Close

Form NPORT-P AMERICAN BEACON FUNDS For: Jun 30

August 8, 2022 1:02 PM EDT

Get instant alerts when news breaks on your stocks. Claim your 1-week free trial to StreetInsider Premium here.

  
    NPORT-P
    false
    
      
      
        
          0000809593
          XXXXXXXX
        
      
      
      
      
        S000056913
        C000180737
        C000180741
        C000205756
        C000180738
        C000205755
      
      
      
    
  
  
    
      AMERICAN BEACON FUNDS
      811-04984
      0000809593
      549300EXCES9V5RWB620
      220 EAST LAS COLINAS BOULEVARD
      SUITE 1200
      IRVING
      
      75039
      817-391-6100
      American Beacon TwentyFour Strategic Income Fund
      S000056913
      549300UG4J9G1M2VA661
      2022-06-30
      2022-06-30
      N
    
    
      178489570.30
      4987346.16
      173502224.14
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      4544007.88000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1415269.19000000
      
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines, Inc.
        90932LAG2
        
          
        
        1175000.00000000
        PA
        USD
        1048687.50000000
        0.604423087483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
        
        395000.00000000
        PA
        
        419681.19000000
        0.241888074968
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-03-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        000000000
        
          
        
        300000.00000000
        PA
        USD
        254535.00000000
        0.146704171235
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2026-06-08
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co.-Issuer LLC
        45827MAA5
        
          
        
        1085000.00000000
        PA
        USD
        898163.00000000
        0.517666562749
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        500000.00000000
        PA
        
        459264.09000000
        0.264702134094
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2027-06-14
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERISURE MIDHOLDING AB
        549300496LYEZ55X1M49
        Verisure Midholding AB
        000000000
        
          
        
        600000.00000000
        PA
        
        477915.50000000
        0.275452088507
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        1240000.00000000
        PA
        
        1388696.15000000
        0.800390978780
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-12-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB GROUP PLC
        635400AKJBGNS5WNQL34
        AIB Group PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        974467.75000000
        0.561645681967
        Long
        DBT
        CORP
        IE
        Y
        
        2
        
          2025-06-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co. PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        194768.04000000
        0.112256797263
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Euro CLO
        635400CUKHLJ66G85B27
        Ares European CLO VII DAC
        000000000
        
          
        
        1250000.00000000
        PA
        
        1040212.20000000
        0.599538250968
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2030-10-15
          Floating
          5.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY BIDCO LTD
        2138006O8YW3QCHKDY76
        Galaxy Bidco Ltd.
        000000000
        
          
        
        410000.00000000
        PA
        
        456670.20000000
        0.263207115795
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2026-07-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC / SCIL USA H
        N/A
        SCIL IV LLC/SCIL USA Holdings LLC
        000000000
        
          
        
        700000.00000000
        PA
        
        593674.15000000
        0.342170916218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        000000000
        
          
        
        400000.00000000
        PA
        
        324450.35000000
        0.187000686364
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2028-01-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
        
        820000.00000000
        PA
        USD
        677523.38000000
        0.390498383152
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-08-21
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RRE Loan Management
        549300D6UNTEPRSJ6X22
        RRE 5 Loan Management DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        818530.69000000
        0.471769566100
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2037-01-15
          Floating
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDC3
        
          
        
        860000.00000000
        PA
        USD
        674025.00000000
        0.388482051651
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAF GLOBAL SECURITIES
        54930037VUDNYTS17017
        MAF Global Securities Ltd.
        000000000
        
          
        
        400000.00000000
        PA
        USD
        399000.00000000
        0.229968233535
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2022-09-07
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS QUATTRO FINANCE 1
        213800QO23X11QXPVT49
        INEOS Quattro Finance 1 Plc
        000000000
        
          
        
        800000.00000000
        PA
        
        670637.70000000
        0.386529742384
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        000000000
        
          
        
        600000.00000000
        PA
        
        588780.23000000
        0.339350249207
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2022-11-23
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNPP AM Euro CLO
        635400WQJ1JJCSE3HW15
        BNPP AM Euro CLO DAC
        000000000
        
          
        
        500000.00000000
        PA
        
        418244.70000000
        0.241060137455
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2031-10-15
          Floating
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Milltown Park CLO
        549300WOFNX2UXMKR111
        Milltown Park CLO DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        827580.79000000
        0.476985695199
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2031-01-15
          Floating
          4.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETWORK I2I LTD
        2549003L8M1FGHLHOX45
        Network i2i Ltd.
        64132NAC0
        
          
        
        1000000.00000000
        PA
        USD
        834039.36000000
        0.480708166211
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-03-03
          Fixed
          3.97500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAH2
        
          
        
        800000.00000000
        PA
        USD
        654152.72000000
        0.377028434789
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        1200000.00000000
        PA
        USD
        1107000.00000000
        0.638032166727
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-07-17
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUT PFANDBRIEFBANK AG
        DZZ47B9A52ZJ6LT6VV95
        Deutsche Pfandbriefbank AG
        000000000
        
          
        
        400000.00000000
        PA
        
        362867.36000000
        0.209142771395
        Long
        DBT
        CORP
        DE
        Y
        
        2
        
          2023-04-28
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Euro CLO
        635400K38PBPFZARQW28
        Voya Euro CLO III DAC
        000000000
        
          
        
        1300000.00000000
        PA
        
        991450.20000000
        0.571433712111
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2033-04-15
          Floating
          7.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENBOURNE INVEST SA
        222100QGH6Y9KFYZ4B27
        Kenbourne Invest SA
        48855KAC4
        
          
        
        200000.00000000
        PA
        USD
        152483.92000000
        0.087885858959
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAA6
        
          
        
        530000.00000000
        PA
        USD
        410750.00000000
        0.236740481014
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-11-18
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDGEWELL PERSONAL CARE
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co.
        28035QAA0
        
          
        
