0001752724-25-152212.txt : 20250624 0001752724-25-152212.hdr.sgml : 20250624 20250624085510 ACCESSION NUMBER: 0001752724-25-152212 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250430 FILED AS OF DATE: 20250624 DATE AS OF CHANGE: 20250624 PERIOD START: 20251031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MFS MULTIMARKET INCOME TRUST CENTRAL INDEX KEY: 0000809173 ORGANIZATION NAME: EIN: 046562226 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04975 FILM NUMBER: 251066844 BUSINESS ADDRESS: STREET 1: 111 HUNTINGTON AVENUE STREET 2: 24TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 18006372929 MAIL ADDRESS: STREET 1: 111 HUNTINGTON AVENUE STREET 2: 24TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: MFS HIGH YIELD MARKETS TRUST DATE OF NAME CHANGE: 19870204 NPORT-P 1 primary_doc.xml NPORT-P false 0000809173 XXXXXXXX MFS MULTIMARKET INCOME TRUST 811-04975 0000809173 WJEDYZGROW7MJ1187O21 111 HUNTINGTON AVENUE BOSTON 02199 617-954-5000 MFS MULTIMARKET INCOME TRUST WJEDYZGROW7MJ1187O21 2025-10-31 2025-04-30 N 372305814.67 100066900.46 272238914.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 95000000.00000000 0.00000000 0.00000000 0.00000000 2940397.23000000 0.00000000 0.00000000 1468929.76000000 AUD CAD EUR GBP KRW USD N 50% BBG US HY 2% Issuer Cap, 20% JPM GBI-EM Gbl Div, 10% BBG US Gov/Mtge BI, 10% BBG US HY Corp BI, 10% FTSE WGBI non Dollar 50% LF89TRUU, 20% JGENVUUG, 10% LUMSTRUU, 10% LF98TRUU, 10% SBNUU AMS-OSRAM AG 5299001JPPT2QFTV5D76 ams-OSRAM AG 000000000 360000.00000000 PA 404767.49000000 0.148680981620 Long DBT CORP AT N 2 2029-03-30 Fixed 10.50000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 Matador Resources Co 576485AG1 227000.00000000 PA USD 218650.44000000 0.080315645040 Long DBT CORP US Y 2 2032-04-15 Fixed 6.50000000 N N N N N N FISERV FUNDING UNLTD CO 254900RNWK5SE9A0I712 Fiserv Funding ULC 000000000 370000.00000000 PA 417623.52000000 0.153403315323 Long DBT CORP IE N 2 2032-06-15 Fixed 3.50000000 N N N N N N ESB FINANCE DAC 635400VCPRSU89DLMZ57 ESB Finance DAC 000000000 305000.00000000 PA 323509.13000000 0.118832802040 Long DBT CORP IE N 2 2031-06-14 Fixed 1.88000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676BA2 577000.00000000 PA USD 579264.04000000 0.212777824831 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAA7 615000.00000000 PA USD 615269.37000000 0.226003461623 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A Macy's Retail Holdings LLC 55617LAP7 488000.00000000 PA USD 462775.72000000 0.169988820791 Long DBT CORP US Y 2 2029-04-01 Fixed 5.88000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 376.98000000 0.000138473958 N/A DFE PE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 37872.44000000 USD 140574.94000000 PEN 2025-07-24 376.98000000 N N N COLT Funding LLC 2138001HZNOLT1K3WY73 COLT 2024-1 Mortgage Loan Trust 19688TAB1 100549.51000000 PA USD 100737.77000000 0.037003442469 Long ABS-MBS CORP US Y 2 2069-02-25 Variable 5.99000000 N N N N N N DSV FINANCE BV 529900RTQQ0IIS4B3E03 DSV Finance BV 000000000 100000.00000000 PA 113921.71000000 0.041846225522 Long DBT CORP NL N 2 2032-11-06 Fixed 3.38000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp 29364GAM5 561000.00000000 PA USD 553027.10000000 0.203140356184 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Onslow Bay Financial LLC 254900UI1468MQ7I8472 OBX 2024-NQM1 Trust 67448LAB8 75802.01000000 PA USD 76157.29000000 0.027974432024 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 6.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BUND FUTURE JUN25 000000000 -59.00000000 NC -47592.13000000 -0.01748175132 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM5 Comdty 2025-06-06 -7733009.05000000 EUR -47592.13000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 550000.00000000 PA USD 521925.28000000 0.191715898336 Long DBT CORP US N 2 2031-04-01 Fixed 3.62000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 Performance Food Group Inc 71376LAF7 338000.00000000 PA USD 338100.39000000 0.124192528089 Long DBT CORP US Y 2 2032-09-15 Fixed 6.13000000 N N N N N N HOSPITAL SPECIAL SURGERY 549300U0XV0GGBTV6I72 NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery 44107HAF9 318000.00000000 PA USD 190054.51000000 0.069811661771 Long DBT CORP US N 2 2050-10-01 Fixed 2.67000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDB5 904000.00000000 PA USD 883303.55000000 0.324458960087 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 202712BN4 688000.00000000 PA USD 605776.52000000 0.222516506046 Long DBT CORP AU Y 2 2031-03-11 Fixed 2.69000000 N N N N N N RITCHIE BROS HLDGS INC 254900LH3N0EGB1LQ203 Ritchie Bros Holdings Inc 76774LAC1 1014000.00000000 PA USD 1063162.78000000 0.390525646594 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N VIKING OCEAN CRUISES SHI N/A Viking Ocean Cruises Ship VII Ltd 92682RAA0 656000.00000000 PA USD 649420.98000000 0.238548181799 Long DBT CORP BM Y 2 2029-02-15 Fixed 5.63000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AQ5 199000.00000000 PA USD 206163.14000000 0.075728754868 Long DBT CORP US Y 2 2031-02-15 Fixed 9.00000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 Allied Universal Holdco LLC 019576AD9 172000.00000000 PA USD 175674.02000000 0.064529356690 Long DBT CORP US Y 2 2031-02-15 Fixed 7.88000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 Neptune Bidco US Inc 640695AA0 462000.00000000 PA USD 411180.00000000 0.151036453107 Long DBT CORP US Y 2 2029-04-15 Fixed 9.29000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC -4153.20000000 -0.00152557176 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 917465.92000000 SGD 701191.21000000 USD 2025-07-18 -4153.20000000 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CQ3 379000.00000000 PA USD 274100.05000000 0.100683640615 Long DBT CORP US N 2 2052-04-15 Fixed 3.63000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAM6 332000.00000000 PA USD 328294.37000000 0.120590537525 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 AIB Group PLC 000000000 750000.00000000 PA 849043.14000000 0.311874275014 Long DBT CORP IE N 2 2033-03-20 Fixed 3.75000000 N N N N N N CHILE ELECTRICITY LUX N/A Chile Electricity Lux Mpc II Sarl 16882LAA0 507325.10000000 PA USD 503900.66000000 0.185095015333 Long DBT CORP LU Y 2 2035-10-20 Fixed 5.58000000 N N N N N N PRIMO / TRITON WATER HLD N/A Primo Water Holdings Inc / Triton Water Holdings Inc 74168RAB9 875000.00000000 PA USD 830212.43000000 0.304957295473 Long DBT CORP US Y 2 2029-04-30 Fixed 4.38000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 Arthur J Gallagher & Co 04316JAM1 79000.00000000 PA USD 79313.66000000 0.029133843789 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286CR6 327000.00000000 PA USD 299490.36000000 0.110010121392 Long DBT NUSS PH N 2 2032-09-29 Fixed 3.56000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAP4 488000.00000000 PA USD 338114.95000000 0.124197876332 Long DBT CORP ID Y 2 2050-06-30 Fixed 4.00000000 N N N N N N CENTRAIS ELETRICAS ELET 254900I8KYDELP4B4Z08 Centrais Eletricas Brasileiras SA 15234VAA5 207000.00000000 PA USD 203218.11000000 0.074646973445 Long DBT CORP BR Y 2 2035-01-11 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 000000000 550000.00000000 PA 738898.40000000 0.271415422789 Long DBT CORP GB N 2 2032-07-31 Fixed 5.75000000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 Oman Government International Bonds 000000000 600000.00000000 PA USD 624158.40000000 0.229268619371 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAD5 410000.00000000 PA USD 395789.97000000 0.145383319334 Long DBT CORP US Y 2 2029-11-01 Fixed 5.88000000 N N N N N N SMURFIT KAPPA TREASURY 635400DTNR8KCJUMW380 Smurfit Kappa Treasury Funding DAC 832724AB4 350000.00000000 PA USD 353859.87000000 0.129981369866 Long DBT CORP IE N 2 2025-11-20 Fixed 7.50000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 Moog Inc 615394AM5 563000.00000000 PA USD 543098.40000000 0.199493302262 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397E58 400000.00000000 PA USD 392721.06000000 0.144256033763 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBH0 290000.00000000 PA USD 248151.50000000 0.091152104657 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAG4 325000.00000000 PA USD 341558.33000000 0.125462713878 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 Adient Global Holdings Ltd 00687YAD7 248000.00000000 PA USD 234999.38000000 0.086321009868 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.50000000 N N N N N N FIESTA PURCHASER INC N/A Fiesta Purchaser Inc 31659AAA4 339000.00000000 PA USD 355122.50000000 0.130445164693 Long DBT CORP US Y 2 2031-03-01 Fixed 7.88000000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 487526AC9 677000.00000000 PA USD 692571.68000000 0.254398487449 Long DBT CORP US Y 2 2029-02-15 Fixed 9.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400JG9 261000.00000000 PA USD 253375.11000000 0.093070864147 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140CJ7 258000.00000000 PA USD 229803.56000000 0.084412458324 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 Standard Industries Inc/NY 853496AG2 522000.00000000 PA USD 486824.56000000 0.178822546884 Long DBT CORP US Y 2 2030-07-15 Fixed 4.38000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 Fairfax Financial Holdings Ltd 303901AZ5 672000.00000000 PA 495898.56000000 0.182155648629 Long DBT CORP CA N 2 2027-12-06 Fixed 4.25000000 N N N N N N BAFFINLAND IRON CORP/LP N/A Baffinland Iron Mines Corp / Baffinland Iron Mines LP 056623AA9 533000.00000000 PA USD 468350.62000000 0.172036617674 Long DBT CORP CA Y 2 2026-07-15 Fixed 8.75000000 N N N N N N WILDFIRE INTERMEDIATE HO 5493003RHEMQJZEXIR02 Wildfire Intermediate Holdings LLC 96812HAA6 499000.00000000 PA USD 456585.00000000 0.167714818186 Long DBT CORP US Y 2 2029-10-15 Fixed 7.50000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 Indian Railway Finance Corp Ltd 45434L2C7 700000.00000000 PA USD 624599.09000000 0.229430495567 Long DBT CORP IN Y 2 2031-02-10 Fixed 2.80000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 Aretec Group Inc 04020JAA4 505000.00000000 PA USD 543759.76000000 0.199736235937 Long DBT CORP US Y 2 2030-08-15 Fixed 10.00000000 N N N N N N CHAMP ACQUISITION CORP N/A Champ Acquisition Corp 15807XAA8 349000.00000000 PA USD 367663.47000000 0.135051769166 Long DBT CORP US Y 2 2031-12-01 Fixed 8.38000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 SS&C Technologies Inc 78466CAC0 855000.00000000 PA USD 850784.25000000 0.312513827227 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 Mastercard Inc 57636QBC7 308000.00000000 PA USD 300857.12000000 0.110512165710 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 AmWINS Group Inc 031921AC3 249000.00000000 PA USD 251967.58000000 0.092553844012 Long DBT CORP US Y 2 2029-02-15 Fixed 6.38000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container Inc 69073TAU7 395000.00000000 PA USD 392253.51000000 0.144084291233 Long DBT CORP US Y 2 2031-05-15 Fixed 7.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -77525.87000000 -0.02847714487 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2801798.00000000 GBP 3657523.15000000 USD 2025-07-18 -77525.87000000 N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAB4 815000.00000000 PA USD 759071.11000000 0.278825351696 Long DBT CORP US Y 2 2029-02-15 Fixed 7.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAT6 251000.00000000 PA USD 250169.22000000 0.091893262477 Long DBT CORP CA Y 2 2029-09-15 Fixed 5.63000000 N N N N N N ELM Trust 2024 N/A ELM Trust 2024-ELM 26860XBE0 100000.00000000 PA USD 100614.79000000 0.036958268913 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.85000000 N N N N N N AG TTMT ESCROW ISSUER N/A AG TTMT Escrow Issuer LLC 00840KAA7 620000.00000000 PA USD 638648.36000000 0.234591135456 Long DBT CORP US Y 2 2027-09-30 Fixed 8.63000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 Chile Government International Bonds 168863DQ8 672000.00000000 PA USD 396816.00000000 0.145760205204 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044DW8 328000.00000000 PA USD 306814.29000000 0.112700379697 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 Kenvue Inc 49177JAP7 314000.00000000 PA USD 291482.57000000 0.107068664612 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 91327BAA8 395000.00000000 PA USD 361357.86000000 0.132735564659 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N SECURITAS AB 635400TTYKE8EIWDS617 Securitas AB 000000000 190000.00000000 PA 213808.09000000 0.078536931658 Long DBT CORP SE N 2 2032-05-20 Fixed 3.38000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 Kinetik Holdings LP 49461MAA8 517000.00000000 PA USD 505134.84000000 0.185548359780 Long DBT CORP US Y 2 2030-06-15 Fixed 5.88000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 Matador Resources Co 576485AF3 561000.00000000 PA USD 557881.40000000 0.204923459094 Long DBT CORP US Y 2 2028-04-15 Fixed 6.88000000 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 Ferguson Enterprises Inc 31488VAA5 369000.00000000 PA USD 357096.44000000 0.131170241049 Long DBT CORP US N 2 2034-10-03 Fixed 5.00000000 N N N N N N SWISS LIFE FINANCE I AG 549300GDVNT1NHIHOW12 Swiss Life Finance I AG 000000000 380000.00000000 PA 431359.66000000 0.158448934918 Long DBT CORP LI N 2 2035-03-24 Fixed 3.75000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B24 Mortgage Trust 08163CBE8 2028679.59000000 PA USD 89303.08000000 0.032803201650 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.25000000 N N N N N N ARI Fleet Lease Trust N/A ARI Fleet Lease Trust 2023-B 04033GAB3 60774.98000000 PA USD 61251.85000000 0.022499299990 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BG6 436000.00000000 PA USD 435552.58000000 0.159989096806 Long DBT CORP LR Y 2 2028-04-01 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BG7 405000.00000000 PA USD 362089.68000000 0.133004380013 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 Mattamy Group Corp 57701RAJ1 108000.00000000 PA USD 104908.54000000 0.038535468121 Long DBT CORP CA Y 2 2027-12-15 Fixed 5.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCP6 476000.00000000 PA USD 400976.78000000 0.147288561285 Long DBT CORP US Y 2 2034-01-15 Fixed 4.25000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 Eskom Holdings SOC Ltd 29646AAC0 1052000.00000000 PA USD 1037566.56000000 0.381123530047 Long DBT CORP ZA Y 2 2028-08-10 Fixed 6.35000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 XPLR Infrastructure Operating Partners LP 65342QAM4 561000.00000000 PA USD 555212.94000000 0.203943268584 Long DBT CORP US Y 2 2029-01-15 Fixed 7.25000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 Chord Energy Corp 674215AN8 299000.00000000 PA USD 291042.75000000 0.106907107988 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N LANDSBANKINN HF 549300TLZPT6JELDWM92 Landsbankinn HF 000000000 435000.00000000 PA 498535.62000000 0.183124305151 Long DBT CORP IS N 2 2029-10-08 Fixed 3.75000000 N N N N N N COFIROUTE SA 213800CP8292W9E8LJ69 Cofiroute SA 000000000 200000.00000000 PA 223760.18000000 0.082192577298 Long DBT CORP FR N 2 2033-03-06 Fixed 3.13000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102CF2 384000.00000000 PA USD 379008.00000000 0.139218892016 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N EMERIA SASU 969500SA2FHM81LPJ311 Emeria SASU 000000000 297000.00000000 PA 302818.37000000 0.111232580720 Long DBT CORP FR N 2 2028-03-31 Fixed 7.75000000 N N N N N N TPG Real Estate Finance N/A TRTX 2021-FL4 Issuer Ltd 87276WAE3 340000.00000000 PA USD 338466.60000000 0.124327045963 Long ABS-CBDO CORP KY Y 2 2038-03-15 Floating 6.29000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD NOK 000000000 1.00000000 NC -6359.77000000 -0.00233609879 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 8400238.42000000 NOK 801095.67000000 USD 2025-07-18 -6359.77000000 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172DP1 440000.00000000 PA USD 441569.91000000 0.162199409030 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC -12176.58000000 -0.00447275512 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 739045.26000000 USD 594561.91000000 CHF 2025-07-18 -12176.58000000 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAM6 179000.00000000 PA USD 169743.36000000 0.062350880472 Long DBT CORP CA Y 2 2028-09-01 Fixed 3.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362UAD6 227000.00000000 PA USD 209005.89000000 0.076772966350 Long DBT CORP US Y 2 2029-05-01 Fixed 3.63000000 N N N N N N UZBEK INDUSTRIAL AND CON 213800C2NIFPFTXYIU69 Uzbek Industrial and Construction Bank ATB 917935AA6 388000.00000000 PA USD 396924.00000000 0.145799876241 Long DBT CORP UZ Y 2 2029-07-24 Fixed 8.95000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -43296.90000000 -0.01590400847 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12213178.06000000 EUR 13856216.90000000 USD 2025-07-18 -43296.90000000 N N N MAVIS TIRE EXPRESS SERVI 254900NVDM4GTLBL9E56 Mavis Tire Express Services Topco Corp 59155LAA0 351000.00000000 PA USD 323647.73000000 0.118883713204 Long DBT CORP US Y 2 2029-05-15 Fixed 6.50000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 ORLEN SA 000000000 542000.00000000 PA USD 547703.05000000 0.201184702631 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -1501.12000000 -0.00055139802 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 496816453.00000000 KRW 349750.05000000 USD 2025-07-24 -1501.12000000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAA9 441000.00000000 PA USD 437945.55000000 0.160868093112 Long DBT CORP US Y 2 2028-06-01 Fixed 8.13000000 N N N N N N SIX FLAGS ENT/SIX FLAG N/A Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co 83002YAA7 692000.00000000 PA USD 698207.24000000 0.256468566232 Long DBT CORP US Y 2 2032-05-01 Fixed 6.63000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 Muthoot Finance Ltd 62828L2C6 226000.00000000 PA USD 224573.90000000 0.082491476522 Long DBT CORP IN Y 2 2028-02-14 Fixed 7.13000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 Prestige Brands Inc 74112BAM7 500000.00000000 PA USD 451400.80000000 0.165810534952 Long DBT CORP US Y 2 2031-04-01 Fixed 3.75000000 N N N N N N DSM BV 724500SNT1MK246AHP04 DSM BV 000000000 160000.00000000 PA 177587.10000000 0.065232077682 Long DBT CORP NL N 2 2036-02-25 Fixed 3.38000000 N N N N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 Avis Budget Finance Plc 000000000 447000.00000000 PA 500687.36000000 0.183914691789 Long DBT CORP JE Y 2 2030-07-31 Fixed 7.25000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229BE5 299000.00000000 PA USD 268047.55000000 0.098460409592 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAB2 611000.00000000 PA USD 603901.52000000 0.221827772768 Long DBT CORP NL Y 2 2027-08-15 Fixed 8.50000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 Gray Media Inc 389375AM8 197000.00000000 PA USD 202216.95000000 0.074279222934 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Trust 2021-C10 05551VBK8 918577.48000000 PA USD 49975.30000000 0.018357147854 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.33000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC -23254.22000000 -0.00854184276 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5288983.84000000 CAD 3828269.38000000 USD 2025-07-18 -23254.22000000 N N N GRUMA SAB DE CV 5493000XJLJ6C4T0PG82 Gruma SAB de CV 400131AH1 200000.00000000 PA USD 197600.00000000 0.072583304474 Long DBT CORP MX Y 2 2034-12-09 Fixed 5.39000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 Brown & Brown Inc 115236AG6 104000.00000000 PA USD 105172.72000000 0.038632507885 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 Angola Government International Bonds 000000000 400000.00000000 PA USD 280336.00000000 0.102974257303 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.38000000 N N N N N N Stora Enso OYJ 7437000ZP669LKUTZ738 Stora Enso Oyj 86210MAC0 444000.00000000 PA USD 468021.58000000 0.171915753248 Long DBT CORP FI Y 2 2036-04-15 Fixed 7.25000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AL5 411000.00000000 PA USD 341937.17000000 0.125601871059 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GLG2 349000.00000000 PA USD 356489.79000000 0.130947403692 Long DBT CORP US N 2 2029-04-25 Fixed 5.20000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAE3 687000.00000000 PA USD 669138.89000000 0.245791051562 Long DBT CORP US Y 2 2028-01-31 Fixed 5.