CORP
JP
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
500000.00000000
PA
USD
455085.00000000
0.099540108665
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.62500000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.625 10/06/2171
USD
XXXX
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
21800.00000000
NS
USD
397196.00000000
0.086878128264
Long
EC
CORP
US
N
1
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC, Term Loan B6
89334GAZ7
157983.92000000
PA
USD
157794.34000000
0.034514136370
Long
LON
CORP
US
N
2
2028-12-01
Variable
7.46697000
N
N
N
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
N/A
7006.00000000
NS
254280.49000000
0.055618417671
Long
EC
CORP
KR
N
1
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A
05971U2C0
120000.00000000
PA
USD
110154.20000000
0.024093874853
Long
DBT
CORP
PE
Y
2
2030-07-01
Fixed
3.12500000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
1676.00000000
NS
USD
744630.04000000
0.162871892277
Long
EC
CORP
US
N
1
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
400506101
3973.00000000
NS
USD
710054.56000000
0.155309245658
Long
EC
CORP
MX
N
1
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
82460CAR5
200000.00000000
PA
USD
181414.87000000
0.039680622022
Long
DBT
CORP
KR
Y
2
2032-04-13
Fixed
4.37500000
N
N
N
N
N
N
Millennium Health LLC
N/A
Millennium Health LLC
933UAY902
11534.00000000
NS
USD
495.96000000
0.000108480640
Long
EC
CORP
US
N
3
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ10
36262PAD3
313611.87000000
PA
USD
243094.45000000
0.053171710710
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
6061.00000000
NS
USD
222317.48000000
0.048627192980
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
5035.00000000
NS
USD
792257.25000000
0.173289325633
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
6635.00000000
NS
USD
729982.70000000
0.159668099985
Long
EC
CORP
US
N
1
N
N
N
Pagseguro Digital Ltd
N/A
Pagseguro Digital Ltd
G68707101
22033.00000000
NS
USD
207991.52000000
0.045493695688
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
9797.00000000
NS
USD
1400285.21000000
0.306282435073
Long
EC
CORP
US
N
1
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc., Term Loan B
00130MAJ3
243137.61000000
PA
USD
242772.90000000
0.053101378526
Long
LON
CORP
US
N
2
2028-08-23
Variable
8.69300000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
200000.00000000
PA
USD
186760.00000000
0.040849754868
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
AS6138877
355000.00000000
PA
USD
150889.20000000
0.033003784709
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AH4
200000.00000000
PA
USD
210668.80000000
0.046079293416
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
3315.00000000
NS
USD
623485.20000000
0.136374050032
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
400000.00000000
PA
USD
396104.00000000
0.086639276624
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.75000000
N
N
N
N
Y
Standard Chartered PLC
STANDARD CHARTERED PLC 7.75 12/30/2049
USD
XXXX
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1252.00000000
NS
USD
119415.76000000
0.026119642982
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc., Term Loan
C7052BAH7
321684.01000000
PA
USD
322324.16000000
0.070501514907
Long
LON
CORP
CA
N
2
2025-05-30
Variable
8.14542000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
3472.00000000
NS
USD
283558.24000000
0.062022299180
Long
EC
CORP
US
N
1
N
N
N
PRIME SECURITY SERVICES BOR
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC, Term Loan
03765VAK6
241169.58000000
PA
USD
241402.31000000
0.052801591283
Long
LON
CORP
US
N
2
2026-09-23
Variable
7.94300000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
3332.00000000
NS
USD
467013.12000000
0.102149129751
Long
EC
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
325000.00000000
PA
USD
304560.75000000
0.066616148961
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
NASCAR Holdings, Inc, Term Loan B
63108EAB4
288937.26000000
PA
USD
289682.72000000
0.063361898166
Long
LON
CORP
US
N
2
2026-10-18
Variable
7.71697000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
1000000.00000000
PA
USD
37329.79000000
0.008165093011
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 01/17/2172
USD
XXXX
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
9105.00000000
NS
USD
516071.40000000
0.112879579056
Long
EC
CORP
US
N
1
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
55285GAD6
240000.00000000
PA
USD
230988.48000000
0.050523788741
Long
DBT
CORP
AE
Y
2
2033-11-22
Fixed
4.37500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
755000.00000000
PA
USD
755943.75000000
0.165346524319
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2172
USD
XXXX
N
N
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
4750.00000000
NS
USD
470250.00000000
0.102857128008
Long
EP
USGSE
US
Y
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
21878.00000000
NS
USD
4243675.66000000
0.928213270786
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
12231.00000000
NS
USD
279233.73000000
0.061076405126
Long
EP
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
6172.00000000
NS
USD
602510.64000000
0.131786313716
Long
EC
CORP
US
N
1
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
200000.00000000
PA
USD
153500.00000000
0.033574841359
Long
DBT
CORP
PA
Y
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
215000.00000000
PA
USD
247573.23000000
0.054151348026
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
630000.00000000
PA
USD
552195.00000000
0.120780843807
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 6.125 12/15/2171
USD
XXXX
N
N
N
FLUTTER FINANCING BV
635400VFWPBIKJK6GN11
Stars Group Holdings B.V. (The), Term Loan B
N8233BAE2
248125.00000000
PA
USD
248871.86000000
0.054435395559
Long
LON
CORP
NL
N
2
2028-07-04
Variable
8.48870000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
079805909
80530.00000000
NS
468875.78000000
0.102556546780
Long
EC
CORP
GB
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
13000.00000000
NS
USD
629980.00000000
0.137794648597
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc., Term Loan B
90351JAH7
99750.00000000
PA
USD
99868.70000000
0.021844141754
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.01374000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
Broadstreet Partners, Inc., Term Loan B
11132VAP4
289000.00000000
PA
USD
285854.24000000
0.062524500064
Long
LON
CORP
US
N
2
2027-01-27
Variable
7.94300000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
N/A
-15724000.00000000
PA
USD
-15724000.00000000
-3.43928863542
Short
RA
CORP
CA
N
N/A
Reverse repurchase
N
5.30000000
2024-08-18
18230000.00000000
USD
15831871.59000000
USD
AMBS
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
500000.00000000
PA
USD
512675.00000000
0.112136689211
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N4297B146
212430.00000000
NS
758369.41000000
0.165877085554
Long
EC
CORP
NL
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6C32
878926.40000000
PA
USD
862070.86000000
0.188559559382
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
205000.00000000
PA
USD
109929.20000000
0.024044660917
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
F5433L103
3073.00000000
NS
1696908.01000000
0.371162327279
Long
EC
CORP
FR
N
1
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
71675CAE8
205000.00000000
PA
USD
145744.69000000
0.031878533197
Long
DBT
CORP
MY
Y
2
2061-04-28
Fixed
3.40400000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2022-2 Trust
949930AT8
188357.70000000
PA
USD
146004.40000000
0.031935339203
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Baozun Inc
549300IF0HZ7T4762633
Baozun Inc
06684L103
15692.00000000
NS
USD
62611.08000000
0.013694834386
Long
EC
CORP
CN
N
1
N
N
N
TURK SISE VE CAM FABRIKA
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
90016AAB6
200000.00000000
PA
USD
194000.00000000
0.042433349991
Long
DBT
CORP
TR
Y
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAD2
200000.00000000
PA
USD
132500.00000000
0.028981540587
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
6688.00000000
NS
USD
1387760.00000000
0.303542813323
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A., Term Loan B5
L5137LAH8
660.48000000
PA
USD
658.65000000
0.000144065597
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
8.62500000
Y
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
1503.00000000
NS
USD
270570.06000000
0.059181412645
Long
EC
CORP
US
N
1
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
200000.00000000
PA
USD
186102.00000000
0.040705831444
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
633517909
182300.00000000
NS
1343746.77000000
0.293915860782
Long
EC
CORP
JP
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
45030.00000000
NS
USD
1921880.40000000
0.420370225029
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
8517.00000000
NS
USD
1019484.90000000
0.222990513263
Long
EC
CORP
US
N
1
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group, LLC, Term Loan, Second Lien
25277BAG3
351093.92000000
PA
USD
12579.70000000
0.002751540272
Long
LON
CORP
US
N
2
2026-08-24
Variable
8.31427000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
360000.00000000
PA
USD
82800.00000000
0.018110728759
Long
DBT
NUSS
UA
Y
2
2035-03-15
Fixed
7.25300000
N
N
N
N
N
N
FLY FUNDING II SARL
54930033GL3A930IIN33
Fly Funding II S.a.r.l., Term Loan B
N/A
339804.51000000
PA
USD
323239.04000000
0.070701625336
Long
LON
CORP
LU
N
2
2025-08-09
Variable
7.09000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP, Term Loan B
58503UAC7
1180753.32000000
PA
USD
1168573.85000000
0.255600531795
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.35249000
N
N
N
N
N
N
SERTA SIMMONS BEDDING LL
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC, Term Loan
81753HAF8
5471.26000000
PA
USD
5516.21000000
0.001206552935
Long
LON
CORP
US
N
2
2023-08-10
Variable
14.44771000
Y
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
2688.00000000
NS
48291.68000000
0.010562771954
Long
EC
CORP
CA
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
3481.00000000
NS
USD
856500.05000000
0.187341063864
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
200000.00000000
PA
USD
141892.00000000
0.031035839675
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
Silergy Corp
N/A
Silergy Corp
N/A
13000.00000000
NS
161943.48000000
0.035421671988
Long
EC
CORP
TW
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
4075.00000000
NS
USD
967731.00000000
0.211670454747
Long
EC
CORP
US
N
1
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
B4975P907
382900.00000000
NS
269490.21000000
0.058945218558
Long
EC
CORP
BR
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
EK2424217
425000.00000000
PA
USD
415427.70000000
0.090865922630
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC, Term Loan
45567YAL9
100000.00000000
PA
USD
100125.00000000
0.021900201896
Long
LON
CORP
US
N
2
2024-09-15
Variable
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAB3
60000.00000000
PA
USD
59837.97000000
0.013088275895
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.06655000
N
N
N
N
N
N
EQUINOX HOLDINGS INC
549300W05QKLNGQIIA73
Equinox Holdings, Inc., Term Loan, First Lien
29446CAP9
243496.40000000
PA
USD
227518.17000000
0.049764732665
Long
LON
CORP
US
N
2
2024-03-08
Variable
8.53786000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
783.00000000
NS
USD
177553.08000000
0.038835938070
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
663955003
37110.00000000
NS
1691781.92000000
0.370041104748
Long
EC
CORP
JP
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
615000.00000000
PA
USD
587767.80000000
0.128561632841
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
645026907
15323.00000000
NS
1346345.92000000
0.294484369244
Long
EC
CORP
KR
N
1
N
N
N
AI AQUA MERGER SUB INC
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc., Term Loan B, First Lien
00132UAG9
124397.25000000
PA
USD
122282.50000000
0.026746681032
Long
LON
CORP
US
N
2
2028-07-30
Variable
8.89638000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
225000.00000000
PA
USD
119002.50000000
0.026029251197
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
16447.00000000
NS
258608.05000000
0.056564978847
Long
EC
CORP
CA
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2022-INV1 Trust
95003NAT3
138581.90000000
PA
USD
112176.96000000
0.024536310333
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc., Term Loan B
20337EAQ4
253360.84000000
PA
USD
243258.08000000
0.053207501273
Long
LON
CORP
US
N
2
2026-04-04
Variable
8.44300000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
17674.00000000
NS
USD
602683.40000000
0.131824101270
Long
EC
CORP
US
N
1
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC, Term Loan B
94767KAN1
327402.43000000
PA
USD
289633.29000000
0.063351086411
Long
LON
CORP
US
N
2
2027-10-30
Variable
8.46697000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
7405.00000000
NS
USD
817289.85000000
0.178764671390
Long
EC
CORP
US
N
1
N
N
N
Melco Resorts & Entertainment Ltd
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd
585464100
32851.00000000
NS
USD
401110.71000000
0.087734387334
Long
EC
CORP
HK
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
13042.00000000
NS
USD
766217.50000000
0.167593687357
Long
EC
CORP
US
N
1
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
N/A
60271.00000000
NS
357326.17000000
0.078157455839
Long
EC
CORP
IT
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AX6
735000.00000000
PA
USD
27437.40000000
0.006001344314
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.75000000
N
Y
N
N
Y
Credit Suisse Group AG
CREDIT SUISSE GROUP AG 9.75 12/30/2049
USD
XXXX
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
7712.00000000
NS
USD
1787333.12000000
0.390940885737
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
QJ4365756
415000.00000000
PA
USD
194645.23000000
0.042574480251
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc, Term Loan B
18972FAC6
143550.00000000
PA
USD
141533.84000000
0.030957499837
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.37749000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