        1090000.00000000
        PA
        USD
        991791.00000000
        0.571630136106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
        
        350000.00000000
        PA
        
        293693.41000000
        0.169273570673
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
        87470LAG6
        
          
        
        600000.00000000
        PA
        USD
        535500.00000000
        0.308641576587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVENTRY BLDG SOCIETY
        2138004G59FXEAZ6IO10
        Coventry Building Society
        000000000
        
          
        
        1925000.00000000
        PA
        
        2255429.16000000
        1.299942505739
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-09-18
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategies Euro
        6354007AVY2HEYFLJH66
        Carlyle Global Market Strategies Euro CLO DAC
        000000000
        
          
        
        500000.00000000
        PA
        
        413800.87000000
        0.238498884986
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-05-17
          Floating
          4.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURFORD CAPITAL PLC
        549300HCVQH9WYQ2JT20
        Burford Capital PLC
        000000000
        
          
        
        300000.00000000
        PA
        
        336681.68000000
        0.194050353918
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased GBP / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        -743.55000000
        -0.00042855358
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            368120.90000000
            USD
            301796.82000000
            GBP
            2022-07-01
            -743.55000000
          
        
        
          N
          N
          N
        
      
      
        HEIMSTADEN BOSTAD AB
        549300TJR3PR8EXILG79
        Heimstaden Bostad AB
        000000000
        
          
        
        750000.00000000
        PA
        
        460762.66000000
        0.265565852128
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2026-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
        
        300000.00000000
        PA
        
        286674.21000000
        0.165227974120
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACHMEA BV
        7245007QUMI1FHIQV531
        Achmea BV
        000000000
        
          
        
        800000.00000000
        PA
        
        697934.70000000
        0.402262681910
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2029-03-24
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUENENTHAL GMBH
        529900SH895E31PGLA72
        Gruenenthal GmbH
        000000000
        
          
        
        190000.00000000
        PA
        
        179686.08000000
        0.103564136362
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-11-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased USD / Sold EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1787561.62000000
        1.030281674405
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            59525862.00000000
            EUR
            64167688.72000000
            USD
            2022-07-01
            1787561.62000000
          
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        008911BK4
        
          
        
        1385000.00000000
        PA
        USD
        1171557.65000000
        0.675240709914
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOKE ENERGY INC
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy, Inc.
        86722AAD5
        
          
        
        595000.00000000
        PA
        USD
        470087.43000000
        0.270940290437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNP ASSURANCES
        969500QKVPV2H8UXM738
        CNP Assurances
        000000000
        
          
        
        600000.00000000
        PA
        
        566836.16000000
        0.326702532379
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2028-06-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        -113.60000000
        -0.00006547466
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            475567.05000000
            USD
            453698.60000000
            EUR
            2022-07-01
            -113.60000000
          
        
        
          N
          N
          N
        
      
      
        Segovia European CLO 5 - 2018 DAC
        63540055XQRTXEYFCF15
        Segovia European CLO DAC
        000000000
        
          
        
        1190000.00000000
        PA
        
        945041.15000000
        0.544685323017
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-10-18
          Floating
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        973.32000000
        0.000560984163
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            294197.40000000
            USD
            281664.89000000
            EUR
            2022-07-01
            973.32000000
          
        
        
          N
          N
          N
        
      
      
        Man GLG Euro CLO
        635400X2U1WG8KFSIE39
        Man GLG Euro CLO II DAC
        000000000
        
          
        
        200000.00000000
        PA
        
        163436.19000000
        0.094198325589
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2030-01-15
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA FINAC ATALIAN SA
        969500ICOLJMB33J0L87
        La Financiere Atalian SASU
        000000000
        
          
        
        200000.00000000
        PA
        
        159838.78000000
        0.092124917010
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        169100.00000000
        0.097462727546
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2033-01-18
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC
        11283YAB6
        
          
        
        514000.00000000
        PA
        USD
        426077.86000000
        0.245574869205
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAWAG GROUP AG
        529900S9YO2JHTIIDG38
        BAWAG Group AG
        000000000
        
          
        
        1000000.00000000
        PA
        
        911464.99000000
        0.525333317493
        Long
        DBT
        CORP
        AT
        Y
        
        2
        
          2025-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA
        000000000
        
          
        
        400000.00000000
        PA
        USD
        376404.00000000
        0.216944769362
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-09-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK TIER 1 FINANCING 2
        549300HMWSJFNREWT164
        NBK Tier 1 Financing 2 Ltd.
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        940100.00000000
        0.541837434453
        Long
        DBT
        CORP
        AE
        
        Y
        
        2
        
          2025-08-27
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        P&L DEV LLC/PLD FIN CORP
        N/A
        P&L Development LLC/PLD Finance Corp.
        69306RAA4
        
          
        
        1145000.00000000
        PA
        USD
        801557.36000000
        0.461986792372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA
        000000000
        
          
        
        600000.00000000
        PA
        USD
        528000.00000000
        0.304318865430
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd.
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        933379.29000000
        0.537963876040
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2025-05-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased GBP / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        1266.40000000
        0.000729904187
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            139907.81000000
            USD
            115973.20000000
            GBP
            2022-07-01
            1266.40000000
          
        
        
          N
          N
          N
        
      
      
        KENBOURNE INVEST SA
        222100QGH6Y9KFYZ4B27
        Kenbourne Invest SA
        48855KAA8
        
          
        
        900000.00000000
        PA
        USD
        819000.00000000
        0.472040058310
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-26
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUTUELLE ASSURANCE
        969500QISBFB1NW4SX83
        Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal
        000000000
        
          
        
        600000.00000000
        PA
        
        455229.48000000
        0.262376740273
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2028-12-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
        
        100000.00000000
        PA
        
        108948.37000000
        0.062793644600
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2025-11-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS FORTIS SA
        KGCEPHLVVKVRZYO1T647
        BNP Paribas Fortis SA
        000000000
        
          
        
        250000.00000000
        PA
        
        214027.39000000
        0.123357144878
        Long
        DBT
        CORP
        BE
        Y
        
        2
        
          2049-12-29
          Floating
          1.82800000
          N
          N
          N
          N
          N
          
            
              BNP Paribas Fortis SA
              BNP Paribas Fortis SA
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased GBP / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        5650.96000000
        0.003256995711
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            397476.41000000
            USD
            331165.10000000
            GBP
            2022-07-01
            5650.96000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CCD1
        
          
        
        1236400.00000000
        PA
        USD
        1205731.48000000
        0.694937189408
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAA8
        
          
        
        880000.00000000
        PA
        USD
        770071.13000000
        0.443839342012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        4536.93000000
        0.002614911723
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            926326.59000000
            USD
            888270.93000000
            EUR
            2022-07-01
            4536.93000000
          
        
        
          N
          N
          N
        
      
      
        NEINOR HOMES SLU
        959800FW4JL65YWSQ217
        Neinor Homes SA
        000000000
        
          
        
        280000.00000000
        PA
        
        237909.80000000
        0.137122046232
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHAWBROOK GROUP
        21380071539WSMTM4410
        Shawbrook Group PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        226538.61000000
        0.130568130248
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2022-12-08
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        220000.00000000
        PA
        USD
        191146.81000000
        0.110169659753
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2025-09-12
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing, Inc.
        02406PBA7
        
          
        
        961000.00000000
        PA
        USD
        862789.63000000
        0.497278714596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGAL & GENERAL GROUP
        213800JH9QQWHLO99821
        Legal & General Group PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        1027097.10000000
        0.591979212422
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2031-03-24
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        424000.00000000
        PA
        USD
        389140.18000000
        0.224285413013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased USD / Sold EUR
        000000000
        
          
        
        1.00000000
        NC
        
        11143.81000000
        0.006422862908
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            431505.58000000
            EUR
            463340.08000000
            USD
            2022-07-01
            11143.81000000
          
        
        
          N
          N
          N
        
      
      
        AA BOND CO LTD
        2138002EPF6QVRZBMC58
        AA Bond Co. Ltd.
        000000000
        
          
        
        800000.00000000
        PA
        
        899828.36000000
        0.518626412116
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-01-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        800000.00000000
        PA
        
        941713.23000000
        0.542767238096
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-23
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL CONSOLIDATED AIRLIN
        959800TZHQRUSH1ESL13
        International Consolidated Airlines Group SA
        000000000
        
          
        
        900000.00000000
        PA
        
        665867.43000000
        0.383780342471
        Long
        DBT
        CORP
        ES
        
        Y
        
        2
        
          2029-03-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAC BOND CO PLC
        2138008FCM2SUNLC7B21
        RAC Bond Co. PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        500879.60000000
        0.288687711343
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-04
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3522.42000000
        -0.00203018723
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            469857.88000000
            USD
            444997.81000000
            EUR
            2022-07-01
            -3522.42000000
          
        
        
          N
          N
          N
        
      
      
        CHEPLAPHARM ARZNEIMITTEL
        529900ONXKBELT7EW052
        Cheplapharm Arzneimittel GmbH
        16412EAA5
        
          
        
        1025000.00000000
        PA
        USD
        856380.33000000
        0.493584640914
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE SABADELL SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        000000000
        
          
        
        1800000.00000000
        PA
        
        1550169.56000000
        0.893458033569
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2026-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harvest CLO
        635400H4BIBT9YC1IC52
        Harvest CLO XXIII DAC
        000000000
        
          
        
        1100000.00000000
        PA
        
        828858.24000000
        0.477721968181
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-10-20
          Floating
          8.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABANCA CORP BANCARIA SA
        54930056IRBXK0Q1FP96
        Abanca Corp. Bancaria SA
        000000000
        
          
        
        1000000.00000000
        PA
        
        892130.31000000
        0.514189552567
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2026-01-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased GBP / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        -62.88000000
        -0.00003624161
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            398873.22000000
            USD
            327618.71000000
            GBP
            2022-07-01
            -62.88000000
          
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
        
        140000.00000000
        PA
        
        130164.36000000
        0.075021724156
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-11-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cordatus CLO PLC
        549300L3U7O5MFVI3I18
        CVC Cordatus Loan Fund X DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        764662.92000000
        0.440722258051
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-01-27
          Floating
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        200000.00000000
        PA
        USD
        179218.80000000
        0.103294814166
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2026-07-29
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA
        02156LAC5
        
          
        
        200000.00000000
        PA
        USD
        158500.00000000
        0.091353295777
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BY4
        
          
        
        1319000.00000000
        PA
        
        1457099.30000000
        0.839815920068
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERROLD FINCO PLC
        213800F7AYNHLL1BPR31
        Jerrold Finco PLC
        000000000
        
          
        
        250000.00000000
        PA
        
        267197.41000000
        0.154002296699
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications, Inc.
        20903XAH6
        
          
        
        435000.00000000
        PA
        USD
        347725.95000000
        0.200415845804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPIRE COMMUNITIES CORP
        549300JM1L6KK2QFP273
        Empire Communities Corp.
        29163VAC7
        
          
        
        701000.00000000
        PA
        USD
        553790.00000000
        0.319183228194
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        Guara Norte Sarl
        400666AA1
        
          
        
        561690.00000000
        PA
        USD
        455480.04000000
        0.262521153407
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2034-06-15
          Fixed
          5.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER (BC) BIDC
        213800CCW2O2WZ7YV169
        Summer BC Bidco B LLC
        865632AA1
        
          
        
        400000.00000000
        PA
        USD
        358258.99000000
        0.206486684407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        1461829.32000000
        0.842542121431
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2028-08-19
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        1800000.00000000
        PA
        USD
        1687500.00000000
        0.972610010254
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2024-06-03
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFIN FINANCIERA SA DE
        5493007GRMPGDJG93Z17
        Unifin Financiera SAB de CV
        90471MAA0
        
          
        
        200000.00000000
        PA
        USD
        130151.19000000
        0.075014133475
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-01-27
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLARIS MIDSTREAM HOLDIN
        5493007AWQW8ZKCHVV46
        Solaris Midstream Holdings LLC
        83419MAA0
        
          
        
        1190000.00000000
        PA
        USD
        1125347.30000000
        0.648606843847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428102AC1
        
          
        
        650000.00000000
        PA
        USD
        619125.00000000
        0.356839805984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Providus CLO
        635400OVFLV2AMKOP534
        Providus CLO VI DAC
        000000000
        
          
        
        1750000.00000000
        PA
        
        1356044.42000000
        0.781571779106
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-05-20
          Floating
          6.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        000000000
        
          
        
        200000.00000000
        PA
        
        162225.18000000
        0.093500346064
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHORA NETHERLANDS
        724500MKKXKEVWMN9E13
        Athora Netherlands NV
        000000000
        
          
        
        900000.00000000
        PA
        
        888923.59000000
        0.512341322658
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2025-06-19
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA EURO CLO
        635400EFYWXM2GM8RL10
        Voya Euro CLO I DAC
        000000000
        
          
        
        1100000.00000000
        PA
        
        853763.29000000
        0.492076279847
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2030-10-15
          Floating
          6.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE STAR BVI LTD
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd.
        000000000
        
          
        
        900000.00000000
        PA
        
        547029.90000000
        0.315286966902
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2026-10-02
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
        
        500000.00000000
        PA
        USD
        498780.00000000
        0.287477582764
        Long
        DBT
        CORP
        AE
        Y
        
        2
        
          2026-04-09
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESCO HOLDINGS II INC
        254900FAHT0HW9T6L409
        NESCO Holdings II, Inc.
        64083YAA9
        
          
        
        1190000.00000000
        PA
        USD
        996625.00000000
        0.574416267537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE STAR BVI LTD
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd.
        000000000
        
          
        
        200000.00000000
        PA
        USD
        124250.00000000
        0.071612914829
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2025-10-19
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURFORD CAPITAL GLBL FIN
        549300JVAOO67CSCH406
        Burford Capital Global Finance LLC
        12116LAC3
        
          
        
        370000.00000000
        PA
        USD
        325163.73000000
        0.187411851122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOBILUX FINANCE
        9695002JF900PZD9TO50
        Mobilux Finance SAS
        000000000
        
          
        
        1000000.00000000
        PA
        
        764513.06000000
        0.440635884519
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        400000.00000000
        PA
        USD
        389648.94000000
        0.224578642683
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2024-01-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        000000000
        
          
        
        600000.00000000
        PA
        
        448860.04000000
        0.258705640359
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MONEY UK PLC
        213800ZK9VGCYYR6O495
        Virgin Money U.K. PLC
        000000000
        
          
        
        600000.00000000
        PA
        
        719424.46000000
        0.414648551951
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-06-08
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZENITH FINCO PLC
        9845009PB84F72HF1C45
        Zenith Finco PLC
        000000000
        
          
        
        700000.00000000
        PA
        
        683528.71000000
        0.393959624084
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harvest CLO
        635400TOQ3MTNGFTEW98
        Harvest CLO XVII DAC
        000000000
        
          
        
        500000.00000000
        PA
        
        465107.98000000
        0.268070327228
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2032-05-11
          Floating
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Euro CLO
        549300H0DM0Z0GCEKC77
        Voya Euro CLO IV DAC
        000000000
        
          
        
        1750000.00000000
        PA
        
        1380347.43000000
        0.795579098102
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-10-15
          Floating
          6.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA
        000000000
        
          
        
        300000.00000000
        PA
        USD
        289203.00000000
        0.166685471286
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2030-10-14
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRACKEN MIDCO ONE
        213800AFGHKES7J58805
        Bracken MidCo1 PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        1037310.25000000
        0.597865678749
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-01
          Fixed
          6.75000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAJ8
        
          
        
        400000.00000000
        PA
        
        313759.58000000
        0.180838938264
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-11-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAFIGURA FUNDING SA
        549300IDCRNFW0C0TJ66
        Trafigura Funding SA
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        918880.00000000
        0.529607043687
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2025-09-23
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Leveraged Loan CDO
        635400BRZXOVOKUIXU14
        Dryden 56 Euro CLO DAC
        000000000
        
          
        
        1100000.00000000
        PA
        
        863427.91000000
        0.497646594606
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-01-15
          Floating
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCS & RDS SA
        3157008PTGOXBWZDVF10
        RCS & RDS SA
        000000000
        
          
        
        600000.00000000
        PA
        
        491823.89000000
        0.283468348857
        Long
        DBT
        CORP
        RO
        N
        
        2
        
          2028-02-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased USD / Sold EUR
        000000000
        
          
        
        1.00000000
        NC
        
        13656.17000000
        0.007870890455
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            506683.00000000
            EUR
            544634.62000000
            USD
            2022-07-01
            13656.17000000
          
        
        
          N
          N
          N
        
      
      
        DEUCE FINCO
        9845007DA2BC863E8437
        Deuce Finco Plc
        000000000
        
          
        
        630000.00000000
        PA
        
        607660.23000000
        0.350231954092
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP/Antero Midstream Finance Corp.
        03690AAF3
        
          
        
        400000.00000000
        PA
        USD
        364168.00000000
        0.209892410201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIPOLSAI ASSICURAZIONI
        815600E31C4E7006AB54
        UnipolSai Assicurazioni SpA
        000000000
        
          
        
        550000.00000000
        PA
        
        560522.26000000
        0.323063443583
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2024-06-18
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        400000.00000000
        PA
        
        403460.75000000
        0.232539238041
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2024-06-13
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Providus CLO
        635400JFBYET5G2XFP83
        Providus CLO II DAC
        000000000
        
          
        
        545000.00000000
        PA
        
        464209.28000000
        0.267552351159
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2031-07-15
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP/Antero Midstream Finance Corp.
        03690EAA6
        
          
        
        300000.00000000
        PA
        USD
        299667.00000000
        0.172716517892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased GBP / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        41.02000000
        0.000023642348
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            103374.49000000
            USD
            84954.81000000
            GBP
            2022-07-01
            41.02000000
          
        
        
          N
          N
          N
        
      
      
        SHERWOOD FINANCING PLC
        259400SSZWSSPNYW7K08
        Sherwood Financing PLC
        000000000
        
          
        
        1200000.00000000
        PA
        
        1169397.07000000
        0.673995434811
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUENENTHAL GMBH
        529900SH895E31PGLA72
        Gruenenthal GmbH
        000000000
        
          
        
        390000.00000000
        PA
        
        349438.93000000
        0.201403141505
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Leveraged Loan CDO
        635400TT9VSZM6DCC597
        Dryden 62 Euro CLO DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        804837.13000000
        0.463877125488
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2031-07-15
          Floating
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEIMSTADEN AB
        549300WD2QBD89VBPV88
        Heimstaden AB
        000000000
        
          
        
        800000.00000000
        PA
        
        686886.56000000
        0.395894959505
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2026-03-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank AS
        000000000
        
          
        
        1300000.00000000
        PA
        USD
        1098500.00000000
        0.633133094082
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2026-05-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        Coty, Inc.
        000000000
        
          
        
        600000.00000000
        PA
        
        554512.26000000
        0.319599511042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KERNEL HOLDING SA
        5493003GR6L4DZOS2U12
        Kernel Holding SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        87855.76000000
        0.050636676524
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2027-10-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWENS & MINOR INC
        549300LMT5KQQXCEZ733
        Owens & Minor, Inc.
        690732AG7
        
          
        
        140000.00000000
        PA
        USD
        127572.45000000
        0.073527847053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penta CLO S.A.
        549300FTCSBBS0J25486
        Penta CLO 9 DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        787509.27000000
        0.453890014323
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2036-07-25
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX GRP HLD PLC
        2138001P49OLAEU33T68
        Phoenix Group Holdings PLC
        000000000
        
          
        
        1700000.00000000
        PA
        
        1764172.42000000
        1.016801040300
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2028-04-26
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc.
        550241AA1
        
          
        
        1135000.00000000
        PA
        USD
        898664.63000000
        0.517955682962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION AUTOMOTIVE
        254900HVTSU7VICDRM89
        Constellation Automotive Financing PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        191116.14000000
        0.110151982746
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        Allianz SE
        018820AA8
        
          
        
        600000.00000000
        PA
        USD
        494400.00000000
        0.284953119448
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penta CLO S.A.
        549300FTCSBBS0J25486
        Penta CLO 9 DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        741710.72000000
        0.427493493917
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2036-07-25
          Floating
          8.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAWAG Group AG
        529900S9YO2JHTIIDG38
        BAWAG Group AG
        000000000
        
          
        
        400000.00000000
        PA
        
        364619.53000000
        0.210152654703
        Long
        DBT
        CORP
        AT
        Y
        
        2
        
          2025-05-14
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Swap
        000000000
        
          
        
        15048000.00000000
        OU
        Notional Amount
        
        2296991.51000000
        1.323897443612
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-11-16
            0.00000000
            GBP
            0.00000000
            GBP
            15048000.00000000
            GBP
            2296991.51000000
          
        
        
          N
          N
          N
        
      
      
        VERDE BIDCO SPA
        984500D74F7AB47FCW98
        Verde Bidco SpA
        000000000
        
          
        
        500000.00000000
        PA
        
        428575.92000000
        0.247014654782
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENZING AG
        529900BKFJBI0QRDJH63
        Lenzing AG
        000000000
        
          
        
        600000.00000000
        PA
        
        599230.39000000
        0.345373318970
        Long
        DBT
        CORP
        AT
        Y
        
        2
        
          2025-09-07
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategies Euro
        635400EJNPATTHDUBC67
        Carlyle Euro CLO DAC
        000000000
        
          
        
        500000.00000000
        PA
        
        412172.36000000
        0.237560274540
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-08-28
          Floating
          5.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4246.48000000
        -0.00244750752
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            436341.06000000
            USD
            412323.66000000
            EUR
            2022-07-01
            -4246.48000000
          
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        730000.00000000
        PA
        
        726753.33000000
        0.418872630366
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2024-05-16
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        706451BG5
        
          
        
        622000.00000000
        PA
        USD
        424595.86000000
        0.244720701480
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2035-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        2.80000000
        0.000001613812
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            270633.95000000
            USD
            257779.74000000
            EUR
            2022-08-02
            2.80000000
          
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP/Shea Homes Funding Corp.
        82088KAE8
        
          
        
        333000.00000000
        PA
        USD
        267522.58000000
        0.154189712164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        700000.00000000
        PA
        USD
        671125.00000000
        0.386810603337
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-03-25
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES LATAM POWER
        N/A
        Inversiones Latin America Power Ltda
        46137NAC2
        
          
        
        495610.30000000
        PA
        USD
        283736.90000000
        0.163535021759
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2033-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        850000.00000000
        PA
        
        843992.73000000
        0.486444905351
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2027-01-11
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCORE CAPITAL GROUP INC
        5493000UVC6H49CIH830
        Encore Capital Group, Inc.
        000000000
        
          
        
        600000.00000000
        PA
        
        605191.13000000
        0.348808859943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABLE INTL FINANCE LTD
        2138009IE9A35LO5JS73
        Sable International Finance Ltd.
        785712AG5
        
          
        
        261000.00000000
        PA
        USD
        239232.60000000
        0.137884457208
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-09-07
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASINO GUICHARD PERRACHO
        969500VHL8F83GBL6L29
        Casino Guichard Perrachon SA
        000000000
        
          
        
        790000.00000000
        PA
        
        600213.36000000
        0.345939865021
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2026-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Armada Euro CLO
        549300DE6MWQ8YQI0O46
        Armada Euro CLO IV DAC
        000000000
        
          
        
        700000.00000000
        PA
        
        555082.03000000
        0.319927904527
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2033-07-15
          Floating
          9.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSB GROUP PLC
        213800ZBKL9BHSL2K459
        OSB Group PLC
        000000000
        
          
        
        1449000.00000000
        PA
        
        1605613.85000000
        0.925413987030
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2026-10-07
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        189502.89000000
        0.109222167576
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2026-03-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND CITY PROPERTIES SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        000000000
        
          
        
        600000.00000000
        PA
        
        429520.33000000
        0.247558976335
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-03-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF IRELAND GROUP
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        000000000
        
          
        
        1400000.00000000
        PA
        
        1452458.70000000
        0.837141256948
        Long
        DBT
        CORP
        IE
        Y
        
        2
        
          2025-05-19
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION AUTOMOTIVE
        254900HVTSU7VICDRM89
        Constellation Automotive Financing PLC
        000000000
        
          
        
        610000.00000000
        PA
        
        582904.23000000
        0.335963549106
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290CA9
        
          
        
        700000.00000000
        PA
        USD
        593915.00000000
        0.342309732883
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-06-08
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALKTALK TELECOM GROUP
        213800WF53FVDRRHRF44
        TalkTalk Telecom Group Ltd.
        000000000
        
          
        
        516000.00000000
        PA
        
        508782.82000000
        0.293242822979
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-02-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC / SCIL USA H
        N/A
        SCIL IV LLC/SCIL USA Holdings LLC
        78397UAA8
        
          
        
        465000.00000000
        PA
        USD
        372000.00000000
        0.214406473371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITAN INTERNATIONAL INC
        254900CXRGBE7C4B5A06
        Titan International, Inc.
        88830MAM4
        
          
        
        1095000.00000000
        PA
        USD
        1028643.00000000
        0.592870209646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE STAR BVI LTD
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd.
        000000000
        
          
        
        100000.00000000
        PA
        
        82169.76000000
        0.047359485105
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2023-05-06
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts, Inc.
        57164PAH9
        
          
        
        1160000.00000000
        PA
        USD
        964746.62000000
        0.556042797020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTRESS TRANS & INFRAST
        529900E7PUVK6BC8PE80
        Fortress Transportation & Infrastructure Investors LLC
        34960PAD3
        
          
        
        1250000.00000000
        PA
        USD
        1032403.38000000
        0.595037547856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        1719.53000000
        0.000991070868
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            217846.41000000
            USD
            209519.48000000
            EUR
            2022-07-01
            1719.53000000
          
        
        
          N
          N
          N
        
      
      
        ENCORE CAPITAL GROUP INC
        5493000UVC6H49CIH830
        Encore Capital Group, Inc.
        000000000
        
          
        
        300000.00000000
        PA
        
        341909.21000000
        0.197063300885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428102AF4
        
          
        
        330000.00000000
        PA
        USD
        296175.00000000
        0.170703863577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        970000.00000000
        PA
        
        1019793.55000000
        0.587769727480
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2030-06-10
          Fixed
          5.14800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROTHESAY LIFE
        MFQO711J5UPYBWXSPG12
        Rothesay Life PLC
        000000000
        
          
        
        1000000.00000000
        PA
        
        1140254.90000000
        0.657199010359
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2028-09-12
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMA INDUSTRIA MACCHINE
        815600D86992FDA7B908
        IMA Industria Macchine Automatiche SpA
        000000000
        
          
        
        325000.00000000
        PA
        
        272558.96000000
        0.157092487632
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
        
        1000000.00000000
        PA
        
        881273.55000000
        0.507932134223
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2026-01-14
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Euro Funding
        635400YQDA4E9VNFPW67
        Madison Park Euro Funding XI DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        809126.39000000
        0.466349289763
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-02-15
          Floating
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines, Inc./AAdvantage Loyalty IP Ltd.
        00253XAA9
        
          
        
        1180000.00000000
        PA
        USD
        1084166.30000000
        0.624871701428
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Leveraged Loan CDO
        635400UFQKWHKYRULP20
        Dryden 46 Euro CLO DAC
        000000000
        
          
        
        1400000.00000000
        PA
        
        1097134.49000000
        0.632346066707
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-15
          Floating
          6.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPL CORP LTD
        213800AQLATW4WEEH674
        UPL Corp. Ltd.
        000000000
        
          
        
        1330000.00000000
        PA
        USD
        1024100.00000000
        0.590251799408
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2025-02-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAF8
        
          
        
        2400000.00000000
        PA
        USD
        2019986.66000000
        1.164242516205
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-11-16
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        000000000
        
          
        
        1186700.00000000
        PA
        
        2108870.30000000
        1.215471623175
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2049-12-31
          Variable
          10.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EUROPE BV
        7245007FZS0M65WUGP67
        Telefonica Europe BV
        000000000
        
          
        
        500000.00000000
        PA
        
        402936.78000000
        0.232237241912
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-02-24
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL EXPRESS GROUP P
        213800A8IQEMY8PA5X34
        National Express Group PLC
        000000000
        
          
        
        655000.00000000
        PA
        
        719759.28000000
        0.414841529304
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-11-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHAWBROOK GROUP
        21380071539WSMTM4410
        Shawbrook Group PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        616258.26000000
        0.355187527453
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2030-10-10
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVESTEC PLC
        2138007Z3U5GWDN3MY22
        Investec PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        556914.87000000
        0.320984282916
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-12-05
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASR MEDIA AND SPONSOR
        8156007EB364FC4AED15
        ASR Media & Sponsorship SpA
        000000000
        
          
        
        392407.27000000
        PA
        
        366598.90000000
        0.211293487341
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2024-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        000000000
        
          
        
        600000.00000000
        PA
        USD
        456600.00000000
        0.263166655219
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2029-03-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Contego CLO DAC
        549300Q8Y68COXOX2W73
        Contego CLO IX DAC
        000000000
        
          
        
        1750000.00000000
        PA
        
        1397223.09000000
        0.805305578603
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-01-24
          Floating
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaknorth Bank Plc
        213800A7BOPQRC475O81
        Oaknorth Bank PLC
        000000000
        
          
        
        250000.00000000
        PA
        
        289108.81000000
        0.166631183797
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2028-06-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR Grace Holdings LLC
        92943GAA9
        
          
        
        700000.00000000
        PA
        USD
        515375.00000000
        0.297042301650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA
        02156LAH4
        
          
        
        410000.00000000
        PA
        USD
        313158.00000000
        0.180492210720
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3312.45000000
        -0.00190916860
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            886951.26000000
            USD
            843207.03000000
            EUR
            2022-07-01
            -3312.45000000
          
        
        
          N
          N
          N
        
      
      
        FONDS COMMUN DE TITRISATION
        213800QYKZTVC19YVC25
        E-Carat SA
        000000000
        
          
        
        333337.80000000
        PA
        
        349204.68000000
        0.201268128827
        Long
        ABS-O
        CORP
        FR
        
        Y
        
        2
        
          2028-12-20
          Floating
          1.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Beacon U.S. Government Money Market
        549300EXCES9V5RWB620
        American Beacon U.S. Government Money Market
        02368W200
        
          
        
        3413815.64000000
        NS
        USD
        3413815.64000000
        1.967591860520
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAF GLOBAL SECURITIES
        54930037VUDNYTS17017
        MAF Global Securities Ltd.
        000000000
        
          
        
        600000.00000000
        PA
        USD
        578820.00000000
        0.333609556228
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-03-20
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        400000.00000000
        PA
        
        368354.43000000
        0.212305307223
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2027-10-09
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased GBP / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        155.01000000
        0.000089341794
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            95221.75000000
            USD
            78313.36000000
            GBP
            2022-08-02
            155.01000000
          
        
        
          N
          N
          N
        
      
      
        UNIFIN FINANCIERA SA DE
        5493007GRMPGDJG93Z17
        Unifin Financiera SAB de CV
        90471MAD4
        
          
        
        1200000.00000000
        PA
        USD
        785400.00000000
        0.452674312328
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-28
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased EUR / Sold USD
        000000000
        
          
        
        1.00000000
        NC
        
        587.84000000
        0.000338808336
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            399532.43000000
            USD
            381812.37000000
            EUR
            2022-07-01
            587.84000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased USD / Sold GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -21121.55000000
        -0.01217364797
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            29390882.41000000
            GBP
            35773629.80000000
            USD
            2022-08-02
            -21121.55000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased USD / Sold EUR
        000000000
        
          
        
        1.00000000
        NC
        
        258444.97000000
        0.148957727361
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            55770937.00000000
            EUR
            58811010.78000000
            USD
            2022-08-02
            258444.97000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing, Inc.
        02406PBB5
        
          
        
        1110000.00000000
        PA
        USD
        901756.52000000
        0.519737729282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER BC HOLDCO A SARL
        984500EFA0BRE0008996
        Summer BC Holdco A Sarl
        000000000
        
          
        
        288336.83000000
        PA
        
        232514.11000000
        0.134012178317
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2027-10-31
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAF0
        
          
        
        700000.00000000
        PA
        USD
        681885.64000000
        0.393012621815
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-01-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECT LINE INSURANCE GR
        213800FF2R23ALJQOP04
        Direct Line Insurance Group PLC
        000000000
        
          
        
        1160000.00000000
        PA
        
        1080232.26000000
        0.622604272282
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUNCH FINANCE PL
        2138006IJRIU1Q5DN388
        Punch Finance PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        508182.80000000
        0.292896994559
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-30
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA MONDIALE
        969500L0T16HX3R78P61
        La Mondiale SAM
        000000000
        
          
        
        1500000.00000000
        PA
        
        1361287.05000000
        0.784593429131
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2029-04-24
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBQ2
        
          
        
        310000.00000000
        PA
        USD
        302361.60000000
        0.174269581556
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2079-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASR NEDERLAND NV
        7245000G0HS48PZWUD53
        ASR Nederland NV
        000000000
        
          
        
        750000.00000000
        PA
        
        658243.59000000
        0.379386254708
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2027-10-19
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFTBANK GROUP CORP
        5493003BZYYYCDIO0R13
        SoftBank Group Corp.
        000000000
        
          
        
        1010000.00000000
        PA
        USD
        898900.00000000
        0.518091341166
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2023-07-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP/Clarios U.S. Finance Co.
        69867DAC2
        
          
        
        520000.00000000
        PA
        USD
        502567.00000000
        0.289660263717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co. PLC
        000000000
        
          
        
        350000.00000000
        PA
        
        330192.70000000
        0.190310355752
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
        
        660000.00000000
        PA
        
        613631.99000000
        0.353673846569
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2025-11-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Swap
        000000000
        
          
        
        7586000.00000000
        OU
        Notional Amount
        
        -1079403.43000000
        -0.62212656659
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-11-16
            0.00000000
            GBP
            -881371.83000000
            GBP
            7586000.00000000
            GBP
            29649.81000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CEP2
        
          
        
        9860000.00000000
        PA
        USD
        9778346.88000000
        5.635862553617
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIPOLSAI ASSICURAZIONI
        815600E31C4E7006AB54
        UnipolSai Assicurazioni SpA
        000000000
        
          
        
        1040000.00000000
        PA
        
        953634.50000000
        0.549638199006
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2030-04-27
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BL0
        
          
        
        300000.00000000
        PA
        USD
        253875.00000000
        0.146323772653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        1000000.00000000
        PA
        
        748867.17000000
        0.431618196084
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2027-06-03
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STICHTING AK RABOBANK
        DG3RU1DBUFHT4ZF9WN62
        Stichting AK Rabobank Certificaten
        000000000
        
          
        
        1248400.00000000
        PA
        
        1268432.09000000
        0.731075406259
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2049-12-29
          Variable
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURFORD CAPITAL GLBL FIN
        549300JVAOO67CSCH406
        Burford Capital Global Finance LLC
        12116LAA7
        
          
        
        810000.00000000
        PA
        USD
        710318.87000000
        0.409400440553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
        
        400000.00000000
        PA
        
        335649.61000000
        0.193455508517
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
        87470LAD3
        
          
        
        650000.00000000
        PA
        USD
        553475.00000000
        0.319001674326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAISON FINCO PLC
        9845007743J958DAS530
        Maison Finco PLC
        000000000
        
          
        
        600000.00000000
        PA
        
        535368.66000000
        0.308565877269
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-10-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA FINAC ATALIAN SA
        969500ICOLJMB33J0L87
        La Financiere Atalian SASU
        000000000
        
          
        
        500000.00000000
        PA
        
        403460.75000000
        0.232539238041
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CDY4
        
          
        
        11007900.00000000
        PA
        USD
        9999989.16000000
        5.763608627824
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSION INSURANCE
        M31AVDIX8NY21MAUQF46
        Pension Insurance Corp. PLC
        000000000
        
          
        
        1914000.00000000
        PA
        
        2210504.69000000
        1.274049771382
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-07-25
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        706451BR1
        
          
        
        200000.00000000
        PA
        USD
        130200.00000000
        0.075042265680
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2038-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Euro Funding
        635400IRITPTWQSADZ09
        Madison Park Euro Funding IX DAC
        000000000
        
          
        
        1000000.00000000
        PA
        
        785962.50000000
        0.452998515665
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2035-07-15
          Floating
          6.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockfield Park
        254900FQNC3OT6YHSV84
        Rockfield Park CLO DAC
        000000000
        
          
        
        1500000.00000000
        PA
        
        1178621.51000000
        0.679312046771
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-07-16
          Floating
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUNCH FINANCE PL
        2138006IJRIU1Q5DN388
        Punch Finance PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        203273.11000000
        0.117158792060
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2026-06-30
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUT PFANDBRIEFBANK AG
        DZZ47B9A52ZJ6LT6VV95
        Deutsche Pfandbriefbank AG
        000000000
        
          
        
        400000.00000000
        PA
        
        385217.20000000
        0.222024358425
        Long
        DBT
        CORP
        DE
        Y
        
        2
        
          2027-02-22
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELESAT CANADA/TELESAT L
        N/A
        Telesat Canada/Telesat LLC
        87952VAM8
        
          
        
        716000.00000000
        PA
        USD
        300844.55000000
        0.173395212361
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBT1
        
          
        
        1530000.00000000
        PA
        USD
        1173301.22000000
        0.676245636513
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        000000000
        
          
        
        800000.00000000
        PA
        
        869658.79000000
        0.501237833872
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-06-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCORE CAPITAL GROUP INC
        5493000UVC6H49CIH830
        Encore Capital Group, Inc.
        000000000
        
          
        
        500000.00000000
        PA
        
        500919.06000000
        0.288710454567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JULIUS BAER GROUP LTD
        5299007MF0604ZGJER92
        Julius Baer Group Ltd.
        000000000
        
          
        
        1340000.00000000
        PA
        USD
        996625.00000000
        0.574416267537
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2028-03-23
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS WTR US HLDG CORP
        549300YU2GGVCBN3MY89
        Olympus Water U.S. Holding Corp.
        681639AA8
        
          
        
        965000.00000000
        PA
        USD
        755836.25000000
        0.435634905400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIG PLC
        213800VDC1BKJEZ8PV53
        SIG PLC
        000000000
        
          
        
        920000.00000000
        PA
        
        770519.91000000
        0.444098001520
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-11-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications, Inc.
        20903XAF0
        
          
        
        200000.00000000
        PA
        USD
        168300.00000000
        0.097001638356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHP SE
        213800D7DXFXGA292757
        MHP SE
        000000000
        
          
        
        600000.00000000
        PA
        USD
        305280.00000000
        0.175951634921
        Long
        DBT
        CORP
        CY
        
        Y
        
        2
        
          2024-05-10
          Fixed
          7.75000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
        
        850000.00000000
        PA
        
        873951.36000000
        0.503711905903
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-12
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASINO GUICHARD PERRACHO
        969500VHL8F83GBL6L29
        Casino Guichard Perrachon SA
        000000000
        
          
        
        200000.00000000
        PA
        
        139947.85000000
        0.080660551006
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KERNEL HOLDING SA
        5493003GR6L4DZOS2U12
        Kernel Holding SA
        49229QAC8
        
          
        
        200000.00000000
        PA
        USD
        87855.76000000
        0.050636676524
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-10-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AY9
        
          
        
        1300000.00000000
        PA
        USD
        941478.75000000
        0.542632092854
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-05-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        Purchased USD / Sold GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1532506.22000000
        0.883277564651
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            32018045.00000000
            GBP
            40508081.09000000
            USD
            2022-07-01
            1532506.22000000
          
        
        
          N
          N
          N
        
      
      
        Aurium CLO
        6354002D4V5HQ68PCO11
        Aurium CLO III DAC
        000000000
        
          
        
        500000.00000000
        PA
        
        483982.08000000
        0.278948631580
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2030-04-16
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERROLD FINCO PLC
        213800F7AYNHLL1BPR31
        Jerrold Finco PLC
        000000000
        
          
        
        350000.00000000
        PA
        
        375674.08000000
        0.216524071585
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-07-15
      AMERICAN BEACON FUNDS
      Sonia Bates
      Sonia Bates
      Treasurer
    
  





Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings