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