G29183103
3763.00000000
NS
USD
756739.30000000
0.165520533863
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
F2924U106
4062.00000000
NS
424107.43000000
0.092764427893
Long
EC
CORP
FR
N
1
N
N
N
TRANSMONTAIGNE OPERATING CO
549300V4T155OZCUJ734
TransMontaigne Operating Company L.P., Term Loan B
89376WAH1
231370.08000000
PA
USD
228292.86000000
0.049934179531
Long
LON
CORP
US
N
2
2028-11-05
Variable
8.69300000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc., Term Loan B
23108LAB2
49399.89000000
PA
USD
37034.60000000
0.008100526513
Long
LON
CORP
US
N
2
2026-03-31
Variable
9.22571000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
250000.00000000
PA
USD
243633.20000000
0.053289550748
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
DOTDASH MEREDITH INC
549300R2AA7U9CJUQO13
Dotdash Meredith Inc, Term Loan B
25849KAB3
243756.28000000
PA
USD
223037.00000000
0.048784572588
Long
LON
CORP
US
N
2
2028-12-01
Variable
9.26026000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
550000.00000000
PA
USD
496721.06000000
0.108647106120
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
200000.00000000
PA
USD
195400.00000000
0.042739570043
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
200000.00000000
PA
USD
150565.03000000
0.032932879456
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
31135.00000000
NS
USD
538012.80000000
0.117678790940
Long
EC
CORP
US
N
1
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
240000.00000000
PA
USD
234688.39000000
0.051333064906
Long
DBT
CORP
AU
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Australia & New Zealand Banking Group Ltd/United Kingdom
Australia & New Zealand B 6.75 12/15/2171
USD
XXXX
N
N
N
MCAFEE CORP
254900SAGUYT3MBUU161
McAfee, LLC, Term Loan B
57906HAD9
173546.76000000
PA
USD
166484.27000000
0.036414872665
Long
LON
CORP
US
N
2
2029-02-03
Variable
9.01026000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
Q26915100
15355.00000000
NS
1027967.64000000
0.224845931177
Long
EC
CORP
AU
N
1
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l., Term Loan
L9308UAU4
23408.80000000
PA
USD
23087.05000000
0.005049798314
Long
LON
CORP
LU
N
2
2025-02-28
Variable
6.97571000
N
N
Y
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
43200.00000000
NS
USD
1357776.00000000
0.296984454734
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
18839.00000000
NS
USD
823264.30000000
0.180071454524
Long
EC
RF
IN
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
B292JQ905
54376.00000000
NS
925362.66000000
0.202403286707
Long
EC
CORP
FR
N
1
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
190000.00000000
PA
USD
104543.87000000
0.022866735181
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCZ1
400000.00000000
PA
USD
389595.76000000
0.085215738347
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
250000.00000000
PA
60784.29000000
0.013295263152
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
506921907
38747.00000000
NS
2144841.63000000
0.469138224550
Long
EC
CORP
DE
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
1100000.00000000
PA
USD
660589.99000000
0.144489929107
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
N/A
306000.00000000
NS
266305.09000000
0.058248541693
Long
EC
CORP
HK
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
4600.00000000
NS
USD
522054.00000000
0.114188144828
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
G54950103
2108.00000000
NS
USD
803316.64000000
0.175708330615
Long
EC
CORP
US
N
1
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
AQ2330779
515000.00000000
PA
USD
243708.30000000
0.053305977267
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan B
90351HAD0
59709.40000000
PA
USD
59733.88000000
0.013065508435
Long
LON
CORP
US
N
2
2026-09-13
Variable
7.19300000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
642910004
46600.00000000
NS
2897424.99000000
0.633749735442
Long
EC
CORP
JP
N
1
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
ZS1514182
155000.00000000
PA
USD
151836.45000000
0.033210975383
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
11269.00000000
NS
USD
994376.56000000
0.217498601000
Long
EC
CORP
US
N
1
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
200000.00000000
PA
USD
34700.00000000
0.007589882704
Long
DBT
CORP
LU
Y
2
2030-10-20
Fixed
4.75000000
Y
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
225000.00000000
PA
USD
199012.50000000
0.043529727140
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
7884.00000000
NS
USD
453645.36000000
0.099225218211
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-2 Trust
949798AS1
120679.91000000
PA
USD
93544.34000000
0.020460823293
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
E11805103
207459.00000000
NS
1593846.33000000
0.348619789454
Long
EC
CORP
ES
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
87.00000000
NS
USD
234928.71000000
0.051385629765
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
192000.00000000
PA
USD
193075.97000000
0.042231238196
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
PHYSICIAN PARTNERS LLC
N/A
Physician Partners LLC, Term Loan
71947JAB1
92795.24000000
PA
USD
87479.00000000
0.019134159917
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.39187000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
300000.00000000
PA
USD
259170.00000000
0.056687893388
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
1213.00000000
NS
USD
355748.64000000
0.077812404898
Long
EC
CORP
US
N
1
N
N
N
iShares U.S. Home Construction ETF
549300E4UYBNT92O5488
iShares U.S. Home Construction ETF
N/A
20.00000000
NC
USD
128.40000000
0.000028084753
N/A
DE
RF
US
N
2
N/A
N/A
Put
Purchased
ISHARES U.S. HOME CONSTRUCTI
ISHARES U.S. HOME CONSTRUCTION ETF
100.00000000
75.00000000
USD
2023-07-21
XXXX
-1951.60000000
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
B0C2CQ902
12817.00000000
NS
213440.51000000
0.046685545686
Long
EC
CORP
FR
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
49625.00000000
NS
USD
946845.00000000
0.207102089036
Long
EP
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
F31668100
6012.00000000
NS
1133684.05000000
0.247969134401
Long
EC
CORP
FR
N
1
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
N/A
2701.00000000
NS
256060.95000000
0.056007855209
Long
EC
CORP
DK
Y
1
N
N
N
BAUSCH HEALTH AMERICAS
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc., Term Loan B
N/A
0.07000000
PA
USD
0.05000000
0.000000010936
Long
LON
CORP
CA
N
2
2027-01-27
Variable
10.42629000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
510000.00000000
PA
USD
474334.81000000
0.103750592814
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CROWN FINANCE US INC
N/A
Crown Finance US, Inc., Term Loan
22834KAL5
459710.37000000
PA
USD
465265.97000000
0.101766978063
Long
LON
CORP
US
N
2
2023-09-09
Variable
15.23842000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
165024.00000000
0.036095469840
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
180000.00000000
PA
USD
161399.02000000
0.035302583010
Long
DBT
CORP
LU
Y
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
10648.00000000
NS
USD
178247.52000000
0.038987831965
Long
EP
CORP
US
N
1
N
N
N
DAWN ACQUISITIONS LLC
N/A
Dawn Acquisition LLC, Term Loan
23923HAB4
437048.65000000
PA
USD
269785.76000000
0.059009863798
Long
LON
CORP
US
N
2
2025-12-31
Variable
9.27871000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
200000.00000000
PA
USD
198000.73000000
0.043308424096
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVI
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC, Term Loan
57776DAE3
182675.00000000
PA
USD
179021.50000000
0.039157123533
Long
LON
CORP
US
N
2
2029-02-07
Variable
9.14699000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
982641.96000000
PA
USD
922685.15000000
0.201817638671
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
Y
N
N
N
N
PEGASUS BIDCO BV
254900U303DPAFR7MA71
Sunshine Investments B.V., Term Loan
BL3903723
249062.50000000
PA
USD
248751.17000000
0.054408997203
Long
LON
CORP
NL
N
2
2029-05-05
Variable
9.33634000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
775000.00000000
PA
USD
695756.25000000
0.152181796212
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
Cineworld Warrant
N/A
Cineworld Warrant
N/A
34453.00000000
NS
USD
0.00000000
0.000000
Long
DE
CORP
US
N
2
N/A
N/A
Call
Purchased
Cineworld Group PLC
CINEWORLD GROUP PLC
1.00000000
0.41490000
USD
2025-11-23
XXXX
0.00000000
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-LTV2
46655LAP9
140915.11000000
PA
USD
118780.54000000
0.025980702196
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.50000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
945.00000000
NS
USD
226800.00000000
0.049607648340
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
476896907
58154.00000000
NS
2534135.52000000
0.554287935293
Long
EC
CORP
DE
N
1
N
N
N
Embraer SA
549300EM51WYXFHUY333
Embraer SA
B16FPG906
80900.00000000
NS
313246.31000000
0.068515929411
Long
EC
CORP
BR
N
1
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
7993.00000000
NS
184326.21000000
0.040317415369
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFSL6
2175165.19000000
PA
USD
1859507.63000000
0.406727515857
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
10230.00000000
NS
USD
1607951.40000000
0.351704971783
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
200000.00000000
PA
USD
142718.00000000
0.031216509505
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
200000.00000000
PA
USD
202549.41000000
0.044303350542
Long
DBT
CORP
MX
Y
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
515000.00000000
PA
USD
494593.49000000
0.108181745695
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2171
USD
XXXX
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
5860.00000000
NS
USD
177851.00000000
0.038901101697
Long
EC
CORP
US
N
1
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan B,Term Loan, Term Loan
BL3754662
500000.00000000
PA
USD
418562.50000000
0.091551593071
Long
LON
CORP
US
N
2
2026-09-25
Variable
0.00000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
EK4656584
669000000.00000000
PA
181081.64000000
0.039607735088
Long
DBT
NUSS
UG
N
2
2029-08-23
Fixed
14.25000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
688910900
120000.00000000
NS
2216797.99000000
0.484877139025
Long
EC
CORP
TW
N
1
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
Q06213146
265960.00000000
NS
1397743.76000000
0.305726547252
Long
EC
CORP
NZ
N
1
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
BR3458824
475000.00000000
PA
USD
180500.00000000
0.039480513781
Long
DBT
NUSS
AR
Y
2
2037-09-01
Fixed
5.25000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation, Term Loan
29426NAN4
667105.82000000
PA
USD
659727.63000000
0.144301306304
Long
LON
CORP
US
N
2
2027-07-31
Variable
8.33367000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DBX9
1278963.69000000
PA
USD
1035274.17000000
0.226444078315
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
10450.00000000
NS
USD
932976.00000000
0.204068541969
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
13966.00000000
NS
USD
1164066.10000000
0.254614557912
Long
EC
CORP
CN
N
1
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco Inc., Term Loan
84850XAK8
258070.65000000
PA
USD
222770.46000000
0.048726272665
Long
LON
CORP
US
N
2
2028-03-04
Variable
9.23034000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
285000.00000000
PA
USD
281437.50000000
0.061558432671
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
DRIVEN HOLDINGS LLC
2549009H8IC4YXR5FV18
Driven Holdings, LLC, Term Loan B
N/A
245628.16000000
PA
USD
241176.15000000
0.052752123621
Long
LON
CORP
US
N
2
2028-12-17
Variable
8.15414000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
7072.00000000
NS
USD
515831.68000000
0.112827145434
Long
EC
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAE2
765000.00000000
PA
USD
707625.00000000
0.154777831381
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAB0
560000.00000000
PA
USD
572182.24000000
0.125152624995
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.56655000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
64.00000000
NS
USD
406439.68000000
0.088899985525
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
2227.00000000
NS
USD
759407.00000000
0.166104036171
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
390000.00000000
PA
USD
362193.35000000
0.079222047346
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
10100.00000000
NS
USD
262196.00000000
0.057349766157
Long
EP
CORP
US
N
1
N
N
N
PCI GAMING AUTHORITY
549300KPXAJ1LRW5LP59
PCI Gaming Authority, Term Loan
70455DAG9
57000.00000000
PA
USD
57112.01000000
0.012492030459
Long
LON
CORP
US
N
2
2026-05-31
Variable
7.71697000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13646K108
6158.00000000
NS
USD
497381.66000000
0.108791598238
Long
EC
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
420000.00000000
PA
USD
406071.10000000
0.088819366535
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield U.S. Borrower, LLC, Term Loan B
23340DAP7
102888.63000000
PA
USD
102181.27000000
0.022349966971
Long
LON
CORP
US
N
2
2025-08-21
Variable
7.94300000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
N/A
7992.00000000
NS
3048067.08000000
0.666699470125
Long
EC
CORP
DE
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
11800.00000000
NS
USD
778446.00000000
0.170268410143
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
27700.00000000
NS
USD
609400.00000000
0.133293213840
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
EJ4635615
40000.00000000
PA
USD
35276.92000000
0.007716071613
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
22231.00000000
NS
USD
648033.65000000
0.141743498334
Long
EC
CORP
US
N
1
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corporation, Term Loan B
92537EAC2
0.01000000
PA
USD
0.01000000
0.000000002187
Long
LON
CORP
US
N
2
2027-03-02
Variable
7.94300000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
360000.00000000
PA
USD
309502.80000000
0.067697116679
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
235000.00000000
PA
USD
175310.00000000
0.038345312304
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
75000.00000000
PA
USD
74362.50000000
0.016265206127
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
10641.00000000
NS
USD
656762.52000000
0.143652751921
Long
EC
CORP
US
N
1
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
F97982106
55798.00000000
NS
512252.01000000
0.112044169197
Long
EC
CORP
FR
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
650000.00000000
PA
USD
627250.00000000
0.137197519496
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
710000.00000000
PA
USD
691312.80000000
0.151209886578
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
5518.00000000
NS
USD
668064.26000000
0.146124765781
Long
EC
CORP
US
N
1
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
555000.00000000
PA
USD
488400.00000000
0.106827052247
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
Ultrapar Participacoes SA
529900FU4XBXGQMLRE72
Ultrapar Participacoes SA
N/A
75600.00000000
NS
298250.70000000
0.065235960507
Long
EC
CORP
BR
N
1
N
N
N
FERTITTA ENTERTAINMENT L
984500A0805D8V551D35
Fertitta Entertainment, LLC, Term Loan B
31556PAB3
726416.51000000
PA
USD
718320.60000000
0.157117265083
Long
LON
CORP
US
N
2
2029-01-27
Variable
9.10249000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
05959LAH6
200000.00000000
PA
USD
188370.58000000
0.041202034790
Long
DBT
CORP
BR
Y
2
2029-01-11
Fixed
4.87500000
N
N
N
N
N
N
Chicago Board Options Exchange SPX Volatility Index
N/A
Chicago Board Options Exchange SPX Volatility Index
N/A
10.00000000
NC
USD
200.00000000
0.000043745721
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Purchased
CBOE SPX VOLATILITY INDEX
VIX
100.00000000
22.00000000
USD
2023-07-19
XXXX
-585.49000000
N
N
N
Contact Energy Ltd
549300FT5JOXS1PZ1I32
Contact Energy Ltd
615252905
31156.00000000
NS
155068.17000000
0.033917845001
Long
EC
CORP
NZ
N
1
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
N/A
47700.00000000
NS
202112.86000000
0.044207864568
Long
EC
CORP
TH
N
2
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan C
87422LAU4
532193.42000000
PA
USD
531419.08000000
0.116236555742
Long
LON
CORP
US
N
2
2030-05-27
Variable
9.58967000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-INV5 Trust
67448JAN7
311477.15000000
PA
USD
270260.62000000
0.059113729265
Long
ABS-CBDO
USGSE
US
Y
2
2052-10-25
Variable
4.00000000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc., Term Loan B
39843PAG8
72000.00000000
PA
USD
70965.00000000
0.015522075681
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.41374000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
907000.00000000
PA
USD
870505.96000000
0.190404557065
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
200000.00000000
PA
USD
177409.99000000
0.038804640194
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
39606.00000000
NS
USD
995694.84000000
0.217786946550
Long
EP
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
E6165F166
63549.00000000
NS
829873.91000000
0.181517165320
Long
EC
CORP
ES
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
3319.00000000
NS
USD
508371.23000000
0.111195331589
Long
EC
CORP
US
N
1
N
N
N
SRAM LLC
5493005GYDYQG38FCT53
SRAM, LLC , Term Loan B
85232BAT3
63435.82000000
PA
USD
63197.94000000
0.013823197457
Long
LON
CORP
US
N
2
2028-05-18
Variable
7.94300000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
7900.00000000
NS
USD
166532.00000000
0.036425312581
Long
EP
CORP
US
N
1
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAF2
265000.00000000
PA
USD
244992.50000000
0.053586868545
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.12500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
240000.00000000
PA
USD
219276.00000000
0.047961934292
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 8 06/27/2172
USD
XXXX
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2022-4
74938GAX4
196206.95000000
PA
USD
164929.93000000
0.036074894040
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.50000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
54930054EVI5HWPPW113
Surgery Center Holdings, Inc., Term Loan
86880NAX1
806518.15000000
PA
USD
806425.40000000
0.176388305363
Long
LON
CORP
US
N
2
2026-08-31
Variable
8.89629000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
235000.00000000
PA
USD
99405.00000000
0.021742717298
Long
DBT
NUSS
GH
Y
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
210000.00000000
PA
USD
163470.47000000
0.035755668385
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
16900.00000000
NS
USD
1130441.00000000
0.247259786588
Long
EC
CORP
US
N
1
N
N
N
DTI HOLDCO INC
549300QQVMUL3P8XVJ27
DTI Holdco, Inc., Term Loan
23358EAF6
248125.00000000
PA
USD
231608.56000000
0.050659417977
Long
LON
CORP
US
N
2
2029-04-21
Variable
9.79542000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
779255900
10798.00000000
NS
1110429.19000000
0.242882631239
Long
EC
CORP
NL
N
1
N
N
N
APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC, Term Loan
48254EAB7
418316.41000000
PA
USD
415402.84000000
0.090860485037
Long
LON
CORP
US
N
2
2028-09-23
Variable
7.96697000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners, Inc., Term Loan B
04621HAS2
246229.62000000
PA
USD
244178.53000000
0.053408830020
Long
LON
CORP
US
N
2
2027-02-13
Variable
8.58367000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNAX1
1580563.26000000
PA
USD
1350893.48000000
0.295479050714
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Millennium Health LLC
N/A
Millennium Health LLC
933EBP906
12280.00000000
NS
USD
1756.04000000
0.000384096185
Long
EC
CORP
US
N
3
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation, Term Loan B
22282GAC1
220484.32000000
PA
USD
218893.53000000
0.047878277162
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.60249000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
200000.00000000
PA
USD
167750.00000000
0.036691724026
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
459600.00000000
PA
USD
324018.00000000
0.070872006173
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAB7
200000.00000000
PA
USD
156520.00000000
0.034235401756
Long
DBT
CORP
LU
Y
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
25000.00000000
NS
USD
1305500.00000000
0.285550198012
Long
EC
CORP
US
N
1
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
789275.00000000
NS
USD
38903364.75000000
8.509278826274
Long
EC
RF
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
150000.00000000
PA
USD
139027.91000000
0.030409381256
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc., Term Loan B
78488CAH3
268317.26000000
PA
USD
267898.69000000
0.058597107603
Long
LON
CORP
US
N
2
2028-08-25
Variable
8.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714WBQ5
6700000.00000000
PA
146228.04000000
0.031984255669
Long
DBT
NUSS
DO
Y
2
2034-06-10
Fixed
13.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
20287.00000000
NS
USD
582034.03000000
0.127307493310
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PKX5
914155.82000000
PA
USD
808591.48000000
0.176862089027
Long
ABS-CBDO
USGSE
US
N
2
2043-12-20
Fixed
2.50000000
N
N
N
N
N
N
Hibu plc
N/A
Hibu plc
930SNL904
655185.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
300000.00000000
PA
USD
276183.00000000
0.060409123199
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
435000.00000000
PA
USD
425238.60000000
0.093011847133
Long
DBT
CORP
IT
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2172
USD
XXXX
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
4338.00000000
NS
USD
916445.88000000
0.200452931827
Long
EC
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan B
N/A
164306.13000000
PA
USD
164228.91000000
0.035921560911
Long
LON
CORP
PA
N
2
2025-06-30
Variable
8.21697000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
4882020.36000000
PA
USD
4365701.99000000
0.954903920112
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
G2519Y108
1904.00000000
NS
USD
281106.56000000
0.061486046626
Long
EC
CORP
PE
N
1
N
N
N
CAMELOT US ACQUISITION LLC
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC, Term Loan B
N/A
182859.59000000
PA
USD
182822.10000000
0.039988423482
Long
LON
CORP
US
N
2
2026-10-31
Variable
8.21697000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
973000.00000000
PA
USD
955123.65000000
0.208912866628
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
235000.00000000
PA
USD
185498.91000000
0.040573918407
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
2892090.91000000
PA
USD
2780838.59000000
0.608248954434
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A., Term Loan B4
932QMGII9
407.15000000
PA
USD
406.02000000
0.000088808189
Long
LON
CORP
LU
N
2
2024-01-02
Variable
13.75000000
Y
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
5300.00000000
NS
USD
346567.00000000
0.075804117559
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DT3
465000.00000000
PA
USD
461631.04000000
0.100971914883
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC HOLDINGS PLC 8 12/30/2049
USD
XXXX
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
4500.00000000
NS
USD
177210.00000000
0.038760896660
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DQ27
231786.06000000
PA
USD
170312.90000000
0.037252303576
Long
ABS-CBDO
USGSE
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
BQ3349835
100000.00000000
PA
77880.06000000
0.017034597130
Long
DBT
NUSS
CM
Y
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AE0
200000.00000000
PA
USD
173500.00000000
0.037949413523
Long
DBT
CORP
MX
Y
2
2045-06-16
Fixed
6.12500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
1225000.00000000
PA
USD
1145558.75000000
0.250566471005
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 12/27/2171
USD
XXXX
N
N
N
Infomart Corp
N/A
Infomart Corp
N/A
50700.00000000
NS
116612.92000000
0.025506581690
Long
EC
CORP
JP
N
1
N
N
N
SPRINGER NATURE DEUTSCHL
549300WM0X4AUT710770
Springer Nature Deutschland GmbH, Term Loan B18
N/A
259798.87000000
PA
USD
259863.82000000
0.056839651671
Long
LON
CORP
DE
N
2
2026-08-14
Variable
8.53786000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
695000.00000000
PA
USD
694721.44000000
0.151955453661
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
7.96655000
N
N
N
N
N
N
WALTER INVESTMENT MGMT
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation, Term Loan
BL1181694
178801.62000000
PA
USD
19668.18000000
0.004301993637
Long
LON
CORP
US
N
2
2022-12-19
Variable
0.00000000
Y
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
21600.00000000
NS
USD
723816.00000000
0.158319266276
Long
EC
CORP
US
N
1
N
N
N
International Container Terminal Services Inc
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
645581000
47480.00000000
NS
175364.51000000
0.038357235200
Long
EC
CORP
PH
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
350000.00000000
PA
USD
263550.00000000
0.057645924692
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
D19225107
13619.00000000
NS
665455.00000000
0.145554045973
Long
EC
CORP
DE
N
1
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
335000.00000000
PA
USD
296642.50000000
0.064884201159
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
712387901
5314.00000000
NS
639229.15000000
0.139817702303
Long
EC
CORP
CH
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
3800.00000000
NS
USD
1109144.00000000
0.242601523419
Long
EC
CORP
US
N
1
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
200000.00000000
PA
USD
198810.40000000
0.043485522088
Long
DBT
NUSS
PL
Y
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AK6
200000.00000000
PA
USD
159176.98000000
0.034816559293
Long
DBT
NUSS
PY
Y
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
EP0572651
19836.00000000
NS
USD
416556.00000000
0.091112714119
Long
EP
CORP
BM
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
ZP2084801
900000.00000000
PA
182662.67000000
0.039953551580
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
2719.00000000
NS
USD
377669.10000000
0.082607036605
Long
EC
CORP
US
N
1
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
N/A
19652.00000000
NS
621240.48000000
0.135883065551
Long
EC
CORP
ES
N
1
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell, Inc., Term Loan B2
17187MAS9
121878.17000000
PA
USD
116876.29000000
0.025564188243
Long
LON
CORP
US
N
2
2028-11-23
Variable
8.45249000
N
N
N
N
N
N
MARAVAI INTERMEDIATE HOL
2549005DIMMJLV8LMZ14
Maravai Intermediate Holdings, LLC, Term Loan B
56589PAG0
223833.32000000
PA
USD
223973.22000000
0.048989350685
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.02785000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core & Main LP, Term Loan B
40416VAE5
174572.56000000
PA
USD
174082.01000000
0.038076715760
Long
LON
CORP
US
N
2
2028-06-10
Variable
7.68367000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
196840.00000000
0.043054539239
Long
DBT
CORP
MU
Y
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
PACKAGING COORDINATORS
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc, Term Loan
BL3765460
375000.00000000
PA
USD
370342.50000000
0.081004499584
Long
LON
CORP
US
N
2
2027-11-30
Variable
0.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
305000.00000000
PA
USD
290645.89000000
0.063572571000
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1600000.00000000
PA
USD
1276640.00000000
0.279237690379
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2172
USD
XXXX
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
3638.00000000
NS
USD
458933.70000000
0.100381929459
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
700000.00000000
PA
USD
625380.00000000
0.136788496999
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
BARCLAYS PLC 0 12/30/2049
USD
XXXX
N
N
N
AVIS BUDGET CAR RENTAL LLC
XN8R4HH1TVC1XOCL5P21
Avis Budget Car Rental, LLC, Term Loan B
05377JAR3
189016.67000000
PA
USD
187008.37000000
0.040904080492
Long
LON
CORP
US
N
2
2027-08-06
Variable
6.96697000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
299.00000000
NS
USD
192215.14000000
0.042042950048
Long
EC
CORP
US
N
1
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Term Loan B
16115EAQ0
344762.50000000
PA
USD
344905.58000000
0.075440717475
Long
LON
CORP
US
N
2
2029-12-08
Variable
8.94059000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
Athenahealth, Inc., Term Loan B
04686RAB9
1500.81000000
PA
USD
1448.28000000
0.000316780268
Long
LON
CORP
US
N
2
2029-01-27
Variable
8.58923000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
895000.00000000
PA
USD
845685.50000000
0.184975612394
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2171
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
1000000.00000000
PA
USD
972500.00000000
0.212713571479
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The), Term Loan
26483NAN0
117040.96000000
PA
USD
117289.67000000
0.025654606275
Long
LON
CORP
US
N
2
2026-02-08
Variable
8.43367000
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings, Inc., Term Loan
BL4298958
128972.73000000
PA
USD
128585.81000000
0.028125395256
Long
LON
CORP
US
N
2
2023-12-07
Variable
13.79282000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
200000.00000000
PA
USD
184419.97000000
0.040337923363
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board Options Exchange SPX Volatility Index
N/A
Chicago Board Options Exchange SPX Volatility Index
N/A
10.00000000
NC
USD
425.00000000
0.000092959658
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Purchased
CBOE SPX VOLATILITY INDEX
VIX
100.00000000
30.00000000
USD
2023-08-16
XXXX
-470.49000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
250000.00000000
PA
USD
240675.00000000
0.052642507779
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
LIBERTY COSTA RICA SR SF
549300W6O2PHTPCYQ751
Liberty Costa Rica Senior Secured Finance
530371AA1
200000.00000000
PA
USD
197905.24000000
0.043287537701
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
10.87500000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
15200.00000000
NS
USD
718504.00000000
0.157157379910
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET CAR RENTAL LLC
XN8R4HH1TVC1XOCL5P21
Avis Budget Car Rental, LLC, Term Loan C
05377JAS1
161789.66000000
PA
USD
162362.40000000
0.035513301776
Long
LON
CORP
US
N
2
2029-03-15
Variable
8.58731000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BN4939383
100000.00000000
PA
76750.67000000
0.016787567227
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
14925.00000000
NS
USD
807293.25000000
0.176578128986
Long
EC
CORP
US
N
1
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
300000.00000000
PA
USD
289137.44000000
0.063242629831
Long
DBT
NUSS
PE
Y
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R09
20753DAB4
105000.00000000
PA
USD
110765.53000000
0.024227590214
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
9.81655000
N
Y
N
N
N
N
Transocean Ltd
529900QO4W5DQGBGEF32
Transocean Ltd
H8817H100
7368.00000000
NS
USD
51649.68000000
0.011297262620
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
14730.00000000
NS
USD
5016154.20000000
1.097176426709
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
BS1759429
175000.00000000
PA
162548.71000000
0.035554053103
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.37500000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
G92087165
10980.00000000
NS
571774.49000000
0.125063438405
Long
EC
CORP
GB
N
1
N
N
N
Cia Brasileira de Distribuicao
5299003V5B6KLICZCC14
Cia Brasileira de Distribuicao
N/A
124900.00000000
NS
488049.58000000
0.106750405368
Long
EC
CORP
BR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
1411218.59000000
PA
USD
1404476.69000000
0.307199231660
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
N/A
5530.00000000
NS
USD
27650.00000000
0.006047846016
Long
DE
CORP
US
N
2
N/A
N/A
Call
Purchased
FIELDWOOD EQUITY FW EMERGENCE EQUITY
FIELDWOOD EQUITY FW EMERGENCE EQUITY
1.00000000
189.42000000
USD
2031-09-01
XXXX
-2765.00000000
N
N
N
Port of Tauranga Ltd
254900G6SDK8Q9NVJD26
Port of Tauranga Ltd
BZCMYD906
52240.00000000
NS
200322.67000000
0.043816298801
Long
EC
CORP
NZ
N
1
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
230000.00000000
PA
USD
181222.31000000
0.039638503642
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
34559.00000000
NS
USD
2564277.80000000
0.560880914246
Long
EC
CORP
US
N
1
N
N
N
Contemporary Amperex Technology Co Ltd
300300KINDY1K0E9I032
Contemporary Amperex Technology Co Ltd
N/A
18281.00000000
NS
577610.79000000
0.126340004181
Long
EC
CORP
CN
N
1
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
242104909
60700.00000000
NS
500756.38000000
0.109529746047
Long
EC
CORP
MX
N
1
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
EI2585962
3075000.00000000
PA
130686.99000000
0.028584983433
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
200000.00000000
PA
USD
178983.94000000
0.039148908087
Long
DBT
CORP
MX
Y
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-4
46655GAW5
370901.81000000
PA
USD
300231.40000000
0.065669196261
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
227964.00000000
PA
USD
182712.51000000
0.039964453014
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
10116.00000000
NS
USD
863906.40000000
0.188961044491
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
AR2881704
300000.00000000
PA
USD
153258.00000000
0.033521909036
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
1643.00000000
NS
USD
294507.75000000
0.064417270263
Long
EC
CORP
US
N
1
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
200000.00000000
PA
USD
160519.06000000
0.035110110584
Long
DBT
CORP
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP, Term Loan
BL4265577
390000.00000000
PA
USD
389572.95000000
0.085210749147
Long
LON
CORP
CA
N
2
2030-04-20
Variable
8.85249000
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
DexKo Global Inc., Term Loan
25213YAV7
21546.00000000
PA
USD
20630.30000000
0.004512436805
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.28786000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAV2
200000.00000000
PA
USD
198242.39000000
0.043361282052
Long
DBT
CORP
ID
Y
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
NAKED JUICE LLC
N/A
Naked Juice LLC, Term Loan, Second Lien
62984CAB9
164403.79000000
PA
USD
132057.34000000
0.028884718181
Long
LON
CORP
US
N
2
2030-01-20
Variable
11.34187000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
023740905
12019.00000000
NS
516708.21000000
0.113018867621
Long
EC
CORP
GB
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
1900.00000000
NS
USD
282815.00000000
0.061859731329
Long
EC
CORP
US
N
1
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
N/A
20400.00000000
NS
347913.01000000
0.076098528453
Long
EC
CORP
HK
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
395000.00000000
PA
USD
356633.65000000
0.078005981903
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
Astra International Tbk PT
529900L49TRJOMG4DK47
Astra International Tbk PT
629171901
970200.00000000
NS
440061.54000000
0.096254048168
Long
EC
CORP
ID
N
1
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
640000.00000000
PA
USD
577600.00000000
0.126337644099
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2022-PJ2
36267ECK5
900718.66000000
PA
USD
726855.64000000
0.158984122503
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
14500.00000000
NS
USD
353655.00000000
0.077354465934
Long
EP
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
1593.00000000
NS
USD
231924.87000000
0.050728604023
Long
EC
CORP
US
N
1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
325000.00000000
PA
USD
304460.49000000
0.066594219231
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
ED9640662
65000.00000000
PA
USD
38124.98000000
0.008339023813
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
11972.00000000
NS
USD
374364.44000000
0.081884212922
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
560000.00000000
PA
USD
467157.77000000
0.102180768844
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
ZS0947920
200000.00000000
PA
USD
175858.00000000
0.038465175581
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
29270.00000000
NS
USD
504029.40000000
0.110245649156
Long
EC
CORP
US
N
1
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
200000.00000000
PA
USD
191031.30000000
0.041784010372
Long
DBT
CORP
CL
Y
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
500000.00000000
PA
USD
515781.70000000
0.112816213378
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
9.41655000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
3042.00000000
NS
USD
928083.78000000
0.202998473497
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
5961.00000000
NS
USD
1033756.62000000
0.226112146715
Long
EC
CORP
US
N
1
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
BJ2959366
200000.00000000
PA
USD
189547.20000000
0.041459395245
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
535000.00000000
PA
USD
485951.20000000
0.106291429631
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
Q5997E121
24039.00000000
NS
82780.28000000
0.018106415431
Long
EC
CORP
NZ
N
1
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
10300.00000000
NS
USD
262238.00000000
0.057358952758
Long
EP
CORP
US
N
1
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l., Term Loan
N/A
608500.32000000
PA
USD
608336.02000000
0.133060490975
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.86410000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAJ0
250000.00000000
PA
USD
102583.00000000
0.022437836815
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
643532005
4500.00000000
NS
23622.64000000
0.005166947169
Long
EC
CORP
HK
N
1
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
45174UAF5
204193.97000000
PA
USD
177381.26000000
0.038798356121
Long
LON
CORP
US
N
2
2026-05-01
Variable
8.21697000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
175000.00000000
PA
USD
155767.59000000
0.034070828164
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDIN
549300W5GPFXXB6TQ330
Scientific Games Holdings LP, Term Loan B
80875CAB3
165124.07000000
PA
USD
163369.63000000
0.035733611792
Long
LON
CORP
US
N
2
2029-02-04
Variable
8.42063000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1339.00000000
NS
USD
431881.06000000
0.094464743164
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada, Term Loan B
N/A
197562.50000000
PA
USD
197827.23000000
0.043270474683
Long
LON
CORP
CA
N
2
2028-08-11
Variable
8.83914000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2600.00000000
NS
USD
609180.00000000
0.133245093546
Long
EC
CORP
US
N
1
N
N
N
APTTUS CORP
N/A
Apttus Corporation, Term Loan
03835XAC6
66250.25000000
PA
USD
65076.96000000
0.014234192887
Long
LON
CORP
US
N
2
2028-05-06
Variable
9.52271000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC, Term Loan
12546FAF9
251804.18000000
PA
USD
250230.40000000
0.054732547122
Long
LON
CORP
US
N
2
2028-12-08
Variable
8.23870000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
4294112.90000000
PA
USD
4212012.72000000
0.921287679989
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Company, LLC, Term Loan
17776EAB1
40792.92000000
PA
USD
26923.33000000
0.005888902499
Long
LON
CORP
US
N
2
2028-04-05
Variable
8.76029000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EG1116375
2350000.00000000
PA
130549.45000000
0.028554899500
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
3474.00000000
NS
USD
2723407.56000000
0.595687145174
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
7237.00000000
NS
USD
374442.38000000
0.081901260630
Long
EC
CORP
US
N
1
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Banff Merger Sub Inc, Term Loan
05988HAE7
315909.15000000
PA
USD
313767.29000000
0.068629882642
Long
LON
CORP
US
N
2
2025-10-02
Variable
8.96697000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
325000.00000000
PA
USD
280133.69000000
0.061273252125
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMRB2
810877.37000000
PA
USD
664845.68000000
0.145420770257
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
DexKo Global Inc., Term Loan B
25213YAU9
37293.09000000
PA
USD
35708.13000000
0.007810389576
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.25348000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
1069.00000000
NS
USD
181494.82000000
0.039698109375
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
AX2152962
200000.00000000
PA
USD
197760.00000000
0.043255769558
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
J32491102
1500.00000000
NS
712734.64000000
0.155895455826
Long
EC
CORP
JP
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
375000.00000000
PA
USD
344160.38000000
0.075277720916
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BE6T5
980779.82000000
PA
USD
943120.07000000
0.206287340281
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
B08K3S903
21350.00000000
NS
305433.15000000
0.066806967799
Long
EC
CORP
BR
N
1
N
N
N
NAKED JUICE LLC
N/A
Naked Juice LLC, Term Loan
62984CAE3
32727.27000000
PA
USD
30562.85000000
0.006684969643
Long
LON
CORP
US
N
2
2029-01-20
Variable
7.55000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAB9
200000.00000000
PA
USD
193825.26000000
0.042395129354
Long
DBT
CORP
KR
Y
2
2027-08-04
Fixed
4.50000000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
190000.00000000
PA
USD
162355.00000000
0.035511683185
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
200000.00000000
PA
USD
157214.00000000
0.034387199410
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
AQ7342571
385000.00000000
PA
USD
380511.67000000
0.083228787985
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
Atlas Arteria Ltd
254900SGF4ZQDBH2YC59
Atlas Arteria Ltd
N/A
155061.00000000
NS
643965.14000000
0.140853598805
Long
EC
CORP
AU
N
1
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc., Term Loan B
72431HAD2
19541.87000000
PA
USD
18784.72000000
0.004108755661
Long
LON
CORP
US
N
2
2028-04-12
Variable
8.49699000
N
N
N
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
Q9194A106
320300.00000000
NS
3049693.03000000
0.667055111905
Long
EC
CORP
AU
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
260000.00000000
PA
USD
258090.40000000
0.056451753983
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
80000.00000000
PA
USD
78808.49000000
0.017237671332
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
BK0602569
29000000.00000000
PA
64423.63000000
0.014091290925
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
1724.00000000
NS
USD
483754.40000000
0.105810926625
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDE7
4498629.17000000
PA
USD
4100280.69000000
0.896848688575
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
31454.00000000
NS
USD
724385.62000000
0.158443858466
Long
EC
CORP
US
N
1
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, (The), Term Loan B
42804VBB6
373255.96000000
PA
USD
373117.86000000
0.081611550214
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.44300000
N
N
N
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
Formula One Holdings Limited, Term Loan B
BL4053676
235000.00000000
PA
USD
235323.13000000
0.051471900703
Long
LON
CORP
LU
N
2
2030-01-15
Variable
8.10249000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB, Term Loan B2
N/A
119042.29000000
PA
USD
118149.47000000
0.025842669133
Long
LON
CORP
SE
N
2
2028-03-29
Variable
8.45000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS US H
549300NZ43V4QV4UGN28
Axalta Coating Systems Dutch Holding B B.V, Term Loan B
90347BAJ7
184500.00000000
PA
USD
185119.92000000
0.040491022452
Long
LON
CORP
US
N
2
2029-12-08
Variable
8.24187000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming, Inc., Term Loan B
70757DAZ2
167062.49000000
PA
USD
166731.71000000
0.036468994872
Long
LON
CORP
US
N
2
2029-04-20
Variable
7.95249000
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
549300WNOVFRGYOAEB12
W.R. Grace & Co.-Conn., Term Loan B
92943HAB5
1234.35000000
PA
USD
1229.06000000
0.000268830583
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.31250000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
1645000.00000000
PA
USD
61407.50000000
0.013431577008
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.25 03/12/2172
USD
XXXX
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
B164FY903
3364.00000000
NS
483379.93000000
0.105729019323
Long
EC
CORP
FR
N
1
N
N
N
BRIGHT BIDCO BV
549300IL6Q1JWU688H15
Bright Bidco B.V., Term Loan
N/A
221614.29000000
PA
USD
114870.44000000
0.025125451465
Long
LON
CORP
NL
N
2
2027-10-31
Variable
13.06775000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
23745.00000000
NS
959387.84000000
0.209845566972
Long
EC
CORP
ES
Y
1
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Klockner-Pentaplast of America, Inc., Term Loan B
49865NAT7
43828.28000000
PA
USD
41938.19000000
0.009173081929
Long
LON
CORP
US
N
2
2026-02-09
Variable
10.10426000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BD6
335000.00000000
PA
USD
250823.50000000
0.054862275060
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
Y33370100
213000.00000000
NS
184455.80000000
0.040345760409
Long
EC
CORP
HK
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
098952906
26944.00000000
NS
3862535.54000000
0.844847022808
Long
EC
CORP
GB
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AM7
100000.00000000
PA
USD
99112.31000000
0.021678697622
Long
DBT
CORP
US
N
2
N/A
Variable
8.53600000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc, Term Loan B
71913BAE2
71637.38000000
PA
USD
70861.19000000
0.015499369464
Long
LON
CORP
US
N
2
2026-03-05
Variable
8.44300000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
150000.00000000
PA
USD
131085.00000000
0.028672039606
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
1190000.00000000
PA
USD
1170995.70000000
0.256130259675
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US HoldCo LLC, Term Loan, First Lien
55292HAB9
260843.65000000
PA
USD
62602.48000000
0.013692953320
Long
LON
CORP
US
N
2
2025-11-30
Variable
9.83808000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
595000.00000000
PA
USD
574211.74000000
0.125596534705
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
8500.00000000
NS
USD
1108910.00000000
0.242550340925
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-HP1
36265LAD9
325925.61000000
PA
USD
263824.82000000
0.057706035688
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
INFORMATICA LLC
5493007SV33RZV7RPS40
Informatica LLC, Term Loan B
45673YAH9
269068.82000000
PA
USD
269152.23000000
0.058871292663
Long
LON
CORP
US
N
2
2028-10-14
Variable
8.00000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351802
13500.00000000
NS
USD
336555.00000000
0.073614206734
Long
EP
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
5183.00000000
NS
USD
370273.52000000
0.080989411684
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
AQ1229378
200000.00000000
PA
USD
141904.00000000
0.031038464418
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
406141903
1133.00000000
NS
1068319.54000000
0.233672046102
Long
EC
CORP
FR
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
400000.00000000
PA
USD
341000.00000000
0.074586455398
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. , Term Loan B2
76173FAW7
95001.41000000
PA
USD
95082.16000000
0.020797188521
Long
LON
CORP
US
N
2
2026-02-05
Variable
8.46697000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
G8842P102
19263.00000000
NS
451718.89000000
0.098803844109
Long
EC
CORP
GB
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
60534.00000000
NS
1762680.24000000
0.385548595606
Long
EC
CORP
NO
N
1
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Global Education Holdings, LLC, Term Loan
58063DAC7
230248.12000000
PA
USD
216433.23000000
0.047340139167
Long
LON
CORP
US
N
2
2028-07-30
Variable
10.33100000
N
N
N
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
N/A
7238.00000000
NS
USD
814275.00000000
0.178105237446
Long
EC
CORP
US
N
2
N
N
N
iShares MSCI Saudi Arabia ETF
5493004P512V6ELEIL59
iShares MSCI Saudi Arabia ETF
46434V423
17939.00000000
NS
USD
741418.87000000
0.162169517532
Long
EC
RF
US
N
1
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC, Term Loan B2
11565HAD8
149250.00000000
PA
USD
149143.29000000
0.032621904244
Long
LON
CORP
US
N
2
2029-06-09
Variable
8.89000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
BP4631803
200000.00000000
PA
USD
41047.12000000
0.008978179428
Long
DBT
CORP
KY
N
2
2026-05-17
Fixed
5.50000000
N
N
N
N
N
N
USI INC/NY
2549006D7UF7072T7I27
USI, Inc., Term Loan
90351NAJ4
371564.08000000
PA
USD
371530.64000000
0.081264379792
Long
LON
CORP
US
N
2
2029-11-16
Variable
8.99187000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
20500.00000000
NS
USD
465350.00000000
0.101785357828
Long
EP
CORP
US
N
1
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
200000.00000000
PA
USD
174500.00000000
0.038168142131
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
200000.00000000
PA
USD
195123.48000000
0.042679087208
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.62500000
N
N
N
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
G74079107
13330.00000000
NS
1001759.62000000
0.219113487438
Long
EC
CORP
GB
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A., Term Loan B12
N/A
117800.62000000
PA
USD
111468.84000000
0.024381424231
Long
LON
CORP
FR
N
2
2026-01-31
Variable
8.94779000
N
N
N
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
Parexel International Corporation, Term Loan, First Lien
71911KAC8
931485.28000000
PA
USD
925430.63000000
0.202418153690
Long
LON
CORP
US
N
2
2028-11-15
Variable
8.44300000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
2600.00000000
NS
USD
451360.00000000
0.098725344599
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
200000.00000000
PA
USD
175648.97000000
0.038419454740
Long
DBT
CORP
CL
Y
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
9200.00000000
NS
USD
1741284.00000000
0.380868625810
Long
EC
CORP
US
N
1
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corporation, Term Loan B
816194AV6
281397.06000000
PA
USD
281150.84000000
0.061495731928
Long
LON
CORP
US
N
2
2025-03-06
Variable
7.70249000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
T8578L107
78841.00000000
NS
412050.56000000
0.090127245499
Long
EC
CORP
IT
N
1
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
637248907
30000.00000000
NS
664075.24000000
0.145252252988
Long
EC
CORP
TW
N
1
N
N
N
CNT HOLDINGS I CORP
254900SYIEHMSB69WT08
CNT Holdings I Corp, Term Loan
12656AAC3
240647.18000000
PA
USD
240015.48000000
0.052498251888
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.45866000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
175000.00000000
PA
USD
152687.50000000
0.033397124365
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
8699.00000000
NS
USD
630677.50000000
0.137947211801
Long
EC
RF
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC, Term Loan B3, First Lien
88233FAK6
2893.14000000
PA
USD
2889.52000000
0.000632020687
Long
LON
CORP
US
N
2
2025-12-31
Variable
6.89629000
N
N
N
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876101
4584.00000000
NS
188792.63000000
0.041294349199
Long
EC
CORP
CA
N
1
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221602AC9
200000.00000000
PA
USD
194532.30000000
0.042549779229
Long
DBT
NUSS
CR
Y
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties Inc
42250P103
23100.00000000
NS
USD
464310.00000000
0.101557880075
Long
EC
CORP
US
N
1
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
BX9184165
200000.00000000
PA
USD
198108.00000000
0.043331887114
Long
DBT
CORP
IL
Y
2
2027-07-27
Fixed
5.12500000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
27500.00000000
NS
USD
614350.00000000
0.134375920450
Long
EC
CORP
US
N
1
N
N
N
AMC ENTERTAINMENT HOLDINGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. , Term Loan B
00164DAQ6
838689.61000000
PA
USD
657322.98000000
0.143775340556
Long
LON
CORP
US
N
2
2026-04-22
Variable
8.21800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1000000.00000000
PA
USD
959028.06000000
0.209766872793
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC, Term Loan B5
89334GAX2
199992.58000000
PA
USD
199728.59000000
0.043686356509
Long
LON
CORP
US
N
2
2026-11-13
Variable
6.95249000
N
N
N
N
N
N
EAGLE BROADBAND INVEST
254900W09ZHD1OM4I757
Eagle Broadband Investments LLC, Term Loan
26943PAB5
239444.69000000
PA
USD
237349.55000000
0.051915136729
Long
LON
CORP
US
N
2
2027-11-12
Variable
8.50348000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan I
89364MBZ6
88488.34000000
PA
USD
88539.66000000
0.019366156602
Long
LON
CORP
US
N
2
2028-08-24
Variable
8.49187000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The), Term Loan
90385KAK7
539595.91000000
PA
USD
530376.91000000
0.116008603348
Long
LON
CORP
US
N
2
2026-05-03
Variable
8.27063000
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya, Inc., Term Loan
N/A
638618.31000000
PA
USD
553043.46000000
0.120966426282
Long
LON
CORP
US
N
2
2028-08-01
Variable
13.73870000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
2984.00000000
NS
USD
253013.36000000
0.055341260090
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
680000.00000000
PA
USD
661932.40000000
0.144783552578
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 8 09/30/2171
USD
XXXX
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
55000.00000000
PA
USD
46635.69000000
0.010200559566
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
6327.00000000
NS
USD
1047245.04000000
0.229062450049
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
4185.00000000
NS
USD
378324.00000000
0.082750281970
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
5754.00000000
NS
USD
1717051.14000000
0.375568206069
Long
EC
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
34746.00000000
NS
USD
880116.18000000
0.192506587110
Long
EP
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
545000.00000000
PA
USD
433384.65000000
0.094793621312
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
250000.00000000
PA
USD
242812.50000000
0.053110040179
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
694.00000000
NS
USD
272950.20000000
0.059702017355
Long
EC
CORP
US
N
1
N
N
N
CERIDIAN HCM HOLDING INC
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc., Term Loan B
15677GAF1
220775.92000000
PA
USD
221051.89000000
0.048350372240
Long
LON
CORP
US
N
2
2025-04-30
Variable
7.97571000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
666114004
32100.00000000
NS
585381.69000000
0.128039722322
Long
EC
CORP
JP
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
9492.00000000
NS
USD
1113411.60000000
0.243534969627
Long
EC
CORP
US
N
1
N
N
N
CENTRAL PARENT INC
N/A
CDK Global, Inc., Term Loan B
15477BAB3
178475.00000000
PA
USD
178184.09000000
0.038973958010
Long
LON
CORP
US
N
2
2029-06-09
Variable
9.49187000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
8284.00000000
NS
USD
2168502.68000000
0.474313573086
Long
EC
CORP
US
N
1
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp, Term Loan B
29081LAC8
102228.27000000
PA
USD
101866.38000000
0.022281091520
Long
LON
CORP
US
N
2
2029-01-27
Variable
8.33670000
N
N
N
N
N
N
PDD Holdings Inc
5493000573DS7005T657
PDD Holdings Inc
722304102
2158.00000000
NS
USD
149204.12000000
0.032635209506
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
18182.00000000
NS
USD
755462.10000000
0.165241173684
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
EK7554620
1030000.00000000
PA
USD
978500.00000000
0.214025943128
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 02/19/2172
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
1600000.00000000
PA
USD
1604160.00000000
0.350875684138
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Incorporated, Term Loan B1
17148PAF8
219238.66000000
PA
USD
217594.37000000
0.047594113703
Long
LON
CORP
US
N
2
2028-03-17
Variable
7.08367000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
17700.00000000
NS
USD
1058283.00000000
0.231476767677
Long
EC
CORP
US
N
1
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
200000.00000000
PA
USD
196500.00000000
0.042980171512
Long
DBT
CORP
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
ICON Luxembourg S.A.R.L., Term Loan
N/A
63046.63000000
PA
USD
63125.44000000
0.013807339633
Long
LON
CORP
US
N
2
2028-07-01
Variable
7.75348000
N
N
N
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
1293.00000000
NS
USD
75821.52000000
0.016584335541
Long
EC
CORP
US
N
1
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The), Term Loan
933MFSII9
1283412.74000000
PA
USD
1284863.00000000
0.281036295724
Long
LON
CORP
NL
N
2
2025-07-10
Variable
7.75348000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
2438.00000000
NS
USD
81526.72000000
0.017832225997
Long
EC
CORP
US
N
1
N
N
N
24 Hour Fitness Worldwide Inc
N/A
24 Hour Fitness Worldwide, Inc., Term Loan
N/A
378019.61000000
PA
USD
47724.98000000
0.010438818452
Long
LON
CORP
US
N
2
2025-12-29
Fixed
10.52871000
N
N
Y
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC, Term Loan
N/A
380000.00000000
PA
USD
373777.50000000
0.081755832353
Long
LON
CORP
US
N
2
2030-06-27
Variable
0.00000000
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Company, Term Loan
46124CAJ6
244368.83000000
PA
USD
244293.08000000
0.053433885382
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.69300000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corporation, Term Loan B
68371YAN3
646126.57000000
PA
USD
649761.03000000
0.142121325758
Long
LON
CORP
CA
N
2
2029-08-25
Variable
8.58367000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
1801946.36000000
PA
USD
1508778.52000000
0.330013025769
Long
ABS-CBDO
USGSE
US
Y
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
PERRIGO INVESTMENTS LLC
549300POZGC78VHAAJ73
Perrigo Investments, LLC, Term Loan B
BL3890177
154440.00000000
PA
USD
153474.75000000
0.033569318462
Long
LON
CORP
US
N
2
2029-04-05
Variable
7.45249000
N
N
N
N
N
N
TRINSEO MATERIALS OPERATING
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A., Term Loan
L9339LAG8
296411.65000000
PA
USD
286794.57000000
0.062730177136
Long
LON
CORP
LU
N
2
2024-09-09
Variable
7.53786000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
G1151C101
1910.00000000
NS
USD
589387.80000000
0.128915973187
Long
EC
CORP
US
N
1
N
N
N
ZIGGO FINANCING PARTNERS
213800TQASLF9JXH5J59
Ziggo Financing Partnership, Term Loan I
N/A
230991.92000000
PA
USD
227857.36000000
0.049838923222
Long
LON
CORP
US
N
2
2028-04-30
Variable
7.69329000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch & Lomb, Inc., Term Loan
BL3906049
606051.75000000
PA
USD
589385.33000000
0.128915432927
Long
LON
CORP
CA
N
2
2027-05-05
Variable
8.59154000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1645000.00000000
PA
USD
1551442.39000000
0.339344834675
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
Y
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
2120000.00000000
PA
USD
2030218.00000000
0.444066757493
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 09/30/2171
USD
XXXX
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
14400.00000000
NS
USD
865440.00000000
0.189296486685
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
170000.00000000
PA
USD
158684.80000000
0.034708905447
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
156906.98000000
0.034320045353
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
QZ7562684
550000.00000000
PA
97596.60000000
0.021347168483
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
30300.00000000
NS
USD
739320.00000000
0.161710434618
Long
EP
CORP
US
N
1
N
N
N
Infratil Ltd
N/A
Infratil Ltd
645928904
30866.00000000
NS
192595.12000000
0.042126062544
Long
EC
CORP
NZ
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383T6G3
243761.72000000
PA
USD
202013.94000000
0.044186227934
Long
ABS-CBDO
USGSE
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B4, Second Lien
04649VBA7
94000.00000000
PA
USD
79094.42000000
0.017300212403
Long
LON
CORP
US
N
2
2029-01-20
Variable
10.40249000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
QJ1143487
100000.00000000
PA
USD
23719.40000000
0.005188111349
Long
DBT
NUSS
UA
N
2
2028-09-01
Fixed
7.75000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
200000.00000000
PA
USD
172000.00000000
0.037621320611
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
19601.00000000
NS
USD
3801417.94000000
0.831478855223
Long
EC
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
1075000.00000000
PA
USD
583564.65000000
0.127642283692
Long
DBT
CORP
US
Y
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
1441.00000000
NS
USD
114689.19000000
0.025085806904
Long
EC
CORP
US
N
1
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAL5
500000.00000000
PA
USD
405636.42000000
0.088724289584
Long
DBT
CORP
ID
Y
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630710
270000.00000000
PA
223018.36000000
0.048780495487
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL, Inc., Term Loan, First Lien
50168EAN2
90000.00000000
PA
USD
89263.35000000
0.019524448309
Long
LON
CORP
US
N
2
2028-10-29
Variable
10.20249000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
245000.00000000
PA
USD
178984.90000000
0.039149118066
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
24 Hour Fitness Worldwide Inc
N/A
24 Hour Fitness Worldwide, Inc., Exit Term Loan
N/A
172615.52000000
PA
USD
90623.15000000
0.019821875470
Long
LON
CORP
US
N
2
2026-09-30
Variable
19.47571000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNEM0
1783817.98000000
PA
USD
1463687.99000000
0.320150436899
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
BO1152772
370000.00000000
PA
76359.62000000
0.016702033405
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
998.00000000
NS
USD
145308.80000000
0.031783191583
Long
EC
CORP
US
N
1
N
N
N
WEST TECHNOLOGY GRP LLC
5493005Z5DB0O5S30R71
West Corporation, Term Loan B3
68162RAH4
238418.87000000
PA
USD
216033.72000000
0.047252754901
Long
LON
CORP
US
N
2
2027-04-10
Variable
9.29542000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
4421.00000000
NS
USD
505939.24000000
0.110663385801
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
910000.00000000
PA
USD
813312.50000000
0.177894711161
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2171
USD
XXXX
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
EK4903846
135000.00000000
PA
USD
93651.48000000
0.020484257876
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc., Term Loan B3
78466DBD5
176012.08000000
PA
USD
176098.33000000
0.038517742628
Long
LON
CORP
US
N
2
2025-04-16
Variable
6.96697000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
400000.00000000
PA
USD
288815.20000000
0.063172146724
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
GoTo Gojek Tokopedia Tbk PT
N/A
GoTo Gojek Tokopedia Tbk PT
N/A
26200400.00000000
NS
193352.14000000
0.042291644475
Long
EC
CORP
ID
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
2363.00000000
NS
USD
2049737.09000000
0.448336140882
Long
EC
CORP
US
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
200000.00000000
PA
USD
171673.44000000
0.037549892597
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
21900.00000000
NS
USD
437781.00000000
0.095755228828
Long
EP
CORP
US
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
F5879X108
20047.00000000
NS
2329369.58000000
0.509499766229
Long
EC
CORP
FR
N
1
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc., Term Loan B6
78466DBG8
44423.41000000
PA
USD
44349.45000000
0.009700493473
Long
LON
CORP
US
N
2
2029-03-22
Variable
7.45249000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BR0
200000.00000000
PA
USD
176583.13000000
0.038623782257
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
200000.00000000
PA
USD
193532.00000000
0.042330985003
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
295000.00000000
PA
USD
219037.50000000
0.047909767519
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
200000.00000000
PA
USD
154500.00000000
0.033793569967
Long
DBT
CORP
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
DISCOVERY PURCHASER CORP
2549001LSO1ZBIPA5D65
Discovery Purchaser Corporation, Term Loan
25471NAC0
188738.29000000
PA
USD
181188.76000000
0.039631165297
Long
LON
CORP
US
N
2
2029-08-03
Variable
9.61687000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2022-2
74938WAY7
727095.66000000
PA
USD
566120.83000000
0.123826821221
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
20948.00000000
NS
USD
1302337.16000000
0.284858394420
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
677172009
33368.00000000
NS
1837349.95000000
0.401880997349
Long
EC
CORP
KR
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
05461T305
2500.00000000
NS
USD
51300.00000000
0.011220777600
Long
EP
CORP
BM
N
1
N
N
N
Parkway Life Real Estate Investment Trust
549300I4DKVD2OF5LW91
Parkway Life Real Estate Investment Trust
N/A
42400.00000000
NS
122466.78000000
0.026786988340
Long
EC
CORP
SG
N
1
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
BO7153865
1700000.00000000
PA
63206.74000000
0.013825122269
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint, Inc., Term Loan, First Lien
74345HAB7
47196.80000000
PA
USD
46272.45000000
0.010121108586
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.44171000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
300000.00000000
PA
USD
11198.94000000
0.002449528559
Long
DBT
CORP
CH
Y
2
N/A
Fixed
6.37500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.375 02/21/2172
USD
XXXX
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
17439.00000000
NS
704800.20000000
0.154159966808
Long
EC
CORP
CA
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
140000.00000000
PA
USD
85987.80000000
0.018807991816
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P303
6800.00000000
NS
USD
181696.00000000
0.039742113196
Long
EP
CORP
US
N
1
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
215000.00000000
PA
USD
256071.47000000
0.056010156234
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
2619958.63000000
PA
USD
2268967.10000000
0.496288015846
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS Quattro Holdings UK Ltd, Term Loan
BL4207215
35000.00000000
PA
USD
35000.00000000
0.007655501287
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.95249000
N
N
N
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
N/A
208000.00000000
NS
255391.78000000
0.055861488586
Long
EC
CORP
HK
N
1
N
N
N
Vanguard Short-Term Bond ETF
N/A
Vanguard Short-Term Bond ETF
921937827
175131.00000000
NS
USD
13234649.67000000
2.894796502405
Long
EC
RF
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN7M8
1335742.53000000
PA
USD
1217473.74000000
0.266296336676
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
31200.00000000
NS
USD
1106040.00000000
0.241922589819
Long
EC
CORP
US
N
1
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
19590.00000000
NS
USD
457818.30000000
0.100137959569
Long
EP
CORP
BM
N
1
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYP8
1000000.00000000
PA
USD
1051230.70000000
0.229934227913
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.56655000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
181511.74000000
PA
USD
136067.15000000
0.029761778341
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
473.00000000
NS
USD
326909.22000000
0.071504398700
Long
EC
CORP
US
N
1
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAC0
200000.00000000
PA
USD
186016.00000000
0.040687020783
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
395000.00000000
PA
USD
329651.20000000
0.072104148169
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
415000.00000000
PA
USD
306062.50000000
0.066944624648
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
F80343100
18804.00000000
NS
1144907.12000000
0.250423940882
Long
EC
CORP
FR
N
1
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
200000.00000000
PA
USD
200700.00000000
0.043898831666
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
200000.00000000
PA
USD
200200.00000000
0.043789467362
Long
DBT
CORP
MX
Y
2
2038-06-29
Fixed
8.45000000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 8.45 06/29/2038
USD
XXXX
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
29650.00000000
NS
USD
3179962.50000000
0.695548771770
Long
EC
CORP
US
N
1
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc., Term Loan
BL3903004
26707.91000000
PA
USD
26240.52000000
0.005739552418
Long
LON
CORP
US
N
2
2029-04-12
Variable
9.48932000
N
N
N
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
N/A
8746.00000000
NS
174775.64000000
0.038228432485
Long
EC
CORP
PT
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Corp, Term Loan B
12768EAG1
209475.00000000
PA
USD
209748.36000000
0.045877966856
Long
LON
CORP
US
N
2
2030-01-25
Variable
8.45249000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
757601.15000000
PA
USD
742692.82000000
0.162448166842
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group Inc
570535AW4
681000.00000000
PA
USD
657147.74000000
0.143737010555
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
975000.00000000
PA
USD
970484.97000000
0.212272826772
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
200000.00000000
PA
USD
160852.91000000
0.035183133130
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1280000.00000000
PA
USD
1254269.73000000
0.274344672357
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
600000.00000000
PA
USD
591750.00000000
0.129432653905
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
665104907
1128800.00000000
NS
392830.53000000
0.085923275087
Long
EC
CORP
ID
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
270000.00000000
PA
USD
269379.00000000
0.058920893749
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AT6
200000.00000000
PA
USD
161001.04000000
0.035215533398
Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
14432.00000000
NS
412342.86000000
0.090191179871
Long
EC
CORP
CA
Y
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2864.00000000
NS
USD
889672.96000000
0.194596928298
Long
EC
CORP
US
N
1
N
N
N
ANTICIMEX GLOBAL AB
54930005SBU6WYFBEB41
Anticimex International AB, Term Loan B1
N/A
197000.00000000
PA
USD
194845.81000000
0.042618352835
Long
LON
CORP
SE
N
2
2028-11-16
Variable
8.55000000
N
N
N
N
N
N
TOPGOLF CALLAWAY BRANDS
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp., Term Loan B
89071LAB6
64837.50000000
PA
USD
64850.79000000
0.014184723037
Long
LON
CORP
US
N
2
2030-03-09
Variable
8.70249000
N
N
N
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C204
4297.00000000
NS
USD
122722.32000000
0.026842882249
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
12237.00000000
NS
USD
1063028.19000000
0.232514676481
Long
EC
CORP
US
N
1
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp., Term Loan B
92531HAD9
242609.68000000
PA
USD
242836.52000000
0.053115294041
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.21697000
N
N
N
N
N
N
S&P 500 Index
N/A
S&P 500 Index
N/A
-27.00000000
NC
USD
-60210.00000000
-0.01316964950
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
S&P 500 INDEX
SPX
100.00000000
4500.00000000
USD
2023-07-21
XXXX
-32681.83000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
634.00000000
NS
USD
256890.46000000
0.056189292777
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
200000.00000000
PA
USD
195484.73000000
0.042758102918
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
600000.00000000
PA
USD
562620.00000000
0.123061089548
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.5 12/05/2171
USD
XXXX
N
N
N
3i Infrastructure PLC
549300SQ4ZSVSWC6H750
3i Infrastructure PLC
BF5FX1900
73121.00000000
NS
290810.41000000
0.063608556230
Long
EC
RF
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MUXM7
532011.09000000
PA
USD
511545.10000000
0.111889547757
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
500000.00000000
PA
USD
450384.27000000
0.098511924534
Long
DBT
CORP
AU
Y
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Macquarie Bank Ltd/London
Macquarie Bank Ltd/London 6.125 09/08/2171
USD
XXXX
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
200000.00000000
PA
USD
189372.80000000
0.041421248975
Long
DBT
CORP
OM
Y
2
2028-05-06
Fixed
5.12500000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
2644.00000000
NS
USD
509128.64000000
0.111360998824
Long
EC
CORP
US
N
1
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co, Term Loan
68621XAE3
267260.21000000
PA
USD
267552.86000000
0.058521464689
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.25000000
N
N
N
N
N
N
Flughafen Zurich AG
529900PFO97GCN5SYB55
Flughafen Zurich AG
N/A
4587.00000000
NS
954111.67000000
0.208691517651
Long
EC
CORP
CH
N
1
N
N
N
RKPF OVERSEAS 2020 A LTD
254900LKOLISWWIE7W36
RKPF Overseas 2020 A Ltd
BN3253570
200000.00000000
PA
USD
105802.51000000
0.023142035756
Long
DBT
CORP
VG
N
2
2026-01-12
Fixed
5.20000000
N
N
N
N
N
N
EOS US FINCO LLC
N/A
EOS Finco Sarl, Term Loan
26877MAC0
99375.00000000
PA
USD
98795.15000000
0.021609325656
Long
LON
CORP
US
N
2
2029-08-03
Variable
10.90855000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
250000.00000000
PA
USD
183557.00000000
0.040149167136
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
33019.00000000
NS
USD
1345194.06000000
0.294232424509
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
4286.00000000
NS
USD
611826.50000000
0.133823958808
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc., Term Loan B
85350EAB2
205581.20000000
PA
USD
205724.08000000
0.044997741692
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.69161000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
800000.00000000
PA
USD
612183.23000000
0.133901985864
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2171
USD
XXXX
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan B
90351HAE8
351912.81000000
PA
USD
352174.99000000
0.077030745407
Long
LON
CORP
US
N
2
2028-11-22
Variable
7.94300000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
250000.00000000
PA
USD
242261.25000000
0.052989466034
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
340000.00000000
PA
USD
314438.80000000
0.068776761089
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
24270.00000000
NS
USD
612817.50000000
0.134040718858
Long
EP
CORP
US
N
1
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp
131477AV3
250000.00000000
PA
USD
239372.77000000
0.052357672824
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
8.12500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
260000.00000000
PA
USD
223600.00000000
0.048907716794
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
1090000.00000000
PA
USD
1086969.80000000
0.237751391515
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
AQ7342613
200000.00000000
PA
USD
191828.80000000
0.041958446437
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N6596X109
1480.00000000
NS
USD
302926.40000000
0.066258669860
Long
EC
CORP
US
N
1
N
N
N
ACCESS BANK PLC
029200328C3N9YI2D660
Access Bank PLC
00434G2B5
200000.00000000
PA
USD
167820.00000000
0.036707035029
Long
DBT
CORP
NG
Y
2
2026-09-21
Fixed
6.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
127484.10000000
0.027884419761
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
5947.00000000
NS
USD
616168.67000000
0.134773715608
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
9739.00000000
NS
USD
1477795.86000000
0.323236231669
Long
EC
CORP
US
N
1
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
200000.00000000
PA
USD
179571.89000000
0.039277509572
Long
DBT
CORP
MX
Y
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
X67925119
113541.00000000
NS
554950.40000000
0.121383528615
Long
EC
CORP
PT
N
1
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
48129VAA4
200000.00000000
PA
USD
201332.00000000
0.044037068147
Long
DBT
CORP
KZ
Y
2
2025-05-12
Fixed
5.75000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
BG0743297
5000000.00000000
PA
58760.15000000
0.012852525827
Long
DBT
NUSS
N/A
N
2
2030-02-25
Fixed
6.15000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P881
10000.00000000
NS
USD
251900.00000000
0.055097736406
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AE8
425000.00000000
PA
USD
244944.50000000
0.053576369572
Long
DBT
NUSS
ZM
Y
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Starfruit Finco B.V, Term Loan
BL4207843
15000.00000000
PA
USD
14931.23000000
0.003265887156
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.99012000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-INV1
36264TAD3
546538.64000000
PA
USD
442402.97000000
0.096766185894
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
3.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AG3
245000.00000000
PA
USD
189711.15000000
0.041495255800
Long
DBT
CORP
CH
Y
2
N/A
Fixed
3.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 3.875 12/02/2171
USD
XXXX
N
N
N
FREEPORT LNG INVESTMENTS
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP, Term Loan A
N/A
268972.53000000
PA
USD
264042.26000000
0.057753596037
Long
LON
CORP
US
N
2
2026-11-16
Variable
8.25043000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
5400.00000000
NS
USD
131652.00000000
0.028796058727
Long
EP
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
1508.00000000
NS
USD
174626.40000000
0.038195789427
Long
EC
CORP
US
N
1
N
N
N
DELTA TOPCO INC
N/A
Delta TopCo, Inc., Term Loan B
24780DAC1
234743.66000000
PA
USD
227701.35000000
0.049804799371
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.06909000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
25390.00000000
NS
798258.92000000
0.174602062559
Long
EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
3528.00000000
NS
2558959.84000000
0.559717724256
Long
EC
CORP
NL
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
552.00000000
NS
USD
221291.28000000
0.048402733682
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
17532.00000000
NS
USD
2285471.52000000
0.499898004662
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
31873.00000000
NS
USD
1040015.99000000
0.227481250004
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
4540.00000000
NS
USD
399974.00000000
0.087485756338
Long
EC
CORP
US
N
1
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
AZ6401204
200000.00000000
PA
USD
113000.00000000
0.024716332727
Long
DBT
CORP
GB
N
2
2024-07-19
Fixed
7.37500000
Y
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan B
87422LAV2
656749.32000000
PA
USD
655793.75000000
0.143440854207
Long
LON
CORP
US
N
2
2030-05-17
Variable
9.58967000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
First Student Bidco Inc, Term Loan C
33718FAB6
70317.84000000
PA
USD
68208.30000000
0.014919106527
Long
LON
CORP
US
N
2
2028-07-21
Variable
8.52871000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
6200.00000000
NS
USD
941532.00000000
0.205939983940
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
200000.00000000
PA
USD
166000.00000000
0.036308948962
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
BH6210380
200000.00000000
PA
USD
181828.00000000
0.039770985372
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
IHS Holding Ltd
213800CLGMKL63VKTD94
IHS Holding Ltd
G4701H109
11544.00000000
NS
USD
112900.32000000
0.024694529859
Long
EC
CORP
US
N
1
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
526250AB1
200000.00000000
PA
USD
168549.09000000
0.036866507869
Long
DBT
CORP
HK
Y
2
2030-11-02
Fixed
3.42100000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC, Term Loan N
BL3183086
250000.00000000
PA
USD
248235.00000000
0.054296096057
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.69329000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
2127.00000000
NS
USD
393962.94000000
0.086170965550
Long
EC
CORP
US
N
1
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
194716.00000000
PA
USD
156782.21000000
0.034292754584
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
30248.00000000
NS
USD
405928.16000000
0.088788101468
Long
EC
CORP
BR
N
1
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
450000.00000000
PA
USD
358730.33000000
0.078464585801
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
13115.00000000
NS
USD
1493405.05000000
0.326650408073
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan B
90932RAJ3
192025.37000000
PA
USD
192239.48000000
0.042048273902
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.29186000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
2524.00000000
NS
USD
364818.96000000
0.079796343367
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
7909.00000000
NS
USD
665937.80000000
0.145659648145
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
13515.00000000
NS
USD
776301.60000000
0.169799368515
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
2384.00000000
NS
USD
351997.60000000
0.076991945139
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
QJ1137778
115000.00000000
PA
USD
28492.40000000
0.006232102996
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
420000.00000000
PA
USD
394275.00000000
0.086239222000
Long
DBT
CORP
IT
Y
2
N/A
Fixed
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2172
USD
XXXX
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
D31709104
15941.00000000
NS
1310965.99000000
0.286745766397
Long
EC
CORP
DE
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
650000.00000000
PA
USD
627671.56000000
0.137289726728
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2171
USD
XXXX
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
200000.00000000
PA
USD
174112.00000000
0.038083275431
Long
DBT
CORP
IN
Y
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAB2
200000.00000000
PA
USD
198780.22000000
0.043478920859
Long
DBT
CORP
GB
Y
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
N/A
427808.00000000
NS
2425619.02000000
0.530552272281
Long
EC
CORP
GB
N
1
N
N
N
24 Hour Fitness Worldwide Inc
N/A
24 Hour Fitness Worldwide Inc
N/A
174789.00000000
NS
USD
1048.73000000
0.000229387253
Long
EC
CORP
US
N
2
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
G8994E103
2208.00000000
NS
USD
422302.08000000
0.092369546200
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
17298.00000000
NS
USD
473100.30000000
0.103480570160
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1776.00000000
NS
USD
214842.72000000
0.046992249128
Long
EC
CORP
US
N
1
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
200000.00000000
PA
USD
202648.00000000
0.044324914995
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
17100.00000000
NS
USD
1974708.00000000
0.431925132452
Long
EC
CORP
US
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
B00FM5901
371500.00000000
NS
1276299.03000000
0.279163110485
Long
EC
CORP
BR
N
2
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
400501102
5826.00000000
NS
USD
494277.84000000
0.108112704009
Long
EC
CORP
MX
N
1
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
300000.00000000
PA
USD
225772.80000000
0.049382970314
Long
DBT
NUSS
RW
Y
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
200000.00000000
PA
USD
129020.00000000
0.028220365030
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
10 RENEW POWER SUBSIDIAR
N/A
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries
75973PAA7
200000.00000000
PA
USD
170553.49000000
0.037304927492
Long
DBT
CORP
IN
Y
2
2028-07-14
Fixed
4.50000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan B
15134NAF3
439512.98000000
PA
USD
431630.31000000
0.094409896965
Long
LON
CORP
US
N
2
2026-07-14
Variable
9.87971000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A
05971U2D8
65000.00000000
PA
USD
57230.80000000
0.012518013230
Long
DBT
CORP
PE
Y
2
2031-09-30
Fixed
3.25000000
N
N
N
N
N
N
NEMAK SAB DE CV
5493000MY3DAIB0BP706
Nemak SAB de CV
64045DAC8
200000.00000000
PA
USD
156007.94000000
0.034123399585
Long
DBT
CORP
MX
Y
2
2031-06-28
Fixed
3.62500000
N
N
N
N
N
N
MISSION BROADCASTING INC
N/A
Mission Broadcasting, Inc., Term Loan B
605024AS7
83512.50000000
PA
USD
82538.33000000
0.018053494044
Long
LON
CORP
US
N
2
2028-06-03
Variable
7.67043000
N
N
N
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
B08X16905
80800.00000000
NS
344293.86000000
0.075306916811
Long
EC
CORP
SG
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2094340
137000.00000000
PA
USD
47200.46000000
0.010324090922
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
400000.00000000
PA
USD
359500.00000000
0.078632934649
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
MISC Capital Two Labuan Ltd
60475DAB7
215000.00000000
PA
USD
201205.97000000
0.044009501780
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan, First Lien
74839XAF6
165703.19000000
PA
USD
165591.34000000
0.036219563329
Long
LON
CORP
US
N
2
2027-01-31
Variable
7.84197000
N
N
N
N
N
N
KESTREL BIDCO INC
5493009TSX7LVAH8LA03
Kestrel Bidco Inc., Term Loan B
N/A
693154.68000000
PA
USD
674141.45000000
0.147454021092
Long
LON
CORP
CA
N
2
2026-12-11
Variable
8.25085000
N
N
N
N
N
N
Sendas Distribuidora S/A
N/A
Sendas Distribuidora S/A
N/A
146783.00000000
NS
421508.34000000
0.092195932555
Long
EC
CORP
BR
N
1
N
N
N
OCKENFELS GROUP GMBH & C
5299000ZMFOERHT5OW39
Birkenstock GmbH & Co. KG, Term Loan B
BL3604495
200652.25000000
PA
USD
199648.99000000
0.043668945712
Long
LON
CORP
US
N
2
2028-04-28
Variable
8.59293000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
295.00000000
NS
USD
134461.00000000
0.029410467387
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A., Term Loan B13
963YSLII7
210869.76000000
PA
USD
198876.54000000
0.043499988798
Long
LON
CORP
FR
N
2
2026-08-14
Variable
9.32071000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
245000.00000000
PA
USD
229989.96000000
0.050305383852
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 8 03/29/2172
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGV55
1846818.42000000
PA
USD
1633170.49000000
0.357221108239
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6709079
75000.00000000
PA
USD
69830.70000000
0.015273971821
Long
DBT
CORP
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KCR5
232017.16000000
PA
USD
187809.38000000
0.041079284295
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
860000.00000000
PA
USD
831602.80000000
0.181895323023
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc., Term Loan B
66877AAD0
194002.42000000
PA
USD
193275.88000000
0.042274964232
Long
LON
CORP
US
N
2
2029-01-28
Variable
7.20249000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield U.S. Borrower, LLC, Term Loan
23340DAQ5
129779.17000000
PA
USD
126048.02000000
0.027570307981
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.45249000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
9124.00000000
NS
USD
818787.76000000
0.179092307160
Long
EC
CORP
US
N
1
N
N
N
PACKAGING COORDINATORS
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc., Term Loan, First Lien
69515EAH5
368404.53000000
PA
USD
363828.95000000
0.079579799858
Long
LON
CORP
US
N
2
2027-11-30
Variable
8.73870000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
200000.00000000
PA
USD
164532.96000000
0.035988065344
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAK1
970000.00000000
PA
USD
1000277.97000000
0.218789408196
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.91655000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRJ8RDHSNEL96
Freddie Mac STACR REMIC Trust 2022-HQA3
35564KE47
75000.00000000
PA
USD
76136.93000000
0.016653324731
Long
ABS-CBDO
USGSE
US
Y
2
2042-08-25
Variable
8.61655000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAC0
200000.00000000
PA
USD
178500.00000000
0.039043056564
Long
DBT
CORP
MU
Y
2
N/A
Fixed
3.97500000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
610000.00000000
PA
USD
589612.95000000
0.128965219933
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance, LLC, Term Loan
40227UAC0
566375.00000000
PA
USD
552294.92000000
0.120802699170
Long
LON
CORP
US
N
2
2026-08-25
Variable
11.99565000
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
Y3506N139
7800.00000000
NS
295534.28000000
0.064641801741
Long
EC
CORP
HK
N
1
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
N/A
47700.00000000
NS
304989.34000000
0.066709893855
Long
EC
CORP
CN
N
1
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
200000.00000000
PA
USD
139924.24000000
0.030605434269
Long
DBT
CORP
IN
Y
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAC3
525000.00000000
PA
USD
459375.00000000
0.100478454394
Long
DBT
USGSE
US
Y
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC, Term Loan B3
36740UAT9
285854.57000000
PA
USD
284782.62000000
0.062290106113
Long
LON
CORP
US
N
2
2027-03-31
Variable
7.70249000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1055000.00000000
PA
USD
1007788.75000000
0.220432230652
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 06/27/2172
USD
XXXX
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust 2022-R04
20753YCK6
410000.00000000
PA
USD
414520.33000000
0.090667454853
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.16655000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower 1 (US) LLC, Term Loan B6
05400KAJ9
153953.28000000
PA
USD
154063.36000000
0.033698064308
Long
LON
CORP
US
N
2
2028-06-22
Variable
7.58923000
N
N
N
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
N/A
232201.00000000
NS
953060.89000000
0.208461682004
Long
EC
CORP
GB
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
3762.00000000
NS
USD
237419.82000000
0.051930506788
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAD9
200000.00000000
PA
USD
174968.27000000
0.038270566177
Long
DBT
CORP
ID
N
2
2047-05-15
Fixed
5.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
14127.00000000
NS
USD
1540125.54000000
0.336869515825
Long
EC
CORP
US
N
1
N
N
N
CROWN FINANCE US INC
N/A
Crown Finance US, Inc., Term Loan
22834KAD3
84847.43000000
PA
USD
26211.92000000
0.005733296779
Long
LON
CORP
US
N
2
2026-09-20
Variable
0.00000000
Y
N
N
N
N
N
ICON LUXEMBOURG SARL
635400PUWMHSPI2DDA35
ICON Luxembourg S.A.R.L., Term Loan
N/A
253046.27000000
PA
USD
253362.58000000
0.055417644494
Long
LON
CORP
LU
N
2
2028-07-01
Variable
7.75348000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
ZO5317961
270000.00000000
PA
USD
229471.38000000
0.050191955570
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
GOGO INTERMEDIATE HOLDIN
N/A
GOGO Intermediate Holdings LLC, Term Loan B
38046JAB0
191038.35000000
PA
USD
191021.16000000
0.041781792464
Long
LON
CORP
US
N
2
2028-04-30
Variable
8.96697000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAB9
475000.00000000
PA
USD
426261.65000000
0.093235617435
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc, Term Loan
89678QAB2
270750.21000000
PA
USD
262416.52000000
0.057398000189
Long
LON
CORP
US
N
2
2028-03-31
Variable
5.24187000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
B0J7D9901
67500.00000000
NS
2144762.46000000
0.469120907807
Long
EC
CORP
JP
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
Restoration Hardware, Inc., Term Loan B
76133MAB7
177643.94000000
PA
USD
172225.80000000
0.037670709531
Long
LON
CORP
US
N
2
2028-10-15
Variable
7.69300000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
300000.00000000
PA
USD
252085.91000000
0.055138400242
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAA1
550000.00000000
PA
USD
527845.36000000
0.115454880940
Long
DBT
CORP
US
N
2
N/A
Variable
9.52400000
N
Y
N
N
N
N
S&P 500 Index
N/A
S&P 500 Index
N/A
-10.00000000
NC
USD
-44850.00000000
-0.00980997807
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
S&P 500 INDEX
SPX
100.00000000
4450.00000000
USD
2023-07-21
XXXX
-24965.50000000
N
N
N
China Merchants Port Holdings Co Ltd
529900GA4UH90FUOR048
China Merchants Port Holdings Co Ltd
641613005
112000.00000000
NS
158443.75000000
0.034656180916
Long
EC
CORP
HK
N
1
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc, Term Loan B
22704NAD4
147500.00000000
PA
USD
148011.09000000
0.032374259714
Long
LON
CORP
US
N
2
2029-02-19
Variable
8.70249000
N
N
N
N
N
N
EMERALD DEBT MERGER
5493000FYBJTGXGMC971
Emerson Climate Technologies Inc, Term Loan
BL4264547
150000.00000000
PA
USD
150187.50000000
0.032850302844
Long
LON
CORP
US
N
2
2030-05-04
Variable
0.00000000
N
N
N
N
N
N
QUARTERNORTH ENERGY HOLD
549300BC3OH5VUTNXB92
QuarterNorth Energy Holding Inc., Exit Term Loan, Second Lien
74771KAB3
365046.96000000
PA
USD
364439.16000000
0.079713270242
Long
LON
CORP
US
N
2
2026-08-27
Variable
12.84029000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
Broadstreet Partners, Inc., Term Loan B2
11132VAR0
243754.76000000
PA
USD
241926.60000000
0.052916268505
Long
LON
CORP
US
N
2
2027-01-27
Variable
7.96697000
N
N
N
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc., Term Loan
BL3899012
58012.50000000
PA
USD
56997.28000000
0.012466935725
Long
LON
CORP
US
N
2
2029-04-12
Variable
9.48471000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNDJ8
1373923.89000000
PA
USD
1174276.51000000
0.256847866680
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan B
00169QAF6
691409.42000000
PA
USD
392374.85000000
0.085823604835
Long
LON
CORP
US
N
2
2025-10-02
Variable
9.43857000
N
N
N
N
N
N
BELK INC
N/A
Belk, Inc., Term Loan
07783AAJ4
1694.68000000
PA
USD
1381.16000000
0.000302099204
Long
LON
CORP
US
N
2
2025-07-31
Variable
12.97571000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc., Term Loan B
71677HAL9
718293.96000000
PA
USD
718146.71000000
0.157079230365
Long
LON
CORP
US
N
2
2028-02-12
Variable
8.83367000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
200000.00000000
PA
USD
164228.56000000
0.035921484356
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty Group, LLC, Term Loan
78350UAE5
322590.13000000
PA
USD
322943.37000000
0.070636953849
Long
LON
CORP
US
N
2
2027-09-01
Variable
8.20249000
N
N
N
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
N/A
66500.00000000
NS
352721.44000000
0.077150269655
Long
EC
CORP
HK
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
G25508105
34441.00000000
NS
1900018.20000000
0.415588336450
Long
EC
CORP
IE
N
1
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc., Term Loan B7
78466DBH6
66954.66000000
PA
USD
66843.18000000
0.014620515729
Long
LON
CORP
US
N
2
2029-03-22
Variable
7.45249000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
2250000.00000000
PA
USD
1980000.00000000
0.433082644246
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A., Term Loan B3
L5137LAF2
3138.41000000
PA
USD
3129.72000000
0.000684559299
Long
LON
CORP
LU
N
2
2023-11-27
Variable
13.00000000
Y
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
614469005
42765.00000000
NS
1285599.49000000
0.281197387157
Long
EC
CORP
AU
N
1
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
200000.00000000
PA
USD
170332.40000000
0.037256568784
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
690064001
143100.00000000
NS
2299915.27000000
0.503057265997
Long
EC
CORP
JP
N
1
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Term Loan
00184NAB3
44771.58000000
PA
USD
43680.27000000
0.009554124663
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.46697000
N
N
N
N
N
N
ALI GROUP NORTH AMERICA
815600323321F0921705
Ali Group North America Corporation, Term Loan B
01608UAE7
192781.38000000
PA
USD
192998.26000000
0.042214240795
Long
LON
CORP
IT
N
2
2028-10-13
Variable
7.08367000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
J7771X109
47300.00000000
NS
2027250.47000000
0.443417673786
Long
EC
CORP
JP
N
1
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
ZP6092883
385000.00000000
PA
USD
290536.40000000
0.063548622405
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
125000.00000000
PA
USD
89687.50000000
0.019617222048
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
10.00000000
N
N
Y
N
N
N
SK Innovation Co Ltd
988400PXP70BWVSJVF07
SK Innovation Co Ltd
B232R0909
1906.00000000
NS
231072.13000000
0.050542085389
Long
EC
CORP
KR
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
401225909
20515.00000000
NS
2966095.11000000
0.648769855215
Long
EC
CORP
FR
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N4578E595
116179.00000000
NS
1566278.07000000
0.342589822313
Long
EC
CORP
NL
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
J76379106
35300.00000000
NS
3186536.86000000
0.696986772383
Long
EC
CORP
JP
N
1
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
6200000.00000000
PA
151757.50000000
0.033193706759
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
14423.00000000
NS
USD
746967.17000000
0.163383089469
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
190000.00000000
PA
USD
150765.00000000
0.032976618616
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL L
5493005WC7J0FDMW0610
Outfront Media Capital LLC, Term Loan B
12505MAF3
73000.00000000
PA
USD
72049.54000000
0.015759295606
Long
LON
CORP
US
N
2
2026-11-18
Variable
6.85249000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
21986020.93000000
PA
USD
21986020.93000000
4.808971757993
Long
RA
CORP
US
N
2
Repurchase
N
5.01000000
2023-07-03
22472900.00000000
USD
22425829.85000000
USD
UST
N
N
N
HUYA Inc
549300WPEZ00T1MABE80
HUYA Inc
44852D108
67358.00000000
NS
USD
241141.64000000
0.052744575297
Long
EC
CORP
KY
N
1
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC, Term Loan B
11565HAB2
189492.44000000
PA
USD
186867.02000000
0.040873163204
Long
LON
CORP
US
N
2
2028-04-22
Variable
7.70249000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc, Term Loan
78466YAP3
70000.00000000
PA
USD
68469.10000000
0.014976150948
Long
LON
CORP
US
N
2
2028-06-04
Variable
0.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
40412C101
1501.00000000
NS
USD
455523.48000000
0.099636016785
Long
EC
CORP
US
N
1
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC, Term Loan B4
01881UAJ4
216889.23000000
PA
USD
215881.78000000
0.047219521276
Long
LON
CORP
US
N
2
2027-11-06
Variable
8.65043000
N
N
N
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
B1WT5G909
5444.00000000
NS
1143465.64000000
0.250108647967
Long
EC
CORP
DK
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
500000.00000000
PA
USD
440200.00000000
0.096284333332
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
ELECTRICIDAD FIRME DE ME
549300B9KK10OSYRIY06
Electricidad Firme de Mexico Holdings SA de CV
28504MAA1
200000.00000000
PA
USD
175750.00000000
0.038441552892
Long
DBT
CORP
MX
Y
2
2026-11-20
Fixed
4.90000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
484000.00000000
PA
USD
444120.77000000
0.097141917897
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
575000.00000000
PA
USD
21464.63000000
0.004694928645
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.50000000
N
Y
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2172
USD
XXXX
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM, Term Loan B
00766WAV5
2784.82000000
PA
USD
2792.94000000
0.000610895879
Long
LON
CORP
US
N
2
2028-04-13
Variable
6.96697000
N
N
N
N
N
N
CROWN FINANCE US INC
2138005YBTL32WI3LH04
Crown Finance US, Inc., Term Loan
G2566YAB6
294000.00000000
PA
USD
90825.42000000
0.019866117706
Long
LON
CORP
GB
N
2
2023-08-31
Variable
0.00000000
N
N
N
N
N
N
2023-06-30
Nuveen Multi-Asset Income Fund
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller