0001752724-24-043001.txt : 20240227
0001752724-24-043001.hdr.sgml : 20240227
20240227151128
ACCESSION NUMBER: 0001752724-24-043001
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nuveen Multi-Asset Income Fund
CENTRAL INDEX KEY: 0001861115
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23669
FILM NUMBER: 24685765
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
2023-12-31
N
552290347.00
92512961.00
459777386.00
0.00000000
0.00000000
85416000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3834658.00000000
0.00000000
0.00000000
0.00000000
USD
N
50% MSCI All Country World , 50% Bloomberg US High Yield Corporate
50% MSCI_EM:AC_WORLD_FREE, 50% LMI:LHMN2814
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
1800.00000000
NS
USD
81306.00000000
0.017683775339
Long
EC
CORP
US
N
1
N
N
N
SYNIVERSE HOLDINGS INC
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc., Term Loan
87168TAB7
647426.59000000
PA
USD
572567.89000000
0.124531546664
Long
LON
CORP
US
N
2
2029-05-10
Variable
12.34814000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0515015
15200.00000000
NS
USD
316008.00000000
0.068730653055
Long
EP
CORP
BM
N
1
N
N
N
BORR IHC LTD / BORR FIN
N/A
BORR IHC LTD / BORR FIN
100018AA8
200000.00000000
PA
USD
208000.00000000
0.045239284561
Long
DBT
CORP
N/A
Y
2
2028-11-15
Fixed
10.00000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc., Term Loan
45258FAC4
136754.76000000
PA
USD
137353.06000000
0.029873818109
Long
LON
CORP
US
N
2
2028-07-02
Variable
8.60975000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
2462.00000000
NS
USD
199446.62000000
0.043378953831
Long
EC
CORP
US
N
1
N
N
N
BALLY'S CORP
549300NS4D5IK406VT62
Twin River Worldwide Holdings, Inc., Term Loan B
05875CAB0
48237.00000000
PA
USD
45848.30000000
0.009971847549
Long
LON
CORP
US
N
2
2028-10-02
Variable
8.92743000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
9179.00000000
NS
USD
540918.47000000
0.117647906676
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
1410.00000000
NS
USD
218338.50000000
0.047487872750
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
934342.24000000
PA
USD
891513.15000000
0.193901043667
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
RIVERBED TECHNOLOGY INC
XWT9B0BASIY6FJ5R7M02
Riverbed Technology, Inc., Term Loan
N/A
155882.43000000
PA
USD
107558.88000000
0.023393686439
Long
LON
CORP
US
N
2
2028-07-03
Variable
9.84814000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
494290901
43008.00000000
NS
577814.97000000
0.125672768516
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
316367.30000000
0.068808799569
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
117105.17000000
0.025469971678
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
213873.00000000
0.046516641860
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
1864.00000000
NS
USD
111970.48000000
0.024353194265
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
80105N105
2779.00000000
NS
USD
138199.67000000
0.030057952872
Long
EC
CORP
FR
N
1
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc., Term Loan B
52729KAP1
402000.00000000
PA
USD
387930.00000000
0.084373440672
Long
LON
CORP
US
N
2
2027-03-01
Variable
7.22044000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc., Term Loan B5
05350NAL8
0.01000000
PA
USD
0.01000000
0.000000002174
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.70600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
295000.00000000
PA
USD
262911.76000000
0.057182403486
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
101781.42000000
PA
USD
70568.62000000
0.015348432121
Long
LON
CORP
US
N
2
2027-03-15
Variable
7.72044000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
198752.20000000
PA
USD
155161.67000000
0.033747129529
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
200000.00000000
PA
USD
185769.20000000
0.040404162026
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
CPC ACQUISITION CORP
254900UFA4AMH3PZZW32
CPC Acquisition Corp, Term Loan
12656UAB1
132000.00000000
PA
USD
107250.00000000
0.023326506101
Long
LON
CORP
US
N
2
2027-12-29
Variable
9.35975000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383UW55
442595.61000000
PA
USD
409593.07000000
0.089085083884
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
166151.93000000
PA
USD
166583.09000000
0.036231249094
Long
LON
CORP
US
N
2
2025-04-16
Variable
7.22044000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
440000.00000000
PA
USD
368607.14000000
0.080170785085
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
116816.75000000
PA
USD
94092.39000000
0.020464771183
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.72044000
N
N
N
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
185000.00000000
PA
USD
175662.38000000
0.038205963439
Long
DBT
CORP
BM
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
134550.00000000
0.029264162200
Long
EP
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
1186.00000000
NS
USD
691343.12000000
0.150364750649
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
30400.00000000
NS
USD
591888.00000000
0.128733604135
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
30000.00000000
PA
USD
30929.37000000
0.006727031590
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
730968906
10135.00000000
NS
703831.76000000
0.153080986893
Long
EC
CORP
FR
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
320000.00000000
PA
USD
285788.10000000
0.062157928750
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2172
USD
XXXX
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1369.00000000
NS
USD
249281.21000000
0.054217805744
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
39699.00000000
NS
USD
5291876.70000000
1.150964980256
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
28620.00000000
NS
USD
1920688.20000000
0.417743077081
Long
EC
CORP
IN
N
1
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
403187909
8423.00000000
NS
266222.90000000
0.057902565046
Long
EC
CORP
FR
N
1
N
N
N
ENTAIN HOLDINGS GIBRALTA
213800ATWJIEYQ8NF838
GVC Holdings (Gibraltar) Limited, Term Loan B
36270BAB8
133650.74000000
PA
USD
134068.40000000
0.029159415856
Long
LON
CORP
GI
N
2
2029-10-31
Variable
8.94814000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
412000.00000000
PA
USD
269578.19000000
0.058632329081
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
CROWN FINANCE US INC
N/A
Crown Finance US, Inc., Term Loan
22834KAP6
308287.03000000
PA
USD
313682.05000000
0.068224766931
Long
LON
CORP
US
N
2
2028-07-31
Variable
7.38109000
N
N
N
N
N
N
APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC, Term Loan
48254EAF8
118802.25000000
PA
USD
119359.43000000
0.025960265475
Long
LON
CORP
US
N
2
2028-09-23
Variable
8.85596000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FE8
25000.00000000
PA
USD
24291.45000000
0.005283306821
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
25000.00000000
NS
USD
625500.00000000
0.136044098523
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
30000.00000000
PA
USD
29885.42000000
0.006499976055
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
First Student Bidco Inc, Term Loan B
33718FAD2
136909.69000000
PA
USD
136197.08000000
0.029622396435
Long
LON
CORP
US
N
2
2028-07-21
Variable
8.36013000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FD5
856026.00000000
PA
USD
916941.65000000
0.199431654953
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
477308.00000000
PA
USD
474328.53000000
0.103164823769
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R01
207932AB0
500000.00000000
PA
USD
529256.00000000
0.115111359565
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
9.08743000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
836.00000000
NS
USD
479379.12000000
0.104263309722
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
11690.00000000
NS
USD
1988469.00000000
0.432485167941
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
250000.00000000
PA
USD
250781.75000000
0.054544168033
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Limited, Term Loan B
44332EAW6
339201.52000000
PA
USD
341085.78000000
0.074184983947
Long
LON
CORP
US
N
2
2030-06-08
Variable
9.63603000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAS9
300000.00000000
PA
USD
237236.75000000
0.051598177123
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
68073.45000000
0.014805741228
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
36753.76000000
0.007993816381
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.93743000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
791172.00000000
PA
USD
789070.45000000
0.171620108780
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr Ing hc F Porsche AG
N/A
2542.00000000
NS
223891.99000000
0.048695737723
Long
EC
CORP
DE
N
2
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2022-3
74938XAV1
92657.37000000
PA
USD
77497.72000000
0.016855487538
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
182500.00000000
0.039693122271
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
194112.00000000
0.042218692330
Long
DBT
NUSS
TR
Y
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
180000.00000000
PA
USD
154314.00000000
0.033562764219
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
65965.38000000
PA
USD
65862.47000000
0.014324860683
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.72044000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
340000.00000000
PA
USD
340066.40000000
0.073963272304
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
1104.00000000
NS
USD
287768.64000000
0.062588689388
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
H9870Y105
1453.00000000
NS
759667.42000000
0.165225050890
Long
EC
CORP
CH
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
35000.00000000
PA
USD
23323.88000000
0.005072863674
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
3254286.60000000
PA
USD
3114106.64000000
0.677307482886
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
56696.00000000
NS
703871.91000000
0.153089719379
Long
EC
CORP
FI
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
H50524133
2324.00000000
NS
979766.27000000
0.213095793710
Long
EC
CORP
CH
N
1
N
N
N
Surgery Center Holdings, Inc.
N/A
Surgery Center Holdings, Inc., Term Loan
86880NAZ6
792561.30000000
PA
USD
796773.76000000
0.173295552208
Long
LON
CORP
US
N
2
2030-12-31
Variable
8.85575000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
200000.00000000
PA
USD
200908.80000000
0.043696972952
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
1840.00000000
NS
USD
123243.20000000
0.026804972091
Long
EC
CORP
US
N
1
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
Pacific Gas & Electric Company, Term Loan
69338CAH4
80000.00000000
PA
USD
80225.20000000
0.017448705056
Long
LON
CORP
US
N
2
2025-06-23
Variable
7.85596000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419106
13642.00000000
NS
USD
1778234.70000000
0.386759930815
Long
EC
CORP
MX
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
621.00000000
NS
USD
286094.70000000
0.062224613195
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
40000.00000000
PA
USD
42083.44000000
0.009153003449
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676602
24200.00000000
NS
USD
600160.00000000
0.130532735683
Long
EP
CORP
US
N
1
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AQ2
20000.00000000
PA
USD
20794.88000000
0.004522814873
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
68622.00000000
NS
399348.64000000
0.086856955596
Long
EC
CORP
AU
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAE0
220000.00000000
PA
USD
144881.44000000
0.031511214864
Long
DBT
NUSS
EG
Y
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
5000.00000000
PA
USD
5173.88000000
0.001125301103
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
PMHC II, Inc., Term Loan B
69346EAG2
61866.16000000
PA
USD
59436.68000000
0.012927273460
Long
LON
CORP
US
N
2
2029-02-03
Variable
9.80674000
N
N
N
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
13290.00000000
NS
USD
217025.70000000
0.047202343266
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XG2
1185248.11000000
PA
USD
866953.76000000
0.188559460816
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
S&P 500 Index
N/A
S&P 500 Index
N/A
-10.00000000
NC
USD
-7350.00000000
-0.00159859971
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
S&P 500 INDEX
SPX
100.00000000
4900.00000000
USD
2024-01-19
XXXX
1726.31000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
305000.00000000
PA
USD
305463.30000000
0.066437217075
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
5039.00000000
NS
USD
69538.20000000
0.015124319315
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
25000.00000000
PA
USD
22050.22000000
0.004795847005
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
-40542160.00000000
PA
USD
-40542160.00000000
-8.81778035077
Short
RA
CORP
US
N
N/A
Reverse repurchase
N
5.66000000
2049-12-31
43662000.00000000
USD
36977470.96000000
USD
AMBS
8402800.00000000
USD
9213935.55000000
USD
UST
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
640000.00000000
PA
USD
582470.27000000
0.126685280254
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
8467.00000000
NS
USD
229455.70000000
0.049905825511
Long
EC
CORP
US
N
1
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
10526.00000000
NS
648078.93000000
0.140954938136
Long
EC
CORP
IT
N
2
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
450000.00000000
PA
USD
432000.00000000
0.093958514088
Long
DBT
CORP
US
N
2
N/A
Variable
10.08624000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPE4
155242.40000000
PA
USD
157677.89000000
0.034294398724
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.00000000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
187538.59000000
0.040788998265
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
555000.00000000
PA
USD
501079.25000000
0.108983013357
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
447886.86000000
PA
USD
374608.18000000
0.081475990643
Long
ABS-CBDO
CORP
US
Y
2
2052-08-26
Variable
3.00000000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321847
180000.00000000
PA
USD
165600.00000000
0.036017430400
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274409
4773.00000000
NS
USD
324516.27000000
0.070581172515
Long
EC
CORP
GB
N
1
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
462652AA6
225000.00000000
PA
USD
210023.55000000
0.045679399725
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
359115.08000000
0.078106294684
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
20014.00000000
NS
USD
448513.74000000
0.097550195737
Long
EP
CORP
US
N
1
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
N/A
2870.00000000
NS
USD
57400.00000000
0.012484302566
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
33005.00000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFQ9
191400.00000000
PA
USD
190585.06000000
0.041451595011
Long
DBT
UST
US
N
2
2024-10-31
Fixed
4.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
625000.00000000
PA
USD
596446.00000000
0.129724953458
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
207027.51000000
0.045027771331
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
269063.60000000
0.058520407526
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
108976.37000000
PA
USD
109082.08000000
0.023724977200
Long
LON
CORP
US
N
2
2026-12-22
Variable
9.11013000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc, Term Loan B
23345NAB1
1253.19000000
PA
USD
1259.11000000
0.000273852094
Long
LON
CORP
US
N
2
2028-06-12
Variable
7.47044000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan B1
64072UAE2
47854.25000000
PA
USD
47196.49000000
0.010265074237
Long
LON
CORP
US
N
2
2025-07-17
Variable
7.72629000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
35000.00000000
PA
USD
32967.51000000
0.007170320029
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2023-PJ1
36267TBP2
265204.32000000
PA
USD
230389.60000000
0.050108945549
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
25550.00000000
NS
380335.07000000
0.082721569520
Long
EC
CORP
HK
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAA5
350000.00000000
PA
USD
343060.90000000
0.074614565754
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
6.39748000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corporation, Term Loan
31732FAR7
242514.28000000
PA
USD
243120.57000000
0.052877887735
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.97044000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGV30
1656791.55000000
PA
USD
1477295.83000000
0.321306761703
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
1060000.00000000
PA
USD
1108885.08000000
0.241178690767
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
467748.00000000
0.101733581129
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
565000.00000000
PA
USD
576735.05000000
0.125437889631
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
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R06
20754EAF2
210000.00000000
PA
USD
214779.60000000
0.046713824241
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.18758000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc., Term Loan
12541HAT0
112412.50000000
PA
USD
112718.82000000
0.024515955641
Long
LON
CORP
US
N
2
2028-09-30
Variable
8.60595000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
14492.00000000
NS
USD
586926.00000000
0.127654386203
Long
EC
CORP
KY
N
1
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EL5
200000.00000000
PA
USD
218695.95000000
0.047565616896
Long
DBT
NUSS
CO
N
2
2035-11-14
Fixed
8.00000000
N
N
N
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
B01BN5908
69690.00000000
NS
581399.86000000
0.126452469761
Long
EC
CORP
IT
N
1
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
200000.00000000
PA
USD
170116.31000000
0.036999712291
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
141937.70000000
0.030870961539
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
183125.00000000
PA
USD
180249.94000000
0.039203741960
Long
LON
CORP
US
N
2
2029-03-05
Variable
9.85596000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
687049007
19400.00000000
NS
653693.80000000
0.142176153048
Long
EC
CORP
JP
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
13400.00000000
NS
USD
897800.00000000
0.195268411917
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
774247.50000000
PA
USD
746587.31000000
0.162380171955
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
GENERATION BRIDGE NORTHE
N/A
Generation Bridge Northeast LLC, Term Loan B
37147YAB7
117479.87000000
PA
USD
118091.94000000
0.025684590759
Long
LON
CORP
US
N
2
2029-08-07
Variable
9.60596000
N
N
N
N
N
N
VICTORY BUYER LLC
549300G9TEUHGC81N056
Victory Buyer LLC, Term Loan
92643PAB0
406078.09000000
PA
USD
386789.38000000
0.084125359745
Long
LON
CORP
US
N
2
2028-11-18
Variable
9.39129000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BQ3
770000.00000000
PA
USD
744442.39000000
0.161913659233
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 6 09/30/2172
USD
XXXX
N
N
N
APPLOVIN CORP
549300LLVXMUAOL3SQ07
AppLovin Corporation, Term Loan B
03835EAF1
120331.43000000
PA
USD
120564.87000000
0.026222444528
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.55596000
N
N
N
N
N
N
8TH AVENUE FOOD & PRO
549300PBCACU45IZ2V05
8th Avenue Food & Provisions Inc, Term Loan
28253PAE9
19000.00000000
PA
USD
18335.00000000
0.003987799434
Long
LON
CORP
US
N
2
2025-10-01
Variable
0.00000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAN2
200000.00000000
PA
USD
200237.40000000
0.043550945761
Long
DBT
CORP
CL
Y
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
OMNIA PARTNERS LLC
549300SMECQREC3K2B56
OMNIA Partners LLC, Term Loan
N/A
12880.89000000
PA
USD
12977.56000000
0.002822574662
Long
LON
CORP
US
N
2
2030-07-25
Variable
0.50000000
N
N
N
N
N
N
Belk Inc
N/A
Belk Inc
942KDH907
1.00000000
NS
USD
8.50000000
0.000001848720
Long
EC
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
4476277.79000000
PA
USD
4233938.96000000
0.920867160700
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Rocket Software Inc
549300PVG26ISP5X1556
Rocket Software, Inc., Term Loan B
77313DAW1
164587.50000000
PA
USD
162015.82000000
0.035237883578
Long
LON
CORP
US
N
2
2028-10-05
Variable
10.10596000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-PJ5
362925CB3
258137.96000000
PA
USD
215904.06000000
0.046958390424
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
380527.82000000
0.082763491982
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
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
40000.00000000
PA
USD
37159.82000000
0.008082133034
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
325000.00000000
PA
USD
307779.23000000
0.066940923884
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
260000.00000000
PA
USD
266635.20000000
0.057992238878
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.16582000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
839.00000000
NS
USD
592745.11000000
0.128920022612
Long
EC
CORP
US
N
1
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
647217009
15600.00000000
NS
686318.25000000
0.149271858707
Long
EC
CORP
JP
N
1
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
P6332C102
47700.00000000
NS
171158.61000000
0.037226408956
Long
EC
CORP
BR
N
1
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
200000.00000000
PA
USD
151271.60000000
0.032901052684
Long
DBT
CORP
MA
Y
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
Qube Holdings Ltd
391200RT2MUFEO3RFW25
Qube Holdings Ltd
N/A
59857.00000000
NS
132349.91000000
0.028785650192
Long
EC
CORP
AU
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
2716.00000000
NS
USD
179609.08000000
0.039064357114
Long
EC
CORP
US
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
200000.00000000
PA
USD
169670.24000000
0.036902693600
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
5000.00000000
NS
USD
170550.00000000
0.037094038374
Long
EC
CORP
US
N
1
N
N
N
WIN WASTE INNOVATIONS HO
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc., Term Loan B
38723BAJ0
438171.53000000
PA
USD
413717.18000000
0.089982063624
Long
LON
CORP
US
N
2
2028-03-27
Variable
8.22044000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
7899.00000000
NS
USD
1348438.29000000
0.293280689972
Long
EC
CORP
US
N
1
N
N
N
Locaweb Servicos de Internet SA
N/A
Locaweb Servicos de Internet SA
N/A
239200.00000000
NS
296227.50000000
0.064428462342
Long
EC
CORP
BR
Y
1
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6709046
127000.00000000
PA
USD
119172.23000000
0.025919550118
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
117186.94000000
PA
USD
117626.39000000
0.025583335236
Long
LON
CORP
US
N
2
2028-02-01
Variable
9.20596000
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc., Term Loan
63689EAR6
120376.31000000
PA
USD
109968.57000000
0.023917785725
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.10804000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
18389.00000000
NS
USD
782819.73000000
0.170260598680
Long
EC
CORP
US
N
1
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
AO4052764
20000.00000000
PA
USD
17894.88000000
0.003892074848
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
PAKISTAN WATER & POWER
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
BP8111539
200000.00000000
PA
USD
103986.80000000
0.022616771325
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEW8
20000.00000000
PA
USD
20203.50000000
0.004394191757
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
Bright Bidco BV
549300IL6Q1JWU688H15
Bright Bidco BV
N/A
4217.45000000
NS
USD
1530.93000000
0.000332972009
Long
EC
CORP
NL
N
2
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
42000.00000000
PA
USD
41637.38000000
0.009055986933
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
GTCR W MERGER SUB
N/A
GTCR W MERGER SUB, Term Loan
92943EAB2
340000.00000000
PA
USD
341912.50000000
0.074364792704
Long
LON
CORP
US
N
2
2030-09-20
Variable
0.00000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp., Term Loan B
35906EAQ3
374357.34000000
PA
USD
372953.50000000
0.081116103435
Long
LON
CORP
US
N
2
2027-10-08
Variable
9.10595000
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
6600.00000000
NS
USD
186450.00000000
0.040552233684
Long
EC
CORP
US
N
1
N
N
N
AVSC HOLDING CORP
549300CLJBQ9YSR4U689
AVSC Holding Corp., Term Loan B3
00241YAS3
166872.74000000
PA
USD
170766.72000000
0.037141174229
Long
LON
CORP
US
N
2
2026-12-04
Fixed
10.60975000
N
N
Y
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AX6
20000.00000000
PA
USD
19592.94000000
0.004261397057
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
250000.00000000
PA
USD
241649.18000000
0.052557865471
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
AI Aqua Merger Sub Inc
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc ,Term Loan
00132UAN4
100000.00000000
PA
USD
100625.00000000
0.021885591389
Long
LON
CORP
US
N
2
2028-07-31
Variable
0.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
902MMW908
735000.00000000
PA
USD
84525.00000000
0.018383896766
Long
DBT
CORP
CH
N
2
2172-01-17
Fixed
7.50000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
9960.00000000
NS
USD
1147292.40000000
0.249532150761
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
3737.00000000
NS
USD
314431.18000000
0.068387700129
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
222013.43000000
PA
USD
192868.59000000
0.041948254932
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
10532.00000000
NS
USD
264142.56000000
0.057450098252
Long
EP
CORP
BM
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
4643.00000000
NS
USD
1140413.66000000
0.248036048471
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
4400.00000000
NS
USD
308748.00000000
0.067151628027
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
902LUX008
1000000.00000000
PA
USD
115000.00000000
0.025012104444
Long
DBT
CORP
CH
N
2
2172-01-17
Fixed
0.00000000
N
N
N
N
N
N
INSTRUCTURE HOLDINGS INC
N/A
Instructure Holdings, Inc., Term Loan B
45783UAB7
246250.00000000
PA
USD
247789.06000000
0.053893268252
Long
LON
CORP
US
N
2
2028-10-30
Variable
8.10595000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc., Term Loan B4
12685LAG5
119122.90000000
PA
USD
118825.09000000
0.025844048363
Long
LON
CORP
US
N
2
2028-05-03
Variable
7.35595000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
280.00000000
NS
USD
78310.40000000
0.017032242642
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
25000.00000000
PA
USD
25006.97000000
0.005438929960
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
110000.00000000
PA
USD
108673.22000000
0.023636051556
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
24 Hour Fitness Worldwide Inc
N/A
24 Hour Fitness Worldwide Inc
N/A
83128.00000000
NS
USD
831.28000000
0.000180800540
Long
EC
CORP
US
N
2
N
N
N
GENESYS CLOUD SERVICES
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC, Term Loan B4
39479UAQ6
241102.14000000
PA
USD
242328.14000000
0.052705536935
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.47044000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
219628005
43900.00000000
NS
695318.15000000
0.151229306001
Long
EC
CORP
BR
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
15622.00000000
NS
USD
397892.34000000
0.086540215355
Long
EP
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
41042.00000000
NS
USD
1478332.84000000
0.321532307811
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBK9
40000.00000000
PA
USD
40945.84000000
0.008905579362
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.35000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
625000.00000000
PA
USD
613547.31000000
0.133444429561
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
2665.00000000
NS
USD
499261.10000000
0.108587571986
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP46
1257269.17000000
PA
USD
1276585.50000000
0.277652955293
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
80000.00000000
PA
USD
76800.00000000
0.016703735837
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
14780.00000000
NS
USD
389453.00000000
0.084704687933
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
70000.00000000
PA
USD
58331.83000000
0.012686972386
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
10000.00000000
PA
USD
7037.80000000
0.001530697292
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2104214
622513.00000000
PA
USD
221201.73000000
0.048110615427
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
37500.00000000
NS
USD
799125.00000000
0.173806938821
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
65000.00000000
PA
USD
65018.85000000
0.014141376235
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85100000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GK7
25000.00000000
PA
USD
25553.90000000
0.005557885354
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.05000000
N
N
N
N
N
N
WILLIAM MORRIS ENDEAVOR EN
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC, Term Loan, First Lien
96925HAF9
264558.06000000
PA
USD
265592.48000000
0.057765450865
Long
LON
CORP
US
N
2
2025-05-16
Variable
8.10595000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
EK7732887
2875000.00000000
PA
132571.41000000
0.028833825681
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
30960.00000000
0.006733693509
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
400000.00000000
PA
USD
400000.00000000
0.086998624155
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
195535.80000000
0.042528363933
Long
DBT
CORP
MX
Y
2
2025-10-14
Fixed
4.37500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBE4
420000.00000000
PA
USD
365404.79000000
0.079474284974
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.28300000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEK1
30000.00000000
PA
USD
27540.96000000
0.005990064069
Long
DBT
CORP
US
Y
2
2026-01-12
Fixed
0.87500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
EK6047337
840000.00000000
PA
USD
836376.34000000
0.181908977141
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
133324.54000000
PA
USD
129116.82000000
0.028082464238
Long
LON
CORP
US
N
2
2028-01-18
Variable
9.86181000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
1455000.77000000
PA
USD
1376308.10000000
0.299342277786
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
0.14000000
PA
USD
0.14000000
0.000000030449
Long
LON
CORP
US
N
2
2028-04-22
Variable
8.35600000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
529900JXALYBOHXKFM62
Scientific Games International, Inc., Term Loan
80875AAT8
191144.59000000
PA
USD
191980.85000000
0.041755174535
Long
LON
CORP
US
N
2
2029-04-07
Variable
8.46483000
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya Inc
N/A
21660.00000000
NS
USD
140790.00000000
0.030621340737
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
78101.76000000
PA
USD
78297.01000000
0.017029330363
Long
LON
CORP
US
N
2
2026-01-29
Variable
8.22044000
N
N
N
N
N
N
CENTURI GROUP INC
N/A
Centuri Group, Inc, Term Loan B
15643XAC2
86524.38000000
PA
USD
86632.54000000
0.018842279467
Long
LON
CORP
US
N
2
2028-08-28
Variable
8.92797500
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
200000.00000000
PA
USD
174842.08000000
0.038027551011
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
535000.00000000
PA
USD
532568.47000000
0.115831810397
Long
DBT
CORP
US
N
2
N/A
Variable
8.74824000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
11700.00000000
NS
673483.79000000
0.146480407803
Long
EC
CORP
JP
N
1
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
300000.00000000
PA
USD
254593.80000000
0.055373275796
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
12444.00000000
NS
2258724.32000000
0.491264770468
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
170493.78000000
0.037081810717
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAS5
30000.00000000
PA
USD
31163.42000000
0.006777936659
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.20000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
3291.00000000
NS
USD
1164882.36000000
0.253357906558
Long
EC
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AZ8693857
850000000.00000000
PA
56348.31000000
0.012255563608
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
23765.00000000
NS
90267.17000000
0.019632798991
Long
EC
CORP
IT
Y
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
115000.00000000
PA
USD
96935.39000000
0.021083113905
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
200000.00000000
PA
USD
176365.89000000
0.038358974445
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
233324.29000000
PA
USD
234074.43000000
0.050910383400
Long
LON
CORP
US
N
2
2026-09-30
Variable
8.97044000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
715.00000000
NS
USD
90583.35000000
0.019701567053
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
755000.00000000
PA
USD
669685.01000000
0.145654186219
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
35000.00000000
PA
USD
33651.75000000
0.007319139876
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BQ5680468
190000.00000000
PA
164696.12000000
0.035820839609
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V100
6213.00000000
NS
USD
228141.36000000
0.049619961082
Long
EC
CORP
US
N
1
N
N
N
Century DE Buyer LLC
N/A
Simon & Schuster Inc, Term Loan B
15651FAB2
125000.00000000
PA
USD
125546.88000000
0.027306014567
Long
LON
CORP
US
N
2
2030-10-30
Variable
9.38998000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EH6944449
3600000.00000000
PA
202166.89000000
0.043970603199
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
2770633.77000000
PA
USD
2622401.68000000
0.570363345360
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, Term Loan
04649VAW0
127000.00000000
PA
USD
126728.22000000
0.027562951954
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
155173.00000000
NS
284473.84000000
0.061872081720
Long
EC
CORP
AU
N
1
N
N
N
LSCS HOLDINGS INC
N/A
LSCS Holdings, Inc., Term Loan, First Lien
N/A
243449.38000000
PA
USD
240345.40000000
0.052274297805
Long
LON
CORP
US
N
2
2028-12-16
Variable
9.97044000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX Inc., Term Loan
96208UAT8
93164.01000000
PA
USD
93578.12000000
0.020352919227
Long
LON
CORP
US
N
2
2028-04-03
Variable
7.72044000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
902LWC002
575000.00000000
PA
USD
66125.00000000
0.014381960055
Long
DBT
CORP
CH
N
2
2172-06-11
Fixed
7.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
400000.00000000
PA
USD
271382.96000000
0.059024860348
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
816130.00000000
PA
USD
809720.97000000
0.176111525850
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
Hub International Limited, Term Loan B
44332EAV8
64350.00000000
PA
USD
64671.75000000
0.014065883179
Long
LON
CORP
US
N
2
2029-11-10
Variable
9.36460500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
2003593.04000000
PA
USD
1895123.16000000
0.412182768814
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
197230.40000000
0.042896933604
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177J102
6892.00000000
NS
USD
148384.76000000
0.032273174914
Long
EC
CORP
US
N
1
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
100000.00000000
PA
USD
102097.10000000
0.022205768075
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1248.00000000
NS
USD
823779.84000000
0.179169281718
Long
EC
CORP
US
N
1
N
N
N
ABG INTERMEDIATE HLDGS 2
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC, Term Loan B1
00076VAZ3
136304.92000000
PA
USD
137109.12000000
0.029820761998
Long
LON
CORP
US
N
2
2028-12-21
Variable
8.85000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCC7
767116.46000000
PA
USD
641608.69000000
0.139547683191
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
250762.50000000
0.054539981224
Long
LON
CORP
CA
N
2
2026-10-30
Variable
9.72462000
N
N
N
N
N
N
Raizen SA
5493000WQL3QP7QXX484
Raizen SA
N/A
541133.00000000
NS
448804.30000000
0.097613391538
Long
EC
CORP
BR
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
200000.00000000
PA
USD
179932.95000000
0.039134797725
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
Axalta Coating Systems US Holdings Inc
549300NZ43V4QV4UGN28
Axalta Coating Systems U.S. Holdings, Inc., term Loan B4
90347BAK4
178577.50000000
PA
USD
179414.14000000
0.039021958335
Long
LON
CORP
US
N
2
2029-12-20
Variable
7.84814000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AA6
30000.00000000
PA
USD
31497.10000000
0.006850510912
Long
DBT
CORP
US
N
2
2030-08-02
Fixed
6.34300000
N
N
N
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
670909902
1432400.00000000
NS
532376.75000000
0.115790111956
Long
EC
CORP
ID
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2220.00000000
NS
USD
1168763.40000000
0.254202019409
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
274482.00000000
PA
USD
271018.81000000
0.058945658975
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
200000.00000000
PA
USD
203925.45000000
0.044353083950
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
Casella Waste Systems Inc
8EU0XUFVJ48U37IIDH51
Casella Waste Systems Inc
147448104
6073.00000000
NS
USD
518998.58000000
0.112880405997
Long
EC
CORP
US
N
1
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
AT4545436
6150000.00000000
PA
183548.24000000
0.039921110865
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
27069.73000000
PA
USD
7463.53000000
0.001623292103
Long
LON
CORP
US
N
2
2028-01-06
Variable
8.72044000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. , Term Loan B
76173FAY3
146250.01000000
PA
USD
146823.31000000
0.031933564910
Long
LON
CORP
US
N
2
2028-09-24
Variable
8.72044000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-2
68268VAA3
300000.00000000
PA
USD
296169.39000000
0.064415823617
Long
ABS-O
CORP
US
Y
2
2034-10-14
Fixed
4.89000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
375000.00000000
PA
USD
368162.14000000
0.080073999115
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
236873.56000000
0.051519184547
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BZ2
55000.00000000
PA
USD
52425.31000000
0.011402324602
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
N/A
67163.00000000
NS
2198518.07000000
0.478170118179
Long
EC
CORP
GB
N
1
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
22866.00000000
NS
USD
494820.24000000
0.107621700211
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
130000.00000000
PA
USD
104455.00000000
0.022718603215
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
205000.00000000
PA
USD
187602.47000000
0.040802891945
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
360760.94000000
0.078464263572
Long
EC
CORP
HK
N
1
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CP3
245000.00000000
PA
USD
232999.41000000
0.050676570247
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
159500.00000000
0.034690701382
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
580000.00000000
PA
USD
651366.35000000
0.141669940678
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
30400.00000000
NS
1147747.46000000
0.249631124746
Long
EC
CORP
HK
N
1
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC, Term Loan Y
BL4208296
300000.00000000
PA
USD
299437.50000000
0.065126626301
Long
LON
CORP
US
N
2
2031-03-06
Variable
8.78994000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AC0
75000.00000000
PA
USD
66290.03000000
0.014417853513
Long
DBT
CORP
CA
Y
2
2031-12-01
Fixed
4.12500000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
7004.00000000
NS
USD
344666.84000000
0.074963852180
Long
EC
CORP
US
N
1
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC, Term Loan B
00687MAC5
237126.31000000
PA
USD
238287.04000000
0.051826611585
Long
LON
CORP
US
N
2
2028-04-10
Variable
8.60595000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
35000.00000000
PA
USD
30855.32000000
0.006710925969
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
8TH AVENUE FOOD & PRO
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc., Term Loan, First Lien
28253PAC3
260982.68000000
PA
USD
250979.21000000
0.054587114904
Long
LON
CORP
US
N
2
2025-10-01
Variable
9.22044000
N
N
N
N
N
N
ADMI Corp
5493008U1LYGMQWO7N12
ADMI Corp, Term Loan
N/A
100000.00000000
PA
USD
98750.00000000
0.021477785338
Long
LON
CORP
US
N
2
2027-12-23
Variable
0.00000000
N
N
N
N
N
N
Kamigumi Co Ltd
N/A
Kamigumi Co Ltd
648266005
12300.00000000
NS
293117.11000000
0.063751963216
Long
EC
CORP
JP
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
N/A
125500.00000000
NS
1208883.13000000
0.262927922688
Long
EC
CORP
HK
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
40000.00000000
PA
USD
30122.71000000
0.006551585814
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
150000.00000000
PA
USD
146179.10000000
0.031793451450
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
1474414.77000000
PA
USD
1372190.82000000
0.298446783548
Long
ABS-MBS
USGSE
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
200000.00000000
PA
USD
198100.71000000
0.043086223035
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
3616865.30000000
PA
USD
3507120.20000000
0.762786580373
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGK1
2747514.00000000
PA
USD
2598867.67000000
0.565244779133
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
3380526.27000000
PA
USD
2775476.74000000
0.603656644391
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
448000.00000000
PA
USD
418721.59000000
0.091070505585
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
286527.18000000
0.062318676108
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.68743000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc. , Term Loan B
23918VAY0
58348.34000000
PA
USD
58395.31000000
0.012700779067
Long
LON
CORP
US
N
2
2026-08-12
Variable
7.22044000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
95000.00000000
PA
USD
59024.71000000
0.012837671403
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
260175.81000000
0.056587343771
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
409202.35000000
0.089000103628
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
1481625.00000000
0.322248341287
Long
EC
CORP
IN
Y
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KRVW1
1687267.27000000
PA
USD
1694479.48000000
0.368543458551
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
Les Schwab Tire Centers, Term Loan B
50220KAB0
153816.15000000
PA
USD
154040.72000000
0.033503326759
Long
LON
CORP
US
N
2
2027-11-02
Variable
8.70956000
N
N
N
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
710755901
2800.00000000
NS
168950.11000000
0.036746067802
Long
EC
CORP
DE
N
1
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd., Term Loan
02376CBJ3
146146.23000000
PA
USD
150359.63000000
0.032702702346
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.42743000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
31727.00000000
NS
USD
2224697.24000000
0.483863997608
Long
EC
CORP
US
N
1
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya Inc
05351X309
4662.00000000
NS
USD
30303.00000000
0.006590798269
Long
EC
CORP
US
N
2
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia, L.P., Term Loan B
83578BAN3
285892.68000000
PA
USD
286853.28000000
0.062389601736
Long
LON
CORP
US
N
2
2027-10-07
Variable
8.95596000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
2002.00000000
NS
40842.99000000
0.008883209841
Long
EC
CORP
ES
N
1
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
N/A
3996.00000000
NS
USD
534133.33000000
0.116172162064
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
534133.33000000
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc., Term Loan B
81527CAP2
84573.94000000
PA
USD
84938.03000000
0.018473729371
Long
LON
CORP
US
N
2
2028-02-24
Variable
9.10596000
N
N
N
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
G25508105
22474.00000000
NS
USD
1554301.84000000
0.338055304007
Long
EC
CORP
US
N
1
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAQ2
75000.00000000
PA
USD
77933.07000000
0.016950174665
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.40000000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0442657
21148.00000000
NS
USD
532506.64000000
0.115818362584
Long
EP
CORP
BM
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CKJ7
404015.02000000
PA
USD
284613.23000000
0.061902398566
Long
ABS-CBDO
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
380000.00000000
PA
USD
370077.10000000
0.080490496329
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2172
USD
XXXX
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
6462.00000000
NS
USD
704487.24000000
0.153223551538
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300503
8200.00000000
NS
USD
140958.00000000
0.030657880159
Long
EP
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
200000.00000000
PA
USD
153774.49000000
0.033445422650
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
50000.00000000
PA
USD
48227.28000000
0.010489267516
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
ZP8252477
200000.00000000
PA
41192.78000000
0.008959287962
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
D69671218
8454.00000000
NS
1586048.89000000
0.344960178185
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
125281.25000000
0.027248240956
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
14372.00000000
NS
181962.58000000
0.039576235269
Long
EC
CORP
IT
Y
1
N
N
N
MALLINCKRODT INTERNATIONAL
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A., Term Loan
N/A
3193.61000000
PA
USD
2431.14000000
0.000528764587
Long
LON
CORP
LU
N
2
2027-09-30
Variable
14.82230000
Y
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
185000.00000000
PA
USD
184193.54000000
0.040061461396
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
6500.00000000
NS
USD
151775.00000000
0.033010540453
Long
EP
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049J206
58224.00000000
NS
USD
194468.16000000
0.042296155905