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CC6 529000.00000000 PA USD 327714.94000000 0.120377698739 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAL5 334000.00000000 PA USD 332783.67000000 0.122239567023 Long DBT CORP US Y 2 2029-02-15 Fixed 7.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 000000000 400000.00000000 PA 444036.62000000 0.163105491839 Long DBT CORP US N 2 2036-01-23 Fixed 3.59000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 Holcim Finance US LLC 43475RAD8 112000.00000000 PA USD 111943.85000000 0.041119709254 Long DBT CORP US Y 2 2035-04-07 Fixed 5.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJT7 409000.00000000 PA USD 361749.28000000 0.132879342782 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1488.03000000 0.000546589749 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 391186.30000000 EUR 446687.42000000 USD 2025-07-18 1488.03000000 N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 Commerzbank AG 000000000 300000.00000000 PA 340534.86000000 0.125086768358 Long DBT CORP DE N 2 2032-01-14 Fixed 3.63000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 Alphabet Inc 000000000 199000.00000000 PA 223238.33000000 0.082000889052 Long DBT CORP US N 2 2054-05-06 Fixed 4.00000000 N N N N N N WALKER & DUNLOP INC N/A Walker & Dunlop Inc 93148PAA0 395000.00000000 PA USD 401778.20000000 0.147582942418 Long DBT CORP US Y 2 2033-04-01 Fixed 6.63000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RCN6 419000.00000000 PA USD 425650.74000000 0.156351909217 Long DBT CORP US N 2 2034-12-15 Fixed 5.30000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 000000000 170000.00000000 PA 196078.07000000 0.072024262427 Long DBT CORP GB N 2 2031-08-05 Fixed 3.67000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 Manufacturers & Traders Trust Co 55279HAW0 359000.00000000 PA USD 360827.72000000 0.132540831294 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 Tyco Electronics Group SA 000000000 110000.00000000 PA 124398.35000000 0.045694551185 Long DBT CORP LU N 2 2028-05-06 Fixed 2.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 Corebridge Financial Inc 21871XAP4 236000.00000000 PA USD 238617.71000000 0.087650110819 Long DBT CORP US N 2 2052-12-15 Fixed 6.88000000 N N N N N N CARLSBERG BREWERIES A/S 5493008YL42784DMWN61 Carlsberg Breweries A/S 000000000 350000.00000000 PA 396689.19000000 0.145713624795 Long DBT CORP DK N 2 2032-02-28 Fixed 3.25000000 N N N N N N AEROPORTI DI ROMA SPA 8156007259ABDEA3F444 Aeroporti di Roma SpA 000000000 420000.00000000 PA 473737.01000000 0.174015170231 Long DBT CORP IT N 2 2032-06-15 Fixed 3.63000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 Eldorado Gold Corp 284902AF0 608000.00000000 PA USD 599308.21000000 0.220140537857 Long DBT CORP CA Y 2 2029-09-01 Fixed 6.25000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 Amsted Industries Inc 032177AK3 370000.00000000 PA USD 371666.11000000 0.136522036564 Long DBT CORP US Y 2 2033-03-15 Fixed 6.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -26591.05000000 -0.00976754189 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 10447948.75000000 EUR 11863959.24000000 USD 2025-07-18 -26591.05000000 N N N CREDIT ACCEPTANC N/A Credit Acceptance Corp 225310AS0 392000.00000000 PA USD 384634.32000000 0.141285576720 Long DBT CORP US Y 2 2030-03-15 Fixed 6.63000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29365BAB9 150000.00000000 PA USD 149687.18000000 0.054983755880 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N PANTHER ESCROW ISSUER N/A Panther Escrow Issuer LLC 69867RAA5 772000.00000000 PA USD 790910.14000000 0.290520604776 Long DBT CORP US Y 2 2031-06-01 Fixed 7.13000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAL2 399000.00000000 PA USD 398774.92000000 0.146479764348 Long DBT CORP US Y 2 2032-03-01 Fixed 7.25000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 APA Infrastructure Ltd 00188LAB3 136000.00000000 PA USD 130644.92000000 0.047989068858 Long DBT CORP AU Y 2 2044-09-16 Fixed 5.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 312000.00000000 PA USD 302929.59000000 0.111273434541 Long DBT CORP US N 2 2027-05-04 Fixed 1.59000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC -18395.69000000 -0.00675718607 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7565268.80000000 ZAR 385963.39000000 USD 2025-07-18 -18395.69000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 000000000 200000.00000000 PA 225115.30000000 0.082690345960 Long DBT CORP DE N 2 2031-02-13 Fixed 3.38000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 Paraguay Government International Bond 000000000 1049000.00000000 PA USD 919364.58000000 0.337705056849 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KT3 229000.00000000 PA USD 209582.34000000 0.076984710509 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 Euronet Worldwide Inc 000000000 420000.00000000 PA 466614.33000000 0.171398835965 Long DBT CORP US N 2 2026-05-22 Fixed 1.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 28013.40000000 0.010290005777 N/A DFE N/A N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1022723.65000000 USD 923258.10000000 EUR 2025-07-18 28013.40000000 N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 Southern Gas Corridor CJSC 000000000 767000.00000000 PA USD 774670.00000000 0.284555204845 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.88000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 26444HAR2 366000.00000000 PA USD 384006.19000000 0.141054849235 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 10853.29000000 0.003986678403 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 356240.53000000 USD 2098221.07000000 BRL 2025-06-02 10853.29000000 N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAD9 203000.00000000 PA USD 199188.19000000 0.073166685438 Long DBT CORP US Y 2 2038-07-15 Fixed 7.50000000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AC1 400000.00000000 PA USD 375110.11000000 0.137787101850 Long DBT CORP US Y 2 2029-06-01 Fixed 6.00000000 N N N N N N ENGINEERING SPA 81560042F5E23EE61346 Engineering - Ingegneria Informatica - SpA 000000000 180000.00000000 PA 215240.46000000 0.079063076130 Long DBT CORP IT N 2 2028-05-15 Fixed 11.13000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 Quikrete Holdings Inc 74843PAA8 497000.00000000 PA USD 499801.05000000 0.183589128486 Long DBT CORP US Y 2 2032-03-01 Fixed 6.38000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659BF7 79000.00000000 PA USD 64510.40000000 0.023696244964 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -245.14000000 -0.00009004590 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 367754.10000000 EUR 418286.64000000 USD 2025-07-18 -245.14000000 N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 OPAL BIDCO SAS 000000000 240000.00000000 PA 270744.93000000 0.099451223123 Long DBT CORP FR Y 2 2032-03-31 Fixed 5.50000000 N N N N N N DELEK LOG PART/FINANCE N/A Delek Logistics Partners LP / Delek Logistics Finance Corp 24665FAD4 602000.00000000 PA USD 617990.91000000 0.227003149712 Long DBT CORP US Y 2 2029-03-15 Fixed 8.63000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AP6 257000.00000000 PA USD 240124.84000000 0.088203716466 Long DBT CORP US Y 2 2027-10-15 Fixed 1.83000000 N N N N N N SPX FLOW INC 5493003YXEKRBINIEM78 SPX FLOW Inc 758071AA2 499000.00000000 PA USD 503148.19000000 0.184818614730 Long DBT CORP US Y 2 2030-04-01 Fixed 8.75000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 Electricite de France SA 000000000 300000.00000000 PA 375565.73000000 0.137954462200 Long DBT CORP FR N 2 2064-11-08 Fixed 6.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475CC7 176000.00000000 PA USD 178145.80000000 0.065437301833 Long DBT CORP US N 2 2036-01-29 Fixed 5.58000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 000000000 510000.00000000 PA 581029.63000000 0.213426369145 Long DBT CORP GB N 2 2030-01-10 Fixed 3.13000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAY0 204000.00000000 PA USD 197783.75000000 0.072650800336 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 000000000 320000.00000000 PA 363009.75000000 0.133342344188 Long DBT CORP GB N 2 2035-07-30 Fixed 4.00000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 Northern States Power Co/MN 665772CZ0 349000.00000000 PA USD 350183.94000000 0.128631111028 Long DBT CORP US N 2 2035-05-15 Fixed 5.05000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HCD7 318000.00000000 PA USD 352521.92000000 0.129489908165 Long DBT CORP IT Y 2 2033-11-28 Fixed 7.20000000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A Bayview Financial Revolving Asset Trust 2005-E 073250BW1 223448.42000000 PA USD 435218.08000000 0.159866226789 Long ABS-MBS CORP US Y 2 2040-12-28 Floating 6.03000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BY4 235000.00000000 PA USD 216721.79000000 0.079607204807 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CQ5 581000.00000000 PA USD 601672.92000000 0.221009153575 Long DBT CORP US N 2 2029-06-01 Fixed 6.10000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAD7 1153000.00000000 PA USD 1026485.11000000 0.377053042904 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N 1261229 BC LTD N/A 1261229 BC Ltd 68288AAA5 400000.00000000 PA USD 391669.64000000 0.143869821526 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331CAJ7 856000.00000000 PA USD 824740.06000000 0.302947160362 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ADC6 113000.00000000 PA USD 117479.67000000 0.043153151099 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 EchoStar Corp 278768AC0 497194.00000000 PA USD 525798.95000000 0.193138791904 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 PPL Electric Utilities Corp 69351UBB8 512000.00000000 PA USD 483399.82000000 0.177564556265 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 Viterra Finance BV 92852LAB5 263000.00000000 PA USD 238547.27000000 0.087624236488 Long DBT CORP NL Y 2 2031-04-21 Fixed 3.20000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 Michaels Cos Inc/The 55916AAB0 322000.00000000 PA USD 110661.87000000 0.040648806700 Long DBT CORP US Y 2 2029-05-01 Fixed 7.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCN1 344000.00000000 PA USD 305636.66000000 0.112267807446 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAL6 184000.00000000 PA USD 175260.00000000 0.064377277035 Long DBT CORP US Y 2 2029-11-15 Fixed 10.75000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd 36321PAD2 388462.24000000 PA USD 342045.70000000 0.125641736778 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 00185PAA9 874000.00000000 PA USD 821893.87000000 0.301901685284 Long DBT CORP US Y 2 2029-10-15 Fixed 4.75000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 Macquarie Airfinance Holdings Ltd 55609NAE8 86000.00000000 PA USD 84394.87000000 0.031000296282 Long DBT CORP GB Y 2 2030-03-17 Fixed 5.15000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2024-FL14 LLC 55416AAC3 100000.00000000 PA USD 100123.60000000 0.036777842833 Long ABS-CBDO CORP US Y 2 2039-03-19 Floating 6.56000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 Westinghouse Air Brake Technologies Corp 960386AR1 215000.00000000 PA USD 220849.79000000 0.081123519993 Long DBT CORP US N 2 2034-03-11 Fixed 5.61000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FCC3 502000.00000000 PA USD 491996.28000000 0.180722245909 Long DBT CORP US N 2 2032-02-15 Fixed 4.55000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 COPT Defense Properties LP 22003BAN6 95000.00000000 PA USD 85021.89000000 0.031230616036 Long DBT CORP US N 2 2029-01-15 Fixed 2.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BP1 554000.00000000 PA USD 532854.86000000 0.195730599920 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAK6 736000.00000000 PA USD 688872.45000000 0.253039669952 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AZ6 292000.00000000 PA USD 295719.60000000 0.108625029180 Long DBT CORP US N 2 2034-06-15 Fixed 5.38000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2022-B36 Mortgage Trust 08163QBK3 8708502.87000000 PA USD 367833.23000000 0.135114126159 Long ABS-MBS CORP US N 2 2055-07-15 Variable 0.81000000 N N N N N N NATIONSTAR MTG HLD INC N/A Nationstar Mortgage Holdings Inc 63861CAG4 400000.00000000 PA USD 406557.46000000 0.149338481304 Long DBT CORP US Y 2 2029-08-01 Fixed 6.50000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 AIB Group PLC 00135TAE4 400000.00000000 PA USD 407963.73000000 0.149855038609 Long DBT CORP IE Y 2 2035-03-28 Fixed 5.87000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 Flutter Treasury DAC 344045AA7 514000.00000000 PA USD 525189.27000000 0.192914841555 Long DBT CORP IE Y 2 2029-04-29 Fixed 6.38000000 N N N N N N KUO SAB DE CV 549300WIYIAVCFZI6Z04 KUO SAB De CV 40052CAC0 358000.00000000 PA USD 347319.07000000 0.127578774330 Long DBT CORP MX Y 2 2027-07-07 Fixed 5.75000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AR8 410000.00000000 PA USD 359771.19000000 0.132152742029 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 SSE PLC 000000000 310000.00000000 PA 357015.06000000 0.131140348188 Long DBT CORP GB N 2 2032-03-18 Fixed 3.50000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 Cornerstone Building Brands Inc 21925DAB5 197000.00000000 PA USD 171392.94000000 0.062956811482 Long DBT CORP US Y 2 2029-08-15 Fixed 9.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 Prosus NV 74365PAF5 325000.00000000 PA USD 280565.34000000 0.103058499485 Long DBT CORP NL Y 2 2031-07-13 Fixed 3.06000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings Inc 18972EAB1 508000.00000000 PA USD 523404.08000000 0.192259097682 Long DBT CORP US Y 2 2030-04-15 Fixed 8.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEQ5 546000.00000000 PA USD 545630.51000000 0.200423408087 Long DBT CORP US N 2 2030-10-22 Fixed 4.60000000 N N N N N N BRUCE POWER LP 549300R8DACS3G0K8262 Bruce Power LP 116705AK0 264000.00000000 PA 186370.29000000 0.068458357814 Long DBT CORP CA N 2 2028-12-21 Fixed 2.68000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 Paychex Inc 704326AB3 239000.00000000 PA USD 242770.88000000 0.089175671562 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N Republic of Turkiye 5493000PCHOG3B6S3Q85 Republic of Turkiye 900123DN7 308000.00000000 PA USD 281841.73000000 0.103527348695 Long DBT NUSS TR N 2 2035-01-03 Fixed 6.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 000000000 600000.00000000 PA 803040.20000000 0.294976271974 Long DBT CORP GB N 2 2033-01-13 Fixed 5.53000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822CB8 550000.00000000 PA USD 477086.96000000 0.175245688657 Long DBT CORP JP N 2 2032-10-13 Fixed 2.49000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAA5 566000.00000000 PA USD 531207.47000000 0.195125473351 Long DBT CORP US Y 2 2029-06-15 Fixed 4.13000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBA8 49000.00000000 PA USD 48750.06000000 0.017907087288 Long DBT CORP BM Y 2 2026-03-15 Fixed 5.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEE4 927000.00000000 PA USD 762040.35000000 0.279916026043 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.88000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AN3 224000.00000000 PA USD 231352.50000000 0.084981421804 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 Enel SpA 000000000 460000.00000000 PA 508083.45000000 0.186631456224 Long DBT CORP IT N 2 2032-10-14 Fixed 4.50000000 N N N N N N EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 Experian Finance PLC 000000000 350000.00000000 PA 397338.25000000 0.145952040380 Long DBT CORP GB N 2 2033-12-15 Fixed 3.51000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 Michaels Cos Inc/The 55916AAA2 287000.00000000 PA USD 149550.14000000 0.054933417742 Long DBT CORP US Y 2 2028-05-01 Fixed 5.25000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2021-C9 05493EAZ5 6411164.69000000 PA USD 447351.20000000 0.164323017999 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.70000000 N N N N N N RICHEMONT INTERNATIONAL 549300V9893NUQX6X069 Richemont International Holding SA 000000000 210000.00000000 PA 178470.58000000 0.065556601457 Long DBT CORP LU N 2 2040-05-26 Fixed 1.63000000 N N N N N N Spain Government Bonds 9598007A56S18711AH60 Spain Government Bonds 000000000 1400000.00000000 PA 1634196.91000000 0.600280424546 Long DBT NUSS ES Y 2 2034-10-31 Fixed 3.45000000 N N N N N N FIESTA PURCHASER INC N/A Fiesta Purchaser Inc 31659AAB2 317000.00000000 PA USD 331465.34000000 0.121755312227 Long DBT CORP US Y 2 2032-09-15 Fixed 9.63000000 N N N N N N CNTL AMR BOTTLING CORP N/A Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL 15239XAA6 691000.00000000 PA USD 661261.23000000 0.242897394708 Long DBT CORP VG Y 2 2029-04-27 Fixed 5.25000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 Heathrow Funding Ltd 000000000 300000.00000000 PA 398752.30000000 0.146471455470 Long DBT CORP JE N 2 2032-03-05 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAW0 250000.00000000 PA USD 227276.96000000 0.083484376456 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 CaixaBank SA 000000000 300000.00000000 PA 337983.23000000 0.124149492360 Long DBT CORP ES N 2 2036-01-27 Fixed 3.75000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 812.39000000 0.000298410681 N/A DFE N/A N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 79470.75000000 USD 70542.92000000 EUR 2025-07-18 812.39000000 N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 ROCKIES EXPRESS PIPELINE 77340RAU1 194000.00000000 PA USD 197110.60000000 0.072403535905 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 Medline Borrower LP 62482BAA0 256000.00000000 PA USD 238801.72000000 0.087717702185 Long DBT CORP US Y 2 2029-04-01 Fixed 3.88000000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 Wabash National Corp 929566AL1 543000.00000000 PA USD 457280.45000000 0.167970273951 Long DBT CORP US Y 2 2028-10-15 Fixed 4.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED NZD / SOLD USD 000000000 1.00000000 NC 2106.72000000 0.000773849692 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 89478.68000000 USD 153817.43000000 NZD 2025-07-18 2106.72000000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612GAB7 325000.00000000 PA USD 261718.74000000 0.096135683158 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 Churchill Downs Inc 12511VAA6 1025000.00000000 PA USD 1002429.91000000 0.368216980628 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC -22849.24000000 -0.00839308372 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5234299.36000000 CAD 3788852.23000000 USD 2025-07-18 -22849.24000000 N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAB2 549000.00000000 PA USD 444756.27000000 0.163369836854 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71643VAB1 499000.00000000 PA USD 427723.25000000 0.157113192741 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N ANYWHERE RE GRP/REALOGY N/A Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 75606DAL5 213000.00000000 PA USD 168206.69000000 0.061786424063 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DD4 186000.00000000 PA USD 160478.84000000 0.058947796080 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDW6 282000.00000000 PA USD 270200.44000000 0.099251218652 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 800000.00000000 PA USD 401231.54000000 0.147382140853 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 Macquarie Airfinance Holdings Ltd 55609NAD0 381000.00000000 PA USD 391362.44000000 0.143756979466 Long DBT CORP GB Y 2 2031-03-26 Fixed 6.50000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 Erste Group Bank AG 000000000 600000.00000000 PA 674865.33000000 0.247894512787 Long DBT CORP AT N 2 2033-01-14 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFG5 222000.00000000 PA USD 224335.16000000 0.082403781491 Long DBT CORP US N 2 2034-07-21 Fixed 5.42000000 N N N N N N VIKING BAKED GOODS ACQUI 254900DBFD2H1FJK0893 Viking Baked Goods Acquisition Corp 92676AAA5 395000.00000000 PA USD 375208.68000000 0.137823309018 Long DBT CORP US Y 2 2031-11-01 Fixed 8.63000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 46266TAA6 654000.00000000 PA USD 648785.33000000 0.238314692035 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331CAM0 249000.00000000 PA USD 241726.75000000 0.088792137120 Long DBT CORP US N 2 2055-03-15 Fixed 7.38000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Petronas Capital Ltd 716743AW9 462000.00000000 PA USD 469352.52000000 0.172404640006 Long DBT CORP MY Y 2 2035-04-03 Fixed 5.34000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 Prestige Brands Inc 74112BAL9 529000.00000000 PA USD 524597.45000000 0.192697451619 Long DBT CORP US Y 2 2028-01-15 Fixed 5.13000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 Allianz SE 018820AB6 600000.00000000 PA USD 504109.50000000 0.185171727364 Long DBT CORP DE Y 2 2027-10-30 Fixed 3.20000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 Cloud Software Group Inc 18912UAC6 597000.00000000 PA USD 622741.45000000 0.228748139040 Long DBT CORP US Y 2 2032-06-30 Fixed 8.25000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 Albania Government International Bond 000000000 171000.00000000 PA 184620.08000000 0.067815462949 Long DBT NUSS AL Y 2 2035-02-14 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3P6 262000.00000000 PA USD 267433.20000000 0.098234743837 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N DIRECTV FIN LLC/COINC N/A Directv Financing LLC / Directv Financing Co-Obligor Inc 25461LAD4 149000.00000000 PA USD 141102.31000000 0.051830323526 Long DBT CORP US Y 2 2031-02-15 Fixed 10.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAL5 421000.00000000 PA USD 408295.27000000 0.149976821346 Long DBT CORP US Y 2 2032-07-15 Fixed 5.63000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BF0 475000.00000000 PA USD 452753.12000000 0.166307275105 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 Adani Electricity Mumbai Ltd 00654GAA1 720000.00000000 PA USD 622700.21000000 0.228732990581 Long DBT CORP IN Y 2 2030-02-12 Fixed 3.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -8494.29000000 -0.00312016010 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9579706.49000000 CNY 1316671.45000000 USD 2025-07-18 -8494.29000000 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AJ7 199000.00000000 PA USD 179322.68000000 0.065869598591 Long DBT CORP US Y 2 2033-01-15 Fixed 8.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AK1 131000.00000000 PA USD 129984.40000000 0.047746443735 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N KNIFE RIVER CORP N/A Knife River Corp 498894AA2 604000.00000000 PA USD 631794.27000000 0.232073460854 Long DBT CORP US Y 2 2031-05-01 Fixed 7.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2021-C60 95003DBP2 1926535.28000000 PA USD 130069.07000000 0.047777545093 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.62000000 N N N N N N COUSINS PROPERTIES LP 254900ZQIHJ5FQH4C329 Cousins Properties LP 222793AA9 451000.00000000 PA USD 451290.28000000 0.165769938257 Long DBT CORP US N 2 2034-10-01 Fixed 5.88000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 000000000 200000.00000000 PA 228205.20000000 0.083825341671 Long DBT CORP FR N 2 2031-07-15 Fixed 3.75000000 N N N N N N Onslow Bay Financial LLC 254900UI1468MQ7I8472 OBX 2024-NQM1 Trust 67448LAA0 91085.97000000 PA USD 91392.48000000 0.033570689284 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 5.93000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBP6 409000.00000000 PA USD 404509.16000000 0.148586090704 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AY1 251000.00000000 PA USD 254063.94000000 0.093323888224 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N WSP GLOBAL INC 549300IQ87LU6X6ERQ78 WSP Global Inc 92938WAB9 695000.00000000 PA 540371.83000000 0.198491766530 Long DBT CORP CA N 2 2030-11-22 Fixed 5.55000000 N N N N N N DSV FINANCE BV 529900RTQQ0IIS4B3E03 DSV Finance BV 000000000 100000.00000000 PA 114420.85000000 0.042029571831 Long DBT CORP NL N 2 2030-11-06 Fixed 3.25000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 COPT Defense Properties LP 22003BAL0 245000.00000000 PA USD 239034.96000000 0.087803376932 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 Empire Communities Corp 29163VAG8 556000.00000000 PA USD 542489.20000000 0.199269528228 Long DBT CORP CA Y 2 2029-05-01 Fixed 9.75000000 N N N N N N TELUS CORP L2TEUTQ8OSHMJWVLCE40 TELUS Corp 87971MBV4 912000.00000000 PA 616860.24000000 0.226587827015 Long DBT CORP CA N 2 2031-11-13 Fixed 2.85000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAD6 630000.00000000 PA USD 606425.63000000 0.222754939998 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N ALBION FINANCING 2 SARL 2594009X2UW7EQPIKY23 Albion Financing 2 Sarl 013305AA5 640000.00000000 PA USD 646015.36000000 0.237297214424 Long DBT CORP LU Y 2 2027-04-15 Fixed 8.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAA1 242000.00000000 PA USD 221629.67000000 0.081409988958 Long DBT CORP US Y 2 2029-08-15 Fixed 3.88000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2P9 410000.00000000 PA USD 380890.00000000 0.139910196565 Long DBT CORP SA Y 2 2054-07-17 Fixed 5.75000000 N N N N N N INTELSAT EMERGENCE SA N/A INTELSAT EMERGENCE SA 000000000 5426.00000000 NS USD 214327.00000000 0.078727539970 Long EC CORP LU N 2 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AY5 420000.00000000 PA USD 417546.93000000 0.153375181946 Long DBT NUSS GT Y 2 2031-08-06 Fixed 6.05000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 New Enterprise Stone & Lime Co Inc 644274AG7 193000.00000000 PA USD 193040.53000000 0.070908499822 Long DBT CORP US Y 2 2028-07-15 Fixed 9.75000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -4462.75000000 -0.00163927703 N/A DFE N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 594070.54000000 USD 518074.59000000 EUR 2025-07-18 -4462.75000000 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AU3 530000.00000000 PA USD 525064.86000000 0.192869142724 Long DBT CORP IT Y 2 2026-09-22 Fixed 2.57000000 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 Ocado Group PLC 000000000 300000.00000000 PA 400309.99000000 0.147043633038 Long DBT CORP GB N 2 2029-08-08 Fixed 10.50000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 Bausch + Lomb Corp 071705AA5 427000.00000000 PA USD 443567.60000000 0.162933209341 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.38000000 N N N N N N ENBW INTL FINANCE BV 724500CNCIO1ZTJ0X675 EnBW International Finance BV 000000000 215000.00000000 PA 256927.89000000 0.094375886983 Long DBT CORP NL N 2 2034-05-23 Fixed 4.30000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 Cornerstone Building Brands Inc 21925DAA7 419000.00000000 PA USD 281051.71000000 0.103237155061 Long DBT CORP US Y 2 2029-01-15 Fixed 6.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA 02156LAC5 683000.00000000 PA USD 565452.15000000 0.207704380411 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 Sammons Financial Group Inc 79588TAF7 446000.00000000 PA USD 465832.01000000 0.171111470728 Long DBT CORP US Y 2 2034-04-15 Fixed 6.88000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 Accenture Capital Inc 00440KAD5 288000.00000000 PA USD 277583.54000000 0.101963211543 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 03523TBV9 331000.00000000 PA USD 327533.21000000 0.120310944873 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N UNIVERSITY OF PENNSYLVAN 549300FG60YK9HZ7DS75 Trustees of the University of Pennsylvania/The 91481CAD2 966000.00000000 PA USD 549754.56000000 0.201938272342 Long DBT CORP US N 2 2050-10-01 Fixed 2.40000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAG6 388000.00000000 PA USD 385065.49000000 0.141443955988 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.38000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 Peru Government International Bonds 715638EB4 422000.00000000 PA USD 415484.87000000 0.152617736963 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.38000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 46590XAU0 1000000.00000000 PA USD 904745.10000000 0.332334964905 Long DBT CORP LU N 2 2032-01-15 Fixed 3.63000000 N N N N N N REAL HERO MERGER SUB 2 N/A Real Hero Merger Sub 2 Inc 75602BAA7 422000.00000000 PA USD 314817.70000000 0.115640227596 Long DBT CORP US Y 2 2029-02-01 Fixed 6.25000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 LBM Acquisition LLC 05552BAA4 369000.00000000 PA USD 323348.09000000 0.118773648116 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 Grifols SA 000000000 250000.00000000 PA 265511.84000000 0.097528981398 Long DBT CORP ES N 2 2028-10-15 Fixed 3.88000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 Nigeria Government International Bonds 000000000 320000.00000000 PA USD 277216.00000000 0.101828205128 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.88000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M&T Bank Corp 55261FAT1 172000.00000000 PA USD 178973.00000000 0.065741152589 Long DBT CORP US N 2 2032-03-13 Fixed 6.08000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Co 71429MAD7 698000.00000000 PA USD 692865.44000000 0.254506392670 Long DBT CORP IE N 2 2032-09-30 Fixed 6.13000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CM6 570000.00000000 PA USD 557509.70000000 0.204786924609 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 3691.63000000 0.001356025831 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 418210.80000000 EUR 479646.93000000 USD 2025-07-18 3691.63000000 N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BBE9 58000.00000000 PA USD 58564.56000000 0.021512192762 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N VIRGIN MEDIA VEND FIN IV 635400ZZNJSEA4CAJR23 Virgin Media Vendor Financing Notes IV DAC 92770QAA5 769000.00000000 PA USD 743737.73000000 0.273193026852 Long DBT CORP IE Y 2 2028-07-15 Fixed 5.00000000 N N N N N N LTRI HOLDINGS, LP N/A LTRI HOLDINGS, LP 000000000 520.00000000 NS USD 142100.40000000 0.052196946352 Long EC CORP US N 3 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 Corebridge Financial Inc 21871XAK5 351000.00000000 PA USD 286410.77000000 0.105205668642 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N BP CAPITAL MARKETS BV 7245003VD7E4T30HJD24 BP Capital Markets BV 000000000 190000.00000000 PA 135423.13000000 0.049744222053 Long DBT CORP NL N 2 2040-12-04 Fixed 0.93000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 000000000 320000.00000000 PA 367369.83000000 0.134943908025 Long DBT CORP NL N 2 2035-01-23 Fixed 3.88000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAR3 239000.00000000 PA USD 244194.21000000 0.089698495422 Long DBT CORP US N 2 2030-01-24 Fixed 5.44000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 59562VBD8 94000.00000000 PA USD 87577.66000000 0.032169412757 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 000000000 550000.00000000 PA 624502.08000000 0.229394861426 Long DBT CORP DK N 2 2033-01-14 Fixed 3.25000000 N N N N N N INVESTOR AB 549300VEBQPHRZBKUX38 Investor AB 000000000 120000.00000000 PA 137080.17000000 0.050352893302 Long DBT CORP SE N 2 2034-03-31 Fixed 3.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 9133.83000000 0.003355078764 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 510346.51000000 CHF 633046.81000000 USD 2025-07-18 9133.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC -12011.96000000 -0.00441228618 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2047055.71000000 BRL 346130.23000000 USD 2025-06-02 -12011.96000000 N N N GULFPORT ENERGY OP CORP 549300FJX18IDUFPHD40 Gulfport Energy Operating Corp 402635AT3 598000.00000000 PA USD 589322.06000000 0.216472381147 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N AMER SPORTS COMPANY 549300NRKH9WF70VFC95 Amer Sports Co 02352NAA7 569000.00000000 PA USD 575510.50000000 0.211399057945 Long DBT CORP US Y 2 2031-02-16 Fixed 6.75000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A RHP Hotel Properties LP / RHP Finance Corp 749571AJ4 859000.00000000 PA USD 882792.58000000 0.324271268331 Long DBT CORP US Y 2 2028-07-15 Fixed 7.25000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAR8 59000.00000000 PA USD 56399.10000000 0.020716766434 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95000000 N N N N N N Business Jet Securities, LLC N/A Business Jet Securities 2024-1 LLC 12327CAB0 85092.77000000 PA USD 86152.63000000 0.031645964446 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.92000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 EPR Properties 26884UAG4 630000.00000000 PA USD 556966.27000000 0.204587309502 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 00489LAK9 397000.00000000 PA USD 406200.87000000 0.149207497090 Long DBT CORP US Y 2 2029-02-01 Fixed 8.25000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 4893.49000000 0.001797498353 N/A DFE N/A N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 146319.09000000 USD 132866.96000000 EUR 2025-07-18 4893.49000000 N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCD3 1670000.00000000 PA USD 1576538.72000000 0.579101163613 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond 000000000 115000.00000000 PA 103437.14000000 0.037994986976 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N FLOWERS FOODS INC 7YNCQQNDK8FBM9BBTK25 Flowers Foods Inc 343498AE1 220000.00000000 PA USD 218983.97000000 0.080438158753 Long DBT CORP US N 2 2055-03-15 Fixed 6.20000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAX2 363000.00000000 PA USD 359262.54000000 0.131965902465 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 Magyar Export-Import Bank Zrt 55977YAA6 490000.00000000 PA USD 498754.83000000 0.183204826336 Long DBT NUSS HU Y 2 2027-12-04 Fixed 6.13000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -2313.82000000 -0.00084992257 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5576049769.00000000 KRW 3939975.11000000 USD 2025-07-24 -2313.82000000 N N N VIER GAS TRANSPORT GMBH 529900AGED6PJE9AVL37 Vier Gas Transport GmbH 000000000 500000.00000000 PA 564833.60000000 0.207477171894 Long DBT CORP DE N 2 2031-11-11 Fixed 3.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)JUN25 000000000 -48.00000000 NC USD -117551.66000000 -0.04317959478 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 -5268948.34000000 USD -117551.66000000 N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAD3 813000.00000000 PA USD 789619.58000000 0.290046550579 Long DBT CORP US Y 2 2029-02-15 Fixed 4.75000000 N N N N N N US ACUTE CARE SOLUTIONS N/A US Acute Care Solutions LLC 90367UAD3 491000.00000000 PA USD 498453.87000000 0.183094276380 Long DBT CORP US Y 2 2029-05-15 Fixed 9.75000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SASU 000000000 233000.00000000 PA 281455.38000000 0.103385432907 Long DBT CORP FR Y 2 2031-04-15 Fixed 6.88000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 3973.34000000 0.001459504792 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 399472.00000000 EUR 458602.48000000 USD 2025-07-18 3973.34000000 N N N NORTHERN STAR RESOU 254900XFXCRYYZAX6M78 Northern Star Resources Ltd 66573RAA6 346000.00000000 PA USD 356070.72000000 0.130793469050 Long DBT CORP AU Y 2 2033-04-11 Fixed 6.13000000 N N N N N N SCIH SALT HOLDINGS INC N/A SCIH Salt Holdings Inc 78433BAB4 696000.00000000 PA USD 676009.87000000 0.248314930274 Long DBT CORP US Y 2 2029-05-01 Fixed 6.63000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BOBL FUTURE JUN25 000000000 27.00000000 NC 84088.75000000 0.030887850931 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEM5 Comdty 2025-06-06 3155782.42000000 EUR 84088.75000000 N N N USA COM PART/USA COM FIN N/A USA Compression Partners LP / USA Compression Finance Corp 91740PAG3 601000.00000000 PA USD 606824.29000000 0.222901377549 Long DBT CORP US Y 2 2029-03-15 Fixed 7.13000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A Medline Borrower LP/Medline Co-Issuer Inc 58506DAA6 354000.00000000 PA USD 356709.16000000 0.131027983649 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AL1 363000.00000000 PA USD 355697.25000000 0.130656284400 Long DBT CORP US N 2 2034-08-15 Fixed 6.20000000 N N N N N N ORANGE SA 969500MCOONR8990S771 Orange SA 000000000 200000.00000000 PA 149060.92000000 0.054753715291 Long DBT CORP FR N 2 2049-09-04 Fixed 1.38000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 4370.84000000 0.001605516247 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 507057.70000000 EUR 581440.58000000 USD 2025-07-18 4370.84000000 N N N ARKEMA 9695000EHMS84KKP2785 Arkema SA 000000000 300000.00000000 PA 332536.03000000 0.122148602805 Long DBT CORP FR N 2 2034-09-12 Fixed 3.50000000 N N N N N N ISLANDSBANKI 549300PZMFIQR79Q0T97 Islandsbanki HF 000000000 310000.00000000 PA 353989.10000000 0.130028839200 Long DBT CORP IS N 2 2030-09-20 Fixed 3.88000000 N N N N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 Koninklijke KPN NV 000000000 400000.00000000 PA 445076.12000000 0.163487325568 Long DBT CORP NL N 2 2035-02-17 Fixed 3.38000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 Holcim Finance US LLC 43475RAC0 169000.00000000 PA USD 170754.33000000 0.062722234437 Long DBT CORP US Y 2 2030-04-07 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GMB2 361000.00000000 PA USD 353333.29000000 0.129787944175 Long DBT CORP US N 2 2035-08-15 Fixed 5.43000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A Ontario Teachers' Cadillac Fairview Properties Trust 68327LAD8 425000.00000000 PA USD 370510.98000000 0.136097729112 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 Accenture Capital Inc 00440KAC7 311000.00000000 PA USD 307673.63000000 0.113016036260 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 RIO TINTO FIN USA PLC 76720AAT3 656000.00000000 PA USD 660425.69000000 0.242590480466 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B23 Mortgage Trust 08162RAF4 3996066.96000000 PA USD 207462.21000000 0.076205934997 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.36000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts Inc 98311AAB1 788000.00000000 PA USD 756890.39000000 0.278024319997 Long DBT CORP US Y 2 2028-08-15 Fixed 4.38000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AA7 637000.00000000 PA USD 614154.11000000 0.225593799395 Long DBT CORP US Y 2 2029-10-01 Fixed 5.13000000 N N N N N N VALARIS LTD N/A Valaris Ltd 91889FAC5 247000.00000000 PA USD 231436.13000000 0.085012141145 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.38000000 N N N N N N INMOBILIARIA COLONIAL SO 95980020140005007414 Inmobiliaria Colonial Socimi SA 000000000 200000.00000000 PA 227685.28000000 0.083634362361 Long DBT CORP ES N 2 2030-01-22 Fixed 3.25000000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 Telefonica Celular del Paraguay SA 87936VAB3 576000.00000000 PA USD 571397.76000000 0.209888348129 Long DBT CORP PY Y 2 2027-04-15 Fixed 5.88000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 19416MAB5 524000.00000000 PA USD 511718.12000000 0.187966559257 Long DBT CORP US Y 2 2029-07-01 Fixed 5.88000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAP3 284000.00000000 PA USD 246822.66000000 0.090663989281 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -9.67000000 -0.00000355202 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 365712.82000000 GBP 487518.45000000 USD 2025-07-18 -9.67000000 N N N SITIO ROYAL OP / SIT FIN N/A Sitio Royalties Operating Partnership LP / Sitio Finance Corp 82983MAB6 588000.00000000 PA USD 604278.19000000 0.221966132855 Long DBT CORP US Y 2 2028-11-01 Fixed 7.88000000 N N N N N N THE SAGE GROUP PLC 2138005RN5XYLTF8G138 Sage Group PLC/The 000000000 100000.00000000 PA 109158.21000000 0.040096475669 Long DBT CORP GB N 2 2034-02-08 Fixed 2.88000000 N N N N N N SHURGARD LUXEMBOURG 54930064DJ4U15OBV665 Shurgard Luxembourg Sarl 000000000 400000.00000000 PA 440361.65000000 0.161755585632 Long DBT CORP LU N 2 2034-10-22 Fixed 3.63000000 N N N N N N DORNOCH DEBT MERGER SUB N/A Dornoch Debt Merger Sub Inc 25830JAA9 555000.00000000 PA USD 383548.01000000 0.140886548535 Long DBT CORP US Y 2 2029-10-15 Fixed 6.63000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAH6 240000.00000000 PA USD 177005.18000000 0.065018324258 Long DBT CORP LU Y 2 2029-08-15 Fixed 5.75000000 N N N N N N SANDOZ FINANCE B.V. 213800DFA3WXJ7KC9R74 Sandoz Finance BV 000000000 210000.00000000 PA 239224.18000000 0.087872882058 Long DBT CORP NL N 2 2035-03-26 Fixed 4.00000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 Life Time Inc 53190FAE5 548000.00000000 PA USD 546281.86000000 0.200662664845 Long DBT CORP US Y 2 2031-11-15 Fixed 6.00000000 N N N N N N WRANGLER HOLDCO CORP N/A Wrangler Holdco Corp 37441QAA9 238000.00000000 PA USD 244313.66000000 0.089742372323 Long DBT CORP US Y 2 2032-04-01 Fixed 6.63000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -39121.95000000 -0.01437044741 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 19104906.33000000 MXN 925634.03000000 USD 2025-07-18 -39121.95000000 N N N PARK INTERMED HOLDINGS N/A Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 70052LAC7 508000.00000000 PA USD 475573.42000000 0.174689728461 Long DBT CORP US Y 2 2029-05-15 Fixed 4.88000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XBD6 316000.00000000 PA USD 197851.96000000 0.072675855534 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 Corp Financiera de Desarrollo SA 21987DAH7 200000.00000000 PA USD 200492.05000000 0.073645625050 Long DBT NUSS PE Y 2 2030-05-06 Fixed 5.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KM8 164000.00000000 PA USD 169571.95000000 0.062287917394 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N AREIT CRE Trust N/A AREIT 2022-CRE6 Trust 04002VAJ0 126000.00000000 PA USD 125418.71000000 0.046069354325 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 7.20000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 Ball Corp 058498AZ9 242000.00000000 PA USD 246936.07000000 0.090705647543 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAS1 310000.00000000 PA 367236.26000000 0.134894844502 Long DBT CORP US N 2 2031-03-17 Fixed 4.88000000 N N N N N N FLOWERS FOODS INC 7YNCQQNDK8FBM9BBTK25 Flowers Foods Inc 343498AD3 384000.00000000 PA USD 387435.68000000 0.142314584644 Long DBT CORP US N 2 2035-03-15 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DF9 351000.00000000 PA USD 341936.76000000 0.125601720456 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAQ7 350000.00000000 PA USD 355594.05000000 0.130618376521 Long DBT CORP US Y 2 2032-02-15 Fixed 8.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -15588.90000000 -0.00572618357 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 8656696.27000000 MXN 421555.33000000 USD 2025-07-18 -15588.90000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -10044.98000000 -0.00368976640 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 11092264.67000000 CNY 1524353.71000000 USD 2025-07-18 -10044.98000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond 000000000 456000.00000000 PA 376452.39000000 0.138280154067 Long DBT NUSS RS Y 2 2036-09-23 Fixed 2.05000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAJ0 131000.00000000 PA USD 128315.52000000 0.047133423365 Long DBT CORP US Y 2 2033-04-15 Fixed 5.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDZ9 243000.00000000 PA USD 248349.20000000 0.091224724694 Long DBT CORP US N 2 2030-03-15 Fixed 4.88000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XBA6 178000.00000000 PA USD 159052.30000000 0.058423793108 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A DISH DBS Corp 25470XAY1 330000.00000000 PA USD 286836.59000000 0.105362082725 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 New Gold Inc 644535AJ5 296000.00000000 PA USD 302737.26000000 0.111202787036 Long DBT CORP CA Y 2 2032-04-01 Fixed 6.88000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XCH1 464000.00000000 PA USD 471329.25000000 0.173130741197 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 Angola Government International Bonds 000000000 491000.00000000 PA USD 416417.10000000 0.152960167802 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N EP INFRASTRUCTURE AS 315700I4J1M1NKGWWY89 EP Infrastructure AS 000000000 1123000.00000000 PA 1194358.47000000 0.438717026721 Long DBT CORP CZ N 2 2028-10-09 Fixed 2.05000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAM9 581000.00000000 PA USD 548473.20000000 0.201467597529 Long DBT CORP US Y 2 2040-04-15 Fixed 6.88000000 N N N N N N VERITIV OPERATING CO 5493004G8OK5L1UTIY12 Veritiv Operating Co 92339LAA0 448000.00000000 PA USD 467957.95000000 0.171892380396 Long DBT CORP US Y 2 2030-11-30 Fixed 10.50000000 N N N N N N Business Jet Securities, LLC N/A Business Jet Securities 2024-2 LLC 12326TAA6 144544.59000000 PA USD 143539.63000000 0.052725610670 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.36000000 N N N N N N M&T Bank Auto Receivables Trust N/A M&T Bank Auto Receivables Trust 2025-1 55287XAB1 176000.00000000 PA USD 176158.47000000 0.064707307003 Long ABS-O CORP US Y 2 2028-05-15 Fixed 4.63000000 N N N N N N ENBW INTL FINANCE BV 724500CNCIO1ZTJ0X675 EnBW International Finance BV 000000000 280000.00000000 PA 317042.72000000 0.116457531767 Long DBT CORP NL N 2 2035-11-20 Fixed 3.75000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 Axon Enterprise Inc 05464CAC5 494000.00000000 PA USD 502597.49000000 0.184616329174 Long DBT CORP US Y 2 2030-03-15 Fixed 6.13000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC 49968.53000000 0.018354661068 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1434741.15000000 USD 2315816.81000000 AUD 2025-07-18 49968.53000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED NOK / SOLD USD 000000000 1.00000000 NC 93689.98000000 0.034414617128 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4096410.53000000 USD 43591065.76000000 NOK 2025-07-18 93689.98000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AJ6 214000.00000000 PA USD 125274.46000000 0.046016367778 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 Peru LNG Srl 000000000 872569.80000000 PA USD 789035.29000000 0.289831926596 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBD1 356000.00000000 PA USD 356176.93000000 0.130832482576 Long DBT CORP US Y 2 2027-12-15 Fixed 8.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAX6 472000.00000000 PA USD 472052.29000000 0.173396331442 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N IPOTEKA-BANK ATIB 213800UWVX5JSNXJS434 Ipoteka-Bank ATIB 000000000 1000000.00000000 PA USD 990000.00000000 0.363651171204 Long DBT CORP UZ N 2 2025-11-19 Fixed 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAJ1 500000.00000000 PA USD 424213.94000000 0.155824137497 Long DBT CORP FR Y 2 2032-01-20 Fixed 2.28000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAE0 202000.00000000 PA USD 192301.03000000 0.070636863417 Long DBT CORP US N 2 2031-04-01 Fixed 4.63000000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 Samarco Mineracao SA 000000000 430472.00000000 PA USD 405149.18000000 0.148821185676 Long DBT CORP BR N 2 2031-06-30 Fixed 9.50000000 N N Y N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612GAA9 131000.00000000 PA USD 119630.10000000 0.043943056541 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 000000000 350000.00000000 PA 378745.29000000 0.139122392219 Long DBT CORP US N 2 2037-02-11 Fixed 3.50000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 Oncor Electric Delivery Co LLC 68233JCZ5 332000.00000000 PA USD 336156.73000000 0.123478574316 Long DBT CORP US Y 2 2035-04-01 Fixed 5.35000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD CZK 000000000 1.00000000 NC -2717.61000000 -0.00099824450 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15547814.35000000 CZK 704417.25000000 USD 2025-07-18 -2717.61000000 N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 MASSACHUSETTS ST EDUCTNL FING AUTH 57563RRZ4 435000.00000000 PA USD 403806.98000000 0.148328162846 Long DBT MUN US N 2 2037-07-01 Fixed 2.64000000 N N N N N N CREDIT AGRICOLE HOME LOA 969500C9913Z7PKUGB44 Credit Agricole Home Loan SFH SA 000000000 400000.00000000 PA 453325.99000000 0.166517704243 Long DBT CORP FR N 2 2031-02-17 Fixed 2.63000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 Arches Buyer Inc 039524AB9 573000.00000000 PA USD 512322.05000000 0.188188397491 Long DBT CORP US Y 2 2028-12-01 Fixed 6.13000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAC7 177000.00000000 PA USD 170592.21000000 0.062662683802 Long DBT CORP US Y 2 2030-11-01 Fixed 8.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD HUF 000000000 1.00000000 NC -37.57000000 -0.00001380037 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1159878.15000000 HUF 3199.04000000 USD 2025-07-18 -37.57000000 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAE1 460000.00000000 PA USD 452911.81000000 0.166365565817 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 PennyMac Financial Services Inc 70932MAF4 744000.00000000 PA USD 742961.97000000 0.272908071263 Long DBT CORP US Y 2 2033-02-15 Fixed 6.88000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B26 Mortgage Trust 08163EBE4 7085503.11000000 PA USD 255282.88000000 0.093771634647 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.99000000 N N N N N N MAXEDA DIY HOLDING BV 724500KEZU4CPEQLGZ87 Maxeda DIY Holding BV 000000000 310000.00000000 PA 288602.73000000 0.106010829068 Long DBT CORP NL N 2 2026-10-01 Fixed 5.88000000 N N N N N N NFE FINANCING LLC N/A NFE Financing LLC 62909BAA5 348036.00000000 PA USD 239564.00000000 0.087997706240 Long DBT CORP US Y 2 2029-11-15 Fixed 12.00000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AY8 304000.00000000 PA USD 295289.61000000 0.108467083354 Long DBT CORP US Y 2 2028-08-15 Fixed 8.00000000 N N N N N N THERMO FISHER SC FNCE I 549300SM0PJC1F3RPL91 Thermo Fisher Scientific Finance I BV 000000000 330000.00000000 PA 242082.77000000 0.088922911958 Long DBT CORP NL N 2 2051-10-18 Fixed 2.00000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 Province of British Columbia Canada 110709GJ5 405000.00000000 PA 227609.06000000 0.083606364894 Long DBT NUSS CA N 2 2050-06-18 Fixed 2.95000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 Stryker Corp 863667BM2 468000.00000000 PA USD 471655.73000000 0.173250665272 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 Boston Gas Co 100743AP8 594000.00000000 PA USD 611698.91000000 0.224691944491 Long DBT CORP US Y 2 2035-01-10 Fixed 5.84000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAH7 194000.00000000 PA USD 171401.20000000 0.062959845581 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SASU 000000000 100000.00000000 PA 115695.19000000 0.042497668026 Long DBT CORP FR Y 2 2030-04-15 Fixed 5.38000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BUXL 30Y BND JUN25 000000000 -12.00000000 NC -81593.11000000 -0.02997114142 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBM5 Comdty 2025-06-06 -1417175.40000000 EUR -81593.11000000 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076BD3 129000.00000000 PA USD 117940.79000000 0.043322531733 Long DBT CORP US N 2 2044-02-15 Fixed 4.88000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -142.38000000 -0.00005229965 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6529.16000000 USD 106020558.00000000 IDR 2025-05-05 -142.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 585.64000000 0.000215119870 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 88027.99000000 EUR 100768.10000000 USD 2025-07-18 585.64000000 N N N DEALER TIRE LLC/DT ISSR N/A Dealer Tire LLC / DT Issuer LLC 24229JAA1 404000.00000000 PA USD 391912.76000000 0.143959125438 Long DBT CORP US Y 2 2028-02-01 Fixed 8.00000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748CD2 319000.00000000 PA USD 303658.31000000 0.111541111189 Long DBT CORP US N 2 2055-03-15 Fixed 5.40000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A LoanCore 2021-CRE5 Issuer Ltd 53947XAG7 464500.00000000 PA USD 462367.34000000 0.169838812846 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.44000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 Consolidated Energy Finance SA 20914UAE6 150000.00000000 PA USD 144588.90000000 0.053111033159 Long DBT CORP LU Y 2 2026-05-15 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KL0 170000.00000000 PA USD 175684.24000000 0.064533110745 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AN1 585000.00000000 PA USD 517481.70000000 0.190083662911 Long DBT CORP US Y 2 2032-02-15 Fixed 3.63000000 N N N N N N CRH FIN UK PLC 549300MQJDHXCWSM5880 Crh Finance UK PLC 000000000 370000.00000000 PA 481466.57000000 0.176854426339 Long DBT CORP GB N 2 2029-12-02 Fixed 4.13000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 Sociedad Quimica y Minera de Chile SA 833636AP8 238000.00000000 PA USD 230146.00000000 0.084538244897 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BB2 250000.00000000 PA USD 171342.15000000 0.062938155075 Long DBT CORP US Y 2 2030-12-01 Fixed 4.13000000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 CEZ AS 000000000 370000.00000000 PA 418760.68000000 0.153821021956 Long DBT CORP CZ N 2 2033-04-30 Fixed 4.13000000 N N N N N N CD&R SMOKEY / RADIO SYS N/A CD&R Smokey Buyer Inc / Radio Systems Corp 12515KAA6 396000.00000000 PA USD 339838.27000000 0.124830893844 Long DBT CORP US Y 2 2029-10-15 Fixed 9.50000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 Arrow Electronics Inc 04273WAE1 238000.00000000 PA USD 239265.44000000 0.087888037863 Long DBT CORP US N 2 2034-04-10 Fixed 5.88000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 Cleveland-Cliffs Inc 185899AP6 348000.00000000 PA USD 326941.02000000 0.120093419028 Long DBT CORP US Y 2 2032-03-15 Fixed 7.00000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health Inc 53219LAW9 322000.00000000 PA USD 352476.01000000 0.129473044301 Long DBT CORP US Y 2 2030-10-15 Fixed 11.00000000 N N N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 Zebra Technologies Corp 989207AD7 475000.00000000 PA USD 477209.34000000 0.175290641819 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC 1226.28000000 0.000450442584 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6437837.03000000 SEK 670278.05000000 USD 2025-07-18 1226.28000000 N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 Navistar Financial Dealer Note Master Owner Trust II 63938PBV0 56000.00000000 PA USD 56222.38000000 0.020651852863 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.48000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 Beazer Homes USA Inc 07556QBU8 393000.00000000 PA USD 379707.76000000 0.139475930949 Long DBT CORP US Y 2 2031-03-15 Fixed 7.50000000 N N N N N N HALEON NL CAPITAL BV 549300RXQZBOJONY3Q97 Haleon Netherlands Capital BV 000000000 340000.00000000 PA 381119.51000000 0.139994501192 Long DBT CORP NL N 2 2026-03-29 Fixed 1.25000000 N N N N N N BCPE ULYSSES INTERMEDIAT N/A BCPE Ulysses Intermediate Inc 05553LAA1 197000.00000000 PA USD 191121.24000000 0.070203497745 Long DBT CORP US Y 2 2027-04-01 Fixed 7.75000000 N N Y N N N AA BOND CO LTD 2138002EPF6QVRZBMC58 AA Bond Co Ltd 000000000 220000.00000000 PA 300824.54000000 0.110500198280 Long DBT CORP JE N 2 2031-07-31 Fixed 6.85000000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 OPAL BIDCO 68348BAA1 254000.00000000 PA USD 254064.05000000 0.093323928629 Long DBT CORP FR Y 2 2032-03-31 Fixed 6.50000000 N N N N N N SAKS GLOBAL ENTERPRISES N/A Saks Global Enterprises LLC 79380MAA3 250000.00000000 PA USD 151634.35000000 0.055698998962 Long DBT CORP US Y 2 2029-12-15 Fixed 11.00000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Petronas Capital Ltd 716743AV1 534000.00000000 PA USD 541846.83000000 0.199033570043 Long DBT CORP MY Y 2 2031-01-03 Fixed 4.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810UA4 3890000.00000000 PA USD 3834841.01000000 1.408630731990 Long DBT UST US N 2 2054-05-15 Fixed 4.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEP9 747000.00000000 PA USD 735608.25000000 0.270206870364 Long DBT NUSS DO Y 2 2029-02-22 Fixed 5.50000000 N N N N N N LSEG US FIN CORP 2138007FV67QQ13CGJ43 Lseg US Fin Corp 50222CAB6 272000.00000000 PA USD 276176.52000000 0.101446378744 Long DBT CORP US Y 2 2034-03-28 Fixed 5.30000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAJ0 208000.00000000 PA USD 214290.32000000 0.078714066510 Long DBT CORP US Y 2 2032-01-31 Fixed 7.38000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -3398.07000000 -0.00124819407 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 600000.00000000 GBP 796455.96000000 USD 2025-07-18 -3398.07000000 N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 Allison Transmission Inc 019736AG2 906000.00000000 PA USD 813939.08000000 0.298979696698 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 180 Medical Inc 682357AA6 765000.00000000 PA USD 716402.15000000 0.263152000910 Long DBT CORP US Y 2 2029-10-15 Fixed 3.88000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 Cable One Inc 12685JAC9 683000.00000000 PA USD 555544.96000000 0.204065227637 Long DBT CORP US Y 2 2030-11-15 Fixed 4.00000000 N N N N N N Avation Capital SA 54930056OEYSV06OMD90 Avation Capital SA 05351CAA5 626867.00000000 PA USD 609628.16000000 0.223931307458 Long DBT CORP LU Y 2 2026-10-31 Fixed 8.25000000 N N Y N N N TRUENOORD CAPITAL DAC N/A TrueNoord Capital DAC 89785GAA6 299000.00000000 PA USD 305422.56000000 0.112189163289 Long DBT CORP IE Y 2 2030-03-01 Fixed 8.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -2254.08000000 -0.00082797861 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 363224.64000000 GBP 481957.07000000 USD 2025-07-18 -2254.08000000 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AQ7 788000.00000000 PA USD 742772.75000000 0.272838566137 Long DBT CORP US Y 2 2030-04-15 Fixed 4.63000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 Millicom International Cellular SA 600814AR8 625000.00000000 PA USD 556649.81000000 0.204471066017 Long DBT CORP LU Y 2 2031-04-27 Fixed 4.50000000 N N N N N N COLT Funding LLC 213800U2X2TO1PQH1O75 COLT 2024-6 Mortgage Loan Trust 19688XAA4 252795.63000000 PA USD 253257.56000000 0.093027685162 Long ABS-MBS CORP US Y 2 2069-11-25 Variable 5.39000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAD9 192000.00000000 PA USD 191610.36000000 0.070383163463 Long DBT CORP BM Y 2 2027-09-15 Fixed 5.88000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 Parkland Corp 70137WAL2 876000.00000000 PA USD 824511.79000000 0.302863311217 Long DBT CORP CA Y 2 2030-05-01 Fixed 4.63000000 N N N N N N WHITBREAD GROUP PLC 2138006LIAYQKUCYBB20 Whitbread Group PLC 000000000 157000.00000000 PA 206601.64000000 0.075889826625 Long DBT CORP GB N 2 2032-05-31 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 000000000 560000.00000000 PA 727434.44000000 0.267204430384 Long DBT CORP US N 2 2035-10-24 Fixed 5.21000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859CD2 531000.00000000 PA USD 526888.07000000 0.193538852272 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries Inc 446413AT3 230000.00000000 PA USD 221964.79000000 0.081533086716 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N BSPRT Issuer, Ltd. N/A BSPRT 2021-FL7 Issuer Ltd 05602CAG9 100000.00000000 PA USD 98966.10000000 0.036352664822 Long ABS-CBDO CORP KY Y 2 2038-12-15 Floating 6.74000000 N N N N N N NESTLE FINANCE INTL LTD 0KLLMNHINTFDRMU6DI05 Nestle Finance International Ltd 000000000 280000.00000000 PA 300953.79000000 0.110547674961 Long DBT CORP LU N 2 2045-01-14 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2Z6 467000.00000000 PA USD 472256.84000000 0.173471467652 Long DBT CORP FR Y 2 2030-11-19 Fixed 5.28000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 APA Infrastructure Ltd 00188LAA5 362000.00000000 PA USD 350313.93000000 0.128678859529 Long DBT CORP AU Y 2 2034-09-16 Fixed 5.13000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAE5 600000.00000000 PA USD 439500.00000000 0.161439080550 Long DBT CORP MA Y 2 2051-06-23 Fixed 5.13000000 N N N N N N ANYWHERE RE GRP/REALOGY N/A Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 75606DAQ4 419000.00000000 PA USD 307826.52000000 0.113072196490 Long DBT CORP US Y 2 2030-04-15 Fixed 5.25000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 Argentina Republic Government International Bonds 040114HT0 1047289.00000000 PA USD 698420.08000000 0.256546747560 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 Standard Industries Inc/NY 853496AD9 338000.00000000 PA USD 330781.50000000 0.121504121098 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAS1 174000.00000000 PA USD 177003.01000000 0.065017527164 Long DBT CORP US N 2 2035-01-24 Fixed 5.71000000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 Shriram Finance Ltd 82556FAB8 731000.00000000 PA USD 718370.84000000 0.263875148813 Long DBT CORP IN Y 2 2028-04-03 Fixed 6.15000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 National Grid PLC 000000000 560000.00000000 PA 658970.26000000 0.242055865493 Long DBT CORP GB N 2 2029-01-16 Fixed 3.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAC5 542000.00000000 PA USD 561638.26000000 0.206303445497 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N ALEXANDRITE MONNET UK 254900UEO4639PJFQ079 Alexandrite Monnet UK Holdco PLC 000000000 390000.00000000 PA 484877.30000000 0.178107270743 Long DBT CORP GB N 2 2029-05-15 Fixed 10.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 8913.30000000 0.003274072711 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 484279.58000000 CHF 600958.72000000 USD 2025-07-18 8913.30000000 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DR3 134000.00000000 PA USD 142986.93000000 0.052522590466 Long DBT CORP US N 2 2031-05-01 Fixed 6.39000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 Acadia Healthcare Co Inc 00404AAQ2 395000.00000000 PA USD 394656.55000000 0.144966986496 Long DBT CORP US Y 2 2033-03-15 Fixed 7.38000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAQ7 349000.00000000 PA USD 362785.76000000 0.133260067192 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT JUN25 000000000 -48.00000000 NC USD -81051.63000000 -0.02977224260 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 -5426198.37000000 USD -81051.63000000 N N N Bacardi Ltd 549300R32WTQNHNN5055 Bacardi Ltd 067316AG4 530000.00000000 PA USD 480088.28000000 0.176348146771 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 Stagwell Global LLC 59565JAA9 543000.00000000 PA USD 512384.79000000 0.188211443425 Long DBT CORP US Y 2 2029-08-15 Fixed 5.63000000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 Foundation Building Materials Inc 350392AA4 610000.00000000 PA USD 514161.68000000 0.188864138505 Long DBT CORP US Y 2 2029-03-01 Fixed 6.00000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 Virtusa Corp 92837TAA0 317000.00000000 PA USD 302203.74000000 0.111006812114 Long DBT CORP US Y 2 2028-12-15 Fixed 7.13000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 AIB Group PLC 000000000 420000.00000000 PA 457120.27000000 0.167911435926 Long DBT CORP IE N 2 2031-07-14 Fixed 6.00000000 N N N N N N MBANK SA 259400DZXF7UJKK2AY35 mBank SA 000000000 400000.00000000 PA 454273.06000000 0.166865586177 Long DBT CORP PL N 2 2030-09-27 Fixed 4.03000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 Bath & Body Works Inc 501797AW4 649000.00000000 PA USD 660426.29000000 0.242590700861 Long DBT CORP US Y 2 2030-10-01 Fixed 6.63000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA Inc 46266TAD0 400000.00000000 PA USD 406411.20000000 0.149284756435 Long DBT CORP US Y 2 2030-05-15 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBX3 639000.00000000 PA USD 548625.02000000 0.201523364722 Long DBT CORP US N 2 2032-02-04 Fixed 1.95000000 N N N N N N TOLL ROAD INV PART II N/A Toll Road Investors Partnership II LP 88948ABC0 353000.00000000 PA USD 316510.00000000 0.116261850705 Long DBT CORP US Y 2 2027-02-15 None 0.00000000 N N N N N N MITER BRAND / MIWD BORR N/A Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 60672JAA7 152000.00000000 PA USD 152109.29000000 0.055873456019 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N RTE RESEAU DE TRANSPORT 969500JRJW0K2ET1UP76 RTE Reseau de Transport d'Electricite SADIR 000000000 500000.00000000 PA 566232.67000000 0.207991084464 Long DBT CORP FR N 2 2036-10-02 Fixed 3.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 000000000 660000.00000000 PA 753957.17000000 0.276946876675 Long DBT CORP IT N 2 2033-01-16 Fixed 3.80000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 BWX Technologies Inc 05605HAC4 858000.00000000 PA USD 815795.67000000 0.299661667534 Long DBT CORP US Y 2 2029-04-15 Fixed 4.13000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 46590XAX4 241000.00000000 PA USD 248113.36000000 0.091138094904 Long DBT CORP LU N 2 2052-12-01 Fixed 6.50000000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 Hightower Holding LLC 43118DAA8 371000.00000000 PA USD 354750.39000000 0.130308479604 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 XPLR Infrastructure Operating Partners LP 65342QAB8 423000.00000000 PA USD 399919.72000000 0.146900277339 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBF5 127000.00000000 PA USD 118743.18000000 0.043617269171 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AZ5 548000.00000000 PA USD 517463.55000000 0.190076995973 Long DBT CORP US Y 2 2031-07-31 Fixed 8.50000000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 Azorra Finance Ltd 05480AAA3 746000.00000000 PA USD 740240.88000000 0.271908548470 Long DBT CORP KY Y 2 2030-04-15 Fixed 7.75000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 AGCO Corp 001084AS1 219000.00000000 PA USD 217538.89000000 0.079907345586 Long DBT CORP US N 2 2034-03-21 Fixed 5.80000000 N N N N N N Crest Ltd 549300MJZTHEPDTYM573 CREST 2004-1 Ltd 22608WAR0 4586320.26000000 PA USD 45.86000000 0.000016845497 Long ABS-CBDO CORP KY N 2 2040-01-28 Fixed 7.00000000 Y N Y N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 Nabors Industries Inc 62957HAQ8 545000.00000000 PA USD 369639.66000000 0.135777672002 Long DBT CORP US Y 2 2031-08-15 Fixed 8.88000000 N N N N N N EQT Trust 2024-EXTR N/A EQT Trust 2024-EXTR 29439DAC5 169941.00000000 PA USD 172068.07000000 0.063204803214 Long ABS-MBS CORP US Y 2 2041-07-05 Variable 5.65000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AH3 497000.00000000 PA USD 498448.76000000 0.183092399353 Long DBT CORP US N 2 2029-05-15 Fixed 6.63000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 Empresa Nacional del Petroleo 29245JAP7 425000.00000000 PA USD 429136.95000000 0.157632479267 Long DBT CORP CL Y 2 2034-07-30 Fixed 5.95000000 N N N N N N PRAIRIE ACQUIROR LP 254900Q6KU2LVSIISH22 Prairie Acquiror LP 73943NAA4 448000.00000000 PA USD 451454.08000000 0.165830105997 Long DBT CORP US Y 2 2029-08-01 Fixed 9.00000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings Inc 18972EAD7 146000.00000000 PA USD 149285.34000000 0.054836150237 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAB9 945000.00000000 PA USD 848943.76000000 0.311837770314 Long DBT CORP US Y 2 2031-08-15 Fixed 4.13000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 71424VAA8 333000.00000000 PA USD 335227.77000000 0.123137344627 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N CTP NV 3157000YTVO4TN65UM14 CTP NV 000000000 230000.00000000 PA 255427.88000000 0.093824896687 Long DBT CORP NL N 2 2032-11-21 Fixed 3.88000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC -299081.16000000 -0.10985981224 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13861066.40000000 AUD 8587485.08000000 USD 2025-07-18 -299081.16000000 N N N BRUCE POWER LP 549300R8DACS3G0K8262 Bruce Power LP 116705AN4 238000.00000000 PA 179844.86000000 0.066061408054 Long DBT CORP CA N 2 2031-06-21 Fixed 4.70000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 Arthur J Gallagher & Co 04316JAF6 109000.00000000 PA USD 118216.65000000 0.043423861846 Long DBT CORP US N 2 2034-02-15 Fixed 6.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED SGD / SOLD USD 000000000 1.00000000 NC 13425.61000000 0.004931554344 N/A DFE SG N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 698396.40000000 USD 925891.56000000 SGD 2025-07-18 13425.61000000 N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 Patrick Industries Inc 703343AH6 735000.00000000 PA USD 713558.95000000 0.262107624132 Long DBT CORP US Y 2 2032-11-01 Fixed 6.38000000 N N N N N N LoanCore Issuer, Ltd. N/A LoanCore 2025 2025-CRE8 Issuer LLC 53947FAE1 300000.00000000 PA USD 294742.41000000 0.108266083434 Long ABS-CBDO CORP US Y 2 2042-08-17 Floating 6.17000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDQ0 888000.00000000 PA USD 891044.95000000 0.327302565316 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AF8 1016000.00000000 PA USD 995621.86000000 0.365716217642 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 Ziggo Bond Co BV 98953GAD7 1095000.00000000 PA USD 970742.58000000 0.356577450662 Long DBT CORP NL Y 2 2030-02-28 Fixed 5.13000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health Inc 53219LAV1 293000.00000000 PA USD 311670.84000000 0.114484309087 Long DBT CORP US Y 2 2030-08-15 Fixed 9.88000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 Navistar Financial Dealer Note Master Owner Trust II 63938PBU2 239000.00000000 PA USD 239950.26000000 0.088139588969 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.18000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370DB3 65000.00000000 PA USD 62343.98000000 0.022900466004 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N Enterprise Fleet Financing LLC N/A Enterprise Fleet Financing 2024-3 LLC 29375QAB4 94842.62000000 PA USD 95156.58000000 0.034953335116 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.31000000 N N N N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 Tesco Corporate Treasury Services PLC 000000000 220000.00000000 PA 247192.92000000 0.090799994819 Long DBT CORP GB N 2 2032-05-06 Fixed 3.38000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2021-FL6 Ltd 55283TAE8 1000000.00000000 PA USD 981260.80000000 0.360441049674 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 6.08000000 N N N N N N WOLF MIDSTREAM CANADA LP 2549001Q852MSO20OC46 Wolf Midstream Canada LP 977734AA0 519000.00000000 PA 386821.78000000 0.142089084186 Long DBT CORP CA Y 2 2029-07-18 Fixed 6.40000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC 20910.35000000 0.007680882088 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4349816.95000000 USD 619585752.00000000 JPY 2025-07-18 20910.35000000 N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 Eastern Energy Gas Holdings LLC 27636AAA0 396000.00000000 PA USD 372582.93000000 0.136858806934 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 Mexico Government International Bonds 91087BAN0 430000.00000000 PA USD 244226.24000000 0.089710260823 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A F-Brasile SpA / F-Brasile US LLC 30191BAB7 405000.00000000 PA USD 404028.00000000 0.148409348888 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.38000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2U6 268000.00000000 PA USD 240630.67000000 0.088389520175 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N ABU DHABI DEVELOPMENT HO 254900G082ZFKTCR2Q75 Abu Dhabi Developmental Holding Co PJSC 00402D2B0 944000.00000000 PA USD 980175.97000000 0.360042565128 Long DBT CORP AE Y 2 2034-05-08 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBP5 505000.00000000 PA USD 492602.15000000 0.180944796753 Long DBT CORP BM Y 2 2030-03-01 Fixed 6.25000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102CK1 199000.00000000 PA USD 194586.64000000 0.071476423774 Long DBT CORP US Y 2 2029-11-15 Fixed 10.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 000000000 450000.00000000 PA 368519.29000000 0.135366132747 Long DBT CORP US N 2 2039-06-26 Fixed 1.41000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 Engie SA 000000000 300000.00000000 PA 322568.42000000 0.118487256289 Long DBT CORP FR N 2 2029-02-28 Fixed 1.38000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 Store Capital LLC 862121AD2 266000.00000000 PA USD 225166.28000000 0.082709072159 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 Prysmian SpA 000000000 280000.00000000 PA 321876.82000000 0.118233214723 Long DBT CORP IT N 2 2028-11-28 Fixed 3.63000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 Tengizchevroil Finance Co International Ltd 000000000 1025000.00000000 PA USD 1005038.13000000 0.369175043515 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 Multifamily Housing Mortgage Loan Trust 55282XAJ9 745000.00000000 PA USD 741833.01000000 0.272493376691 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.94000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CG2 271000.00000000 PA USD 270274.53000000 0.099278433718 Long DBT CORP GB N 2 2026-06-04 Fixed 2.10000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AX2 219000.00000000 PA USD 217182.07000000 0.079776276889 Long DBT CORP US Y 2 2034-10-15 Fixed 6.25000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 Virgin Media Finance PLC 92769VAJ8 715000.00000000 PA USD 626847.51000000 0.230256395129 Long DBT CORP GB Y 2 2030-07-15 Fixed 5.00000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 Dick's Sporting Goods Inc 253393AG7 427000.00000000 PA USD 292570.49000000 0.107468284190 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N JANE STREET GRP/JSG FIN N/A Jane Street Group / JSG Finance Inc 47077WAD0 1445000.00000000 PA USD 1420261.17000000 0.521696603926 Long DBT CORP US Y 2 2032-11-01 Fixed 6.13000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20338HAB9 249000.00000000 PA USD 216684.96000000 0.079593676248 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 Raizen Fuels Finance SA 75102XAB2 402000.00000000 PA USD 399500.40000000 0.146746250865 Long DBT CORP LU Y 2 2034-03-05 Fixed 6.45000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BM3 11700000.00000000 PA 260232.06000000 0.095589589297 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TBJ7 363000.00000000 PA USD 368606.90000000 0.135398314039 Long DBT NUSS SA Y 2 2028-01-13 Fixed 5.13000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 Tengizchevroil Finance Co International Ltd 88034QAA5 422000.00000000 PA USD 413781.55000000 0.151992065939 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N LOW INCOME INVESTMENT N/A Low Income Investment Fund 54750AAA4 185000.00000000 PA USD 181508.46000000 0.066672488952 Long DBT CORP US N 2 2026-07-01 Fixed 3.39000000 N N N N N N IAMGOLD CORP 254900E7II30XAB9LA72 IAMGOLD Corp 450913AF5 552000.00000000 PA USD 546821.03000000 0.200860715150 Long DBT CORP CA Y 2 2028-10-15 Fixed 5.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 Georgia Power Co 373334KT7 363000.00000000 PA USD 362077.20000000 0.132999795804 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Angel Oak Mortgage Trust 254900WA697298AD1C53 Angel Oak Mortgage Trust 2024-13 03466PAA3 301009.66000000 PA USD 300938.53000000 0.110542069591 Long ABS-MBS CORP US Y 2 2069-12-26 Variable 5.46000000 N N N N N N HUSKY INJECTION / TITAN N/A Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC 44805RAA3 404000.00000000 PA USD 410112.52000000 0.150644341640 Long DBT CORP CA Y 2 2029-02-15 Fixed 9.00000000 N N N N N N ARCADIS NV 7245000UZH70GO047N03 Arcadis NV 000000000 258000.00000000 PA 303507.58000000 0.111485744380 Long DBT CORP NL N 2 2028-02-28 Fixed 4.88000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 Australia Government Bonds 000000000 12306000.00000000 PA 7498017.66000000 2.754204953306 Long DBT NUSS AU N 2 2037-04-21 Fixed 3.75000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 000000000 280000.00000000 PA 369517.19000000 0.135732685781 Long DBT CORP GB N 2 2029-11-19 Fixed 6.00000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 Store Capital LLC 862121AC4 347000.00000000 PA USD 304632.30000000 0.111898881496 Long DBT CORP US N 2 2030-11-18 Fixed 2.75000000 N N N N N N MIWD HLDCO II/MIWD FIN N/A MIWD Holdco II LLC / MIWD Finance Corp 55337PAA0 604000.00000000 PA USD 544307.10000000 0.199937287282 Long DBT CORP US Y 2 2030-02-01 Fixed 5.50000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp 559665AB0 547000.00000000 PA USD 529619.95000000 0.194542338495 Long DBT CORP US Y 2 2032-12-01 Fixed 6.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -57985.57000000 -0.02129951559 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2133387.80000000 GBP 2786012.47000000 USD 2025-07-18 -57985.57000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BW4 287000.00000000 PA USD 292521.46000000 0.107450274274 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 Sinclair Television Group Inc 829259BH2 448000.00000000 PA USD 443457.28000000 0.162892686112 Long DBT CORP US Y 2 2033-02-15 Fixed 8.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CMM0 3304000.00000000 PA USD 3427900.00000000 1.259151363407 Long DBT UST US N 2 2035-02-15 Fixed 4.63000000 N N N N N N GATES CORPORATION/DE 984500F43C791F4C7894 Gates Corp/DE 367398AA2 399000.00000000 PA USD 404836.97000000 0.148706503320 Long DBT CORP US Y 2 2029-07-01 Fixed 6.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 4235.28000000 0.001555721749 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 240036153.00000000 JPY 1697515.93000000 USD 2025-07-18 4235.28000000 N N N 3650R Commercial Mortgage Trust N/A 3650R 2021-PF1 Commercial Mortgage Trust 88581EAF8 3666125.60000000 PA USD 147183.94000000 0.054064254710 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.11000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBU3 243000.00000000 PA USD 238493.72000000 0.087604566265 Long DBT CORP US N 2 2033-02-13 Fixed 4.81000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCE1 1164000.00000000 PA USD 1080872.01000000 0.397030679150 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N MONDI FINANCE PLC 213800BJV32JT6IRCS96 Mondi Finance PLC 000000000 390000.00000000 PA 443358.04000000 0.162856232837 Long DBT CORP GB N 2 2033-05-18 Fixed 3.75000000 N N N N N N HYDRO ONE INC 549300X54QEYZVDC8R04 Hydro One Inc 44810ZCS7 728000.00000000 PA 536927.72000000 0.197226660838 Long DBT CORP CA N 2 2035-01-04 Fixed 4.25000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 Zegona Finance PLC 98927UAA5 531000.00000000 PA USD 564676.02000000 0.207419288913 Long DBT CORP GB Y 2 2029-07-15 Fixed 8.63000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 MFS Institutional Money Market Portfolio 55291X109 1208526.18000000 NS USD 1208526.18000000 0.443921172513 Long EC RF US N 1 N N N LVMH MOET HENNESSY VUITT IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE 000000000 400000.00000000 PA 453100.33000000 0.166434813815 Long DBT CORP FR N 2 2029-03-07 Fixed 2.63000000 N N N N N N DSV FINANCE BV 529900RTQQ0IIS4B3E03 DSV Finance BV 000000000 100000.00000000 PA 111204.23000000 0.040848028770 Long DBT CORP NL N 2 2034-11-06 Fixed 3.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1058.17000000 0.000388691676 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 196554.29000000 EUR 224751.71000000 USD 2025-07-18 1058.17000000 N N N EUSTREAM AS 31570020000000003378 Eustream AS 000000000 510000.00000000 PA 552394.99000000 0.202908166748 Long DBT CORP SK N 2 2027-06-25 Fixed 1.63000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 Garda World Security Corp 36485MAP4 543000.00000000 PA USD 535628.12000000 0.196749286028 Long DBT CORP CA Y 2 2032-11-15 Fixed 8.38000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAR0 383000.00000000 PA USD 389057.15000000 0.142910190164 Long DBT CORP CA Y 2 2029-06-15 Fixed 6.13000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding II LLC 165183CU6 99305.28000000 PA USD 99878.65000000 0.036687866718 Long ABS-O CORP US Y 2 2035-05-15 Fixed 5.65000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 4594.17000000 0.001687550809 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 669236.78000000 USD 3851457.68000000 BRL 2025-06-02 4594.17000000 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AH1 735000.00000000 PA USD 615472.32000000 0.226078010113 Long DBT CORP US Y 2 2029-11-15 Fixed 4.63000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BW1 253000.00000000 PA USD 251055.44000000 0.092218792720 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) JUN25 000000000 -175.00000000 NC USD -379883.89000000 -0.13954062779 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 -18729295.89000000 USD -379883.89000000 N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SASU 449691AC8 640000.00000000 PA USD 647802.88000000 0.237953814163 Long DBT CORP FR Y 2 2028-10-15 Fixed 7.00000000 N N N N N N BRUCE POWER LP 549300R8DACS3G0K8262 Bruce Power LP 116705AQ7 594000.00000000 PA 426192.63000000 0.156550958644 Long DBT CORP CA N 2 2034-12-21 Fixed 4.27000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCQ3 294000.00000000 PA USD 283458.68000000 0.104121293909 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 Consolidated Energy Finance SA 20914UAF3 550000.00000000 PA USD 428032.00000000 0.157226604154 Long DBT CORP LU Y 2 2028-10-15 Fixed 5.63000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 Arthur J Gallagher & Co 04316JAE9 238000.00000000 PA USD 228113.78000000 0.083791760873 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAL8 530000.00000000 PA USD 504856.38000000 0.185446074623 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N LINDE PLC 5299003QR1WT0EF88V51 Linde PLC 000000000 300000.00000000 PA 289019.62000000 0.106163962943 Long DBT CORP IE N 2 2035-03-31 Fixed 1.63000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC 22530.62000000 0.008276046819 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2993572.00000000 USD 4141768.22000000 CAD 2025-07-18 22530.62000000 N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2024-FL14 LLC 55416AAE9 328594.00000000 PA USD 329333.67000000 0.120972297790 Long ABS-CBDO CORP US Y 2 2039-03-19 Floating 7.01000000 N N N N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro 000000000 1585000.00000000 PA 1839915.00000000 0.675845701684 Long DBT NUSS IT Y 2 2039-10-01 Fixed 4.15000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 Banijay Entertainment SAS 060335AB2 600000.00000000 PA USD 614882.80000000 0.225861465023 Long DBT CORP FR Y 2 2029-05-01 Fixed 8.13000000 N N N N N N CHOBANI LLC/FINANCE CORP N/A Chobani LLC / Chobani Finance Corp Inc 17027NAC6 429000.00000000 PA USD 449332.88000000 0.165050937447 Long DBT CORP US Y 2 2029-07-01 Fixed 7.63000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 Corning Inc 000000000 340000.00000000 PA 389355.19000000 0.143019667533 Long DBT CORP US N 2 2026-05-15 Fixed 3.88000000 N N N N N N New Hampshire Business Finance Authority N/A NATIONAL FIN AUTH NH UTL REV 63610HAA0 355000.00000000 PA USD 368307.57000000 0.135288362822 Long DBT MUN US N 2 2034-04-01 Fixed 6.89000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-SCHATZ FUT JUN25 000000000 -217.00000000 NC -179182.80000000 -0.06581821725 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUM5 Comdty 2025-06-06 -23184520.15000000 EUR -179182.80000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBC6 131000.00000000 PA USD 112172.74000000 0.041203786139 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1387.52000000 0.000509669972 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 213866.71000000 EUR 244783.90000000 USD 2025-07-18 1387.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC -28743.65000000 -0.01055824443 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 7432705.08000000 CAD 5383872.43000000 USD 2025-07-18 -28743.65000000 N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AB3 351000.00000000 PA USD 352246.40000000 0.129388702942 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 Medline Borrower LP 62482BAB8 727000.00000000 PA USD 690386.55000000 0.253595835850 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 Severn Trent Utilities Finance PLC 000000000 340000.00000000 PA 383827.07000000 0.140989054086 Long DBT CORP GB N 2 2035-08-04 Fixed 3.88000000 N N N N N N WEEKLEY HOMES LLC/ FINAN N/A Weekley Homes LLC / Weekley Finance Corp 948565AD8 418000.00000000 PA USD 390954.52000000 0.143607140490 Long DBT CORP US Y 2 2028-09-15 Fixed 4.88000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 Standard Building Solutions Inc 853191AA2 312000.00000000 PA USD 315885.54000000 0.116032471300 Long DBT CORP US Y 2 2032-08-15 Fixed 6.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AN7 386000.00000000 PA USD 313489.90000000 0.115152494238 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.88000000 N N N N N N NAVOI MINING METALLURGIC N/A Navoi Mining & Metallurgical Combinat 000000000 268000.00000000 PA USD 273119.23000000 0.100323361482 Long DBT CORP UZ N 2 2028-10-17 Fixed 6.70000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC 30089.93000000 0.011052765945 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1424553.68000000 USD 1091181.81000000 GBP 2025-07-18 30089.93000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BK7 430000.00000000 PA USD 429498.10000000 0.157765138480 Long DBT CORP LR Y 2 2027-07-15 Fixed 5.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1230.62000000 0.000452036772 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 62214.90000000 EUR 72035.85000000 USD 2025-07-18 1230.62000000 N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAL9 520000.00000000 PA USD 481483.96000000 0.176860814111 Long DBT CORP KY N 2 2030-06-18 Fixed 4.38000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AS6 700000.00000000 PA USD 611720.83000000 0.224699996242 Long DBT CORP US Y 2 2028-02-01 Fixed 5.38000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBY5 360000.00000000 PA USD 333913.54000000 0.122654595860 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 Mastercard Inc 57636QAQ7 150000.00000000 PA USD 117111.09000000 0.043017762666 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410GAG9 779000.00000000 PA USD 721723.56000000 0.265106684727 Long DBT CORP US N 2 2029-02-01 Fixed 3.13000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABB6 361000.00000000 PA USD 346983.40000000 0.127455474544 Long DBT CORP DK Y 2 2027-09-10 Fixed 1.55000000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 P3 Group Sarl 000000000 280000.00000000 PA 316053.38000000 0.116094123030 Long DBT CORP LU N 2 2032-04-19 Fixed 4.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 000000000 758000.00000000 PA 843089.51000000 0.309687361355 Long DBT NUSS MA N 2 2026-03-30 Fixed 1.38000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 B&G Foods Inc 05508WAC9 449000.00000000 PA USD 445468.84000000 0.163631581213 Long DBT CORP US Y 2 2028-09-15 Fixed 8.00000000 N N N N N N AMERITEX HOLDCO INTERMED N/A AmeriTex HoldCo Intermediate LLC 030727AA9 497000.00000000 PA USD 511978.09000000 0.188062052585 Long DBT CORP US Y 2 2028-10-15 Fixed 10.25000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 2024-FL14 LLC 55416AAA7 200000.00000000 PA USD 200208.00000000 0.073541286550 Long ABS-CBDO CORP US Y 2 2039-03-19 Floating 6.06000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 Bank Gospodarstwa Krajowego 06237MAC7 940000.00000000 PA USD 960745.80000000 0.352905389293 Long DBT NUSS PL Y 2 2034-07-09 Fixed 5.75000000 N N N N N N TERNA RETE ELETTRICA 8156009E94ED54DE7C31 Terna - Rete Elettrica Nazionale 000000000 460000.00000000 PA 516525.46000000 0.189732412612 Long DBT CORP IT N 2 2032-02-17 Fixed 3.13000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BX9 249000.00000000 PA USD 246894.51000000 0.090690381540 Long DBT CORP PA Y 2 2033-02-15 Fixed 6.13000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 Republic of South Africa Government International Bonds 836205BE3 396000.00000000 PA USD 339619.50000000 0.124750534281 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98388MAD9 237000.00000000 PA USD 228278.52000000 0.083852273897 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries Inc 446413BB1 286000.00000000 PA USD 291429.20000000 0.107049060508 Long DBT CORP US N 2 2035-01-15 Fixed 5.75000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 APA Infrastructure Ltd 000000000 740000.00000000 PA 716417.03000000 0.263157466697 Long DBT CORP AU N 2 2036-03-15 Fixed 2.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PFJ6 573000.00000000 PA USD 574835.87000000 0.211151249874 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DS3 356000.00000000 PA USD 355643.62000000 0.130636584792 Long DBT CORP US N 2 2033-03-27 Fixed 5.13000000 N N N N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG 000000000 220000.00000000 PA 232212.38000000 0.085297276722 Long DBT CORP DE N 2 2045-02-03 Fixed 3.63000000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 Hightower Holding LLC 43118DAB6 224000.00000000 PA USD 229040.00000000 0.084131984093 Long DBT CORP US Y 2 2030-01-31 Fixed 9.13000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 COPT Defense Properties LP 22003BAM8 208000.00000000 PA USD 180207.80000000 0.066194724778 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AU1 420000.00000000 PA USD 419097.17000000 0.153944622948 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAD3 568000.00000000 PA USD 557808.15000000 0.204896552580 Long DBT CORP US Y 2 2028-05-01 Fixed 5.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBL3 295000.00000000 PA USD 201159.11000000 0.073890652474 Long DBT CORP US Y 2 2030-04-01 Fixed 6.13000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 Melco Resorts Finance Ltd 000000000 856000.00000000 PA USD 772432.74000000 0.283733404624 Long DBT CORP KY N 2 2029-12-04 Fixed 5.38000000 N N N N N N CF Hippolyta Issuer LLC N/A CF Hippolyta Issuer LLC 12530MAC9 89945.20000000 PA USD 88551.94000000 0.032527289589 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N DIRECTV FINANCING LLC N/A Directv Financing LLC 25461LAB8 227000.00000000 PA USD 216598.86000000 0.079562049616 Long DBT CORP US Y 2 2030-02-01 Fixed 8.88000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 Province of Alberta Canada 013051EP8 553000.00000000 PA 368194.67000000 0.135246891895 Long DBT NUSS CA N 2 2031-06-01 Fixed 1.65000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 000000000 320000.00000000 PA 352035.56000000 0.129311256262 Long DBT CORP NL N 2 2036-02-24 Fixed 3.50000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 Development Bank of Kazakhstan JSC 25159XAE3 200000.00000000 PA USD 197908.40000000 0.072696587324 Long DBT NUSS KZ Y 2 2029-10-23 Fixed 5.25000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 State Oil Co of the Azerbaijan Republic 000000000 1152000.00000000 PA USD 1198080.00000000 0.440084035552 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 Vital Energy Inc 516806AK2 567000.00000000 PA USD 440498.27000000 0.161805769494 Long DBT CORP US Y 2 2032-04-15 Fixed 7.88000000 N N N N N N American Credit Acceptance Receivables Trust N/A American Credit Acceptance Receivables Trust 2024-1 02531AAA9 1989.99000000 PA USD 1990.70000000 0.000731232713 Long ABS-O CORP US Y 2 2027-01-12 Fixed 5.61000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 01309QAB4 986000.00000000 PA USD 1000343.34000000 0.367450532523 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 Encino Acquisition Partners Holdings LLC 29254BAB3 554000.00000000 PA USD 564081.43000000 0.207200881489 Long DBT CORP US Y 2 2031-05-01 Fixed 8.75000000 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 PPG Industries Inc 000000000 280000.00000000 PA 314324.33000000 0.115459000750 Long DBT CORP US N 2 2032-03-04 Fixed 3.25000000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 Viper Energy Inc 92763MAB1 198000.00000000 PA USD 205549.94000000 0.075503511537 Long DBT CORP US Y 2 2031-11-01 Fixed 7.38000000 N N N N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 Tesco Corporate Treasury Services PLC 000000000 200000.00000000 PA 252512.67000000 0.092754068878 Long DBT CORP GB N 2 2034-05-22 Fixed 5.13000000 N N N N N N TDC NET AS 549300SH2G3R15Y3FX20 TDC Net A/S 000000000 100000.00000000 PA 114131.74000000 0.041923374669 Long DBT CORP DK N 2 2032-08-09 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2021-L6 61692CBK3 2656389.64000000 PA USD 119918.73000000 0.044049077387 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.29000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAH9 1319000.00000000 PA USD 1258990.96000000 0.462458118323 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.63000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDK3 329000.00000000 PA USD 328213.14000000 0.120560699763 Long DBT CORP US N 2 2028-10-01 Fixed 6.13000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AL8 448000.00000000 PA USD 369394.37000000 0.135687570996 Long DBT NUSS MA Y 2 2032-12-15 Fixed 3.00000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -335.88000000 -0.00012337692 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 320403.90000000 EUR 364307.82000000 USD 2025-07-18 -335.88000000 N N N ACUSHNET CO 549300H805O14KEFES79 Acushnet Co 005095AA2 507000.00000000 PA USD 524635.49000000 0.192711424640 Long DBT CORP US Y 2 2028-10-15 Fixed 7.38000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 TriNet Group Inc 896288AC1 100000.00000000 PA USD 101783.70000000 0.037387638095 Long DBT CORP US Y 2 2031-08-15 Fixed 7.13000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 Mineral Resources Ltd 603051AE3 199000.00000000 PA USD 188197.01000000 0.069129356670 Long DBT CORP AU Y 2 2028-10-01 Fixed 9.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED SEK / SOLD USD 000000000 1.00000000 NC 757.51000000 0.000278251917 N/A DFE SE N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 60634.14000000 USD 590730.76000000 SEK 2025-07-18 757.51000000 N N N SNAP INC 549300JNC0L6VP8A2Q35 Snap Inc 83304AAL0 347000.00000000 PA USD 346561.18000000 0.127300382829 Long DBT CORP US Y 2 2033-03-01 Fixed 6.88000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 Entegris Inc 29362UAC8 213000.00000000 PA USD 205842.31000000 0.075610906176 Long DBT CORP US Y 2 2028-04-15 Fixed 4.38000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2021-L5 61691YAP6 1805829.98000000 PA USD 92585.26000000 0.034008826500 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.40000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC -7381.63000000 -0.00271145292 N/A DFE CH N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 485058.88000000 USD 390729.04000000 CHF 2025-07-18 -7381.63000000 N N N SUNOCO LP 54930001NJU8E40NQ561 Sunoco LP 86765KAC3 612000.00000000 PA USD 634653.18000000 0.233123608298 Long DBT CORP US Y 2 2032-05-01 Fixed 7.25000000 N N N N N N SNF GROUP SACA 969500F7036FEDYPRV54 SNF Group SACA 7846ELAE7 709000.00000000 PA USD 640957.98000000 0.235439515272 Long DBT CORP FR Y 2 2030-03-15 Fixed 3.38000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp 286181AH5 238000.00000000 PA USD 242064.56000000 0.088916222980 Long DBT CORP CA Y 2 2026-06-26 Fixed 6.27000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GB60 216000.00000000 PA USD 215472.21000000 0.079148203564 Long DBT CORP US N 2 2030-10-23 Fixed 4.69000000 N N N N N N BALDWIN INSUR GRP/FIN N/A Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance 05825XAA7 729000.00000000 PA USD 741752.40000000 0.272463766670 Long DBT CORP US Y 2 2031-05-15 Fixed 7.13000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BR7 309000.00000000 PA USD 315209.05000000 0.115783980006 Long DBT CORP US Y 2 2028-08-15 Fixed 6.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -14696.56000000 -0.00539840530 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 6459751.55000000 EUR 7336985.81000000 USD 2025-07-18 -14696.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -15339.48000000 -0.00563456552 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 59355245.07000000 INR 682827.58000000 USD 2025-08-07 -15339.48000000 N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 Motion Bondco DAC 61978XAA5 404000.00000000 PA USD 382064.82000000 0.140341736635 Long DBT CORP IE Y 2 2027-11-15 Fixed 6.63000000 N N N N N N RAVEN ACQUISITION HOLDIN N/A Raven Acquisition Holdings LLC 75420NAA1 498000.00000000 PA USD 485721.94000000 0.178417527637 Long DBT CORP US Y 2 2031-11-15 Fixed 6.88000000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAB3 769000.00000000 PA USD 708278.42000000 0.260167956537 Long DBT CORP US Y 2 2031-06-15 Fixed 4.38000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAF0 400000.00000000 PA USD 405958.94000000 0.149118630295 Long DBT CORP US Y 2 2031-01-15 Fixed 7.00000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 Zegona Finance PLC 000000000 100000.00000000 PA 119685.66000000 0.043963465086 Long DBT CORP GB Y 2 2029-07-15 Fixed 6.75000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 Freedom Mortgage Corp 35640YAH0 387000.00000000 PA USD 385964.93000000 0.141774342261 Long DBT CORP US Y 2 2026-05-01 Fixed 7.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PEG7 343000.00000000 PA USD 355435.77000000 0.130560236412 Long DBT CORP US N 2 2030-04-22 Fixed 5.58000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 EMRLD Borrower LP / Emerald Co-Issuer Inc 29103CAA6 688000.00000000 PA USD 697706.99000000 0.256284812193 Long DBT CORP US Y 2 2030-12-15 Fixed 6.63000000 N N N N N N E.ON INTL FINANCE BV 549300TG53AWJ719M814 E.ON International Finance BV 000000000 300000.00000000 PA 400689.81000000 0.147183150198 Long DBT CORP NL N 2 2037-10-30 Fixed 5.88000000 N N N N N N ALLIANDER NV 724500XBZ9QOPTI11U82 Alliander NV 000000000 290000.00000000 PA 328509.24000000 0.120669464522 Long DBT CORP NL N 2 2037-05-06 Fixed 3.50000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 AmWINS Group Inc 031921AB5 357000.00000000 PA USD 340837.72000000 0.125198016231 Long DBT CORP US Y 2 2029-06-30 Fixed 4.88000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 Turkiye Government International Bonds 900123DK3 540000.00000000 PA USD 537836.76000000 0.197560573425 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.63000000 N N N N N N CREDIT ACCEPTANC N/A Credit Acceptance Corp 225310AQ4 243000.00000000 PA USD 256804.59000000 0.094330595883 Long DBT CORP US Y 2 2028-12-15 Fixed 9.25000000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 Toledo Hospital/The 889184AG2 205000.00000000 PA USD 198610.72000000 0.072954566607 Long DBT CORP US N 2 2048-11-15 Fixed 6.02000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 XPLR Infrastructure Operating Partners LP 98380MAB1 122000.00000000 PA USD 121743.07000000 0.044719202011 Long DBT CORP US Y 2 2033-03-15 Fixed 8.63000000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 Pernod Ricard SA 000000000 600000.00000000 PA 669093.23000000 0.245774279530 Long DBT CORP FR N 2 2032-03-03 Fixed 3.25000000 N N N N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2021-7 Ltd 05682NAQ6 390025.00000000 PA USD 384818.56000000 0.141353252571 Long ABS-CBDO CORP KY Y 2 2035-01-22 Floating 5.77000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 MICHIGAN ST FIN AUTH REVENUE 59447TXX6 605000.00000000 PA USD 496646.50000000 0.182430385252 Long DBT MUN US N 2 2040-12-01 Fixed 3.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1973.41000000 0.000724881674 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 367487.70000000 EUR 420202.01000000 USD 2025-07-18 1973.41000000 N N N TRANSMONTAIGNE PARTNERS N/A TransMontaigne Partners LLC 89377AAA3 298000.00000000 PA USD 299932.53000000 0.110172541229 Long DBT CORP US Y 2 2030-06-15 Fixed 8.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAF8 622000.00000000 PA USD 534630.71000000 0.196382912983 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 Cerdia Finanz GmbH 15679GAC6 437000.00000000 PA USD 439731.25000000 0.161524024321 Long DBT CORP DE Y 2 2031-10-03 Fixed 9.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) JUN25 000000000 38.00000000 NC USD 21194.72000000 0.007785338132 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 4410555.28000000 USD 21194.72000000 N N N JEFFERSON CAPITAL HOLDIN N/A Jefferson Capital Holdings LLC 472481AC4 246000.00000000 PA USD 247563.58000000 0.090936147287 Long DBT CORP US Y 2 2030-05-15 Fixed 8.25000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 Multifamily Housing Mortgage Loan Trust 55282XAG5 401500.00000000 PA USD 399927.73000000 0.146903219607 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.14000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 Vulcan Materials Co 929160BD0 207000.00000000 PA USD 197824.40000000 0.072665732073 Long DBT CORP US N 2 2054-12-01 Fixed 5.70000000 N N N N N N COLUMBIA PIPELINES OPCO N/A Columbia Pipelines Operating Co LLC 19828TAB2 169000.00000000 PA USD 174624.40000000 0.064143805637 Long DBT CORP US Y 2 2033-11-15 Fixed 6.04000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABG2 601000.00000000 PA USD 603521.80000000 0.221688292341 Long DBT CORP US Y 2 2029-05-01 Fixed 6.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 Venture Global Plaquemines LNG LLC 922966AA4 174000.00000000 PA USD 178507.92000000 0.065570317350 Long DBT CORP US Y 2 2033-05-01 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD NOK 000000000 1.00000000 NC -39149.81000000 -0.01438068106 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14378208.22000000 NOK 1342925.54000000 USD 2025-07-18 -39149.81000000 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AM3 147000.00000000 PA USD 123424.03000000 0.045336659660 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N Avation PLC 213800KA972GUP1B6I78 Avation PLC 000000000 7000.00000000 NS 3218.47000000 0.001182222611 N/A DE GB N 2 N/A N/A Call Purchased Avation PLC Avation PLC 1.00000000 114.50000000 GBP 2026-10-31 XXXX 3218.47000000 N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAG8 541000.00000000 PA USD 509906.51000000 0.187301110673 Long DBT CORP US Y 2 2030-01-15 Fixed 4.75000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond 817477AJ1 689000.00000000 PA USD 680345.84000000 0.249907637919 Long DBT NUSS RS Y 2 2034-06-12 Fixed 6.00000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health Inc 53219LAX7 212000.00000000 PA USD 205640.00000000 0.075536592774 Long DBT CORP US Y 2 2032-06-01 Fixed 10.00000000 N N N N N N ORGANON & CO/ORGANON FOR N/A Organon & Co / Organon Foreign Debt Co-Issuer BV 68622TAA9 580000.00000000 PA USD 547037.80000000 0.200940340063 Long DBT CORP US Y 2 2028-04-30 Fixed 4.13000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AL0 300000.00000000 PA USD 304322.39000000 0.111785043987 Long DBT CORP US Y 2 2030-01-30 Fixed 6.88000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC 321.34000000 0.000118036027 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 62905.00000000 USD 86823.58000000 CAD 2025-07-18 321.34000000 N N N ENGINEERING SPA 81560042F5E23EE61346 Engineering - Ingegneria Informatica - SpA 000000000 100000.00000000 PA 117036.81000000 0.042990477808 Long DBT CORP IT N 2 2030-02-15 Fixed 8.63000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 686.33000000 0.000252105765 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 109571.00000000 EUR 125386.36000000 USD 2025-07-18 686.33000000 N N N PKO BANK POLSKI SA P4GTT6GF1W40CVIMFR43 Powszechna Kasa Oszczednosci Bank Polski SA 000000000 340000.00000000 PA 388195.45000000 0.142593666716 Long DBT CORP PL N 2 2027-09-12 Fixed 3.88000000 N N N N N N HAMMERSON PLC 213800G1C9KKVVDN1A60 Hammerson PLC 000000000 138000.00000000 PA 176149.37000000 0.064703964351 Long DBT CORP GB N 2 2036-10-08 Fixed 5.88000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BU0 302000.00000000 PA USD 307651.08000000 0.113007753095 Long DBT CORP US Y 2 2029-03-01 Fixed 6.38000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 AIB Group PLC 00135TAD6 621000.00000000 PA USD 656630.40000000 0.241196377786 Long DBT CORP IE Y 2 2029-09-13 Fixed 6.61000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 000000000 200000.00000000 PA 237898.61000000 0.087385967832 Long DBT CORP PA N 2 2030-01-15 Fixed 5.75000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676BC8 387000.00000000 PA USD 381451.27000000 0.140116364740 Long DBT CORP US Y 2 2055-05-01 Fixed 5.70000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 TriNet Group Inc 896288AA5 540000.00000000 PA USD 492553.39000000 0.180926886014 Long DBT CORP US Y 2 2029-03-01 Fixed 3.50000000 N N N N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 Pembina Pipeline Corp 70632ZAD3 617000.00000000 PA 415076.39000000 0.152467692285 Long DBT CORP CA N 2 2044-03-25 Fixed 4.81000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co Inc 024747AG2 427000.00000000 PA USD 394159.55000000 0.144784426261 Long DBT CORP US Y 2 2029-11-15 Fixed 3.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAE1 254000.00000000 PA USD 239267.95000000 0.087888959847 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 2020-C7 05492VAG0 955944.85000000 PA USD 48120.07000000 0.017675676579 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.71000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 Export-Import Bank of India 30216KAA0 1366000.00000000 PA USD 1345040.75000000 0.494066307127 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.38000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AM2 260000.00000000 PA USD 237621.03000000 0.087284005921 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BF8 10000000.00000000 PA 238605.26000000 0.087645537630 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 25160PAQ0 440000.00000000 PA USD 445897.94000000 0.163789200120 Long DBT CORP DE N 2 2029-01-10 Fixed 5.37000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 Amentum Holdings Inc 02352BAA3 501000.00000000 PA USD 509636.24000000 0.187201833903 Long DBT CORP US Y 2 2032-08-01 Fixed 7.25000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 XPLR Infrastructure Operating Partners LP 98380MAA3 259000.00000000 PA USD 259950.66000000 0.095486224206 Long DBT CORP US Y 2 2031-01-15 Fixed 8.38000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A CAN 10YR BOND FUT JUN25 000000000 -14.00000000 NC -5118.64000000 -0.00188020144 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Futures CNM5 Comdty 2025-06-19 -1724183.44000000 CAD -5118.64000000 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBS8 409000.00000000 PA USD 410276.89000000 0.150704718754 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC 471.30000000 0.000173119996 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 815661.37000000 USD 5899874.43000000 CNY 2025-07-18 471.30000000 N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 New Enterprise Stone & Lime Co Inc 644274AH5 363000.00000000 PA USD 352374.05000000 0.129435591903 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 000000000 640000.00000000 PA 740109.18000000 0.271860171844 Long DBT CORP GB N 2 2032-04-12 Fixed 4.13000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122EJ3 188000.00000000 PA USD 184293.94000000 0.067695663764 Long DBT CORP US N 2 2044-02-22 Fixed 5.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AJ3 731000.00000000 PA USD 718710.04000000 0.263999745255 Long DBT NUSS BM Y 2 2032-07-15 Fixed 5.00000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 Penske Automotive Group Inc 70959WAK9 655000.00000000 PA USD 607261.96000000 0.223062144426 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 Parkland Corp 70137WAN8 102000.00000000 PA USD 101530.20000000 0.037294521356 Long DBT CORP CA Y 2 2032-08-15 Fixed 6.63000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAM1 358000.00000000 PA USD 325791.61000000 0.119671212671 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AF7 187000.00000000 PA USD 189639.46000000 0.069659203773 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 News Corp 65249BAA7 520000.00000000 PA USD 489250.07000000 0.179713495926 Long DBT CORP US Y 2 2029-05-15 Fixed 3.88000000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 Videotron Ltd 92660FAT1 183000.00000000 PA USD 182054.26000000 0.066872974618 Long DBT CORP CA Y 2 2035-01-15 Fixed 5.70000000 N N N N N N WINDSTREAM SERVICES/ESCR N/A Windstream Services LLC / Windstream Escrow Finance Corp 97381AAA0 199000.00000000 PA USD 203720.08000000 0.074831359282 Long DBT CORP US Y 2 2031-10-01 Fixed 8.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 634000.00000000 PA USD 425810.19000000 0.156410479095 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 Banco BPM SpA 000000000 300000.00000000 PA 341196.56000000 0.125329826924 Long DBT CORP IT N 2 2029-09-06 Fixed 2.63000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 Carvana Co 146869AL6 173602.00000000 PA USD 178470.84000000 0.065556696961 Long DBT CORP US Y 2 2028-12-01 Fixed 9.00000000 N N Y N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BV3 1025000.00000000 PA USD 1027821.71000000 0.377544008718 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -164.89000000 -0.00006056812 N/A DFE N/A N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 37387.49000000 USD 32706.63000000 EUR 2025-07-18 -164.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC 54957.65000000 0.020187286655 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1344734.48000000 USD 27717876.50000000 MXN 2025-07-18 54957.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -80.50000000 -0.00002956961 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 106020558.00000000 IDR 6306.28000000 USD 2025-05-05 -80.50000000 N N N LOW INCOME INVESTMENT N/A Low Income Investment Fund 54750AAB2 490000.00000000 PA USD 465927.18000000 0.171146428993 Long DBT CORP US N 2 2029-07-01 Fixed 3.71000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A Brundage-Bone Concrete Pumping Holdings Inc 66981QAB2 199000.00000000 PA USD 194191.77000000 0.071331378382 Long DBT CORP US Y 2 2032-02-01 Fixed 7.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAB1 373000.00000000 PA USD 349854.60000000 0.128510136405 Long DBT CORP MA Y 2 2044-04-25 Fixed 6.88000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAG8 758000.00000000 PA USD 756445.87000000 0.277861036948 Long DBT CORP US Y 2 2031-10-01 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BS5 861000.00000000 PA USD 887133.93000000 0.325865952181 Long DBT CORP US Y 2 2030-12-15 Fixed 6.88000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBJ3 319000.00000000 PA USD 239471.16000000 0.087963603842 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 P3 Group Sarl 000000000 270000.00000000 PA 286009.52000000 0.105058279720 Long DBT CORP LU N 2 2029-01-26 Fixed 1.63000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751CB5 252000.00000000 PA USD 258011.46000000 0.094773908700 Long DBT CORP CA Y 2 2031-07-01 Fixed 7.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD NZD 000000000 1.00000000 NC -1927.51000000 -0.00070802148 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 141584.18000000 NZD 82374.02000000 USD 2025-07-18 -1927.51000000 N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 WMG Acquisition Corp 92933BAQ7 236000.00000000 PA USD 217020.08000000 0.079716774007 Long DBT CORP US Y 2 2030-07-15 Fixed 3.88000000 N N N N N N CCM MERGER INC 549300P77RSBKKFME089 CCM Merger Inc 14985VAE1 541000.00000000 PA USD 541631.35000000 0.198954418978 Long DBT CORP US Y 2 2026-05-01 Fixed 6.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 595.32000000 0.000218675570 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 99270.00000000 EUR 113572.03000000 USD 2025-07-18 595.32000000 N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 TotalEnergies Capital International SA 000000000 400000.00000000 PA 449143.51000000 0.164981377222 Long DBT CORP FR N 2 2033-03-03 Fixed 3.16000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -2148.14000000 -0.00078906426 N/A DFE N/A N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 436183.89000000 USD 381377.07000000 EUR 2025-07-18 -2148.14000000 N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 Freedom Mortgage Holdings LLC 35641AAA6 455000.00000000 PA USD 463503.95000000 0.170256317450 Long DBT CORP US Y 2 2029-02-01 Fixed 9.25000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAG8 445000.00000000 PA USD 457304.13000000 0.167978972193 Long DBT CORP GB Y 2 2030-02-01 Fixed 5.50000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 WEA Finance LLC 92928QAH1 400000.00000000 PA USD 388082.98000000 0.142552353739 Long DBT CORP US Y 2 2027-01-15 Fixed 2.88000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AR0 564000.00000000 PA USD 499845.00000000 0.183605272394 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.13000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond 000000000 8300000000.00000000 PA 5537180.02000000 2.033941413580 Long DBT NUSS KR N 2 2030-06-10 Fixed 1.38000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAG6 255000.00000000 PA USD 249103.58000000 0.091501826887 Long DBT CORP US Y 2 2029-12-01 Fixed 5.63000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty Ltd 30251GBC0 1511000.00000000 PA USD 1367502.75000000 0.502317148144 Long DBT CORP AU Y 2 2031-04-01 Fixed 4.38000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AK4 1356000.00000000 PA USD 1160676.78000000 0.426344919633 Long DBT CORP CH Y 2 2033-02-11 Fixed 2.75000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751CC3 253000.00000000 PA USD 255967.96000000 0.094023281257 Long DBT CORP CA Y 2 2032-06-01 Fixed 7.00000000 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 Flora Food Management BV 000000000 210000.00000000 PA 245396.40000000 0.090140089161 Long DBT CORP NL N 2 2029-07-02 Fixed 6.88000000 N N N N N N MEITUAN 21380033K525E5JLIA77 Meituan 58533EAE3 332000.00000000 PA USD 330722.00000000 0.121482265296 Long DBT CORP KY Y 2 2028-04-02 Fixed 4.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond 445545AQ9 970000.00000000 PA USD 935298.25000000 0.343557882867 Long DBT NUSS HU Y 2 2034-06-16 Fixed 5.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AV0 508000.00000000 PA USD 398933.48000000 0.146538007307 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N PETRA DIAMONDS US TREAS 635400LZYOO6WHAO2H58 Petra Diamonds US Treasury PLC 000000000 263919.49000000 PA USD 142544.89000000 0.052360218381 Long DBT CORP GB Y 2 2026-03-08 Fixed 9.75000000 N N Y N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 Booz Allen Hamilton Inc 09951LAD5 392000.00000000 PA USD 389512.13000000 0.143077315427 Long DBT CORP US N 2 2035-04-15 Fixed 5.95000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HCF2 209000.00000000 PA USD 235656.33000000 0.086562323642 Long DBT CORP IT Y 2 2053-11-28 Fixed 7.80000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AH9 315000.00000000 PA USD 271870.64000000 0.099864723891 Long DBT CORP US Y 2 2031-08-15 Fixed 3.88000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC -9161.47000000 -0.00336523161 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 7296951.26000000 SEK 749173.69000000 USD 2025-07-18 -9161.47000000 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd 44332PAH4 760000.00000000 PA USD 788304.68000000 0.289563555705 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAC5 320000.00000000 PA USD 315489.28000000 0.115886915327 Long DBT CORP US Y 2 2027-09-15 Fixed 4.88000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BL0 464000.00000000 PA USD 461791.08000000 0.169627138478 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 Paychex Inc 704326AA5 151000.00000000 PA USD 153258.91000000 0.056295739514 Long DBT CORP US N 2 2030-04-15 Fixed 5.10000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585ABL5 491000.00000000 PA USD 480122.39000000 0.176360676207 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED CZK / SOLD USD 000000000 1.00000000 NC 14052.70000000 0.005161899811 N/A DFE CZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 722006.29000000 USD 16183770.88000000 CZK 2025-07-18 14052.70000000 N N N SHIFT4 PAYMENTS LLC/FIN N/A Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 82453AAB3 449000.00000000 PA USD 455396.97000000 0.167278425761 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 Insulet Corp 45784PAL5 346000.00000000 PA USD 352990.58000000 0.129662058425 Long DBT CORP US Y 2 2033-04-01 Fixed 6.50000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 Mattamy Group Corp 57701RAM4 391000.00000000 PA USD 357684.65000000 0.131386304943 Long DBT CORP CA Y 2 2030-03-01 Fixed 4.63000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 Performance Food Group Inc 69346VAA7 678000.00000000 PA USD 672442.43000000 0.247004522461 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 WASH Multifamily Acquisition Inc 93710WAA3 467000.00000000 PA USD 462308.80000000 0.169817309675 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 71424VAB6 203000.00000000 PA USD 198513.40000000 0.072918818595 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N BACARDI LTD / MARTINI BV N/A Bacardi Ltd / Bacardi-Martini BV 05635JAB6 325000.00000000 PA USD 315619.67000000 0.115934810758 Long DBT CORP N/A Y 2 2033-06-15 Fixed 5.40000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 Comstock Resources Inc 205768AS3 781000.00000000 PA USD 744440.92000000 0.273451325707 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457CY2 418000.00000000 PA USD 419090.43000000 0.153942147182 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 00489LAH6 447000.00000000 PA USD 423479.77000000 0.155554458931 Long DBT CORP US Y 2 2029-08-01 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397D26 281000.00000000 PA USD 283947.23000000 0.104300750252 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAD3 849000.00000000 PA USD 825427.26000000 0.303199585700 Long DBT CORP US Y 2 2028-01-15 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CW3 1213000.00000000 PA USD 1136960.57000000 0.417633376660 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AW0 371000.00000000 PA USD 380389.17000000 0.139726229478 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.63000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280ER6 347000.00000000 PA USD 349766.98000000 0.128477951440 Long DBT CORP GB N 2 2031-03-03 Fixed 5.13000000 N N N N N N Exchange traded N/A CS100174 MFS 000000000 5610000.00000000 NC 28660.01000000 0.010527521417 N/A DCR LU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX Swap N/A 5610000.00000000 OU Notional Amount N/A 28660.01000000 0.01000000 DCR LU iTraxx Europe Crossover S43 2I667KLL0 buy protection 2030-06-20 0.00000000 N/A 0.00000000 N/A 5610000.00000000 EUR 1.00000000 42500.00000000 EUR 2025-06-18 XXXX -42180.99000000 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBM1 1190000.00000000 PA USD 1015251.40000000 0.372926626946 Long DBT CORP US Y 2 2030-05-15 Fixed 5.25000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AG2 525000.00000000 PA USD 480610.04000000 0.176539801958 Long DBT CORP US Y 2 2029-03-15 Fixed 3.75000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAF2 285000.00000000 PA USD 287707.50000000 0.105681989231 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N XHR LP 549300M88BPT83ZL2164 XHR LP 98372MAC9 637000.00000000 PA USD 598754.77000000 0.219937245833 Long DBT CORP US Y 2 2029-06-01 Fixed 4.88000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229BF2 546000.00000000 PA USD 497020.58000000 0.182567793969 Long DBT CORP US N 2 2030-05-15 Fixed 6.38000000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 Canada Government Bonds 135087S21 4313000.00000000 PA 3173774.83000000 1.165804983909 Long DBT NUSS CA N 2 2034-12-01 Fixed 3.25000000 N N N N N N FERTITTA ENTERTAINMENT N/A Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 31556TAC3 549000.00000000 PA USD 480324.38000000 0.176434872065 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 Encompass Health Corp 421924BT7 52000.00000000 PA USD 51875.05000000 0.019054972412 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 Carvana Co 146869AM4 641425.00000000 PA USD 721958.83000000 0.265193105142 Long DBT CORP US Y 2 2031-06-01 Fixed 9.00000000 N N Y N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 BWX Technologies Inc 05605HAB6 311000.00000000 PA USD 298763.15000000 0.109742999404 Long DBT CORP US Y 2 2028-06-30 Fixed 4.13000000 N N N N N N COLUMBIA PIPELINES OPCO N/A Columbia Pipelines Operating Co LLC 19828TAC0 379000.00000000 PA USD 386010.51000000 0.141791084907 Long DBT CORP US Y 2 2053-11-15 Fixed 6.54000000 N N N N N N LINDBLAD EXPEDITIONS HO 549300GSPW24GZE6R597 Lindblad Expeditions Holdings Inc 535219AA7 501000.00000000 PA USD 514883.71000000 0.189129357753 Long DBT CORP US Y 2 2028-05-15 Fixed 9.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAA1 307000.00000000 PA USD 301609.51000000 0.110788536927 Long DBT CORP US Y 2 2028-07-01 Fixed 8.38000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AE1 448000.00000000 PA USD 337638.26000000 0.124022776457 Long DBT CORP US N 2 2047-06-01 Fixed 4.38000000 N N N N N N BARRY CALLEBAUT SVCS NV 213800R1F1EJYM4ICO85 Barry Callebaut Services NV 000000000 200000.00000000 PA 226394.28000000 0.083160146541 Long DBT CORP BE N 2 2031-08-19 Fixed 4.25000000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 Videotron Ltd 92660FAN4 511000.00000000 PA USD 483554.45000000 0.177621355640 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.63000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp 286181AP7 409000.00000000 PA USD 406992.57000000 0.149498307830 Long DBT CORP CA Y 2 2030-03-25 Fixed 5.04000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAR0 317000.00000000 PA USD 303036.15000000 0.111312576631 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABL0 228000.00000000 PA USD 238380.85000000 0.087563106358 Long DBT CORP US Y 2 2030-04-08 Fixed 6.38000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBR1 325000.00000000 PA USD 317342.84000000 0.116567773171 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAQ4 346000.00000000 PA USD 345367.06000000 0.126861753398 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 Nippon Life Insurance Co 000000000 170000.00000000 PA 188024.18000000 0.069065871991 Long DBT CORP JP N 2 2055-01-23 Fixed 4.11000000 N N N N N N CORPORACION INMOBILIARIA 4469000001BIRIFZJ959 Corp Inmobiliaria Vesta SAB de CV 000000000 320000.00000000 PA USD 277198.75000000 0.101821868781 Long DBT CORP MX N 2 2031-05-13 Fixed 3.63000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 Ball Corp 058498AW6 796000.00000000 PA USD 704776.83000000 0.258881737037 Long DBT CORP US N 2 2030-08-15 Fixed 2.88000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 000000000 200000.00000000 PA 223198.74000000 0.081986346679 Long DBT CORP FR N 2 2036-02-26 Fixed 3.88000000 N N N N N N QatarEnergy 254900QTESJKJ3P87J26 QatarEnergy 000000000 355000.00000000 PA USD 260780.16000000 0.095790919809 Long DBT CORP QA N 2 2041-07-12 Fixed 3.13000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DE2 519000.00000000 PA USD 511515.07000000 0.187891974034 Long DBT CORP US Y 2 2035-01-15 Fixed 5.10000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 WMG Acquisition Corp 92933BAT1 213000.00000000 PA USD 196943.27000000 0.072342071511 Long DBT CORP US Y 2 2029-12-01 Fixed 3.75000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 AthenaHealth Group Inc 60337JAA4 547000.00000000 PA USD 522850.69000000 0.192055824023 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N COVENTRY BLDG SOCIETY 2138004G59FXEAZ6IO10 Coventry Building Society 000000000 220000.00000000 PA 249817.28000000 0.091763986322 Long DBT CORP GB N 2 2029-10-29 Fixed 3.13000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAH8 599000.00000000 PA USD 608166.50000000 0.223394404053 Long DBT CORP US N 2 2030-10-01 Fixed 6.38000000 N N N N N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 Turning Point Brands Inc 90041LAG0 395000.00000000 PA USD 410469.39000000 0.150775428704 Long DBT CORP US Y 2 2032-03-15 Fixed 7.63000000 N N N N N N STAR ENERGY GEOTHERMAL N/A Star Energy Geothermal Wayang Windu Ltd 000000000 587985.50000000 PA USD 587995.50000000 0.215985103270 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 Bunge Ltd Finance Corp 120568BF6 187000.00000000 PA USD 181378.75000000 0.066624843302 Long DBT CORP US N 2 2034-09-17 Fixed 4.65000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA 02156LAF8 200000.00000000 PA USD 163176.68000000 0.059938778581 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.13000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC 11705.19000000 0.004299602073 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1964914.44000000 USD 2714330.84000000 CAD 2025-07-18 11705.19000000 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748CB6 302000.00000000 PA USD 305322.83000000 0.112152530025 Long DBT CORP US N 2 2031-11-15 Fixed 4.85000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 000000000 300000.00000000 PA 338521.56000000 0.124347234113 Long DBT CORP NL N 2 2032-11-19 Fixed 3.38000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 Engie Energia Chile SA 29287TAB5 200000.00000000 PA USD 206221.20000000 0.075750081724 Long DBT CORP CL Y 2 2034-04-17 Fixed 6.38000000 N N N N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 India Government Bond 000000000 58000000.00000000 PA 720046.14000000 0.264490527406 Long DBT NUSS IN N 2 2033-08-14 Fixed 7.18000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) JUN25 000000000 23.00000000 NC USD 31971.80000000 0.011744022742 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 4755442.27000000 USD 31971.80000000 N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 Aretec Group Inc 040133AA8 214000.00000000 PA USD 209229.92000000 0.076855258039 Long DBT CORP US Y 2 2029-04-01 Fixed 7.50000000 N N N N N N Bank N/A BANK 2021-BNK32 06542BBN6 3591613.10000000 PA USD 116593.10000000 0.042827492292 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.87000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 03880XAJ5 600000.00000000 PA USD 599398.97000000 0.220173876221 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 7.34000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GB78 495000.00000000 PA USD 479637.42000000 0.176182534885 Long DBT CORP US N 2 2035-10-23 Fixed 5.02000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAE1 383000.00000000 PA USD 400407.73000000 0.147079535327 Long DBT CORP US Y 2 2030-12-01 Fixed 7.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED CLP / SOLD USD 000000000 1.00000000 NC -5216.67000000 -0.00191621025 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 674704.29000000 USD 634207011.00000000 CLP 2025-07-11 -5216.67000000 N N N ICE Futures Europe - Financial Products Division N/A LONG GILT FUTURE JUN25 000000000 -24.00000000 NC -10319.90000000 -0.00379075123 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G M5 Comdty 2025-06-26 -2236736.40000000 GBP -10319.90000000 N N N VERALTO CORP 635400FJE6GSOJUSNY27 Veralto Corp 000000000 273000.00000000 PA 319641.04000000 0.117411958142 Long DBT CORP US N 2 2031-09-19 Fixed 4.15000000 N N N N N N MANITOWOC COMPANY INC 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc/The 563571AN8 354000.00000000 PA USD 358867.50000000 0.131820794628 Long DBT CORP US Y 2 2031-10-01 Fixed 9.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BT0 233000.00000000 PA USD 173555.73000000 0.063751257054 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 Santos Finance Ltd 803014AB5 276000.00000000 PA USD 290860.67000000 0.106840225558 Long DBT CORP AU Y 2 2033-09-19 Fixed 6.88000000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 Diebold Nixdorf Inc 253651AK9 299000.00000000 PA USD 311294.58000000 0.114346099602 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 Heathrow Funding Ltd 000000000 420000.00000000 PA 473668.60000000 0.173990041568 Long DBT CORP JE N 2 2036-01-16 Fixed 3.88000000 N N N N N N HEIMSTADEN AB 549300WD2QBD89VBPV88 Heimstaden AB 000000000 270000.00000000 PA 303269.75000000 0.111398383614 Long DBT CORP SE N 2 2030-01-29 Fixed 8.38000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869AAE7 753000.00000000 PA USD 756705.66000000 0.277956464157 Long DBT CORP US Y 2 2032-07-15 Fixed 6.38000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CH5 832000.00000000 PA USD 821383.51000000 0.301714217595 Long DBT CORP US N 2 2032-10-15 Fixed 5.75000000 N N N N N N CHOICE PROPERTIES REIT 5493007MYGFSLOZGT937 Choice Properties Real Estate Investment Trust 17039AAZ9 639000.00000000 PA 484061.27000000 0.177807523000 Long DBT CORP CA N 2 2031-02-28 Fixed 5.03000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAB7 740000.00000000 PA USD 713593.78000000 0.262120418041 Long DBT CORP US Y 2 2031-06-01 Fixed 8.38000000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 GYP Holdings III Corp 36261NAA5 795000.00000000 PA USD 747608.62000000 0.274614899258 Long DBT CORP US Y 2 2029-05-01 Fixed 4.63000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AE6 576000.00000000 PA USD 535614.45000000 0.196744264703 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABF1 126000.00000000 PA USD 121578.29000000 0.044658674294 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2021-C59 95003CBU3 2268927.31000000 PA USD 145038.46000000 0.053276167523 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.63000000 N N N N N N WHITE CAP BUYER LLC N/A White Cap Buyer LLC 96350RAA2 669000.00000000 PA USD 651839.88000000 0.239436702828 Long DBT CORP US Y 2 2028-10-15 Fixed 6.88000000 N N N N N N FASTIGHETS AB BALDER 549300GHKJCEZOAEUU82 Fastighets AB Balder 000000000 440000.00000000 PA 491269.51000000 0.180455285544 Long DBT CORP SE N 2 2032-02-19 Fixed 4.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 000000000 300000.00000000 PA 334064.02000000 0.122709870838 Long DBT CORP FR N 2 2035-05-17 Fixed 3.75000000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 Oman Government International Bonds 000000000 406000.00000000 PA USD 418242.12000000 0.153630542207 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABJ9 390000.00000000 PA USD 386199.86000000 0.141860637786 Long DBT CORP DK Y 2 2030-10-02 Fixed 4.61000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869PAP9 521000.00000000 PA USD 503223.82000000 0.184846395475 Long DBT CORP US Y 2 2026-04-15 Fixed 1.51000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 Japan Tobacco Inc 471105AD8 416000.00000000 PA USD 430184.79000000 0.158017376482 Long DBT CORP JP Y 2 2030-06-15 Fixed 5.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BZ3 314000.00000000 PA USD 323449.20000000 0.118810788288 Long DBT CORP CA Y 2 2029-02-01 Fixed 7.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC 4102.19000000 0.001506834543 N/A DFE AU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 673456.34000000 USD 1056840.58000000 AUD 2025-07-18 4102.19000000 N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 Fairfax Financial Holdings Ltd 303901BR2 402000.00000000 PA USD 402778.81000000 0.147950490902 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BV4 299781.00000000 PA USD 335005.27000000 0.123055614944 Long DBT CORP US Y 2 2029-11-15 Fixed 11.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAE5 173000.00000000 PA USD 150028.21000000 0.055109024525 Long DBT CORP US Y 2 2032-01-15 Fixed 3.75000000 N N N N N N SWISSCOM FINANCE 549300L41E8X8K71RV25 Swisscom Finance BV 000000000 500000.00000000 PA 582065.39000000 0.213806829082 Long DBT CORP NL N 2 2031-11-29 Fixed 3.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298CF8 324763.00000000 PA USD 256140.58000000 0.094086688798 Long DBT CORP US Y 2 2030-10-15 Fixed 3.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -30677.70000000 -0.01126866821 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9064450.72000000 EUR 10285347.93000000 USD 2025-07-18 -30677.70000000 N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 Taseko Mines Ltd 876511AG1 494000.00000000 PA USD 498794.76000000 0.183219493600 Long DBT CORP CA Y 2 2030-05-01 Fixed 8.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED SEK / SOLD USD 000000000 1.00000000 NC 9052.13000000 0.003325068359 N/A DFE SE N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 675166.98000000 USD 6583782.10000000 SEK 2025-07-18 9052.13000000 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BY7 498000.00000000 PA USD 494495.72000000 0.181640351246 Long DBT CORP PA Y 2 2030-03-15 Fixed 5.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513CH6 576000.00000000 PA USD 612024.92000000 0.224811695923 Long DBT CORP US N 2 2034-08-24 Fixed 6.14000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 WEA Finance LLC 92928QAE8 322000.00000000 PA USD 315236.75000000 0.115794154893 Long DBT CORP US Y 2 2028-09-20 Fixed 4.13000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 000000000 400000.00000000 PA 437563.51000000 0.160727760492 Long DBT CORP DE N 2 2030-10-30 Fixed 7.13000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B27 Mortgage Trust 08163HAG3 6933296.51000000 PA USD 376864.88000000 0.138431671715 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.35000000 N N N N N N WOLTERS KLUWER NV 724500TEM53I0U077B74 Wolters Kluwer NV 000000000 300000.00000000 PA 345166.41000000 0.126788049754 Long DBT CORP NL N 2 2032-03-20 Fixed 3.38000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LBL4 397000.00000000 PA USD 389858.91000000 0.143204696188 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N COEUR MINING INC 5493003AVK173D48DR70 Coeur Mining Inc 192108BC1 198000.00000000 PA USD 187834.76000000 0.068996293400 Long DBT CORP US Y 2 2029-02-15 Fixed 5.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TF5 9432000.00000000 PA USD 6915203.41000000 2.540123049662 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 802000.00000000 PA 849944.89000000 0.312205509806 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 1526.03000000 0.000560548077 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 408586.33000000 EUR 466527.96000000 USD 2025-07-18 1526.03000000 N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AC3 133000.00000000 PA USD 137198.01000000 0.050396178811 Long DBT CORP US Y 2 2031-02-15 Fixed 7.13000000 N N N N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 Costa Rica Government International Bonds 000000000 391000.00000000 PA USD 397820.22000000 0.146129079729 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT JUN25 000000000 -27.00000000 NC USD 52021.59000000 0.019108800132 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -3319865.34000000 USD 52021.59000000 N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BBB5 184000.00000000 PA USD 184385.79000000 0.067729402512 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -4805.23000000 -0.00176507830 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3731939022.00000000 KRW 2633690.21000000 USD 2025-07-24 -4805.23000000 N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AW1 300000.00000000 PA USD 305251.80000000 0.112126438972 Long DBT CORP US Y 2 2030-02-01 Fixed 6.75000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 Regal Rexnord Corp 758750AM5 667000.00000000 PA USD 684184.93000000 0.251317829409 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 Terraform Global Operating LP 88104UAC7 189000.00000000 PA USD 184787.55000000 0.067876978769 Long DBT CORP US Y 2 2026-03-01 Fixed 6.13000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 000000000 220000.00000000 PA 249648.68000000 0.091702055426 Long DBT CORP US N 2 2033-02-26 Fixed 3.05000000 N N N N N N LINDE PLC 5299003QR1WT0EF88V51 Linde PLC 000000000 500000.00000000 PA 554062.46000000 0.203520669191 Long DBT CORP IE N 2 2037-02-18 Fixed 3.25000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAJ1 283000.00000000 PA USD 270972.50000000 0.099534815140 Long DBT CORP US Y 2 2027-06-01 Fixed 8.63000000 N N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAP7 548000.00000000 PA USD 556937.64000000 0.204576793004 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751CA7 238000.00000000 PA USD 255019.62000000 0.093674932821 Long DBT CORP CA Y 2 2030-11-15 Fixed 8.75000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 Turkiye Government International Bonds 900123DB3 521000.00000000 PA USD 518395.00000000 0.190419140299 Long DBT NUSS TR N 2 2026-01-26 Fixed 4.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDV8 226000.00000000 PA USD 218587.30000000 0.080292452177 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 Element Fleet Management Corp 286181AK8 111000.00000000 PA USD 116760.64000000 0.042889033824 Long DBT CORP CA Y 2 2028-12-04 Fixed 6.32000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 Encompass Health Corp 29261AAB6 643000.00000000 PA USD 624780.08000000 0.229496977613 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Bulgaria Government International Bonds 529900PG0XCL4LICL838 Bulgaria Government International Bonds 000000000 408000.00000000 PA USD 394684.86000000 0.144977385450 Long DBT NUSS BG N 2 2037-03-05 Fixed 5.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AG9 239000.00000000 PA USD 207399.12000000 0.076182760499 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.38000000 N N N N N N GO DADDY OPCO/FINCO N/A Go Daddy Operating Co LLC / GD Finance Co Inc 38016LAC9 726000.00000000 PA USD 676285.63000000 0.248416223655 Long DBT CORP US Y 2 2029-03-01 Fixed 3.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAB9 390000.00000000 PA USD 370706.00000000 0.136169364719 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 MajorDrive Holdings IV LLC 56085RAA8 99000.00000000 PA USD 72828.85000000 0.026751814747 Long DBT CORP US Y 2 2029-06-01 Fixed 6.38000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86881WAF9 408000.00000000 PA USD 407074.08000000 0.149528248443 Long DBT CORP US Y 2 2032-04-15 Fixed 7.25000000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 Concentra Health Services Inc 20600DAA1 531000.00000000 PA USD 543635.97000000 0.199690764848 Long DBT CORP US Y 2 2032-07-15 Fixed 6.88000000 N N N N N N 2025-05-15 MFS MULTIMARKET INCOME TRUST James Byrne James Byrne Assistant Treasurer