Long
EC
CORP
MX
N
1
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4939435
215000.00000000
PA
USD
168689.00000000
0.036689277275
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
15337.00000000
NS
USD
1595048.00000000
0.346917453656
Long
EC
CORP
TW
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WW87
496619.89000000
PA
USD
419351.85000000
0.091207584968
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
97942.00000000
PA
USD
77211.11000000
0.016793150848
Long
LON
CORP
US
N
2
2025-03-14
Variable
9.89482000
N
N
N
N
N
N
ASP BLADE HOLDINGS INC
N/A
ASP Blade Holdings, Inc, Term Loan
00217HAB7
34916.27000000
PA
USD
31315.53000000
0.006811020061
Long
LON
CORP
US
N
2
2028-10-16
Variable
9.60975000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
200000.00000000
PA
USD
172952.00000000
0.037616465112
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
150675.00000000
0.032771294236
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
17343.00000000
NS
USD
402877.89000000
0.087624555332
Long
EP
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
3343098.00000000
PA
USD
3240859.04000000
0.704875693908
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
ONEX TSG INTERMEDIATE CO
5493006IJC5WXT1WJK88
Onex TSG Intermediate Corp., Term Loan B
68276QAJ5
154778.17000000
PA
USD
153133.65000000
0.033306042154
Long
LON
CORP
US
N
2
2028-02-28
Variable
10.39482000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc., Term Loan B
75009XAB6
1025925.54000000
PA
USD
454228.53000000
0.098793142905
Long
LON
CORP
US
N
2
2028-02-15
Variable
8.23030000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
16700.00000000
NS
USD
1505839.00000000
0.327514803000
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
2914.00000000
NS
USD
451903.12000000
0.098287374229
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
787700.00000000
PA
USD
786715.38000000
0.171107889155
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
300000.00000000
PA
USD
290372.41000000
0.063155000407
Long
DBT
NUSS
MN
Y
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215P106
9991.00000000
NS
USD
288639.99000000
0.062778205015
Long
EC
CORP
CN
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
45000.00000000
PA
USD
33450.41000000
0.007275349118
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
3558.00000000
NS
USD
1761992.76000000
0.383227364731
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
1050.00000000
NS
USD
233677.50000000
0.050824052490
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
550100.00000000
PA
USD
508584.64000000
0.110615409867
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
270000.00000000
PA
USD
224229.60000000
0.048769166737
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
119729.89000000
PA
USD
119898.11000000
0.026077426522
Long
LON
CORP
US
N
2
2026-03-05
Variable
8.97044000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp, Term Loan B
44988LAH0
120117.30000000
PA
USD
120460.23000000
0.026199685688
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.45596000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AV4
200000.00000000
PA
USD
167756.72000000
0.036486509582
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
948.00000000
NS
USD
188234.88000000
0.040940438945
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
8825.00000000
NS
USD
189208.00000000
0.041152089198
Long
EP
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
625000.00000000
PA
USD
618376.38000000
0.134494735676
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
131965.50000000
0.028702042340
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BT5
60000.00000000
PA
USD
58176.42000000
0.012653171245
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
4.58300000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
456873AB4
55000.00000000
PA
USD
54065.49000000
0.011759058110
Long
DBT
CORP
IE
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
H5820Q150
12193.00000000
NS
1231620.87000000
0.267873302929
Long
EC
CORP
CH
N
1
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc., Term Loan B
87817JAG3
87281.87000000
PA
USD
66901.55000000
0.014550857009
Long
LON
CORP
US
N
2
2027-03-02
Variable
10.63321000
N
N
N
N
N
N
Bright Bidco BV
549300IL6Q1JWU688H15
Bright Bidco BV
N/A
3087.42000000
NS
USD
1120.73000000
0.000243754920
Long
EC
CORP
US
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
60000.00000000
PA
USD
61875.24000000
0.013457651873
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
J05523105
17500.00000000
NS
444154.57000000
0.096602091256
Long
EC
CORP
JP
N
1
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAD5
310000.00000000
PA
USD
226300.00000000
0.049219471616
Long
DBT
CORP
QA
Y
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
9600.00000000
NS
USD
191424.00000000
0.041634061576
Long
EP
CORP
US
N
1
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BE3
50000.00000000
PA
USD
45401.75000000
0.009874724460
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
139000.00000000
PA
USD
124369.42000000
0.027049921067
Long
DBT
CORP
AR
Y
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
10000.00000000
PA
USD
6883.37000000
0.001497109298
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ES50
815316.96000000
PA
USD
818612.99000000
0.178045509615
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
200000.00000000
PA
USD
151334.00000000
0.032914624470
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
1165000.00000000
PA
USD
1143156.25000000
0.248632552363
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2172
USD
XXXX
N
N
N
ACPRODUCTS HOLDINGS INC
254900KTNXVUUHWHBF39
ACProducts, Inc., Term Loan B
00488YAB2
194514.97000000
PA
USD
171226.67000000
0.037241211771
Long
LON
CORP
US
N
2
2028-05-17
Variable
9.85975000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLH7
732651.61000000
PA
USD
727485.87000000
0.158225674457
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
1018834.46000000
PA
USD
1010128.52000000
0.219699478651
Long
LON
CORP
US
N
2
2026-08-21
Variable
9.14482000
N
N
N
N
N
N
Derby Buyer LLC
N/A
Derby Buyer LLC, Term Loan
24968CAB9
75000.00000000
PA
USD
75187.50000000
0.016353022634
Long
LON
CORP
US
N
2
2030-11-01
Variable
9.59281000
N
N
N
N
N
N
SYCAMORE BUYER LLC
549300QY6JWOUB8MFP78
Sycamore Buyer LLC, Term Loan B
87114UAB9
236379.72000000
PA
USD
235886.87000000
0.051304582866
Long
LON
CORP
US
N
2
2029-07-23
Variable
7.72044000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAA8
69000.00000000
PA
USD
66533.25000000
0.014470753026
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
376558.82000000
PA
USD
390007.62000000
0.084825315875
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.77039000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
8894.00000000
NS
USD
772621.78000000
0.168042579632
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
789.00000000
NS
USD
128535.99000000
0.027956135711
Long
EC
CORP
US
N
1
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
200000.00000000
PA
USD
170056.00000000
0.036986595073
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
JO-ANN STORES INC
549300GM65RR2EMGLI48
Jo-Ann Stores, Inc., Term Loan B1
47759DAE5
271835.12000000
PA
USD
18834.10000000
0.004096351968
Long
LON
CORP
US
N
2
2028-06-30
Variable
10.39121000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
900000.00000000
PA
USD
976434.84000000
0.212371219144
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.98743000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
115000.00000000
PA
USD
101351.60000000
0.022043624389
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
1903.00000000
NS
USD
244402.29000000
0.053156657426
Long
EC
CORP
US
N
1
N
N
N
SBI Holdings Inc
353800L6LMHYIPSMRQ17
SBI Holdings Inc
630946903
18900.00000000
NS
424178.70000000
0.092257408240
Long
EC
CORP
JP
N
1
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
25000.00000000
PA
USD
19659.64000000
0.004275904078
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AC6
60000.00000000
PA
USD
59968.99000000
0.013043049055
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AH5
200000.00000000
PA
USD
205000.00000000
0.044586794879
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Ivanti Software Inc
254900GHAXAYKWDX9F60
Ivanti Software, Inc., Term Loan B
46583DAF6
18744.57000000
PA
USD
17811.28000000
0.003873892136
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.66781000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
15000.00000000
PA
USD
14231.72000000
0.003095350148
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
405000.00000000
PA
USD
321802.88000000
0.069991019523
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
267330.39000000
0.058143440312
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPC8
1068619.95000000
PA
USD
1057195.00000000
0.229936276161
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
005367008
11643.00000000
NS
809271.64000000
0.176013798120
Long
EC
CORP
GB
N
1
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
360000.00000000
PA
USD
383593.82000000
0.083430336436
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
AZ1761248
300000.00000000
PA
73233.06000000
0.015927938656
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
FOREST CITY ENTERPRISES
54930078MCT017XXRD21
Forest City Enterprises, L.P., Term Loan B
34555QAF7
227000.00000000
PA
USD
216075.63000000
0.046995706309
Long
LON
CORP
US
N
2
2025-12-08
Variable
8.85595000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
150000.00000000
PA
USD
119701.50000000
0.026034664523
Long
DBT
CORP
CL
Y
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83371GAA9
465000.00000000
PA
USD
496859.01000000
0.108065125673
Long
DBT
CORP
FR
Y
2
N/A
Fixed
10.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 10 05/14/2172
USD
XXXX
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
200000.00000000
PA
USD
140328.00000000
0.030520857326
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
8190.68000000
PA
USD
1520.39000000
0.000330679595
Long
LON
CORP
US
N
2
2025-07-31
Fixed
15.00000000
N
N
Y
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
370000.00000000
PA
USD
358709.08000000
0.078017991080
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
118000.00000000
PA
USD
116139.54000000
0.025259950475
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
377491.16000000
0.082103028877
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
96289.06000000
0.020942539353
Long
DBT
NUSS
UA
Y
2
2031-05-21
Fixed
6.87600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ50
2821569.48000000
PA
USD
2668742.95000000
0.580442412189
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAK6
140000.00000000
PA
USD
130222.40000000
0.028322924085
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
4825949.54000000
PA
USD
4679517.68000000
1.017778999683
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
362546.80000000
0.078852681980
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
187092.00000000
0.040691866476
Long
DBT
CORP
BM
Y
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
2489.00000000
NS
USD
385720.33000000
0.083892845047
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
714456902
203544.00000000
NS
1514328.10000000
0.329361153051
Long
EC
CORP
IT
N
1
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
3500.00000000
NS
USD
385210.00000000
0.083781850027
Long
EC
CORP
US
N
1
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
N/A
9730.00000000
NS
319966.20000000
0.069591547940
Long
EC
CORP
GB
N
1
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC, Term Loan B
L2000AAC4
194597.72000000
PA
USD
195108.54000000
0.042435436352
Long
LON
CORP
LU
N
2
2026-10-30
Variable
8.47044000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B9
04649VAY6
212533.47000000
PA
USD
211288.02000000
0.045954417601
Long
LON
CORP
US
N
2
2027-07-31
Variable
8.60595000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
ZR9241608
200000.00000000
PA
USD
178100.00000000
0.038736137405
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
4.00000000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
250000.00000000
PA
USD
213711.18000000
0.046481446566
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
15000.00000000
PA
USD
11911.20000000
0.002590645030
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
250000.00000000
PA
USD
216190.00000000
0.047020581390
Long
ABS-O
CORP
KY
Y
3
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
WOOF HOLDINGS INC
254900RX9Z723FXJSU14
WOOF Holdings, Inc, Term Loan, First Lien
98082EAB0
84000.00000000
PA
USD
68444.88000000
0.014886525976
Long
LON
CORP
US
N
2
2027-12-21
Variable
9.35952000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
175000.00000000
PA
USD
155750.00000000
0.033875089280
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
8253.00000000
NS
USD
395483.76000000
0.086016357490
Long
EC
CORP
US
N
1
N
N
N
CHARIOT BUYER LLC
25490092IFNOZBRVE539
Chamberlain Group Inc, Term Loan B
15963CAC0
149434.59000000
PA
USD
149274.69000000
0.032466731628
Long
LON
CORP
US
N
2
2028-10-22
Variable
8.70596000
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings, Inc., Term Loan B
19633FAD3
955381.58000000
PA
USD
607875.86000000
0.132210908693
Long
LON
CORP
US
N
2
2024-05-01
Variable
10.50000000
Y
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
200000.00000000
PA
USD
175596.80000000
0.038191700015
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
24000.00000000
NS
198290.71000000
0.043127547382
Long
EC
CORP
HK
N
1
N
N
N
NAKED JUICE LLC
N/A
Naked Juice LLC, Term Loan
62984CAD5
218391.06000000
PA
USD
211765.08000000
0.046058176510
Long
LON
CORP
US
N
2
2029-01-20
Variable
8.65542666
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD6 Mortgage Trust
125039AF4
300000.00000000
PA
USD
280821.33000000
0.061077673359
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Fixed
3.45600000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FS2
542563.00000000
PA
USD
538294.90000000
0.117077289225
Long
DBT
UST
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DirecTV Financing, LLC, Term Loan
25460HAB8
251195.56000000
PA
USD
251651.48000000
0.054733331316
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.64983000
N
N
N
N
N
N
Arcos Dorados Holdings Inc
54930023P2MIZN13DQ85
Arcos Dorados Holdings Inc
G0457F107
116034.00000000
NS
USD
1472471.46000000
0.320257477822
Long
EC
CORP
US
N
1
N
N
N
DT Midstream Inc
N/A
DT Midstream Inc
23345M107
2995.00000000
NS
USD
164126.00000000
0.035696840470
Long
EC
CORP
US
N
1
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAC0
200000.00000000
PA
USD
198250.00000000
0.043118693097
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
139800.00000000
NS
972657.55000000
0.211549671562
Long
EC
CORP
BR
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC, Term Loan
64072UAH5
71670.22000000
PA
USD
70415.99000000
0.015315235621
Long
LON
CORP
US
N
2
2026-01-15
Variable
7.72629000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
462000.00000000
PA
USD
426652.70000000
0.092795494731
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
B0M0C8905
32600.00000000
NS
487669.03000000
0.106066336633
Long
EC
CORP
JP
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
F92124100
12398.00000000
NS
843051.31000000
0.183360760157
Long
EC
CORP
FR
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-INV3
46593FAP7
552558.85000000
PA
USD
460778.71000000
0.100217784525
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
788835.98000000
0.171569112361
Long
DBT
CORP
NL
N
2
N/A
Fixed
5.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 5.75 11/16/2172
USD
XXXX
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
2606.00000000
NS
USD
274750.58000000
0.059757306115
Long
EC
CORP
US
N
1
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Lonza Group AG, Term Loan B
BL3571728
171073.78000000
PA
USD
155762.68000000
0.033877847137
Long
LON
CORP
US
N
2
2028-07-03
Variable
9.37314000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AX2850722
330000.00000000
PA
USD
327937.50000000
0.071325278272
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
NEP Group Inc
N/A
NEP Group Inc ,Term Loan
62908HAD7
140000.00000000
PA
USD
133218.40000000
0.028974543780
Long
LON
CORP
US
N
2
2025-10-20
Variable
0.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2021-ARDN
36266CAA4
100000.00000000
PA
USD
97247.92000000
0.021151088105
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
6.72629000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
330000.00000000
PA
USD
351003.18000000
0.076341984335
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817AAB3
250000.00000000
PA
USD
246250.00000000
0.053558527995
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
13.50000000
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC, Term Loan B
00488PAL9
234448.65000000
PA
USD
234386.52000000
0.050978261901
Long
LON
CORP
US
N
2
2027-02-15
Variable
9.14983000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
26400.00000000
NS
1103813.52000000
0.240075643911
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
480050.80000000
0.104409397812
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 10/06/2172
USD
XXXX
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc, Term Loan
92941PAC7
26000.00000000
PA
USD
18535.79000000
0.004031470569
Long
LON
CORP
US
N
2
2028-04-13
Variable
0.00000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC, Term Loan B6
89334GAZ7
131201.75000000
PA
USD
131800.69000000
0.028666196731
Long
LON
CORP
US
N
2
2028-12-01
Variable
7.60595000
N
N
N
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
N/A
7006.00000000
NS
292302.75000000
0.063574842717
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
114110.89000000
0.024818726078
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
1019.00000000
NS
USD
480519.64000000
0.104511368899
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
3076.00000000
NS
USD
538976.72000000
0.117225582730
Long
EC
CORP
MX
N
1
N
N
N
ASE Technology Holding Co Ltd
300300GO8QHPMV87NZ73
ASE Technology Holding Co Ltd
N/A
55000.00000000
NS
241023.09000000
0.052421693049
Long
EC
CORP
TW
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
200000.00000000
PA
USD
221653.00000000
0.048208765100
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 9.25 05/13/2172
USD
XXXX
N
N
N
Millennium Health LLC
N/A
Millennium Health LLC
933UAY902
11534.00000000
NS
USD
380.62000000
0.000082783540
Long
EC
CORP
US
N
3
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ10
36262PAD3
305669.14000000
PA
USD
245299.00000000
0.053351688767
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
3159.00000000
NS
USD
471196.44000000
0.102483604967
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
1037936.00000000
PA
USD
1005578.84000000
0.218709938900
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
3370.00000000
NS
USD
371576.20000000
0.080816545422
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
6368.00000000
NS
USD
950551.36000000
0.206741651273
Long
EC
CORP
US
N
1
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners, Inc., Term Loan B
00130MAJ3
241900.27000000
PA
USD
243072.28000000
0.052867384826
Long
LON
CORP
US
N
2
2028-08-23
Variable
8.97044000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
200000.00000000
PA
USD
188250.00000000
0.040943727493
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
153537.50000000
0.033393878140
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
1906743.90000000
PA
USD
1865182.83000000
0.405670850023
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AH4
200000.00000000
PA
USD
228268.00000000
0.049647504847
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
2284.00000000
NS
USD
432749.48000000
0.094121523410
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
600000.00000000
PA
USD
612714.60000000
0.133263318000
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
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc., Term Loan
C7052BAH7
321684.01000000
PA
USD
323067.25000000
0.070266015649
Long
LON
CORP
CA
N
2
2025-05-30
Variable
8.33472000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
2003.00000000
NS
USD
144897.02000000
0.031514603460
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
1723.00000000
NS
USD
242081.50000000
0.052651893583
Long
EC
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
325000.00000000
PA
USD
312802.29000000
0.068033422157
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
2165.00000000
NS
USD
74670.85000000
0.016240653036
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
6977.00000000
NS
USD
480017.60000000
0.104402176926
Long
EC
CORP
US
N
1
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
55285GAD6
240000.00000000
PA
USD
233504.16000000
0.050786351636
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
515000.00000000
PA
USD
524488.36000000
0.114074414264
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
472625.00000000
0.102794311854
Long
EP
USGSE
US
Y
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
13255.00000000
NS
USD
2551985.15000000
0.555047992290
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
12231.00000000
NS
USD
281802.24000000
0.061291017910
Long
EP
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
8992.00000000
NS
USD
845967.36000000
0.183994991002
Long
EC
CORP
US
N
1
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
200000.00000000
PA
USD
151640.00000000
0.032981178417
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
261225.00000000
0.056815538987
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
430000.00000000
PA
USD
411277.63000000
0.089451469890
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 6.125 12/15/2172
USD
XXXX
N
N
N
FLUTTER FINANCING BV
635400VFWPBIKJK6GN11
Stars Group Holdings B.V. (The), Term Loan B
N8233BAE2
103253.05000000
PA
USD
103740.40000000
0.022563180173
Long
LON
CORP
NL
N
2
2028-07-04
Variable
8.86272000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
079805909
136988.00000000
NS
812074.14000000
0.176623332231
Long
EC
CORP
GB
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
11700.00000000
NS
USD
577395.00000000
0.125581426486
Long
EC
CORP
US
N
1
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
Broadstreet Partners, Inc., Term Loan B
11132VAP4
157437.29000000
PA
USD
157852.14000000
0.034332297500
Long
LON
CORP
US
N
2
2027-01-27
Variable
8.47044000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
N/A
-37974000.00000000
PA
USD
-75948000.00000000
-16.5184287684
Short
RA
CORP
CA
N
N/A
Reverse repurchase
N
5.69816000
2049-12-31
818000.00000000
USD
692519.55000000
USD
ACMO
23025100.00000000
USD
26174694.50000000
USD
UST
23367000.00000000
USD
20011384.28000000
USD
AMBS
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
365000.00000000
PA
USD
376316.46000000
0.081847535668
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
163880.00000000
NS
564587.60000000
0.122795861038
Long
EC
CORP
NL
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
205000.00000000
PA
USD
130211.08000000
0.028320462024
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
F5433L103
2078.00000000
NS
920342.64000000
0.200171358580
Long
EC
CORP
FR
N
1
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
71675CAE8
205000.00000000
PA
USD
146910.11000000
0.031952443611
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
182246.05000000
PA
USD
146252.16000000
0.031809341749
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
42996.08000000
0.009351499510
Long
EC
CORP
CN
N
1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
200000.00000000
PA
USD
185439.00000000
0.040332344662
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAD2
200000.00000000
PA
USD
153740.00000000
0.033437921194
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
5145.00000000
NS
USD
1078957.95000000
0.234669642930
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
20000.00000000
PA
USD
14258.52000000
0.003101179056
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
1264.00000000
NS
USD
215461.44000000
0.046862122096
Long
EC
CORP
US
N
1
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
N/A
99.00000000
NC
407.61000000
0.000088653772
Long
EC
CORP
BR
N
1
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
200000.00000000
PA
USD
186696.00000000
0.040605737838
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
182900.00000000
NS
1569671.31000000
0.341398110867
Long
EC
CORP
JP
N
1
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
25000.00000000
PA
USD
15679.50000000
0.003410237318
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Minerva Luxembourg SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
200000.00000000
PA
USD
211458.81000000
0.045991563839
Long
DBT
CORP
LU
Y
2
2033-09-13
Fixed
8.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
25003.00000000
NS
USD
1230647.66000000
0.267661633101
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
4628.00000000
NS
USD
646485.32000000
0.140608333442
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
16676.96000000
0.003627181437
Long
LON
CORP
US
N
2
2026-08-24
Variable
0.00000000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
360000.00000000
PA
USD
83520.00000000
0.018165312723
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
368230.55000000
PA
USD
348069.93000000
0.075704012550
Long
LON
CORP
LU
N
2
2025-08-11
Variable
7.38000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP, Term Loan B
58503UAC7
1174774.84000000
PA
USD
1182023.20000000
0.257085980300
Long
LON
CORP
US
N
2
2028-10-21
Variable
8.47044000
N
N
N
N
N
N
SERTA SIMMONS BEDDING LL
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC, Term Loan
81753HAF8
5678.13000000
PA
USD
5419.09000000
0.001178633435
Long
LON
CORP
US
N
2
2023-08-10
Variable
12.96262000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1892.00000000
NS
USD
559407.64000000
0.121669237555
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
159280.80000000
0.034643026136
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
35000.00000000
PA
USD
31080.02000000
0.006759797446
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Silergy Corp
N/A
Silergy Corp
N/A
23000.00000000
NS
373310.75000000
0.081193804081
Long
EC
CORP
TW
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
2214.00000000
NS
USD
576414.90000000
0.125368258107
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
EK2424217
425000.00000000
PA
USD
449968.75000000
0.097866655407
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FQ6
346676.00000000
PA
USD
387788.35000000
0.084342632284
Long
DBT
UST
US
N
2
2032-04-15
Fixed
3.37500000
N
N
N
N
N
N
MH SUB I LLC
2549005VFKP807SR8N49
MH Sub I LLC ,Term Loan
45567YAL9
100000.00000000
PA
USD
100333.50000000
0.021822191141
Long
LON
CORP
US
N
2
2024-09-15
Variable
0.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
JV5341526
900000.00000000
PA
186182.68000000
0.040494092504
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
655000.00000000
PA
USD
668820.50000000
0.145466158268
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAB3
60000.00000000
PA
USD
61150.66000000
0.013300058215
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.33743000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
902LWB004
300000.00000000
PA
USD
34500.00000000
0.007503631333
Long
DBT
CORP
CH
N
2
2172-02-21
Fixed
6.38000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
80000.00000000
PA
USD
79474.22000000
0.017285369489
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
EQUINOX HOLDINGS INC
549300W05QKLNGQIIA73
Equinox Holdings, Inc., Term Loan, First Lien
29446CAP9
215208.05000000
PA
USD
211441.91000000
0.045987888147
Long
LON
CORP
US
N
2
2024-03-08
Variable
8.36013000
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
663955003
33110.00000000
NS
1722841.47000000
0.374712093821
Long
EC
CORP
JP
N
1
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
250000.00000000
PA
USD
254581.73000000
0.055370650613
Long
ABS-O
CORP
US
Y
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
375000.00000000
PA
USD
369794.89000000
0.080429116624
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
K72807132
32912.00000000
NS
3410708.57000000
0.741817382466
Long
EC
CORP
DK
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
35000.00000000
PA
USD
24508.37000000
0.005330486175
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
645026907
6072.00000000
NS
662685.52000000
0.144131821220
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
123770.57000000
PA
USD
124019.35000000
0.026973782046
Long
LON
CORP
US
N
2
2028-07-31
Variable
9.09281000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
225000.00000000
PA
USD
139481.10000000
0.030336659489
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
15953.00000000
NS
242356.05000000
0.052711607264
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
133208.06000000
PA
USD
111413.92000000
0.024232144379
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
207161.87000000
PA
USD
185798.30000000
0.040410491176
Long
LON
CORP
US
N
2
2026-04-06
Variable
8.72044000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
200000.00000000
PA
USD
213917.40000000
0.046526298707
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 9.375 12/19/2172
USD
XXXX
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
16234.00000000
NS
USD
562832.78000000
0.122414193724
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
120000.00000000
PA
USD
112480.55000000
0.024464132735
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC, Term Loan B
94767KAN1
325353.39000000
PA
USD
286543.61000000
0.062322249576
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.72044000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
4024.00000000
NS
USD
436885.68000000
0.095021132683
Long
EC
CORP
US
N
1
N
N
N
Melco Resorts & Entertainment Ltd
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd
585464100
32851.00000000
NS
USD
291388.37000000
0.063375968212
Long
EC
CORP
HK
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
5000.00000000
PA
USD
5868.00000000
0.001276269816
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
18386.00000000
NS
USD
1067675.02000000
0.232215644464
Long
EC
CORP
US
N
1
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
N/A
54183.00000000
NS
310244.29000000
0.067477065955
Long
EC
CORP
IT
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation, Term Loan B
N/A
172135.00000000
PA
USD
172780.51000000
0.037579166627
Long
LON
CORP
PA
N
2
2027-08-09
Variable
8.35739000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
4263.00000000
NS
USD
1081480.47000000
0.235218282353
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
QJ4365756
415000.00000000
PA
USD
211649.07000000
0.046032944734
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
292067.42000000
PA
USD
293710.30000000
0.063880980001
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.63096000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AR3
35000.00000000
PA
USD
35922.67000000
0.007813057165
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.30000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
G29183103
2096.00000000
NS
USD
504758.72000000
0.109783285426
Long
EC
CORP
US
N
1
N
N
N
EVERTEC Group LLC
54930056CPTQSUNQYB82
Evertec Group, LLC, Term Loan B
N/A
76500.00000000
PA
USD
76786.88000000
0.016700882283
Long
LON
CORP
PR
N
2
2030-10-15
Variable
8.95596000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
F2924U106
3677.00000000
NS
394728.23000000
0.085852032313
Long
EC
CORP
FR
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
65000.00000000
PA
USD
66231.86000000
0.014405201738
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.44900000
N
N
N
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
N/A
12046.00000000
NS
336335.14000000
0.073151736088
Long
EC
CORP
CN
N
1
N
N
N
TRANSMONTAIGNE OPERATING CO
549300V4T155OZCUJ734
TransMontaigne Operating Company L.P., Term Loan B
89376WAH1
230300.00000000
PA
USD
229826.73000000
0.049986523260
Long
LON
CORP
US
N
2
2028-11-05
Variable
8.97044000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc., Term Loan B
23108LAB2
49399.89000000
PA
USD
38300.48000000
0.008330222661
Long
LON
CORP
US
N
2
2026-03-31
Variable
9.39983000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
25000.00000000
PA
USD
20207.25000000
0.004395007369
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
250000.00000000
PA
USD
248202.43000000
0.053983174805
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
242518.94000000
PA
USD
241306.35000000
0.052483301125
Long
LON
CORP
US
N
2
2028-12-01
Variable
9.44281000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
25000.00000000
PA
USD
22289.26000000
0.004847837383
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
330000.00000000
PA
USD
304425.00000000
0.066211390396
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
200000.00000000
PA
USD
159963.85000000
0.034791587161
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
54486.00000000
NS
USD
982382.58000000
0.213664832136
Long
EC
CORP
US
N
1
N
N
N
MCAFEE CORP
254900SAGUYT3MBUU161
McAfee, LLC, Term Loan B
57906HAD9
172235.33000000
PA
USD
171984.73000000
0.037406087214
Long
LON
CORP
US
N
2
2029-02-03
Variable
9.19281000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
Q26915100
11846.00000000
NS
902866.23000000
0.196370299517
Long
EC
CORP
AU
N
1
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l., Term Loan
L9308UAU4
2102.70000000
PA
USD
2040.79000000
0.000443864805
Long
LON
CORP
LU
N
2
2025-02-28
Variable
12.70021000
N
N
Y
N
N
N
ALLIED UNIVERSAL HOLDCO
98450038B4549046D794
Allied Universal Holdco LLC, Term Loan B
01957TAH0
175262.08000000
PA
USD
174808.15000000
0.038020171353
Long
LON
CORP
US
N
2
2028-05-14
Variable
9.20596000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
38700.00000000
NS
USD
1233756.00000000
0.268337686360
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
18839.00000000
NS
USD
919531.59000000
0.199994957994
Long
EC
RF
IN
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
B292JQ905
41652.00000000
NS
762851.23000000
0.165917518614
Long
EC
CORP
FR
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
40000.00000000
PA
USD
39209.66000000
0.008527966184
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
190000.00000000
PA
USD
134216.06000000
0.029191531399
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
650000.00000000
PA
USD
642675.93000000
0.139779804220
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
61027.55000000
0.013273282214
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
506921907
17472.00000000
NS
648279.37000000
0.140998533146
Long
EC
CORP
DE
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
600000.00000000
PA
USD
396505.60000000
0.086238604175
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
3600.00000000
NS
USD
456372.00000000
0.099259340258
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
G54950103
6639.00000000
NS
USD
2726703.69000000
0.593048673777
Long
EC
CORP
US
N
1
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
200000.00000000
PA
USD
200994.80000000
0.043715677656
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan B
90351HAD0
53427.35000000
PA
USD
53596.71000000
0.011657100073
Long
LON
CORP
US
N
2
2026-09-14
Variable
7.47044000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
642910004
28600.00000000
NS
2057188.54000000
0.447431431523
Long
EC
CORP
JP
N
1
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
ZS1514182
155000.00000000
PA
USD
145245.85000000
0.031590472785
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc., Term Loan C
63689EAT2
4048.79000000
PA
USD
3698.73000000
0.000804461052
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.11013000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
2217.00000000
NS
USD
186604.89000000
0.040585921726
Long
EC
CORP
US
N
1
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
200000.00000000
PA
USD
39540.90000000
0.008600009744
Long
DBT
CORP
LU
Y
2
2030-10-20
Fixed
4.75000000
Y
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAD8
500000.00000000
PA
USD
506500.00000000
0.110162007837
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
225000.00000000
PA
USD
213102.00000000
0.046348952012
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
4552.00000000
NS
USD
308398.00000000
0.067075504231
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
117551.51000000
PA
USD
94334.90000000
0.020517516274
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
143468.00000000
NS
1307604.33000000
0.284399444125
Long
EC
CORP
ES
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
41.00000000
NS
USD
145436.02000000
0.031631834106
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
192000.00000000
PA
USD
199744.51000000
0.043443743881
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
27490.37000000
PA
USD
26052.07000000
0.005666235616
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.53321000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
200000.00000000
PA
USD
186220.71000000
0.040502363898
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJG7
235000.00000000
PA
USD
248549.22000000
0.054058600437
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.87500000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
1038.00000000
NS
USD
324987.42000000
0.070683646019
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
B0C2CQ902
15347.00000000
NS
270357.26000000
0.058801774126
Long
EC
CORP
FR
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
27025.00000000
NS
USD
579956.50000000
0.126138543925
Long
EP
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
F31668100
4639.00000000
NS
931505.22000000
0.202599181335
Long
EC
CORP
FR
N
1
N
N
N
PHINIA INC
N/A
Phinia Inc, Term Loan B
71880JAD6
74812.50000000
PA
USD
75233.32000000
0.016362988326
Long
LON
CORP
US
N
2
2028-07-03
Variable
9.45596000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
AS6869471
100000.00000000
PA
103201.73000000
0.022446021301
Long
DBT
CORP
MX
N
2
2025-11-24
Fixed
3.62500000
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
N/A
Gtcr W-2 Merger Sub, LLC
36268NAA8
75000.00000000
PA
USD
79254.17000000
0.017237509371
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
510000.00000000
PA
USD
498913.93000000
0.108512063705
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
171800.00000000
0.037365909074
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
170608.58000000
0.037106779322
Long
DBT
CORP
LU
Y
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Cineworld Group PLC
213800J2J3TOOI176M73
Cineworld Group PLC
N/A
14225.00000000
NS
248055.55000000
0.053951228910
Long
DE
CORP
GB
N
2
N/A
N/A
Call
Purchased
CINEWORLD GROUP PLC
CINEWORLD GROUP PLC
1.00000000
41.49000000
GBP
2024-05-23
XXXX
16199.05000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
8848.00000000
NS
USD
152628.00000000
0.033196065019
Long
EP
CORP
US
N
1
N
N
N
DAWN ACQUISITIONS LLC
N/A
Dawn Acquisition LLC, Term Loan
23923HAB4
434352.66000000
PA
USD
420236.20000000
0.091399928051
Long
LON
CORP
US
N
2
2025-12-31
Variable
9.35975000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
200000.00000000
PA
USD
203334.00000000
0.044224445610
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CFR7
353137.60000000
PA
USD
350434.51000000
0.076218300566
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
20000.00000000
PA
USD
16931.94000000
0.003682638710
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVI
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC, Term Loan
57776DAE3
181754.72000000
PA
USD
182163.67000000
0.039619971652
Long
LON
CORP
US
N
2
2029-02-07
Variable
9.35792000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
946609.64000000
PA
USD
895414.46000000
0.194749565173
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
PEGASUS BIDCO BV
254900U303DPAFR7MA71
Sunshine Investments B.V., Term Loan
BL3903723
247189.84000000
PA
USD
247691.64000000
0.053872079737
Long
LON
CORP
NL
N
2
2029-05-05
Variable
9.62972000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
375000.00000000
PA
USD
349562.89000000
0.076028726214
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-LTV2
46655LAP9
137499.32000000
PA
USD
119449.08000000
0.025979764041
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
900.00000000
NS
USD
208206.00000000
0.045284088852
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
10000.00000000
PA
USD
8271.53000000
0.001799029324
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
INEOS US Petrochem LLC
N/A
INEOS Quattro Holdings UK Ltd, Term Loan B, First Lien
N/A
55000.00000000
PA
USD
54725.00000000
0.011902499267
Long
LON
CORP
US
N
2
2029-04-02
Variable
9.70596000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
476896907
43470.00000000
NS
1978445.79000000
0.430305154242
Long
EC
CORP
DE
N
1
N
N
N
Embraer SA
549300EM51WYXFHUY333
Embraer SA
B16FPG906
71804.00000000
NS
328354.85000000
0.071416050462
Long
EC
CORP
BR
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEF4
10000.00000000
PA
USD
10339.81000000
0.002248873110
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
3753.00000000
NS
90720.04000000
0.019731296658
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFSL6
2099896.99000000
PA
USD
1803879.68000000
0.392337625757
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
5977.00000000
NS
USD
942274.05000000
0.204941364819
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
200000.00000000
PA
USD
156920.00000000
0.034129560256
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
213000.00000000
0.046326767363
Long
DBT
CORP
MX
Y
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
ClubCorp Holdings Inc
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc., Term Loan B2
18948TAF0
653280.20000000
PA
USD
632662.68000000
0.137601956786
Long
LON
CORP
US
N
2
2026-09-18
Variable
10.21374000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
275000.00000000
PA
USD
272941.68000000
0.059363876587
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2172
USD
XXXX
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC, Term Loan B
BL3754662
500000.00000000
PA
USD
402735.00000000
0.087593477248
Long
LON
CORP
US
N
2
2026-09-25
Variable
0.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-A
88167PAB4
100000.00000000
PA
USD
100186.08000000
0.021790127798
Long
ABS-O
CORP
US
Y
2
2025-08-20
Fixed
5.86000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
EK4656584
669000000.00000000
PA
172280.12000000
0.037470333523
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
2300584.56000000
0.500369228685
Long
EC
CORP
TW
N
1
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
Q06213146
220438.00000000
NS
1226278.98000000
0.266711460228
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
181314.93000000
0.039435373622
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
663675.96000000
PA
USD
666818.47000000
0.145030723629
Long
LON
CORP
US
N
2
2027-07-30
Variable
8.72044000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DBX9
1245593.75000000
PA
USD
1038700.38000000
0.225913759925
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
5816.00000000
NS
USD
525126.64000000
0.114213237969
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
3126.00000000
NS
USD
242296.26000000
0.052698603145
Long
EC
CORP
CN
N
1
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco Inc., Term Loan
84850XAK8
381622.71000000
PA
USD
336919.43000000
0.073278817153
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.62458000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
285000.00000000
PA
USD
282374.98000000
0.061415586890
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
244384.48000000
PA
USD
243874.94000000
0.053041960615
Long
LON
CORP
US
N
2
2028-12-17
Variable
8.46984000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
4837.00000000
NS
USD
350343.91000000
0.076198595378
Long
EC
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAE2
765000.00000000
PA
USD
742050.00000000
0.161393322637
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
586181.85000000
0.127492536137
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.83743000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
34.00000000
NS
USD
238015.30000000
0.051767509070
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
1283.00000000
NS
USD
457594.78000000
0.099525290702
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
390000.00000000
PA
USD
371111.87000000
0.080715555244
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
6900.00000000
NS
USD
180573.00000000
0.039274006399
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EW30
981140.67000000
PA
USD
985195.71000000
0.214276678235
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
PCI GAMING AUTHORITY
549300KPXAJ1LRW5LP59
PCI Gaming Authority, Term Loan
70455DAG9
57000.00000000
PA
USD
57274.46000000
0.012456998048
Long
LON
CORP
US
N
2
2026-05-31
Variable
7.97044000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13646K108
6013.00000000
NS
USD
475387.78000000
0.103395207001
Long
EC
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
420000.00000000
PA
USD
435120.00000000
0.094637103356
Long
DBT
CORP
US
N
2
N/A
Fixed
7.74800000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield U.S. Borrower, LLC, Term Loan B
23340DAP7
12690.09000000
PA
USD
12690.09000000
0.002760050926
Long
LON
CORP
US
N
2
2025-08-21
Variable
8.22044000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
9300.00000000
NS
USD
568788.00000000
0.123709433590
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
200000.00000000
PA
USD
218500.00000000
0.047522998445
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.62500000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 9.625 02/21/2172
USD
XXXX
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
24700.00000000
NS
USD
574769.00000000
0.125010280518
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
EJ4635615
40000.00000000
PA
USD
37449.08000000
0.008145046089
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
27982.00000000
NS
USD
799445.74000000
0.173876698668
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
60000.00000000
PA
USD
49563.54000000
0.010779899470
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
165000.00000000
PA
USD
148983.56000000
0.032403411854
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
199030.97000000
0.043288551386
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
74288.10000000
0.016157406227
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
35000.00000000
PA
USD
36244.29000000
0.007883008408
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
12787.00000000
NS
USD
897903.14000000
0.195290844513
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
475000.00000000
PA
USD
463960.19000000
0.100909745482
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
720000.00000000
PA
USD
709937.71000000
0.154409010015
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
2095.00000000
NS
USD
263194.85000000
0.057243974587
Long
EC
CORP
US
N
1
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
555000.00000000
PA
USD
516150.00000000
0.112260849645
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT L
984500A0805D8V551D35
Fertitta Entertainment, LLC, Term Loan B
31556PAB3
420116.08000000
PA
USD
420838.68000000
0.091530965378
Long
LON
CORP
US
N
2
2029-01-27
Variable
9.35596000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
05959LAH6
200000.00000000
PA
USD
195918.46000000
0.042611591166
Long
DBT
CORP
BR
Y
2
2029-01-11
Fixed
4.87500000
N
N
N
N
N
N
Contact Energy Ltd
549300FT5JOXS1PZ1I32
Contact Energy Ltd
615252905
20539.00000000
NS
103999.67000000
0.022619570506
Long
EC
CORP
NZ
N
1
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
N/A
47700.00000000
NS
207780.81000000
0.045191611490
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
535964.01000000
0.116570328667
Long
LON
CORP
US
N
2
2030-05-27
Variable
9.86937000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-INV5 Trust
67448JAN7
303040.22000000
PA
USD
271206.00000000
0.058986372157
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
71812.99000000
PA
USD
71902.76000000
0.015638602982
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.53822000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
907000.00000000
PA
USD
914351.52000000
0.198868310587
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
184668.00000000
0.040164654814
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
4206.00000000
NS
USD
105528.54000000
0.022952094472
Long
EP
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
E6165F166
43454.00000000
NS
569976.66000000
0.123967963052
Long
EC
CORP
ES
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
5476.00000000
NS
USD
903047.16000000
0.196409651169
Long
EC
CORP
US
N
1
N
N
N
SRAM LLC
5493005GYDYQG38FCT53
SRAM, LLC , Term Loan B
85232BAT3
63435.82000000
PA
USD
63445.97000000
0.013799280245
Long
LON
CORP
US
N
2
2028-05-18
Variable
9.23522000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
3900.00000000
NS
USD
76947.00000000
0.016735707832
Long
EP
CORP
US
N
1
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAF2
265000.00000000
PA
USD
254532.50000000
0.055359943257
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
240479.52000000
0.052303468444
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
190398.62000000
PA
USD
165404.02000000
0.035974805424
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.50000000
N
N
N
N
N
N
USI Inc/NY
2549006D7UF7072T7I27
USI, Inc., Term Loan
90351NAL9
104737.50000000
PA
USD
105031.81000000
0.022844057406
Long
LON
CORP
US
N
2
2030-09-27
Variable
8.59814000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
235000.00000000
PA
USD
102225.00000000
0.022233585885
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
171247.44000000
0.037245729175
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
15000.00000000
PA
USD
13835.97000000
0.003009275884
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
5509.00000000
NS
USD
158604.11000000
0.034495848388
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
13500.00000000
NS
USD
952290.00000000
0.207119799493
Long
EC
CORP
US
N
1
N
N
N
DTI HOLDCO INC
549300QQVMUL3P8XVJ27
DTI Holdco, Inc., Term Loan
23358EAF6
177051.77000000
PA
USD
175439.71000000
0.038157533480
Long
LON
CORP
US
N
2
2029-04-21
Variable
10.13321000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
779255900
8331.00000000
NS
846425.32000000
0.184094595726
Long
EC
CORP
NL
N
1
N
N
N
APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC, Term Loan
48254EAB7
227157.45000000
PA
USD
227229.00000000
0.049421525920
Long
LON
CORP
US
N
2
2028-09-25
Variable
8.22044000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners, Inc., Term Loan B
04621HAS2
245601.48000000
PA
USD
246522.49000000
0.053617793633
Long
LON
CORP
US
N
2
2027-02-13
Variable
8.97044000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNAX1
1522586.88000000
PA
USD
1307773.84000000
0.284436311967
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
1633.24000000
0.000355224082
Long
EC
CORP
US
N
3
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC, Term Loan B
43283LAH4
218263.03000000
PA
USD
218672.27000000
0.047560466577
Long
LON
CORP
US
N
2
2028-08-02
Variable
8.10595000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation, Term Loan B
22282GAC1
172901.57000000
PA
USD
173077.07000000
0.037643667407
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.85596000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
200000.00000000
PA
USD
170145.54000000
0.037006069715
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
159600.00000000
PA
USD
119709.85000000
0.026036480619
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
160350.00000000
0.034875573458
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
22300.00000000
NS
USD
1251030.00000000
0.272094721944
Long
EC
CORP
US
N
1
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
642894.00000000
NS
USD
32517578.52000000
7.072461480304
Long
EC
RF
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
150000.00000000
PA
USD
143308.47000000
0.031169099299
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
266951.78000000
PA
USD
267819.37000000
0.058249791780
Long
LON
CORP
US
N
2
2028-08-25
Variable
8.47044000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714WBQ5
6700000.00000000
PA
133861.52000000
0.029114420168
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
12079.00000000
NS
USD
406699.93000000
0.088455835885
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PKX5
869417.07000000
PA
USD
771433.07000000
0.167784039295
Long
ABS-CBDO
USGSE
US
N
2
2043-12-20
Fixed
2.50000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
300000.00000000
PA
USD
281028.00000000
0.061122623373
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
432390.00000000
0.094043337746
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
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
5595.00000000
NS
USD
566158.05000000
0.123137428511
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
2358.00000000
NS
USD
620484.12000000
0.134953161876
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
25000.00000000
PA
USD
21573.05000000
0.004692064172
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
1692050.89000000
PA
USD
1531430.76000000
0.333080922775
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
1754.00000000
NS
USD
262977.22000000
0.057196640810
Long
EC
CORP
PE
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
135000.00000000
PA
USD
136921.64000000
0.029779985742
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
CAMELOT US ACQUISITION LLC
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC, Term Loan B
N/A
171173.55000000
PA
USD
171687.07000000
0.037341347188
Long
LON
CORP
US
N
2
2026-10-30
Variable
8.47044000
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
978271.71000000
0.212770732051
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
90000.00000000
PA
USD
77744.70000000
0.016909204838
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
3916153.77000000
PA
USD
3797327.48000000
0.825905665573
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAE2
20000.00000000
PA
USD
19494.22000000
0.004239925797
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.25000000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
5000.00000000
NS
USD
314750.00000000
0.068457042382
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DT3
715000.00000000
PA
USD
735940.92000000
0.160064618750
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
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
938568.00000000
PA
USD
893326.83000000
0.194295512828
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383DQ27
235284.64000000
PA
USD
174332.88000000
0.037916801762
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
81173.45000000
0.017654946169
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
174925.13000000
0.038045614100
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
830000.00000000
PA
USD
812811.12000000
0.176783622846
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 12/27/2172
USD
XXXX
N
N
N
Infomart Corp
N/A
Infomart Corp
N/A
27400.00000000
NS
96080.27000000
0.020897128246
Long
EC
CORP
JP
N
1
N
N
N
CREATIVE ARTISTS AGENCY LLC
5493008FV5TCFL3KHH96
Creative Artists Agency, LLC , Term Loan B
22526WAQ1
29849.70000000
PA
USD
30010.29000000
0.006527134851
Long
LON
CORP
US
N
2
2028-11-16
Variable
8.85596000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
695000.00000000
PA
USD
715005.92000000
0.155511328258
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.23743000
N
N
N
N
N
N
WALTER INVESTMENT MGMT
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation, Term Loan
BL1181694
172923.92000000
PA
USD
4755.41000000
0.001034285318
Long
LON
CORP
US
N
2
2024-06-30
Variable
0.00000000
Y
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
18700.00000000
NS
USD
650199.00000000
0.141416046068
Long
EC
CORP
US
N
1
N
N
N
International Container Terminal Services Inc
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
645581000
39610.00000000
NS
176553.63000000
0.038399807249
Long
EC
CORP
PH
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
350000.00000000
PA
USD
284598.76000000
0.061899251391
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
30000.00000000
PA
USD
25054.01000000
0.005449160998
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
DHL Group
8ER8GIG7CSMVD8VUFE78
DHL Group
D19225107
10505.00000000
NS
519955.95000000
0.113088630679
Long
EC
CORP
DE
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
712387901
4100.00000000
NS
475271.42000000
0.103369899101
Long
EC
CORP
CH
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
3500.00000000
NS
USD
1067500.00000000
0.232177578216
Long
EC
CORP
US
N
1
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
200000.00000000
PA
USD
202622.40000000
0.044069675057
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
163800.01000000
0.035625938766
Long
DBT
NUSS
PY
Y
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
1218500.00000000
PA
USD
1165994.37000000
0.253599764908
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
EP0572651
19836.00000000
NS
USD
445913.28000000
0.096984604632
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
183188.64000000
0.039842899102
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
1567.00000000
NS
USD
251237.11000000
0.054643207267
Long
EC
CORP
US
N
1
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
N/A
19390.00000000
NS
707752.04000000
0.153933634308
Long
EC
CORP
ES
N
1
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell, Inc., Term Loan B2
17187MAS9
121259.49000000
PA
USD
120393.70000000
0.026185215642
Long
LON
CORP
US
N
2
2028-11-23
Variable
8.70596000
N
N
N
N
N
N
MARAVAI INTERMEDIATE HOL
2549005DIMMJLV8LMZ14
Maravai Intermediate Holdings, LLC, Term Loan B
56589PAG0
222699.98000000
PA
USD
218061.14000000
0.047427547904
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.39681000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core & Main LP, Term Loan B
40416VAE5
173684.16000000
PA
USD
174009.82000000
0.037846537324
Long
LON
CORP
US
N
2
2028-06-10
Variable
8.00559500
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
201396.00000000
0.043802937276
Long
DBT
CORP
MU
Y
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
ProAmpac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC, Term Loan
74274NAJ2
95000.00000000
PA
USD
95296.88000000
0.020726743615
Long
LON
CORP
US
N
2
2028-09-15
Variable
9.87777500
N
N
N
N
N
N
PACKAGING COORDINATORS
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc, Term Loan
BL3765460
375000.00000000
PA
USD
375703.13000000
0.081714138502
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
150000.00000000
PA
USD
144932.91000000
0.031522409412
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
BY9716295
1500000000.00000000
PA
101833.80000000
0.022148501231
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.12500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1000000.00000000
PA
USD
904988.00000000
0.196831777194
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
1953.00000000
NS
USD
259436.52000000
0.056426550739
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
700000.00000000
PA
USD
686988.61000000
0.149417659701
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
38724.08000000
PA
USD
38695.04000000
0.008416038104
Long
LON
CORP
US
N
2
2027-08-06
Variable
7.22044000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
174.00000000
NS
USD
136287.24000000
0.029642005925
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
25000.00000000
PA
USD
21545.29000000
0.004686026467
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
Athenahealth, Inc., Term Loan B
04686RAB9
27.07000000
PA
USD
26.99000000
0.000005870232
Long
LON
CORP
US
N
2
2029-01-27
Variable
8.60596000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
465000.00000000
PA
USD
461802.85000000
0.100440531453
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2172
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
450000.00000000
PA
USD
443714.72000000
0.096506425394
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
229790.16000000
PA
USD
214993.37000000
0.046760318481
Long
ABS-O
CORP
US
Y
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
100000.00000000
PA
USD
96191.09000000
0.020921231215
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc., Term Loan B
02376CBK0
141000.00000000
PA
USD
141052.88000000
0.030678516233
Long
LON
CORP
US
N
2
2028-02-06
Variable
8.59750000
N
N
N
N
N
N
Samsung SDI Co Ltd
9884002AESDO4YW87G32
Samsung SDI Co Ltd
677164907
780.00000000
NS
283990.60000000
0.061766978683
Long
EC
CORP
KR
N
1
N
N
N
HERITAGE GROCERS GROUP
254900WQ0CLAIQ6DHO57
Cardenas Markets, Inc., Term Loan
14141NAB6
124057.79000000
PA
USD
124336.92000000
0.027042852429
Long
LON
CORP
US
N
2
2029-08-01
Variable
12.19814000
N
N
N
N
N
N
CYXTERA DC HOLDINGS INC
N/A
Cyxtera DC Holdings, Inc., Term Loan
23284GAB9
322646.11000000
PA
USD
324528.75000000
0.070583886872
Long
LON
CORP
US
N
2
2024-01-07
Variable
13.97409000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
200000.00000000
PA
USD
187619.99000000
0.040806702485
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
250000.00000000
PA
USD
249292.50000000
0.054220261280
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
204650.71000000
0.044510825506
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
10.87500000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
14600.00000000
NS
USD
727664.00000000
0.158264417119
Long
EC
CORP
US
N
1
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BN4939383
100000.00000000
PA
86549.69000000
0.018824259877
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
8108.00000000
NS
USD
468723.48000000
0.101945744673
Long
EC
CORP
US
N
1
N
N
N
Star Parent Inc
N/A
Star Parent, Inc., Term Loan B
87169DAB1
262000.00000000
PA
USD
259562.09000000
0.056453861782
Long
LON
CORP
US
N
2
2030-09-30
Variable
9.34791000
N
N
N
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
300000.00000000
PA
USD
292389.44000000
0.063593697494
Long
DBT
NUSS
PE
Y
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6D4
40000.00000000
PA
USD
40651.72000000
0.008841609273
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
55000.00000000
PA
USD
53225.17000000
0.011576291401
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R09
20753DAB4
105000.00000000
PA
USD
113808.62000000
0.024752983392
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
10.08743000
N
N
N
N
N
N
Transocean Ltd
529900QO4W5DQGBGEF32
Transocean Ltd
H8817H100
7368.00000000
NS
USD
46786.80000000
0.010175968071
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
8648.00000000
NS
USD
3251993.92000000
0.707297492008
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
180977.38000000
0.039361957658
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.37500000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
G92087165
8471.00000000
NS
410089.45000000
0.089193044827
Long
EC
CORP
GB
N
1
N
N
N
Cia Brasileira de Distribuicao
5299003V5B6KLICZCC14
Cia Brasileira de Distribuicao
N/A
124900.00000000
NS
106706.76000000
0.023208353270
Long
EC
CORP
BR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
2547204.10000000
PA
USD
2558366.51000000
0.556435916141
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
51611.49000000
0.011225321551
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
21196.49000000
N
N
N
Port of Tauranga Ltd
254900G6SDK8Q9NVJD26
Port of Tauranga Ltd
BZCMYD906
40869.00000000
NS
144625.94000000
0.031455644493
Long
EC
CORP
NZ
N
1
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
230000.00000000
PA
USD
191459.84000000
0.041641856652
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
33142.00000000
NS
USD
2013045.08000000
0.437830380809
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
20000.00000000
PA
USD
19909.02000000
0.004330143370
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Contemporary Amperex Technology Co Ltd
300300KINDY1K0E9I032
Contemporary Amperex Technology Co Ltd
N/A
9409.00000000
NS
216600.38000000
0.047109837629
Long
EC
CORP
CN
N
1
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
EI2585962
3075000.00000000
PA
140617.06000000
0.030583726882
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
193045.57000000
0.041986747473
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
360292.73000000
PA
USD
301345.31000000
0.065541568414
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
223948.80000000
PA
USD
184260.76000000
0.040076081514
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
5496.00000000
NS
USD
512502.00000000
0.111467422192
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
AR2881704
300000.00000000
PA
USD
180252.60000000
0.039204320501
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods, Inc., Term Loan B
90351HAE8
50041.58000000
PA
USD
50328.82000000
0.010946345238
Long
LON
CORP
US
N
2
2028-11-22
Variable
7.97044000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
947.00000000
NS
USD
148896.81000000
0.032384544028
Long
EC
CORP
US
N
1
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
200000.00000000
PA
USD
174792.38000000
0.038016741432
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
389025.00000000
PA
USD
390386.59000000
0.084907740547
Long
LON
CORP
CA
N
2
2030-04-20
Variable
9.10596000
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
DexKo Global Inc., Term Loan
25213YAV7
21492.17000000
PA
USD
21411.57000000
0.004656942827
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.40169000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAV2
200000.00000000
PA
USD
201760.00000000
0.043882106024
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
133886.34000000
0.029119818433
Long
LON
CORP
US
N
2
2030-01-20
Variable
11.44814000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
023740905
7085.00000000
NS
257151.21000000
0.055929503675
Long
EC
CORP
GB
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
3800.00000000
NS
USD
609254.00000000
0.132510649403
Long
EC
CORP
US
N
1
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
N/A
57850.00000000
NS
835532.07000000
0.181725351320
Long
EC
CORP
HK
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
210000.00000000
PA
USD
197360.23000000
0.042925171182
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
355792.93000000
0.077383738485
Long
EC
CORP
ID
N
1
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2K6
30000.00000000
PA
USD
30006.34000000
0.006526275739
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
640000.00000000
PA
USD
573785.35000000
0.124796340027
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
870636.99000000
PA
USD
728192.25000000
0.158379309677
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
2266022.50000000
PA
USD
2186286.95000000
0.475509891650
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
9100.00000000
NS
USD
221494.00000000
0.048174183146
Long
EP
CORP
US
N
1
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
2774.00000000
NS
USD
207301.02000000
0.045087258815
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
323104.80000000
0.070274182645
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
50537.50000000
0.010991732420
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
6505.00000000
NS
USD
216746.60000000
0.047141639976
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
190000.00000000
PA
USD
171000.00000000
0.037191911826
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
40000.00000000
PA
USD
40360.15000000
0.008778193801
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
ZS0947920
200000.00000000
PA
USD
178710.40000000
0.038868897305
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
38621.00000000
NS
USD
681274.44000000
0.148174847381
Long
EC
CORP
US
N
1
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
200000.00000000
PA
USD
193029.68000000
0.041983291453
Long
DBT
CORP
CL
Y
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B11
04649VBC3
250736.84000000
PA
USD
250200.26000000
0.054417695958
Long
LON
CORP
US
N
2
2028-08-19
Variable
9.70596000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
75000.00000000
PA
USD
70895.85000000
0.015419603520
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
35000.00000000
PA
USD
30237.68000000
0.006576591394
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
290000.00000000
PA
USD
305363.97000000
0.066415613141
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
9.68743000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
1654.00000000
NS
USD
495306.84000000
0.107727534037
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
1833.00000000
NS
USD
328290.30000000
0.071402011059
Long
EC
CORP
US
N
1
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
BJ2959366
200000.00000000
PA
USD
191961.60000000
0.041750987726
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACY9
85000.00000000
PA
USD
85660.91000000
0.018630953284
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
250000.00000000
PA
USD
237570.00000000
0.051670657851
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
9609.00000000
NS
USD
250602.72000000
0.054505229624
Long
EP
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
40000.00000000
PA
USD
35826.97000000
0.007792242744
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l., Term Loan
N/A
605055.56000000
PA
USD
608961.19000000
0.132446964235
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.96984000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAJ0
250000.00000000
PA
USD
107500.00000000
0.023380880241
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications, Inc., Term Loan
45174UAF5
118193.97000000
PA
USD
102466.49000000
0.022286109130
Long
LON
CORP
US
N
2
2026-05-01
Variable
8.47044000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DBA7
30000.00000000
PA
USD
30380.89000000
0.006607739076
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.95000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
175000.00000000
PA
USD
159960.31000000
0.034790817223
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
NCR Corp ATM
N/A
NCR Atleos LLC, Term Loan B
63001PAD3
75000.00000000
PA
USD
74859.38000000
0.016281657662
Long
LON
CORP
US
N
2
2029-03-27
Variable
10.20596000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDIN
549300W5GPFXXB6TQ330
Scientific Games Holdings LP, Term Loan B
80875CAB3
164292.21000000
PA
USD
164559.18000000
0.035791055630
Long
LON
CORP
US
N
2
2029-02-04
Variable
8.63121500
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
125000.00000000
PA
USD
102809.92000000
0.022360803973
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
772.00000000
NS
USD
297814.44000000
0.064773616334
Long
EC
CORP
US
N
1
N
N
N
OMNIA PARTNERS LLC
549300SMECQREC3K2B56
OMNIA Partners LLC, Term Loan B
N/A
137119.11000000
PA
USD
138148.19000000
0.030046756149
Long
LON
CORP
US
N
2
2030-07-25
Variable
9.62822000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
4103040.00000000
PA
USD
3995869.09000000
0.869087782842
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCT8
75000.00000000
PA
USD
76977.30000000
0.016742297978
Long
DBT
CORP
US
Y
2
2031-03-03
Fixed
7.37500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada, Term Loan B
N/A
196069.58000000
PA
USD
196911.70000000
0.042827617450
Long
LON
CORP
CA
N
2
2028-08-11
Variable
9.13925000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2400.00000000
NS
USD
595056.00000000
0.129422633239
Long
EC
CORP
US
N
1
N
N
N
APTTUS CORP
N/A
Apttus Corporation, Term Loan
03835XAC6
65913.09000000
PA
USD
66167.18000000
0.014391134060
Long
LON
CORP
US
N
2
2028-05-08
Variable
9.47044000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC, Term Loan
12546FAF9
250512.52000000
PA
USD
251138.80000000
0.054621825180
Long
LON
CORP
US
N
2
2028-12-08
Variable
8.35595000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
4125551.12000000
PA
USD
4086796.72000000
0.888864229612
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
114308.84000000
PA
USD
90875.53000000
0.019765115198
Long
LON
CORP
US
N
2
2028-04-05
Variable
9.16444000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EG1116375
2350000.00000000
PA
131019.32000000
0.028496251444
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
4042.00000000
NS
USD
3255386.38000000
0.708035340389
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
4449.00000000
NS
USD
224763.48000000
0.048885283801
Long
EC
CORP
US
N
1
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Banff Merger Sub Inc, Term Loan
05988HAE7
314048.53000000
PA
USD
315521.42000000
0.068624823579
Long
LON
CORP
US
N
2
2025-10-02
Variable
9.10596000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
325000.00000000
PA
USD
304213.26000000
0.066165337674
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
DexKo Global Inc., Term Loan B
25213YAU9
74992.46000000
PA
USD
74711.24000000
0.016249437722
Long
LON
CORP
US
N
2
2028-10-04
Variable
9.35975000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
40000.00000000
PA
USD
35866.80000000
0.007800905632
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
375000.00000000
PA
USD
362287.95000000
0.078796382995
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
944011.73000000
PA
USD
915367.96000000
0.199089382791
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The), Term Loan B
26483NAT7
116423.86000000
PA
USD
116806.31000000
0.025404970656
Long
LON
CORP
US
N
2
2026-02-09
Variable
8.20536000
N
N
N
N
N
N
S&P 500 Index
N/A
S&P 500 Index
N/A
-13.00000000
NC
USD
-46930.00000000
-0.01020711357
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
S&P 500 INDEX
SPX
100.00000000
4800.00000000
USD
2024-01-19
XXXX
-31130.05000000
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U7W4
55000.00000000
PA
USD
56552.44000000
0.012299961181
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
5.88200000
N
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
B08K3S903
27750.00000000
NS
363325.02000000
0.079021942153
Long
EC
CORP
BR
N
1
N
N
N
NAKED JUICE LLC
N/A
Naked Juice LLC, Term Loan
62984CAE3
32727.27000000
PA
USD
31734.32000000
0.006902105446
Long
LON
CORP
US
N
2
2029-01-20
Variable
7.55000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAJ6
475000.00000000
PA
USD
509785.87000000
0.110876673260
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
12.33743000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
190000.00000000
PA
USD
149189.90000000
0.032448290094
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
170260.00000000
0.037030964371
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
392022.40000000
0.085263523595
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
127752.00000000
NS
502974.33000000
0.109395186739
Long
EC
CORP
AU
N
1
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc., Term Loan B
72431HAD2
20635.82000000
PA
USD
20676.68000000
0.004497106780
Long
LON
CORP
US
N
2
2028-04-12
Variable
8.71181000
N
N
N
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
Q9194A106
252652.00000000
NS
2360876.38000000
0.513482492155
Long
EC
CORP
AU
N
1
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
636476905
54800.00000000
NS
216484.56000000
0.047084647177
Long
EC
CORP
TH
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
260000.00000000
PA
USD
263144.96000000
0.057233123683
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
79343.20000000
0.017256873090
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
69751.12000000
0.015170628683
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
717.00000000
NS
USD
214705.65000000
0.046697740371
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDE7
4357952.88000000
PA
USD
3998731.40000000
0.869710325422
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
17086.00000000
NS
USD
387510.48000000
0.084282196514
Long
EC
CORP
US
N
1
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corporation, (The), Term Loan B
42804VBB6
338630.33000000
PA
USD
338102.07000000
0.073536037285
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.72044000
N
N
N
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
Formula One Holdings Limited, Term Loan B
BL4053676
235000.00000000
PA
USD
235918.85000000
0.051311538406
Long
LON
CORP
LU
N
2
2030-01-15
Variable
7.59814000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB, Term Loan B2
N/A
118433.37000000
PA
USD
118581.41000000
0.025791048801
Long
LON
CORP
SE
N
2
2028-03-29
Variable
8.71000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
1014.00000000
NS
USD
200133.18000000
0.043528278269
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming, Inc., Term Loan B
70757DAZ2
166218.73000000
PA
USD
166823.77000000
0.036283596166
Long
LON
CORP
US
N
2
2029-04-20
Variable
8.10595000
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
549300WNOVFRGYOAEB12
W.R. Grace & Co.-Conn., Term Loan B
92943HAB5
1228.09000000
PA
USD
1233.91000000
0.000268371180
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.35975000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC, Term Loan B
88023HAG5
256579.34000000
PA
USD
258068.78000000
0.056129071993
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.10596000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AT1
25000.00000000
PA
USD
16955.14000000
0.003687684630
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.10000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
B164FY903
2117.00000000
NS
274691.47000000
0.059744449893
Long
EC
CORP
FR
N
1
N
N
N
BRIGHT BIDCO BV
549300IL6Q1JWU688H15
Bright Bidco B.V., Term Loan
N/A
230593.85000000
PA
USD
82053.36000000
0.017846323568
Long
LON
CORP
NL
N
2
2027-10-31
Variable
7.19499000
N
N
Y
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
15838.00000000
NS
623589.62000000
0.135628597444
Long
EC
CORP
ES
Y
1
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Klockner-Pentaplast of America, Inc., Term Loan B
49865NAT7
37492.85000000
PA
USD
35489.42000000
0.007718826780
Long
LON
CORP
US
N
2
2026-02-09
Variable
10.47598000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BD6
335000.00000000
PA
USD
264748.29000000
0.057581842444
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AU7
260000.00000000
PA
USD
156226.20000000
0.033978661142
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
165000.00000000
PA
USD
173336.82000000
0.037700162138
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.33743000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
098952906
18443.00000000
NS
2487773.38000000
0.541082153179
Long
EC
CORP
GB
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AM7
710000.00000000
PA
USD
708169.14000000
0.154024352124
Long
DBT
CORP
US
N
2
N/A
Variable
8.67870000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc, Term Loan B
71913BAE2
71266.20000000
PA
USD
71317.16000000
0.015511236996
Long
LON
CORP
US
N
2
2026-03-05
Variable
8.72044000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
150000.00000000
PA
USD
141869.82000000
0.030856197873
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
1174527.03000000
0.255455589109
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds - When Issued
91282CDX6
1664895.00000000
PA
USD
1462013.88000000
0.317982990142
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US HoldCo LLC, Term Loan, First Lien
55292HAB9
260655.04000000
PA
USD
30409.32000000
0.006613922503
Long
LON
CORP
US
N
2
2025-12-01
Variable
9.97183000
N
N
N
N
N
N
ASCEND PERFORMANCE MATER
549300NIMFUIRMMAGQ29
Ascend Performance Materials Operations LLC, Term Loan B
04350TAC8
36923.08000000
PA
USD
35589.23000000
0.007740535111
Long
LON
CORP
US
N
2
2026-08-27
Variable
10.31749000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
7000.00000000
NS
USD
935550.00000000
0.203478907072
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-HP1
36265LAD9
318333.39000000
PA
USD
266250.93000000
0.057908661475
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
267706.44000000
PA
USD
268599.24000000
0.058419410823
Long
LON
CORP
US
N
2
2028-10-14
Variable
8.22044000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351802
14737.00000000
NS
USD
372551.36000000
0.081028639368
Long
EP
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
3010.00000000
NS
USD
231559.30000000
0.050363351276
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
35000.00000000
PA
USD
35737.39000000
0.007772759402
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
AQ1229378
200000.00000000
PA
USD
158144.00000000
0.034395776046
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
Win Semiconductors Corp
529900G3R9LZ0M2UBM97
Win Semiconductors Corp
N/A
42309.00000000
NS
218605.18000000
0.047545874733
Long
EC
CORP
TW
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
406141903
875.00000000
NS
710969.73000000
0.154633470816
Long
EC
CORP
FR
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
400000.00000000
PA
USD
367737.32000000
0.079981602226
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
70107.99000000
PA
USD
70414.71000000
0.015314957225
Long
LON
CORP
US
N
2
2026-02-05
Variable
8.72044000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
G8842P102
22972.00000000
NS
542276.58000000
0.117943290929
Long
EC
CORP
GB
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
39776.00000000
NS
1260578.80000000
0.274171553100
Long
EC
CORP
NO
N
1
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Global Education Holdings, LLC, Term Loan
58063DAC7
229076.38000000
PA
USD
229148.54000000
0.049839019268
Long
LON
CORP
US
N
2
2028-07-31
Variable
10.10595000
N
N
N
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
943DZZ908
7238.00000000
NS
USD
967481.75000000
0.210423952864
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
759357.87000000
0.165157724829
Long
EC
RF
US
N
1
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC, Term Loan B2
11565HAD8
148125.00000000
PA
USD
148721.94000000
0.032346510404
Long
LON
CORP
US
N
2
2029-06-09
Variable
9.12579666
N
N
N
N
N
N
USI INC/NY
2549006D7UF7072T7I27
USI, Inc., Term Loan
90351NAJ4
260905.23000000
PA
USD
261741.43000000
0.056927860736
Long
LON
CORP
US
N
2
2029-11-16
Variable
9.11013000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
9427.00000000
NS
USD
234732.30000000
0.051053467862
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
186340.00000000
0.040528309063
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
197232.76000000
0.042897446896
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.37500000
N
N
N
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
G74079107
6668.00000000
NS
460114.73000000
0.100073371159
Long
EC
CORP
GB
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560BA2
15000.00000000
PA
USD
17584.44000000
0.003824555216
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.20000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A., Term Loan B12
N/A
117210.14000000
PA
USD
110338.70000000
0.023998287727
Long
LON
CORP
FR
N
2
2026-01-31
Variable
9.34298000
N
N
N
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
Parexel International Corporation, Term Loan, First Lien
71911KAC8
719198.42000000
PA
USD
724322.71000000
0.157537698037
Long
LON
CORP
US
N
2
2028-11-15
Variable
8.72044000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
2400.00000000
NS
USD
440496.00000000
0.095806364865
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
200000.00000000
PA
USD
177945.74000000
0.038702586386
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
7400.00000000
NS
USD
1385428.00000000
0.301325824667
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
T8578L107
91145.00000000
NS
468933.33000000
0.101991386327
Long
EC
CORP
IT
N
1
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
637248907
19000.00000000
NS
627378.15000000
0.136452589688
Long
EC
CORP
TW
N
1
N
N
N
CNT HOLDINGS I CORP
254900SYIEHMSB69WT08
CNT Holdings I Corp, Term Loan
12656AAC3
239416.24000000
PA
USD
240181.17000000
0.052238578345
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.92577000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
175000.00000000
PA
USD
172375.00000000
0.037490969597
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747BB2
30000.00000000
PA
USD
27687.44000000
0.006021922965
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US HoldCo LLC, Term Loan
55292HAJ2
151479.37000000
PA
USD
29790.69000000
0.006479372606
Long
LON
CORP
US
N
2
2027-10-18
Variable
12.19504000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221602AC9
200000.00000000
PA
USD
208800.00000000
0.045413281809
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
18600.00000000
NS
USD
368280.00000000
0.080099633260
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
23200.00000000
NS
USD
530352.00000000
0.115349735795
Long
EC
CORP
US
N
1
N
N
N
AMC ENTERTAINMENT HOLDINGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. , Term Loan B
00164DAQ6
454128.16000000
PA
USD
380618.43000000
0.082783199345
Long
LON
CORP
US
N
2
2026-04-22
Variable
8.47426000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
5000.00000000
PA
USD
4186.00000000
0.000910440601
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1000000.00000000
PA
USD
978807.50000000
0.212887264533
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
198810.26000000
PA
USD
199297.35000000
0.043346488119
Long
LON
CORP
US
N
2
2026-11-13
Variable
7.20596000
N
N
N
N
N
N
EAGLE BROADBAND INVEST
254900W09ZHD1OM4I757
Eagle Broadband Investments LLC, Term Loan
26943PAB5
238224.57000000
PA
USD
234353.42000000
0.050971062765
Long
LON
CORP
US
N
2
2027-11-12
Variable
8.60975000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
55000.00000000
PA
USD
55616.49000000
0.012096395275
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan I
89364MBZ6
88044.78000000
PA
USD
88555.88000000
0.019260599302
Long
LON
CORP
US
N
2
2028-08-24
Variable
8.59814000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The), Term Loan
90385KAK7
536856.85000000
PA
USD
538998.91000000
0.117230408978
Long
LON
CORP
US
N
2
2026-05-03
Variable
8.76429000
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya, Inc., Term Loan
N/A
663922.88000000
PA
USD
588952.71000000
0.128095188657
Long
LON
CORP
US
N
2
2028-08-01
Variable
6.85596000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
2300.00000000
NS
USD
215763.00000000
0.046927710359
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
680000.00000000
PA
USD
682142.00000000
0.148363538697
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 8 09/30/2172
USD
XXXX
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBB3
25000.00000000
PA
USD
26103.21000000
0.005677358390
Long
DBT
CORP
US
N
2
2028-09-29
Fixed
5.80300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
55000.00000000
PA
USD
50681.32000000
0.011023012776
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
3232.00000000
NS
USD
506583.68000000
0.110180207949
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1382.00000000
NS
USD
125720.54000000
0.027343785020
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
3431.00000000
NS
USD
1017325.81000000
0.221264864470
Long
EC
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
34746.00000000
NS
USD
867607.62000000
0.188701673117
Long
EP
CORP
US
N
1
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield U.S. Borrower, LLC, Term Loan B
23340DAR3
125000.00000000
PA
USD
125156.25000000
0.027221053886
Long
LON
CORP
US
N
2
2030-01-31
Variable
9.35596000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
445000.00000000
PA
USD
385748.16000000
0.083898897976
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
251575.00000000
0.054716697180
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Crown Finance US Inc
N/A
Crown Finance US Inc
902HYS905
96.00000000
NS
USD
1674.05000000
0.000364100116
Long
EC
CORP
US
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
35000.00000000
PA
USD
28661.96000000
0.006233877714
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
595.00000000
NS
USD
253773.45000000
0.055194852493
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
666114004
24700.00000000
NS
463895.12000000
0.100895592981
Long
EC
CORP
JP
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
4912.00000000
NS
USD
638560.00000000
0.138884603602
Long
EC
CORP
US
N
1
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
646587006
35000.00000000
NS
196030.20000000
0.042635894232
Long
EC
CORP
HK
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
3688.00000000
NS
USD
916394.24000000
0.199312595160
Long
EC
CORP
US
N
1
N
N
N
PDD Holdings Inc
5493000573DS7005T657
PDD Holdings Inc
722304102
2342.00000000
NS
USD
342658.02000000
0.074526940739
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
12250.00000000
NS
USD
537162.50000000
0.116830996120
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds - When Issued
91282CEZ0
1058950.00000000
PA
USD
967268.16000000
0.210377497774
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
445700.00000000
PA
USD
354157.40000000
0.077028016336
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
Vertical US Newco Inc, Term Loan B
BL3650696
198504.00000000
PA
USD
199198.76000000
0.043325045133
Long
LON
CORP
US
N
2
2027-07-31
Variable
9.38109000
N
N
N
N
N
N
MEDCO MAPLE TREE PTE LTD
N/A
MEDCO MAPLE TREE PTE LTD
58407HAA7
200000.00000000
PA
USD
202797.40000000
0.044107736955
Long
DBT
CORP
SG
Y
2
2029-04-27
Fixed
8.96000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
EK7554620
630000.00000000
PA
USD
625275.00000000
0.135995161797
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
940000.00000000
PA
USD
938095.09000000
0.204032455393
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
218117.24000000
PA
USD
218389.89000000
0.047499049898
Long
LON
CORP
US
N
2
2028-03-17
Variable
7.45596000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
15800.00000000
NS
USD
907236.00000000
0.197320709461
Long
EC
CORP
US
N
1
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
200000.00000000
PA
USD
200924.00000000
0.043700278899
Long
DBT
CORP
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
EAS Segment
N/A
EAS Segment
92338C103
259.00000000
NS
USD
21305.34000000
0.004633838167
Long
EC
CORP
US
N
1
N
N
N
Republic of Uzbekistan International Bond
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822QVX2
200000.00000000
PA
USD
209331.62000000
0.045528907330
Long
DBT
NUSS
UZ
Y
2
2028-10-12
Fixed
7.85000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
35000.00000000
PA
USD
35464.24000000
0.007713350216
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc., First Lien Term Loan B
78571YBJ8
55000.00000000
PA
USD
49170.00000000
0.010694305874
Long
LON
CORP
US
N
2
2028-06-30
Variable
10.45596000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The), Term Loan
933MFSII9
972.23000000
PA
USD
975.27000000
0.000212117870
Long
LON
CORP
NL
N
2
2025-07-10
Variable
7.62460000
N
N
N
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
J6174U100
13500.00000000
NS
501771.93000000
0.109133668875
Long
EC
CORP
JP
N
1
N
N
N
Ivanti Software Inc
254900GHAXAYKWDX9F60
Ivanti Software, Inc., Term Loan B
46583DAG4
104987.34000000
PA
USD
99943.75000000
0.021737421857
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.90711000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
3032.00000000
NS
USD
152358.00000000
0.033137340947
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
389688.24000000
PA
USD
167565.94000000
0.036445015588
Long
LON
CORP
US
N
2
2025-12-29
Variable
10.60975000
N
N
Y
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
40000.00000000
PA
USD
40835.36000000
0.008881550342
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III, LLC, Term Loan B
97360BAB1
359093.85000000
PA
USD
362235.92000000
0.078785066649
Long
LON
CORP
US
N
2
2030-08-01
Variable
9.84097000
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Company, Term Loan
46124CAJ6
243125.23000000
PA
USD
243784.10000000
0.053022203227
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.97044000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
1723718.78000000
PA
USD
1477840.29000000
0.321425179880
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
71429TAC4
154050.00000000
PA
USD
154113.93000000
0.033519249683
Long
LON
CORP
US
N
2
2029-04-05
Variable
7.70596000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECK9
30000.00000000
PA
USD
31235.10000000
0.006793526813
Long
DBT
CORP
GB
N
2
2029-09-13
Fixed
6.49000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
G1151C101
1398.00000000
NS
USD
490572.18000000
0.106697761772
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
230744.76000000
0.050186191627
Long
LON
CORP
US
N
2
2028-04-30
Variable
7.97629000
N
N
N
N
N
N
Fastlane Parent Co Inc
5493001YM103764G0244
Fastlane Parent Company, Inc., Term Loan B
31187LAG8
114712.50000000
PA
USD
114766.41000000
0.024961299423
Long
LON
CORP
US
N
2
2028-09-29
Variable
9.85596000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch & Lomb, Inc., Term Loan
BL3906049
604521.32000000
PA
USD
599612.61000000
0.130413680241
Long
LON
CORP
CA
N
2
2027-05-05
Variable
8.70978000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
25000.00000000
PA
USD
25630.82000000
0.005574615189
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
1494825.00000000
PA
USD
1354700.61000000
0.294642723032
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
ZM9188925
200000.00000000
PA
USD
199250.00000000
0.043336189657
Long
DBT
CORP
NL
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
ING Groep NV
ING GROEP NV 7.5 12/30/2049
USD
XXXX
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1495000.00000000
PA
USD
1476160.46000000
0.321059822633
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
1480000.00000000
PA
USD
1461120.38000000
0.317788656965
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 09/30/2172
USD
XXXX
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
12900.00000000
NS
USD
808443.00000000
0.175833571771
Long
EC
CORP
US
N
1
N
N
N
Viasat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc., Term Loan
92555WAF2
119850.00000000
PA
USD
117952.18000000
0.025654193440
Long
LON
CORP
US
N
2
2030-05-30
Variable
9.95956000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
170000.00000000
PA
USD
165018.24000000
0.035890899601
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
169784.74000000
0.036927596956
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
102459.96000000
0.022284688877
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
25500.00000000
NS
USD
637755.00000000
0.138709518871
Long
EP
CORP
US
N
1
N
N
N
S&P 500 Index
N/A
S&P 500 Index
N/A
-10.00000000
NC
USD
-101450.00000000
-0.02206502605
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
S&P 500 INDEX
SPX
100.00000000
4700.00000000
USD
2024-01-19
XXXX
-77773.69000000
N
N
N
Infratil Ltd
N/A
Infratil Ltd
645928904
31231.00000000
NS
197964.38000000
0.043056571729
Long
EC
CORP
NZ
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383T6G3
248677.76000000
PA
USD
215614.04000000
0.046895312071
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
88939.98000000
0.019344139731
Long
LON
CORP
US
N
2
2029-01-20
Variable
10.72044000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
QJ1143487
100000.00000000
PA
USD
27500.00000000
0.005981155410
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
181500.00000000
0.039475625710
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
16060.00000000
NS
USD
3467032.80000000
0.754067708758
Long
EC
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
575000.00000000
PA
USD
353625.01000000
0.076912223342
Long
DBT
CORP
US
Y
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAL5
500000.00000000
PA
USD
422918.47000000
0.091983312550
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
248992.87000000
0.054155092786
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
101316.45000000
PA
USD
97447.68000000
0.021194535217
Long
LON
CORP
US
N
2
2028-10-29
Variable
10.45596000
N
N
N
N
N
N
QUARTZ ACQUIRECO LLC
N/A
Quartz Acquireco LLC, Term Loan B
N/A
94762.50000000
PA
USD
95177.09000000
0.020700689702
Long
LON
CORP
US
N
2
2030-04-14
Variable
8.85596000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
245000.00000000
PA
USD
195632.50000000
0.042549395850
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
183277.98000000
PA
USD
96220.94000000
0.020927723487
Long
LON
CORP
US
N
2
2026-09-30
Variable
19.63000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
BO1152772
370000.00000000
PA
82636.08000000
0.017973063164
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
956.00000000
NS
USD
49903.20000000
0.010853774352
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEJ6
1362137.50000000
PA
USD
1279867.27000000
0.278366728980
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
WEST TECHNOLOGY GRP LLC
5493005Z5DB0O5S30R71
West Corporation, Term Loan B3
68162RAH4
199251.37000000
PA
USD
190409.59000000
0.041413430890
Long
LON
CORP
US
N
2
2027-04-10
Variable
9.56389500
N
N
N
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
854.00000000
NS
USD
43810.20000000
0.009528567809
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
2132.00000000
NS
USD
257865.40000000
0.056084837543
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
910000.00000000
PA
USD
869105.42000000
0.189027439466
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2172
USD
XXXX
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
EK4903846
135000.00000000
PA
USD
118930.66000000
0.025867009474
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
164477.84000000
PA
USD
164904.66000000
0.035866196342
Long
LON
CORP
US
N
2
2025-04-16
Variable
7.22044000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
400000.00000000
PA
USD
300004.00000000
0.065249838103
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
200000.00000000
PA
USD
208335.94000000
0.045312350355
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
75000.00000000
PA
USD
67267.43000000
0.014630434651
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1404.00000000
NS
USD
1567215.00000000
0.340863871891
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
588950907
12163.00000000
NS
507958.69000000
0.110479267895
Long
EC
CORP
DE
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
200000.00000000
PA
USD
173882.76000000
0.037818902211
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
11100.00000000
NS
USD
236652.00000000
0.051470996009
Long
EP
CORP
US
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
F5879X108
13710.00000000
NS
1725338.11000000
0.375255104434
Long
EC
CORP
FR
N
1
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc., Term Loan B6
78466DBG8
39327.82000000
PA
USD
39439.31000000
0.008577914269
Long
LON
CORP
US
N
2
2029-03-22
Variable
7.70596000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
200000.00000000
PA
USD
195317.20000000
0.042480819184
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
200000.00000000
PA
USD
160287.76000000
0.034862036472
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
165902.80000000
0.036083288359
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
187789.85000000
PA
USD
185744.82000000
0.040398859460
Long
LON
CORP
US
N
2
2029-08-03
Variable
9.76508000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KL4
85000.00000000
PA
USD
76962.04000000
0.016738978980
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.65000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2022-2
74938WAY7
705305.00000000
PA
USD
566006.13000000
0.123104386434
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
634691901
575.00000000
NS
221158.38000000
0.048101186951
Long
EC
CORP
KR
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
17827.00000000
NS
USD
1103669.57000000
0.240044335281
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
677172009
57807.00000000
NS
3508699.48000000
0.763130068341
Long
EC
CORP
KR
N
1
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
40000.00000000
PA
USD
34232.76000000
0.007445507552
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Parkway Life Real Estate Investment Trust
549300I4DKVD2OF5LW91
Parkway Life Real Estate Investment Trust
N/A
33500.00000000
NS
93123.22000000
0.020253980042
Long
EC
CORP
SG
N
1
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
BO7153865
4300000.00000000
PA
165183.84000000
0.035926917031
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
46957.22000000
PA
USD
47037.05000000
0.010230396585
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.72044000
N
N
N
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
14774.00000000
NS
577111.99000000
0.125519872784
Long
EC
CORP
CA
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
140000.00000000
PA
USD
91221.09000000
0.019840273310
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples, Inc., Term Loan
855031AQ3
124673.63000000
PA
USD
118512.26000000
0.025776008914
Long
LON
CORP
US
N
2
2026-04-12
Variable
10.45729000
N
N
N
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P303
6800.00000000
NS
USD
179656.00000000
0.039074562053
Long
EP
CORP
US
N
1
N
N
N
S&P 500 Index
N/A
S&P 500 Index
N/A
5.00000000
NC
USD
637.50000000
0.000138654057
N/A
DE
CORP
US
N
1
N/A
N/A
Put
Purchased
S&P 500 INDEX
SPX
100.00000000
4200.00000000
USD
2024-01-19
XXXX
-1324.35000000
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS Quattro Holdings UK Ltd, Term Loan
BL4207215
34825.00000000
PA
USD
34302.63000000
0.007460704037
Long
LON
CORP
US
N
2
2030-03-03
Variable
9.20596000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
300000.00000000
PA
USD
290721.72000000
0.063230974130
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
6287.00000000
NS
187290.33000000
0.040735002569
Long
EC
CORP
NL
N
1
N
N
N
Vanguard Short-Term Bond ETF
N/A
Vanguard Short-Term Bond ETF
921937827
320431.00000000
NS
USD
24679595.62000000
5.367727159160
Long
EC
RF
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN7M8
1303655.98000000
PA
USD
1200473.07000000
0.261098763565
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
27000.00000000
NS
USD
970920.00000000
0.211171760413
Long
EC
CORP
US
N
1
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
16890.00000000
NS
USD
409075.80000000
0.088972579438
Long
EP
CORP
BM
N
1
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
10000.00000000
PA
USD
7771.03000000
0.001690172295
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYP8
1000000.00000000
PA
USD
1078796.80000000
0.234634593359
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.83743000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
176085.04000000
PA
USD
133881.20000000
0.029118700500
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
273.00000000
NS
USD
221621.40000000
0.048201892208
Long
EC
CORP
US
N
1
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAC0
200000.00000000
PA
USD
194278.72000000
0.042254953356
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
354629.34000000
0.077130661663
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
331968.71000000
0.072202052582
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
5978.00000000
NS
440861.45000000
0.095885848983
Long
EC
CORP
FR
N
1
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
200000.00000000
PA
USD
207000.00000000
0.045021788000
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
213214.00000000
0.046373311626
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
18022.00000000
NS
USD
1801839.56000000
0.391893906674
Long
EC
CORP
US
N
1
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc., Term Loan
BL3903004
57993.97000000
PA
USD
57631.51000000
0.012534655195
Long
LON
CORP
US
N
2
2029-04-12
Variable
9.69814000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
25000.00000000
PA
USD
24212.13000000
0.005266054994
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
N/A
7058.00000000
NS
144486.51000000
0.031425318947
Long
EC
CORP
PT
N
1
N
N
N
Almacenes Exito SA
549300OT5L7B87VWHP86
Almacenes Exito SA
N/A
124900.00000000
NS
440451.46000000
0.095796677568
Long
EC
CORP
BR
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Corp, Term Loan B
12768EAG1
208425.00000000
PA
USD
209255.57000000
0.045512366717
Long
LON
CORP
US
N
2
2030-01-25
Variable
8.70596000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corporation, Term Loan B1
816194AX2
354615.08000000
PA
USD
355279.98000000
0.077272173625
Long
LON
CORP
US
N
2
2027-03-05
Variable
8.35596000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
727411.47000000
PA
USD
720575.57000000
0.156722707975
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
50000.00000000
PA
USD
44167.16000000
0.009606205382
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group Inc
570535AW4
541000.00000000
PA
USD
534885.62000000
0.116335782551
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
977651.03000000
0.212635736286
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
167093.70000000
0.036342305012
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
1070000.00000000
PA
USD
1058846.75000000
0.230295526104
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
355000.00000000
PA
USD
351257.41000000
0.076397278486
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
60000.00000000
PA
USD
52042.77000000
0.011319123468
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
665104907
525800.00000000
NS
206553.92000000
0.044924767135
Long
EC
CORP
ID
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
270000.00000000
PA
USD
268518.56000000
0.058401863200
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
166500.00000000
0.036213177304
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
13233.00000000
NS
396475.68000000
0.086232096678
Long
EC
CORP
CA
Y
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
1742.00000000
NS
USD
603690.10000000
0.131300520291
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac STACR REMIC Trust 2020-DNA5
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
500000.00000000
PA
USD
560646.80000000
0.121938750593
Long
ABS-CBDO
CORP
US
Y
2
2050-10-25
Variable
10.13743000
N
N
N
N
N
N
ANTICIMEX GLOBAL AB
54930005SBU6WYFBEB41
Anticimex International AB, Term Loan B1
N/A
196000.00000000
PA
USD
196163.66000000
0.042664921323
Long
LON
CORP
SE
N
2
2028-11-16
Variable
8.49520000
N
N
N
N
N
N
TOPGOLF CALLAWAY BRANDS
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp., Term Loan B
89071LAB6
64512.50000000
PA
USD
64613.46000000
0.014053205304
Long
LON
CORP
US
N
2
2030-03-09
Variable
8.95596000
N
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership, Term Loan AX
N9000DAH0
65000.00000000
PA
USD
64884.95000000
0.014112253446
Long
LON
CORP
NL
N
2
2029-01-31
Variable
8.47629000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
40000.00000000
PA
USD
33955.53000000
0.007385210981
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
40000.00000000
PA
USD
29028.28000000
0.006313551054
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
6771.00000000
NS
USD
623541.39000000
0.135618107585
Long
EC
CORP
US
N
1
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp., Term Loan B
92531HAD9
241371.88000000
PA
USD
242477.36000000
0.052737991772
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.47044000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
100000.00000000
PA
USD
101823.20000000
0.022146195767
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
270.00000000
NS
USD
107964.90000000
0.023481994392
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
1920032.00000000
PA
USD
1734368.05000000
0.377219085324
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
1147950.00000000
PA
USD
1020400.21000000
0.221933535895
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
200000.00000000
PA
USD
211005.41000000
0.045892950898
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
400000.00000000
PA
USD
392617.36000000
0.085392925349
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 12/05/2172
USD
XXXX
N
N
N
3i Infrastructure PLC
549300SQ4ZSVSWC6H750
3i Infrastructure PLC
BF5FX1900
44027.00000000
NS
180369.57000000
0.039229761073
Long
EC
RF
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MUXM7
509640.03000000
PA
USD
494176.23000000
0.107481630251
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAA6
20000.00000000
PA
USD
17215.12000000
0.003744229386
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
500000.00000000
PA
USD
464476.00000000
0.101021932383
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 09/08/2172
USD
XXXX
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
1500.00000000
NS
USD
339000.00000000
0.073731333972
Long
EC
CORP
US
N
1
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co, Term Loan
68621XAE3
267260.21000000
PA
USD
268263.77000000
0.058346447252
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.47187000
N
N
N
N
N
N
Flughafen Zurich AG
529900PFO97GCN5SYB55
Flughafen Zurich AG
N/A
4946.00000000
NS
1033440.43000000
0.224769738892
Long
EC
CORP
CH
N
1
N
N
N
EOS US FINCO LLC
N/A
EOS Finco Sarl, Term Loan
26877MAC0
97500.00000000
PA
USD
89943.75000000
0.019562456253
Long
LON
CORP
US
N
2
2029-08-03
Variable
11.09814000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
250000.00000000
PA
USD
211886.50000000
0.046084584943
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corporation, Term Loan B
68371YAP8
629294.49000000
PA
USD
631500.17000000
0.137349114860
Long
LON
CORP
CA
N
2
2030-01-31
Variable
8.20596000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
12538.00000000
NS
USD
450114.20000000
0.097898290282
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
5097.00000000
NS
USD
672753.03000000
0.146321470016
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc., Term Loan B
85350EAB2
203937.20000000
PA
USD
204611.21000000
0.044502234392
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.72137000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
800000.00000000
PA
USD
674193.04000000
0.146634667238
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2172
USD
XXXX
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
250000.00000000
PA
USD
247924.58000000
0.053922743386
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
323286.59000000
0.070313721345
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
17393.00000000
NS
USD
428389.59000000
0.093173262331
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
125000.00000000
PA
USD
113781.64000000
0.024747115335
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
940000.00000000
PA
USD
935444.38000000
0.203455935085
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corporation, Term Loan, First Lien
29373UAC5
385075.75000000
PA
USD
7059.59000000
0.001535436542
Long
LON
CORP
US
N
2
2025-10-10
Variable
8.74100000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NU1
85000.00000000
PA
USD
83220.56000000
0.018100185553
Long
DBT
CORP
US
N
2
2033-05-24
Fixed
4.91000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
AQ7342613
200000.00000000
PA
USD
209040.00000000
0.045465480983
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
852.00000000
NS
USD
195687.36000000
0.042561327711
Long
EC
CORP
US
N
1
N
N
N
ACCESS BANK PLC
029200328C3N9YI2D660
Access Bank PLC
00434G2B5
200000.00000000
PA
USD
178740.00000000
0.038875335204
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
136372.50000000
0.029660549681
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3115.00000000
NS
USD
361558.05000000
0.078637632256
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
1407437.50000000
PA
USD
1336425.58000000
0.290667966866
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
5704.00000000
NS
USD
835864.16000000
0.181797579753
Long
EC
CORP
US
N
1
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
X67925119
72915.00000000
NS
366981.06000000
0.079817118278
Long
EC
CORP
PT
N
1
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
48129VAA4
200000.00000000
PA
USD
199900.80000000
0.043477736419
Long
DBT
CORP
KZ
Y
2
2025-05-12
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
200000.00000000
PA
USD
200134.20000000
0.043528500116
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
BG0743297
5000000.00000000
PA
57436.73000000
0.012492291215
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
7100.00000000
NS
USD
177216.00000000
0.038543870446
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AE8
425000.00000000
PA
USD
263500.00000000
0.057310343662
Long
DBT
NUSS
ZM
Y
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
60000.00000000
PA
USD
54391.58000000
0.011829981564
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Starfruit Finco B.V, Term Loan
BL4207843
14925.00000000
PA
USD
14999.63000000
0.003262367932
Long
LON
CORP
US
N
2
2028-03-03
Variable
9.44097000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2022-INV1
36264TAD3
525110.51000000
PA
USD
439197.28000000
0.095523897732
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
3.00000000
N
N
N
N
N
N
FREEPORT LNG INVESTMENTS
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP, Term Loan A
N/A
263264.71000000
PA
USD
261728.56000000
0.056925061555
Long
LON
CORP
US
N
2
2026-11-16
Variable
8.67743000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
2800.00000000
NS
USD
69440.00000000
0.015102961153
Long
EP
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
1181930.00000000
PA
USD
1054835.39000000
0.229423069102
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Banco BTG Pactual SA
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA
N/A
51300.00000000
NS
396781.08000000
0.086298520127
Long
EC
CORP
BR
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
739400.00000000
PA
USD
704856.16000000
0.153303790369
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
800.00000000
NS
USD
124296.00000000
0.027033952470
Long
EC
CORP
US
N
1
N
N
N
DELTA TOPCO INC
N/A
Delta TopCo, Inc., Term Loan B
24780DAC1
268367.42000000
PA
USD
268568.70000000
0.058412768478
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.12111000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
18634.00000000
NS
641547.93000000
0.139534468100
Long
EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
2354.00000000
NS
1777005.14000000
0.386492505744
Long
EC
CORP
NL
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
473.00000000
NS
USD
208365.96000000
0.045318879602
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
9524.00000000
NS
USD
1447076.56000000
0.314734174420
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
26404.00000000
NS
USD
919651.32000000
0.200020998857
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
2478.00000000
NS
USD
204137.64000000
0.044399234546
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
3821100.00000000
PA
USD
3630963.10000000
0.789721985152
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
AZ6401204
190000.00000000
PA
USD
128250.00000000
0.027893933869
Long
DBT
CORP
GB
N
2
2024-07-31
Fixed
7.65000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan B
87422LAV2
653465.58000000
PA
USD
658095.38000000
0.143133481558
Long
LON
CORP
US
N
2
2030-05-17
Variable
9.86937000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC
2549006DRO2F06AA1391
First Student Bidco Inc, Term Loan C
33718FAB6
56588.08000000
PA
USD
56293.54000000
0.012243651322
Long
LON
CORP
US
N
2
2028-07-21
Variable
8.36013000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada, Inc., Term Loan
N/A
70748.43000000
PA
USD
67997.02000000
0.014789117966
Long
LON
CORP
CA
N
2
2027-11-25
Variable
9.10975000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
4400.00000000
NS
USD
591624.00000000
0.128676185044
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
200000.00000000
PA
USD
168786.00000000
0.036710374441
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
184000.00000000
0.040019367111
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
PATHWAY VET ALLIANCE LLC
2549001HRKTHAW7MOH74
Pathway Vet Alliance LLC ,Term Loan
70323KAE8
100000.00000000
PA
USD
88422.00000000
0.019231480862
Long
LON
CORP
US
N
2
2027-03-31
Variable
9.22040000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
526250AB1
200000.00000000
PA
USD
176581.28000000
0.038405821029
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
550000.00000000
PA
USD
549007.25000000
0.119407188504
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.97629000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
60000.00000000
PA
USD
56498.21000000
0.012288166343
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
972.00000000
NS
USD
165084.48000000
0.035905306573
Long
EC
CORP
US
N
1
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
193902.00000000
PA
USD
159145.07000000
0.034613505327
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
16432.00000000
NS
USD
260611.52000000
0.056682109197
Long
EC
CORP
BR
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
25000.00000000
PA
USD
22588.59000000
0.004912940629
Long
DBT
CORP
CH
Y
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
450000.00000000
PA
USD
374006.61000000
0.081345151238
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDN8
30000.00000000
PA
USD
24585.84000000
0.005347335634
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
16673.00000000
NS
USD
2243852.34000000
0.488030165972
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBD6
85000.00000000
PA
USD
86813.73000000
0.018881687669
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc., Term Loan B
90932RAJ3
190555.80000000
PA
USD
191508.58000000
0.041652457435
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.21984000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
1455.00000000
NS
USD
235811.85000000
0.051288266274
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
3882.00000000
NS
USD
315296.04000000
0.068575804204
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
7343.00000000
NS
USD
423030.23000000
0.092007619965
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
1373.00000000
NS
USD
211181.13000000
0.045931169394
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508CC6
15000.00000000
PA
USD
15355.87000000
0.003339848906
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
XN8R4HH1TVC1XOCL5P21
Avis Budget Car Rental, LLC, Term Loan C
05377JAT9
117690.04000000
PA
USD
118094.89000000
0.025685232374
Long
LON
CORP
US
N
2
2029-03-16
Variable
8.45596000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
QJ1137778
115000.00000000
PA
USD
35362.50000000
0.007691222116
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
620000.00000000
PA
USD
609216.96000000
0.132502593331
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
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A5R0
410000.00000000
PA
USD
429361.84000000
0.093384723362
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.50000000
N
N
N
N
Y
BNP Paribas SA
BNP PARIBAS SA 8.5 12/30/2049
USD
XXXX
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
889335.00000000
PA
USD
855127.71000000
0.185987335618
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
D31709104
8604.00000000
NS
769095.43000000
0.167275610636
Long
EC
CORP
DE
N
1
N
N
N
PenFed Auto Receivables Owner
N/A
PenFed Auto Receivables Owner Trust 2022-A
706874AE4
250000.00000000
PA
USD
245791.28000000
0.053458757973
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
4.60000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
650000.00000000
PA
USD
649799.48000000
0.141329151843
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2172
USD
XXXX
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
200000.00000000
PA
USD
179128.00000000
0.038959723869
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
201031.80000000
0.043723725028
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
253249.00000000
NS
1522291.09000000
0.331093075986
Long
EC
CORP
GB
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
638500.00000000
PA
USD
645084.53000000
0.140303666435
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
24 Hour Fitness Worldwide Inc
N/A
24 Hour Fitness Worldwide Inc
N/A
174789.00000000
NS
USD
1398.31000000
0.000304127615
Long
EC
CORP
US
N
2
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
G8994E103
1346.00000000
NS
USD
328289.40000000
0.071401815312
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
16111.00000000
NS
USD
427747.05000000
0.093033512091
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1024.00000000
NS
USD
144312.32000000
0.031387433221
Long
EC
CORP
US
N
1
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT2
69354WAD8
65383.75000000
PA
USD
65467.98000000
0.014239060465
Long
ABS-CBDO
CORP
US
Y
2
2025-08-25
Variable
8.87075000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
14700.00000000
NS
USD
2096808.00000000
0.456048527797
Long
EC
CORP
US
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
B00FM5901
188600.00000000
NS
657683.79000000
0.143043962149
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
4498.00000000
NS
USD
380665.74000000
0.082793489108
Long
EC
CORP
MX
N
1
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
300000.00000000
PA
USD
239625.00000000
0.052117613283
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
152332.00000000
0.033131686037
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
177750.09000000
0.038660033183
Long
DBT
CORP
IN
Y
2
2028-07-14
Fixed
4.50000000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
Korea Development Bank/The
500630EB0
200000.00000000
PA
USD
215450.15000000
0.046859666560
Long
DBT
NUSS
KR
N
2
2033-10-23
Fixed
5.62500000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc., Term Loan B
15134NAF3
437276.28000000
PA
USD
439215.60000000
0.095527882269
Long
LON
CORP
US
N
2
2026-07-14
Variable
10.40548000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A
05971U2D8
65000.00000000
PA
USD
59433.41000000
0.012926562247
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
166176.76000000
0.036142873716
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
82875.00000000
PA
USD
81839.06000000
0.017799714055
Long
LON
CORP
US
N
2
2028-06-02
Variable
7.97044000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHN4
200000.00000000
PA
USD
200906.25000000
0.043696418335
Long
DBT
UST
US
N
2
2025-07-31
Fixed
4.75000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC, Term Loan
04287KAB7
24937.50000000
PA
USD
25077.77000000
0.005454328717
Long
LON
CORP
US
N
2
2030-07-27
Variable
9.85596000
N
N
N
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
B08X16905
36000.00000000
NS
144701.91000000
0.031472167706
Long
EC
CORP
SG
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2094340
137000.00000000
PA
USD
48681.13000000
0.010587978330
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
400000.00000000
PA
USD
383036.00000000
0.083309012505
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
902115.00000000
PA
USD
833621.04000000
0.181309708868
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
35000.00000000
PA
USD
32735.78000000
0.007119919551
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
MISC Capital Two Labuan Ltd
60475DAB7
215000.00000000
PA
USD
206980.17000000
0.045017475043
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
164844.63000000
PA
USD
165926.83000000
0.036088514801
Long
LON
CORP
US
N
2
2027-01-31
Variable
8.09544000
N
N
N
N
N
N
KESTREL BIDCO INC
5493009TSX7LVAH8LA03
Kestrel Bidco Inc., Term Loan B
N/A
526688.39000000
PA
USD
526606.75000000
0.114535156803
Long
LON
CORP
CA
N
2
2026-12-11
Variable
8.35756000
N
N
N
N
N
N
Sendas Distribuidora S/A
N/A
Sendas Distribuidora S/A
N/A
146783.00000000
NS
406658.98000000
0.088446929401
Long
EC
CORP
BR
N
1
N
N
N
BIRKENSTOCK US BIDCO INC
5299000ZMFOERHT5OW39
Birkenstock GmbH & Co. KG, Term Loan B
BL3604495
84873.43000000
PA
USD
85236.26000000
0.018538593370
Long
LON
CORP
US
N
2
2028-04-28
Variable
8.89436000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
253.00000000
NS
USD
118439.42000000
0.025760166464
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A., Term Loan B13
963YSLII7
209812.76000000
PA
USD
196145.56000000
0.042660984635
Long
LON
CORP
FR
N
2
2026-08-14
Variable
9.64133000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
245000.00000000
PA
USD
244817.89000000
0.053247048996
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 Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPKT3
1420157.71000000
PA
USD
1303003.86000000
0.283398857724
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGV55
1784826.48000000
PA
USD
1587620.65000000
0.345302030578
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
68261.40000000
0.014846619707
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
228050.99000000
PA
USD
190739.61000000
0.041485209105
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
695000.00000000
PA
USD
680557.48000000
0.148018911047
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
181048.38000000
PA
USD
181529.06000000
0.039481946160
Long
LON
CORP
US
N
2
2029-01-28
Variable
7.45596000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield U.S. Borrower, LLC, Term Loan
23340DAQ5
129130.27000000
PA
USD
128403.91000000
0.027927408765
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.70596000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
1496808.00000000
PA
USD
1416254.16000000
0.308030408437
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
6760.00000000
NS
USD
655990.40000000
0.142675655648
Long
EC
CORP
US
N
1
N
N
N
PACKAGING COORDINATORS
549300SL20D7D39KSB12
Packaging Coordinators Midco, Inc., Term Loan, First Lien
69515EAH5
366520.11000000
PA
USD
367207.34000000
0.079866333399
Long
LON
CORP
US
N
2
2027-11-30
Variable
9.10975000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
200000.00000000
PA
USD
165080.52000000
0.035904445287
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AN1
200000.00000000
PA
USD
195349.08000000
0.042487752975
Long
DBT
CORP
DE
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Deutsche Bank AG
DEUTSCHE BANK AG 7.5 12/30/2049
USD
XXXX
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAK1
970000.00000000
PA
USD
1021561.13000000
0.222186032002
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
9.18743000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAC0
200000.00000000
PA
USD
185500.00000000
0.040345611952
Long
DBT
CORP
MU
Y
2
N/A
Fixed
3.97500000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CV1
40000.00000000
PA
USD
32932.23000000
0.007162646750
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.87500000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
20000.00000000
PA
USD
21482.28000000
0.004672322009
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
610000.00000000
PA
USD
610908.90000000
0.132870584461
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco, Inc., Term Loan B
91838LAG5
35000.00000000
PA
USD
35218.75000000
0.007659956986
Long
LON
CORP
US
N
2
2030-08-12
Variable
9.60596000
N
N
N
N
N
N
GULF FINANCE LLC
549300GL13V5C6ULWJ40
Gulf Finance, LLC, Term Loan
40227UAC0
394785.05000000
PA
USD
395772.01000000
0.086079050873
Long
LON
CORP
US
N
2
2026-08-25
Variable
12.42648000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AZ9
75000.00000000
PA
USD
76587.98000000
0.016657622217
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
1948515.00000000
PA
USD
1891291.56000000
0.411349408994
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
230000.00000000
PA
USD
205891.86000000
0.044780771362
Long
DBT
NUSS
MA
Y
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
200000.00000000
PA
USD
152500.00000000
0.033168225459
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
472500.01000000
0.102767126959
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
284388.65000000
PA
USD
285202.00000000
0.062030454016
Long
LON
CORP
US
N
2
2027-03-31
Variable
7.95596000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
555000.00000000
PA
USD
549395.82000000
0.119491701142
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
423834.10000000
0.092182458925
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.43743000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower 1 (US) LLC, Term Loan B6
05400KAJ9
153568.40000000
PA
USD
154092.84000000
0.033514662680
Long
LON
CORP
US
N
2
2028-06-22
Variable
7.35756000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
105000.00000000
PA
USD
73036.48000000
0.015885183182
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
N/A
179131.00000000
NS
733410.79000000
0.159514324177
Long
EC
CORP
GB
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
2169.00000000
NS
USD
185102.46000000
0.040259148369
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
186946.00000000
0.040660111978
Long
DBT
CORP
ID
N
2
2047-05-15
Fixed
5.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4871.00000000
NS
USD
536150.97000000
0.116610991824
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
495000.00000000
PA
USD
519408.95000000
0.112969660060
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
10000.00000000
PA
USD
10022.45000000
0.002179848401
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
ZO5317961
270000.00000000
PA
USD
245470.50000000
0.053388989427
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
207664.48000000
PA
USD
208394.42000000
0.045325069554
Long
LON
CORP
US
N
2
2028-04-28
Variable
9.22044000
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
456498.75000000
0.099286907947
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
269419.35000000
PA
USD
267398.70000000
0.058158297502
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.85975000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
B0J7D9901
47600.00000000
NS
1303131.64000000
0.283426649435
Long
EC
CORP
JP
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
Restoration Hardware, Inc., Term Loan B
76133MAB7
176739.90000000
PA
USD
172409.77000000
0.037498531952
Long
LON
CORP
US
N
2
2028-10-15
Variable
7.97044000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
300000.00000000
PA
USD
261340.63000000
0.056840688115
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
520000.00000000
PA
USD
528982.50000000
0.115051874256
Long
DBT
CORP
US
N
2
N/A
Variable
9.61824000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VAY3
15000.00000000
PA
USD
13920.61000000
0.003027684793
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
China Merchants Port Holdings Co Ltd
529900GA4UH90FUOR048
China Merchants Port Holdings Co Ltd
641613005
78000.00000000
NS
106294.70000000
0.023118731637
Long
EC
CORP
HK
N
1
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc, Term Loan B
22704NAD4
102500.00000000
PA
USD
103038.64000000
0.022410549787
Long
LON
CORP
US
N
2
2029-02-19
Variable
8.49814000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B8
04649VAX8
114446.16000000
PA
USD
114382.64000000
0.024877830768
Long
LON
CORP
US
N
2
2026-12-23
Variable
8.72044000
N
N
N
N
N
N
EMERALD DEBT MERGER
5493000FYBJTGXGMC971
Emrld Borrower LP, Term Loan B
26872NAC3
274916.29000000
PA
USD
276205.65000000
0.060073778835
Long
LON
CORP
US
N
2
2030-05-04
Variable
8.35596000
N
N
N
N
N
N
QUARTERNORTH ENERGY HOLD
549300BC3OH5VUTNXB92
QuarterNorth Energy Holding Inc., Exit Term Loan, Second Lien
74771KAB3
167724.28000000
PA
USD
167724.28000000
0.036479453993
Long
LON
CORP
US
N
2
2026-08-27
Variable
13.47044000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
Broadstreet Partners, Inc., Term Loan B2
11132VAR0
242514.28000000
PA
USD
243063.57000000
0.052865490431
Long
LON
CORP
US
N
2
2027-01-27
Variable
8.72044000
N
N
N
N
N
N
Russell 2000 Index/Old
N/A
Russell 2000 Index
N/A
-10.00000000
NC
USD
-27550.00000000
-0.00599203023
N/A
DE
CORP
US
N
1
N/A
N/A
Call
Written
Russell 2000 Index
RTY
100.00000000
2050.00000000
USD
2024-01-19
XXXX
2526.31000000
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
B0190C903
19500.00000000
NS
232344.12000000
0.050534046926
Long
EC
CORP
HK
N
1
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc., Term Loan
BL3899012
125653.54000000
PA
USD
124868.21000000
0.027158406177
Long
LON
CORP
US
N
2
2029-04-12
Variable
9.69814000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
200000.00000000
PA
USD
171292.90000000
0.037255616569
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan B
00169QAF6
689636.58000000
PA
USD
543664.65000000
0.118245191380
Long
LON
CORP
US
N
2
2025-10-02
Variable
9.93401000
N
N
N
N
N
N
BELK INC
N/A
Belk, Inc., Term Loan
07783AAJ4
1694.68000000
PA
USD
1542.16000000
0.000335414495
Long
LON
CORP
US
N
2
2025-07-31
Variable
15.00000000
N
N
N
N
N
N
TRONOX FINANCE LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC, Term Loan B
89705DAL6
95000.00000000
PA
USD
95118.75000000
0.020688000953
Long
LON
CORP
US
N
2
2028-08-16
Variable
8.84814000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc., Term Loan B
71677HAL9
614638.52000000
PA
USD
608799.45000000
0.132411786342
Long
LON
CORP
US
N
2
2028-02-12
Variable
9.20596000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
200000.00000000
PA
USD
169034.92000000
0.036764513685
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
320931.57000000
PA
USD
321199.55000000
0.069859797323
Long
LON
CORP
US
N
2
2027-09-01
Variable
8.45596000
N
N
N
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
N/A
57000.00000000
NS
315448.62000000
0.068608989829
Long
EC
CORP
HK
N
1
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc., Term Loan B7
78466DBH6
66182.60000000
PA
USD
66370.23000000
0.014435296737
Long
LON
CORP
US
N
2
2029-03-22
Variable
7.70596000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
2250000.00000000
PA
USD
1957500.00000000
0.425749516962
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
614469005
32990.00000000
NS
1127090.47000000
0.245138300473
Long
EC
CORP
AU
N
1
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
200000.00000000
PA
USD
175629.46000000
0.038198803453
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
101400.00000000
NS
1858024.08000000
0.404113846521
Long
EC
CORP
JP
N
1
N
N
N
STATE STREET BANK AND TRUST COMPANY
N/A
Fixed Income Clearing Corp (FICC)
85748R009
23400000.00000000
PA
USD
23400000.00000000
5.089419513120
Long
RA
CORP
US
N
2
Repurchase
N
5.31000000
2024-01-02
28231800.00000000
USD
23868074.08000000
USD
UST
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc., Term Loan
00184NAB3
44543.16000000
PA
USD
44350.51000000
0.009646083376
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.72044000
N
N
N
N
N
N
VISION SOLUTIONS INC
N/A
Vision Solutions, Inc., Term Loan
70477BAE2
49872.77000000
PA
USD
49573.53000000
0.010782072261
Long
LON
CORP
US
N
2
2028-05-28
Variable
9.63983000
N
N
N
N
N
N
ALI GROUP NORTH AMERICA
815600323321F0921705
Ali Group North America Corporation, Term Loan B
01608UAE7
182608.22000000
PA
USD
183133.22000000
0.039830845443
Long
LON
CORP
IT
N
2
2028-10-13
Variable
7.47044000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
250000.00000000
PA
USD
243601.33000000
0.052982451381
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
200000.00000000
PA
USD
208157.80000000
0.045273605518
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Term Loan
16115EAS6
223586.45000000
PA
USD
224330.99000000
0.048791218713
Long
LON
CORP
US
N
2
2030-03-18
Variable
8.69097000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
J7771X109
35500.00000000
NS
1727422.91000000
0.375708541263
Long
EC
CORP
JP
N
1
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
ZP6092883
385000.00000000
PA
USD
292392.87000000
0.063594443507
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
401225909
13846.00000000
NS
2139046.11000000
0.465235171440
Long
EC
CORP
FR
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N4578E595
80442.00000000
NS
1206190.33000000
0.262342247950
Long
EC
CORP
NL
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
430000.00000000
PA
USD
449304.42000000
0.097722165917
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
J76379106
24400.00000000
NS
2309041.50000000
0.502208584047
Long
EC
CORP
JP
N
1
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
6200000.00000000
PA
146380.95000000
0.031837353131
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
3136.00000000
NS
USD
147392.00000000
0.032057253028
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
190000.00000000
PA
USD
163116.14000000
0.035477199394
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
HUYA Inc
549300WPEZ00T1MABE80
HUYA Inc
44852D108
67358.00000000
NS
USD
246530.28000000
0.053619487931
Long
EC
CORP
KY
N
1
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC, Term Loan B
11565HAB2
187946.63000000
PA
USD
188375.15000000
0.040970947187
Long
LON
CORP
US
N
2
2028-04-22
Variable
8.20596000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc, Term Loan
78466YAP3
70000.00000000
PA
USD
70109.55000000
0.015248585975
Long
LON
CORP
US
N
2
2028-06-04
Variable
0.00000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
914.00000000
NS
USD
247401.52000000
0.053808979635
Long
EC
CORP
US
N
1
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC, Term Loan B4
01881UAJ4
177267.17000000
PA
USD
178275.82000000
0.038774377650
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.97044000
N
N
N
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
B1WT5G909
4201.00000000
NS
738143.85000000
0.160543748447
Long
EC
CORP
DK
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
500000.00000000
PA
USD
461978.30000000
0.100478691224
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
180144.53000000
0.039180815648
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
470922.92000000
0.102424115308
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLU1
175000.00000000
PA
USD
183184.78000000
0.039842059565
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.87200000
N
N
N
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM, Term Loan B
00766WAV5
2469.80000000
PA
USD
2475.21000000
0.000538349661
Long
LON
CORP
US
N
2
2028-04-13
Variable
7.22044000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
902LWA907
1645000.00000000
PA
USD
189175.00000000
0.041144911811
Long
DBT
CORP
CH
N
2
2172-03-12
Fixed
7.25000000
N
N
N
N
N
N
2023-12-31
Nuveen Multi-Asset Income Fund
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting