0001752724-19-201566.txt : 20191223
0001752724-19-201566.hdr.sgml : 20191223
20191223161032
ACCESSION NUMBER: 0001752724-19-201566
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191223
PERIOD START: 20191031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL INVESTMENT PORTFOLIOS 16
CENTRAL INDEX KEY: 0001067442
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08915
FILM NUMBER: 191306116
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: 9738026469
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: TARGET ASSET ALLOCATION FUNDS
DATE OF NAME CHANGE: 20061003
FORMER COMPANY:
FORMER CONFORMED NAME: STRATEGIC PARTNERS ASSET ALLOCATION FUNDS
DATE OF NAME CHANGE: 20010906
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL DIVERSIFIED FUNDS
DATE OF NAME CHANGE: 19980930
0001067442
S000004703
PGIM INCOME BUILDER FUND
C000012792
Class R
PCLRX
C000012793
Class A
PCGAX
C000012794
Class B
PBCFX
C000012795
Class C
PCCFX
C000012796
Class Z
PDCZX
C000176454
Class R6
PCGQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001067442
XXXXXXXX
S000004703
C000012792
C000012796
C000176454
C000012794
C000012795
C000012793
Prudential Investment Portfolios 16
811-08915
0001067442
549300SISFD2E4MXHE73
655 Broad Street
17th Floor
Newark
07102-4077
1-800-225-1852
PGIM Income Builder Fund
S000004703
XYZMTQ00ME3ISOV4JP63
2019-10-31
2019-10-31
N
432316731.36
20507988.16
411808743.2
0
0
0
0
0
0
0
0
0
0
321791.22
0
0
677743.91
USD
EUR
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
100000.00000000
PA
USD
106250.00000000
0.025800812089
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
25000.00000000
PA
USD
25593.75000000
0.006214960323
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CJ3
50000.00000000
PA
USD
50125.00000000
0.012171912526
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.50000000
N
N
N
N
N
N
SINOPEC GRP OVERSEA 2012
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
400000.00000000
PA
USD
489720.70000000
0.118919451829
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.87500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA), LLC
1V8Y6QCX6YMJ2OELII46
PHP/USD FORWARD
000000000
1.00000000
NC
USD
480.64000000
0.000116714374
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA), LLC
1V8Y6QCX6YMJ2OELII46
-112000.00000000
USD
5721520.00000000
PHP
2019-12-18
480.64
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885B100
10728.00000000
NS
USD
320552.64000000
0.077840173452
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
225000.00000000
PA
USD
236531.25000000
0.057437160795
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.00000000
PA
USD
214000.00000000
0.051965870937
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2016-1 Ltd
05875FAQ0
675000.00000000
PA
USD
674908.54000000
0.163888832168
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
3.65338000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
112751.00000000
0.027379457542
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
300000.00000000
PA
USD
127203.00000000
0.030888853648
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
11521.00000000
NS
USD
1496808.32000000
0.363471719509
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
26636.00000000
NS
USD
655245.60000000
0.159114057391
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
255000.00000000
PA
USD
268068.75000000
0.065095448901
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
149837.00000000
NS
USD
2469313.76000000
0.599626355868
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
270571.78000000
0.065703262611
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
200000.00000000
PA
USD
212000.00000000
0.051480208592
Long
DBT
NUSS
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
275000.00000000
PA
USD
259921.75000000
0.063117103337
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
EXTRACTION OIL & GAS INC
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAA3
130000.00000000
PA
USD
53300.00000000
0.012942901499
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
25000.00000000
PA
USD
27062.50000000
0.006571618608
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.12500000
N
N
N
N
N
N
BB&T Corp
549300DRQQI75D2JP341
BB&T Corp
054937107
48092.00000000
NS
USD
2551280.60000000
0.619530459740
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc/DE
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456B101
179309.00000000
NS
USD
3582593.82000000
0.869965458275
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/HUF FORWARD
000000000
1.00000000
NC
USD
1941.63000000
0.000471488289
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-101000.00000000
USD
30193193.00000000
HUF
2020-01-17
1941.63
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
400000.00000000
PA
USD
424504.00000000
0.103082804095
Long
DBT
NUSS
EC
N
2
2022-03-28
Fixed
10.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
120000.00000000
PA
USD
68160.00000000
0.016551372724
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
71000.00000000
PA
103021.38000000
0.025016802508
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/TRY FWD
000000000
1.00000000
NC
USD
365.69000000
0.000088800931
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-43000.00000000
USD
251137.63000000
TRY
2019-12-18
365.69
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
200000.00000000
PA
USD
195250.00000000
0.047412786451
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
350000.00000000
PA
USD
373625.00000000
0.090727796864
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-579.86000000
-0.00014080808
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-111000.00000000
USD
388211.40000000
ILS
2019-12-18
-579.86
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
554000.00000000
PA
USD
529762.50000000
0.128642849076
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
200000.00000000
PA
USD
233000.00000000
0.056579663216
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
275000.00000000
PA
USD
296312.50000000
0.071953911832
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.12500000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
450913AE8
215000.00000000
PA
USD
221987.50000000
0.053905484928
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JPY/USD FORWARD
000000000
1.00000000
NC
USD
381.57000000
0.000092657090
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-173311.85000000
USD
18656587.00000000
JPY
2020-01-17
381.57
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
446000.00000000
PA
USD
569211.96000000
0.138222407707
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
INR/USD FORWARD
000000000
1.00000000
NC
USD
-512.15000000
-0.00012436598
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-109000.00000000
USD
7754587.00000000
INR
2019-12-18
-512.15
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
400000.00000000
PA
USD
370000.00000000
0.089847533863
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
285000.00000000
PA
USD
294975.00000000
0.071629125138
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
25000.00000000
PA
USD
24125.00000000
0.005858302039
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
RUB/USD FORWARD
000000000
1.00000000
NC
USD
699.45000000
0.000169848263
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-112530.36000000
USD
7312290.00000000
RUB
2019-12-18
699.45
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
991.16000000
0.000240684545
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-122753.60000000
USD
1882181.00000000
ZAR
2019-12-18
991.16
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
130000.00000000
PA
USD
135590.00000000
0.032925478693
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
75000.00000000
PA
USD
79218.75000000
0.019236781954
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-1145.49000000
-0.00027816067
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-66000.00000000
USD
986449.20000000
ZAR
2019-12-18
-1145.49
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-438.51000000
-0.00010648389
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-1333804.24000000
ZAR
87253.00000000
USD
2019-12-18
-438.51
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
225000.00000000
PA
USD
186750.00000000
0.045348721483
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
150000.00000000
PA
USD
151875.00000000
0.036879984339
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AJ3
50000.00000000
PA
USD
53062.50000000
0.012885229096
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.62500000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
3705.00000000
NS
USD
415960.35000000
0.101008139547
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
50000.00000000
PA
USD
58115.00000000
0.014112133595
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
275000.00000000
PA
USD
260562.50000000
0.063272697411
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
CNX MIDSTREAM PTR/CNX
N/A
CNX Midstream Partners LP / CNX Midstream Finance Corp
12654TAA8
50000.00000000
PA
USD
46625.00000000
0.011322003422
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
13104.00000000
NS
USD
182407.68000000
0.044294270826
Long
EC
CORP
US
N
1
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAJ9
65000.00000000
PA
USD
71072.63000000
0.017258650082
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AW2
35000.00000000
PA
USD
32856.60000000
0.007978606705
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.00000000
N
N
N
N
N
N
CLOUD CRANE LLC
N/A
Cloud Crane LLC
18911YAA3
275000.00000000
PA
USD
290468.75000000
0.070534867167
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
20483.00000000
NS
1070641.59000000
0.259985152738
Long
EC
CORP
FR
N
2
N
N
N
REGIONALCARE/LIFEPOINT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
425000.00000000
PA
USD
466437.50000000
0.113265565071
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
PGIM Institutional Money Market Fund - D
54930073VH97GP26HU49
PGIM Institutional Money Market Fund - D
000000000
16823372.26601000
NS
USD
16826736.94000000
4.086056262245
Long
STIV
RF
US
N
1
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
86000.00000000
PA
USD
80733.36000000
0.019604576477
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
206564.00000000
0.050160178337
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
1125000.00000000
PA
USD
1262812.50000000
0.306650240154
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
150000.00000000
PA
USD
127500.00000000
0.030960974507
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
DIGICEL GROUP TWO LTD
N/A
Digicel Group Two Ltd
25382FAB7
98000.00000000
PA
USD
25480.00000000
0.006187338277
Long
DBT
CORP
JM
N
2
2022-09-30
Fixed
8.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
225000.00000000
PA
USD
233578.13000000
0.056720051202
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AD9
623000.00000000
PA
USD
645973.13000000
0.156862412628
Long
DBT
CORP
FR
N
2
2021-05-15
Fixed
7.25000000
N
N
N
Y
N
AXA Equitable Holdings Inc
AXA Equitable Holdings Inc
USD
XXXX
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBR5
100000.00000000
PA
USD
98000.00000000
0.023797454915
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
49162.00000000
NS
USD
2450234.08000000
0.594993214801
Long
EC
CORP
US
N
1
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AD0
245000.00000000
PA
USD
236425.00000000
0.057411359982
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
205163.60000000
0.049820117563
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 10 YEAR NOTE (CBT)
000000000
11.00000000
NC
USD
-6478.07000000
-0.00157307733
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
1439743.75
USD
-6478.07
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
265000.00000000
PA
USD
267983.90000000
0.065074844676
Long
DBT
NUSS
EC
N
2
2023-06-02
Fixed
8.75000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-26236.44000000
-0.00637102549
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1926124.00000000
EUR
2133914.26000000
USD
2020-01-17
-26236.44
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CH5
475000.00000000
PA
USD
404367.50000000
0.098193034188
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.12500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
INR/USD FORWARD
000000000
1.00000000
NC
USD
-224.88000000
-0.00005460787
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-6735086.84000000
INR
94000.00000000
USD
2019-12-18
-224.88
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
200000.00000000
PA
USD
174645.36000000
0.042409337558
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAF3
50000.00000000
PA
USD
20250.00000000
0.004917331245
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75000000
N
N
N
N
N
N
VNESHECONOMBANK(VEB FIN)
635400KYY8E2NCZXJ191
Vnesheconombank Via VEB Finance PLC
000000000
200000.00000000
PA
USD
219862.00000000
0.053389347271
Long
DBT
CORP
IE
N
2
2023-11-21
Fixed
5.94200000
N
N
N
N
N
N
Noble Midstream Partners LP
N/A
Noble Midstream Partners LP
65506L105
17135.00000000
NS
USD
413296.20000000
0.100361200878
Long
EC
CORP
US
N
1
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 2 YEAR NOTE (CBT)
000000000
20.00000000
NC
USD
-5537.04000000
-0.00134456591
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-31
4317568.27
USD
-5537.04
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
100000.00000000
PA
USD
103385.00000000
0.025105100779
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
3950.00000000
NS
USD
653567.00000000
0.158706440985
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
26914.24000000
0.006535616458
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-579985745.00000000
CLP
809932.09000000
USD
2019-12-18
26914.24
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
310000.00000000
PA
USD
297600.00000000
0.072266556967
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
GENON HLDGS CLASS A
N/A
GENON HLDGS CLASS A
000000000
1853.00000000
NS
USD
430822.50000000
0.104617132859
Long
EC
CORP
US
N
3
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Entercom Media Corp
124847AC8
100000.00000000
PA
USD
104250.00000000
0.025315149744
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
255000.00000000
PA
USD
420433.80000000
0.102094432656
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
400000.00000000
PA
USD
314000.00000000
0.076248988197
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EGP FORWARD
000000000
1.00000000
NC
USD
2055.17000000
0.000499059341
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-70312.60000000
USD
1208673.60000000
EGP
2020-03-11
2055.17
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
230000.00000000
PA
USD
221375.00000000
0.053756750835
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
100000.00000000
PA
USD
58770.00000000
0.014271188013
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
N/A
Provincia de Buenos Aires/Government Bonds
000000000
620000.00000000
PA
USD
235606.20000000
0.057212529818
Long
DBT
NUSS
AR
N
2
2021-06-09
Fixed
9.95000000
N
N
N
N
N
N
PGIM CORE SHORT-TERM BOND FUND
N/A
PGIM Core Short-Term Bond
000000000
10625119.75000000
NS
USD
10625119.75000000
2.580110287954
Long
EC
RF
US
N
1
N
N
N
HERITAGE POWER LLC
N/A
Heritage Power LLC
42727CAC1
275000.00000000
PA
USD
266750.00000000
0.064775215292
Long
LON
CORP
US
N
3
2026-08-02
Floating
7.78140000
N
N
N
N
N
N
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA
000000000
200000.00000000
PA
86993.40000000
0.021124709330
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.38000000
N
N
N
N
N
N
EMBARQ CORP
N/A
Embarq Corp
29078EAA3
715000.00000000
PA
USD
707850.00000000
0.171888045528
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
50000.00000000
PA
USD
52750.00000000
0.012809344354
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BR0
150000.00000000
PA
USD
168189.00000000
0.040841532089
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
2465.00000000
NS
USD
837878.15000000
0.203462933664
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
62966.00000000
NS
USD
4396915.78000000
1.067708214700
Long
EC
CORP
US
N
1
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAN9
475000.00000000
PA
USD
542687.50000000
0.131781441982
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
243252.00000000
0.059069168398
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
670000.00000000
PA
USD
40200.00000000
0.009761813138
Long
DBT
CORP
VE
Y
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
50000.00000000
PA
USD
52000.00000000
0.012627220975
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
EXTRACTION OIL & GAS INC
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
325000.00000000
PA
USD
138125.00000000
0.033541055715
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.62500000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900N8RLNFSYP97206
Wellfleet CLO 2016-1 Ltd
94949RAS6
350000.00000000
PA
USD
347922.89000000
0.084486523354
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
2.87588000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
1321.21000000
0.000320830973
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-133000.00000000
USD
449939.00000000
PEN
2019-12-18
1321.21
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
241237.16000000
0.058579902438
Long
DBT
NUSS
CI
N
2
2025-06-15
Fixed
5.12500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
400000.00000000
PA
USD
492599.20000000
0.119618441359
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
50000.00000000
PA
USD
51125.00000000
0.012414743699
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
60000.00000000
PA
USD
70200.60000000
0.017046894015
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
325000.00000000
PA
USD
241312.50000000
0.058598197339
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAE6
142000.00000000
PA
USD
184387.00000000
0.044774911423
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
150000.00000000
PA
USD
142515.00000000
0.034607084563
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
50000.00000000
PA
USD
52312.50000000
0.012703105716
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
GLADSTONE COMMERCIAL COR
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536702
34361.00000000
NS
USD
901976.25000000
0.219027950448
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
1169688.14000000
PA
619662.76000000
0.150473434630
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
7.82000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
75000.00000000
PA
USD
78832.50000000
0.019142988414
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.87500000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAH5
200000.00000000
PA
USD
211500.00000000
0.051358793005
Long
DBT
CORP
CA
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AB5
50000.00000000
PA
USD
53062.50000000
0.012885229096
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
420000.00000000
PA
USD
656284.18000000
0.159366256991
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
125000.00000000
PA
USD
128750.00000000
0.031264513472
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
210570.00000000
0.051132960015
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
250000.00000000
PA
USD
268437.50000000
0.065184992895
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom OAO Via Gaz Capital SA
000000000
415000.00000000
PA
USD
594321.50000000
0.144319786749
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.62500000
N
N
N
N
N
N
Rattler Midstream LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419T103
30877.00000000
NS
USD
463772.54000000
0.112618429709
Long
EC
CORP
US
N
1
N
N
N
COMISION FED DE ELECTRIC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
217002.00000000
0.052694850117
Long
DBT
CORP
MX
N
2
2042-02-14
Fixed
5.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
5929.00000000
0.001439746022
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
N
N
N
N
N
N
Sound Point CLO LTD
549300EBWPUX52MGF160
Sound Point Clo XII Ltd
83610CAN1
250000.00000000
PA
USD
249727.60000000
0.060641645939
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
3.25588000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-4419.48000000
-0.00107318751
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-153000.00000000
USD
110054430.00000000
CLP
2019-12-18
-4419.48
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
100000.00000000
PA
USD
103750.00000000
0.025193734157
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
13995.05000000
0.003398434402
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-339816.83000000
USD
6856994.00000000
MXN
2019-12-18
13995.05
N
N
N
RP CROWN PARENT LLC
549300B1M4J69ECRY452
RP Crown Parent LLC
47215YAA5
230000.00000000
PA
USD
238581.30000000
0.057934976840
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
7.37500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1152.67000000
0.000279904207
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-136000.00000000
USD
186496.26000000
SGD
2019-12-18
1152.67
N
N
N
Hexion Holdings Corp
549300LBB370MUHGLV84
Hexion Holdings Corp
42830K103
3950.00000000
NS
USD
39895.00000000
0.009687749631
Long
EC
CORP
US
N
1
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AF1
225000.00000000
PA
USD
191250.00000000
0.046441461760
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.62500000
N
N
N
N
N
Essential Properties Realty Tr
N/A
Essential Properties Realty Trust Inc
29670E107
31982.00000000
NS
USD
820658.12000000
0.199281373586
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAF1
140000.00000000
PA
USD
145623.80000000
0.035361998113
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
13192.00000000
NS
USD
1143218.72000000
0.277609142320
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAY6
300000.00000000
PA
USD
285000.00000000
0.069206884192
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
2099.87000000
0.000509913894
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-95000.00000000
USD
113525000.00000000
KRW
2019-12-18
2099.87
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
96610.00000000
NS
1380634.92000000
0.335261196562
Long
EC
CORP
SE
N
2
N
N
N
INVESTOR REIT
5493002LG2SH9EEHT720
Investors Real Estate Trust
461730400
30510.00000000
NS
USD
802413.00000000
0.194850889703
Long
EP
CORP
US
N
1
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
10314.00000000
NS
855202.08000000
0.207669723900
Long
EC
CORP
FR
N
2
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC Group Inc
89236YAB0
150000.00000000
PA
USD
159000.00000000
0.038610156444
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.50000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
360000.00000000
PA
USD
395550.00000000
0.096051870323
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAC0
25000.00000000
PA
USD
18718.75000000
0.004545496012
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
100000.00000000
PA
USD
10375.00000000
0.002519373415
Long
DBT
NUSS
VE
Y
2
2023-05-07
Fixed
9.00000000
Y
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
200000.00000000
PA
USD
208400.00000000
0.050606016370
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
200000.00000000
PA
USD
200800.00000000
0.048760499458
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-1607.78000000
-0.00039041910
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-240957.32000000
TRY
40000.00000000
USD
2019-12-18
-1607.78
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
640000.00000000
PA
USD
659966.72000000
0.160260492497
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
85000.00000000
PA
USD
95625.00000000
0.023220730880
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
16271.00000000
NS
USD
1784440.57000000
0.433317796055
Long
EC
CORP
US
N
1
N
N
N
ST SAVINGS BK (SSB #1)
N/A
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
200000.00000000
PA
USD
209000.00000000
0.050751715074
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.62500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CZ8
525000.00000000
PA
USD
328125.00000000
0.079678978510
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial Inc
85254J102
57528.00000000
NS
USD
1785669.12000000
0.433616126293
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
204000.00000000
PA
USD
200974.27000000
0.048802817647
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/PLN FORWARD
000000000
1.00000000
NC
USD
314.70000000
0.000076418970
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-125000.00000000
USD
478512.50000000
PLN
2020-01-17
314.7
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
9178.00000000
NS
USD
1114943.44000000
0.270743022922
Long
EC
CORP
US
N
1
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
THB/USD FORWARD
000000000
1.00000000
NC
USD
-2061.01000000
-0.00050047747
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-3321540.00000000
THB
108000.00000000
USD
2019-12-18
-2061.01
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
265000.00000000
PA
USD
272939.92000000
0.066278320824
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
N/A
Zambia Government International Bond
000000000
200000.00000000
PA
USD
140676.00000000
0.034160518037
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
2.00000000
NC
USD
-7909.23000000
-0.00192060759
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
330659.23
USD
-7909.23
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
38235.00000000
NS
USD
2014984.50000000
0.489301048914
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
1513.00000000
NS
USD
1679914.16000000
0.407935525347
Long
EP
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
75000.00000000
PA
USD
76125.00000000
0.018485523014
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
237038.00000000
0.057560215491
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
100000.00000000
PA
108775.21000000
0.026414011794
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-1569.48000000
-0.00038111866
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-5073953.50000000
RUB
77000.00000000
USD
2019-12-18
-1569.48
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
212203.20000000
0.051529551886
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
693000.00000000
PA
USD
645356.25000000
0.156712614935
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
200000.00000000
PA
USD
190000.00000000
0.046137922794
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CHF/USD FORWARD
000000000
1.00000000
NC
USD
337.11000000
0.000081860816
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-72200.00000000
USD
71105.79000000
CHF
2020-01-17
337.11
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CNH FORWARD
000000000
1.00000000
NC
USD
1761.75000000
0.000427807818
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-525649.17000000
USD
3728045.08000000
CNY
2020-02-14
1761.75
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
400000.00000000
PA
USD
413948.81000000
0.100519674930
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
250000.00000000
PA
USD
263775.00000000
0.064052792553
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
28775.00000000
NS
USD
2375376.25000000
0.576815400164
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-18832.82000000
-0.00457319576
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1653253.66000000
EUR
1835293.42000000
USD
2020-01-17
-18832.82
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAE6
200000.00000000
PA
USD
105000.00000000
0.025497273123
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
88479.00000000
NS
USD
3440063.52000000
0.835354658395
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
135000.00000000
PA
USD
173307.60000000
0.042084487729
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
7.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
USD/COP FORWARD
000000000
1.00000000
NC
USD
-487.29000000
-0.00011832920
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-555276103.00000000
COP
163499.00000000
USD
2019-12-18
-487.29
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
730000.00000000
PA
USD
726167.50000000
0.176336105532
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
825000.00000000
PA
USD
851812.50000000
0.206846628214
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
125000.00000000
PA
USD
132500.00000000
0.032175130370
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
TITAN INTERNATIONAL INC
54930043H7SFLNS88586
Titan International Inc
88830MAK8
125000.00000000
PA
USD
102187.50000000
0.024814310450
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
6.50000000
N
N
N
N
N
N
WILLIAM LYON HOMES INC
5493001MTHCP4IWKJU06
William Lyon Homes Inc
96926DAH3
22000.00000000
PA
USD
22055.00000000
0.005355641511
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
7.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
35000.00000000
PA
USD
38007.81000000
0.009229481070
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
DIGICEL GROUP ONE LTD
N/A
Digicel Group One Ltd
25382DAA4
157000.00000000
PA
USD
92826.25000000
0.022541107135
Long
DBT
CORP
JM
N
2
2022-12-30
Fixed
8.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
218161.20000000
0.052976340012
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAQ2
125000.00000000
PA
USD
138437.50000000
0.033616940457
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
199002.00000000
0.048323889010
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
10450.00000000
NS
USD
1232995.50000000
0.299409743080
Long
EC
CORP
US
N
1
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAB0
125000.00000000
PA
USD
129687.50000000
0.031492167697
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
120000.00000000
PA
USD
133503.60000000
0.032418835734
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
110000.00000000
PA
USD
121137.50000000
0.029415961171
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937GAB2
200000.00000000
PA
USD
202792.38000000
0.049244311430
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
24214.00000000
NS
USD
2125020.64000000
0.516021253819
Long
EC
CORP
US
N
1
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
229972.40000000
0.055844467558
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
000000000
200000.00000000
PA
USD
202924.00000000
0.049276272869
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
325000.00000000
PA
USD
344500.00000000
0.083655338962
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
400000.00000000
PA
USD
468000.00000000
0.113644988778
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
New Senior Investment Group In
549300H8A719CGNNEW69
New Senior Investment Group Inc
648691103
355754.00000000
NS
USD
2504508.16000000
0.608172653290
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T876
43331.00000000
NS
USD
1150438.05000000
0.279362220690
Long
EP
CORP
US
N
1
N
N
N
LEG Immobilien AG
391200SO40AKONBO0Z96
LEG Immobilien AG
000000000
3384.00000000
NS
388435.13000000
0.094324158098
Long
EC
CORP
DE
N
2
N
N
N
IRIDIUM COMMUNICATIONS I
549300U620NVQ4J1CT96
Iridium Communications Inc
46269CAA0
175000.00000000
PA
USD
189000.00000000
0.045895091622
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
10.25000000
N
N
N
N
N
N
Keppel REIT
N/A
Keppel REIT
000000000
1090992.00000000
NS
970113.18000000
0.235573721058
Long
EC
CORP
SG
N
2
N
N
N
LISTRINDO CAPITAL BV
N/A
Listrindo Capital BV
536576AD3
200000.00000000
PA
USD
202750.00000000
0.049234020245
Long
DBT
CORP
NL
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
200000.00000000
PA
224822.17000000
0.054593831168
Long
DBT
NUSS
TN
N
2
2023-10-31
Fixed
6.75000000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
200000.00000000
PA
USD
149002.00000000
0.036182330380
Long
DBT
CORP
JM
N
2
2021-04-15
Fixed
6.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-11708.10000000
-0.00284309165
N/A
DFE
CORP
US
N
2
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-198216553.00000000
HUF
664097.67000000
USD
2020-01-17
-11708.1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
3509.00000000
NS
USD
481434.80000000
0.116907377016
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
238589.04000000
0.057936856353
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
7470.00000000
NS
447623.50000000
0.108696939390
Long
EC
CORP
GB
N
2
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
5295.00000000
NS
USD
1994520.60000000
0.484331776081
Long
EC
CORP
US
N
1
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
225000.00000000
PA
USD
228150.00000000
0.055401932029
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-19133.37000000
-0.00464617867
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-1882141.00000000
EUR
2091690.33000000
USD
2020-01-17
-19133.37
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
75000.00000000
PA
USD
77156.25000000
0.018735942661
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
204500.00000000
0.049658974797
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
MONMOUTH REIT
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720404
36614.00000000
NS
USD
915350.00000000
0.222275513843
Long
EP
CORP
US
N
1
N
N
N
ALTA MESA HLDGS/FINANC S
N/A
Alta Mesa Holdings LP / Alta Mesa Finance Services Corp
021332AF8
775000.00000000
PA
USD
89125.00000000
0.021642328258
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
7.87500000
Y
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAE1
200000.00000000
PA
USD
208372.45000000
0.050599326371
Long
DBT
CORP
ID
N
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
200000.00000000
PA
USD
206000.00000000
0.050023221556
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
200000.00000000
PA
USD
214500.00000000
0.052087286523
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
000000000
200000.00000000
PA
USD
219697.14000000
0.053349314124
Long
DBT
CORP
CN
N
2
2047-09-13
Fixed
4.00000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-4038.58000000
-0.00098069311
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-180050.00000000
USD
130372653.00000000
CLP
2019-12-18
-4038.58
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
450000.00000000
PA
USD
477000.00000000
0.115830469332
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
350000.00000000
PA
USD
390845.00000000
0.094909349656
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAS4
200000.00000000
PA
USD
251560.00000000
0.061086609780
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-2599.97000000
-0.00063135376
N/A
DFE
CORP
US
N
2
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-105925600.00000000
KRW
88000.00000000
USD
2019-12-18
-2599.97
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
9301.00000000
NS
USD
1038084.61000000
0.252079303108
Long
EC
CORP
US
N
1
N
N
N
CORNERSTONE CHEMICAL CO
BL03B05TRUKQ14Y1HC46
Cornerstone Chemical Co
21925AAE5
210000.00000000
PA
USD
193200.00000000
0.046914982547
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
Enterprise Products Partners L
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
143838.00000000
NS
USD
3744103.14000000
0.909184955838
Long
EC
CORP
US
N
1
N
N
N
ORBCOMM INC
529900PSC8WVCY267I23
ORBCOMM Inc
68555PAA8
265000.00000000
PA
USD
274606.25000000
0.066682957691
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
8.00000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
205572.00000000
0.049919289814
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
19451.00000000
NS
USD
1069610.49000000
0.259734769516
Long
EP
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
210000.00000000
PA
USD
224777.70000000
0.054583032466
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Frasers Logistics & Industrial
N/A
Frasers Logistics & Industrial Trust
000000000
430699.00000000
NS
398428.79000000
0.096750930275
Long
EC
CORP
SG
N
2
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
320000.00000000
PA
USD
473529.63000000
0.114987755315
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
INR/USD FORWARD
000000000
1.00000000
NC
USD
-642.07000000
-0.00015591461
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-8123005.00000000
INR
113000.00000000
USD
2019-12-18
-642.07
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
50000.00000000
PA
USD
53375.00000000
0.012961113837
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AH1
75000.00000000
PA
USD
78843.75000000
0.019145720265
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.62500000
N
N
N
N
N
N
JMP Credit Advisors CLO Ltd
54930013XSXE4PJVBQ28
JMP Credit Advisors Clo IV Ltd
46647YAL1
500000.00000000
PA
USD
497375.40000000
0.120778251606
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
3.28213000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
298017.18000000
0.072367861275
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
45251.00000000
NS
1117448.69000000
0.271351375717
Long
EC
CORP
IT
N
2
N
N
N
PELABUHAN INDONESIA III
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia III Persero PT
000000000
200000.00000000
PA
USD
216602.00000000
0.052597717648
Long
DBT
CORP
ID
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
3523.00000000
NS
USD
768295.84000000
0.186566179734
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
150000.00000000
PA
USD
155625.00000000
0.037790601236
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
USD/RUB FWD
000000000
1.00000000
NC
USD
-119.73000000
-0.00002907417
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
-86692.00000000
USD
5590767.08000000
RUB
2019-12-18
-119.73
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
225000.00000000
PA
USD
291375.00000000
0.070754932917
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
347.49000000
0.000084381404
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-47707.68000000
USD
1450261.00000000
THB
2019-12-18
347.49
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
200000.00000000
PA
USD
192456.00000000
0.046734316154
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAR0
300000.00000000
PA
USD
308250.00000000
0.074852708955
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
220040.00000000
0.053432571219
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAJ3
418515.89000000
PA
USD
417355.22000000
0.101346857465
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
2.80088000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
Golden Entertainment Inc
381013AA9
125000.00000000
PA
USD
131406.25000000
0.031909533775
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.62500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
223834.00000000
0.054353872688
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
200000.00000000
PA
USD
214000.00000000
0.051965870937
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
150000.00000000
PA
USD
9000.00000000
0.002185480553
Long
DBT
CORP
VE
Y
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/PLN FORWARD
000000000
1.00000000
NC
USD
433.91000000
0.000105366874
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-71000.00000000
USD
272769.43000000
PLN
2020-01-17
433.91
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAA8
150000.00000000
PA
USD
151500.00000000
0.036788922649
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AR3
125000.00000000
PA
USD
124843.75000000
0.030315954204
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
5.12500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
000000000
1.00000000
NC
USD
-5066.66000000
-0.00123034298
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-1018623282.00000000
COP
295757.12000000
USD
2019-12-18
-5066.66
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
70000.00000000
PA
USD
76598.90000000
0.018600600707
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
202784.10000000
0.049242300788
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
250000.00000000
PA
USD
244250.00000000
0.059311513908
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
2232.00000000
NS
USD
17789.04000000
0.004319733442
Long
EC
CORP
CO
N
1
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
100000.00000000
PA
USD
102125.00000000
0.024799133502
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AE8
200000.00000000
PA
USD
177718.00000000
0.043155470332
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
325000.00000000
PA
USD
348244.00000000
0.084564498872
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
21110.00000000
NS
USD
929684.40000000
0.225756353004
Long
EC
CORP
US
N
1
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AL8
225000.00000000
PA
USD
246375.00000000
0.059827530150
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-6444.49000000
-0.00156492306
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-216000.00000000
USD
155218950.00000000
CLP
2019-12-18
-6444.49
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
259.26000000
0.000062956409
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-3085232585.00000000
IDR
218186.13000000
USD
2019-12-18
259.26
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
553777AA1
40000.00000000
PA
USD
41900.00000000
0.010174626132
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
86689.00000000
NS
1511183.24000000
0.366962398189
Long
EC
CORP
CA
N
1
N
N
N
Tallgrass Energy LP
N/A
Tallgrass Energy LP
874696107
104238.00000000
NS
USD
1945081.08000000
0.472326319467
Long
EC
CORP
US
N
1
N
N
N
PGIM SHORT DURATION HIGH YIELD
54930013E3EHBXBG8W57
PGIM SHRT DUR HI YLD INC-Q
74442J406
2289686.61258200
NS
USD
20469798.32000000
4.970705129021
Long
EC
RF
US
N
1
N
N
N
GOLDEN NUGGET INC
N/A
Golden Nugget Inc
38113YAC3
350000.00000000
PA
USD
368375.00000000
0.089452933208
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1800000.00000000
PA
121138.46000000
0.029416194289
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
251560.00000000
0.061086609780
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBS3
75000.00000000
PA
USD
78937.50000000
0.019168485687
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
TWD/USD FWD
000000000
1.00000000
NC
USD
-1826.26000000
-0.00044347285
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3992690.00000000
TWD
130000.00000000
USD
2019-12-18
-1826.26
N
N
N
SPDR Bloomberg Barclays Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Barclays Convertible Securities ETF
78464A359
421342.00000000
NS
USD
22436461.50000000
5.448272255138
Long
EC
RF
US
N
1
N
N
N
BROOKFIELD RESIDENTIAL
549300C2SXDXVIUV3Q14
Brookfield Residential Properties Inc
11283WAC8
150000.00000000
PA
USD
155250.00000000
0.037699539546
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
RUB/USD FORWARD
000000000
1.00000000
NC
USD
35608.84000000
0.008646936372
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-702499.74000000
USD
47666457.00000000
RUB
2019-12-18
35608.84
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
21848.00000000
NS
USD
1235067.44000000
0.299912874700
Long
EC
CORP
US
N
1
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
100000.00000000
PA
USD
86500.00000000
0.021004896430
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
CDS CDX.NA.HY.33.V1
000000000
1.00000000
NC
USD
-404929.44000000
-0.09832949073
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.33.V1
Y
Default Event
2024-12-20
0
USD
-352531.94
USD
-5250000
USD
-52397.5
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
200000.00000000
PA
USD
208500.00000000
0.050630299488
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
USD/SGD FORWARD
000000000
1.00000000
NC
USD
442.86000000
0.000107540213
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-432700.00000000
USD
588975.23000000
SGD
2019-12-18
442.86
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
200000.00000000
PA
USD
200392.37000000
0.048661514188
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-3075.59000000
-0.00074684912
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-7846756.00000000
TWD
256000.00000000
USD
2019-12-18
-3075.59
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/TWD FORWARD
000000000
1.00000000
NC
USD
5783.54000000
0.001404423800
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-528440.00000000
USD
16180304.00000000
TWD
2019-12-18
5783.54
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
7506.00000000
NS
USD
1037554.38000000
0.251950546736
Long
EC
CORP
US
N
1
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315292AM4
75000.00000000
PA
USD
63000.00000000
0.015298363874
Long
DBT
CORP
US
N
2
2021-05-01
Fixed
6.50000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
32151.00000000
NS
USD
868720.02000000
0.210952301121
Long
EC
CORP
US
N
1
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
175000.00000000
PA
USD
172760.00000000
0.041951513379
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
Plains All American Pipeline L
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503105
139679.00000000
NS
USD
2532380.27000000
0.614940870444
Long
EC
CORP
US
N
1
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
1000000.00000000
PA
USD
966008.23000000
0.234576911236
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Entercom Media Corp
29365DAA7
90000.00000000
PA
USD
94050.00000000
0.022838271783
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
175000.00000000
PA
USD
182656.25000000
0.044354631371
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAS7
203000.00000000
PA
USD
274813.28000000
0.066733231029
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
200000.00000000
PA
USD
207250.00000000
0.050326760522
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
683000.00000000
PA
USD
944254.33000000
0.229294386190
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
USD/COP FORWARD
000000000
1.00000000
NC
USD
324.31000000
0.000078752577
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-198682500.00000000
COP
59000.00000000
USD
2019-12-18
324.31
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
198000.00000000
PA
USD
228111.84000000
0.055392665592
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
000000000
51533.00000000
NS
500814.21000000
0.121613301871
Long
EC
CORP
CA
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
220000.00000000
PA
USD
240680.00000000
0.058444606622
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
200000.00000000
PA
USD
211389.60000000
0.051331984444
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
237535.50000000
0.057681024000
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
200000.00000000
PA
USD
205799.91000000
0.049974633467
Long
DBT
CORP
HK
N
2
2029-06-19
Fixed
3.87500000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
71972.00000000
NS
1083137.33000000
0.263019507935
Long
EC
CORP
HK
N
2
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
280000.00000000
PA
USD
277032.00000000
0.067272005408
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
191502.00000000
0.046502655216
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
325000.00000000
PA
USD
242222.50000000
0.058819173706
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
57492.00000000
NS
USD
1797774.84000000
0.436555772475
Long
EC
CORP
US
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
320000.00000000
PA
USD
180000.00000000
0.043709611068
Long
DBT
NUSS
LB
N
2
2024-11-04
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
N/A
Zambia Government International Bond
000000000
400000.00000000
PA
USD
276000.00000000
0.067021403638
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
100000.00000000
PA
115316.44000000
0.028002426345
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
654902204
113631.00000000
NS
USD
414753.15000000
0.100714993755
Long
EC
CORP
FI
N
1
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
200000.00000000
PA
USD
12000.00000000
0.002913974071
Long
DBT
CORP
VE
Y
2
2035-05-17
Fixed
9.75000000
Y
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AH8
150000.00000000
PA
USD
153330.00000000
0.037233303695
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
1586.00000000
NS
USD
326319.50000000
0.079240546828
Long
EC
CORP
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
11173.00000000
NS
1027698.60000000
0.249557256121
Long
EC
CORP
NL
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SGD/USD FORWARD
000000000
1.00000000
NC
USD
251.70000000
0.000061120606
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-150000.00000000
USD
204307.95000000
SGD
2019-12-18
251.7
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
30927.00000000
NS
1558912.41000000
0.378552528507
Long
EC
CORP
CA
N
1
N
N
N
PS BUSINESS PARKS INC
N/A
PS Business Parks Inc
69360J628
26549.00000000
NS
USD
679388.91000000
0.164976805669
Long
EP
CORP
US
N
1
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
225000.00000000
PA
USD
235125.00000000
0.057095679458
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
535000.00000000
PA
USD
635997.30000000
0.154439970132
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
375000.00000000
PA
USD
354375.00000000
0.086053296791
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AQ9
125000.00000000
PA
USD
125625.00000000
0.030505666058
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
250000.00000000
PA
USD
291250.00000000
0.070724579021
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
BRL/USD FWD
000000000
1.00000000
NC
USD
-2068.02000000
-0.00050217972
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-232943.20000000
BRL
56000.00000000
USD
2019-11-04
-2068.02
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
50000.00000000
PA
USD
50520.00000000
0.012267830839
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
25624.00000000
NS
248633.15000000
0.060375879362
Long
EC
CORP
CA
N
1
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
330000.00000000
PA
USD
295845.00000000
0.071840388259
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Argentina
000000000
30000.00000000
PA
22752.12000000
0.005524923978
Long
DBT
NUSS
AR
N
2
2020-05-01
Variable
4.00000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
6568.00000000
NS
USD
537196.72000000
0.130448109436
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
234234.12000000
0.056879346023
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAM2
50000.00000000
PA
USD
50062.50000000
0.012156735578
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
6.25000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAC1
200000.00000000
PA
USD
261597.86000000
0.063524115094
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
N
KEYSONE PWR PASS THRU HOLDERS SR GLBL 144A 23
N/A
KEYSTONE 9 12/01/23
000000000
32143.00000000
PA
USD
32785.86000000
0.007961428828
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
9.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/EGP FWD
000000000
1.00000000
NC
USD
2828.57000000
0.000686864969
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-87960.00000000
USD
1486524.00000000
EGP
2019-12-23
2828.57
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
520000.00000000
PA
USD
737105.20000000
0.178992120048
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
275000.00000000
PA
USD
237875.00000000
0.057763465183
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA
040114GK0
180000.00000000
PA
USD
72001.80000000
0.017484281523
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.75000000
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDI
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd
896366AA9
75000.00000000
PA
USD
84525.00000000
0.020525304864
Long
DBT
CORP
TT
N
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
252000.00000000
PA
USD
414008.78000000
0.100534237515
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-8465.75000000
-0.00205574799
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-10565638151.00000000
IDR
737843.14000000
USD
2019-12-18
-8465.75
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
21324.00000000
NS
USD
927807.24000000
0.225300520040
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
863000.00000000
PA
USD
1045093.00000000
0.253781158670
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRL/USD FORWARD
000000000
1.00000000
NC
USD
67.74000000
0.000016449383
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-52000.00000000
USD
209248.00000000
BRL
2019-12-03
67.74
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AD3
100000.00000000
PA
USD
107500.00000000
0.026104351054
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
50000.00000000
PA
USD
50550.00000000
0.012275115775
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
218703.84000000
0.053108109920
Long
DBT
CORP
CN
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-1097.99000000
-0.00026662619
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-970073.40000000
PEN
288500.00000000
USD
2019-12-18
-1097.99
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
375000.00000000
PA
USD
383906.25000000
0.093224404857
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
THB/USD FORWARD
000000000
1.00000000
NC
USD
-5160.78000000
-0.00125319825
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-8002308.50000000
THB
260000.00000000
USD
2019-12-18
-5160.78
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
350000.00000000
PA
USD
388937.50000000
0.094446149194
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
3794.00000000
NS
USD
943795.44000000
0.229182953393
Long
EC
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
254646.00000000
NS
809311.98000000
0.196526177106
Long
EC
CORP
DE
N
2
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
459944.80000000
0.111688935117
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
195000.00000000
PA
USD
200850.00000000
0.048772641017
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
5244.77000000
0.001273593649
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-150445.78000000
USD
7919466.00000000
PHP
2019-12-18
5244.77
N
N
N
Japan Hotel REIT Investment Co
353800L8KG849FP1JI68
Japan Hotel REIT Investment Corp
000000000
996.00000000
NS
825818.65000000
0.200534511138
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
400000.00000000
PA
USD
358000.00000000
0.086933559792
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
89000.00000000
PA
USD
52510.00000000
0.012751064873
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-226.39000000
-0.00005497454
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-102571.00000000
TRY
17485.26000000
USD
2019-12-18
-226.39
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/EGP FORWARD
000000000
1.00000000
NC
USD
-1413.70000000
-0.00034329042
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-1486524.00000000
EGP
89374.87000000
USD
2019-12-23
-1413.7
N
N
N
CEC ENTERTAINMENT INC
549300MWTY75LB8TRO50
CEC Entertainment Inc
125137AB5
375000.00000000
PA
USD
349687.50000000
0.084915025670
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
8.00000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
200000.00000000
PA
USD
208097.31000000
0.050532513803
Long
DBT
CORP
CN
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
N
WILLIAM LYON HOMES INC
5493001MTHCP4IWKJU06
William Lyon Homes Inc
96926DAV2
175000.00000000
PA
USD
184187.50000000
0.044726466604
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080106
17093.00000000
NS
USD
1065235.76000000
0.258672448700
Long
EC
CORP
US
N
1
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
25380QAG4
200000.00000000
PA
USD
149002.00000000
0.036182330380
Long
DBT
CORP
JM
N
2
2021-04-15
Fixed
6.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
11861.00000000
NS
USD
2333058.70000000
0.566539379875
Long
EC
CORP
US
N
1
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
250000.00000000
PA
USD
260625.00000000
0.063287874360
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Crestwood Equity Partners LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners LP
226344208
23152.00000000
NS
USD
836713.28000000
0.203180066916
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-1258.37000000
-0.00030557146
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-3854340.00000000
TWD
126000.00000000
USD
2019-12-18
-1258.37
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884U505
34363.00000000
NS
USD
902028.75000000
0.219040699085
Long
EP
CORP
US
N
1
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
200000.00000000
PA
USD
210000.00000000
0.050994546246
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
5813.00000000
NS
USD
1575555.52000000
0.382593994424
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ILS/USD FWD
000000000
1.00000000
NC
USD
-1263.53000000
-0.00030682447
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
-198000.00000000
USD
691679.40000000
ILS
2019-12-18
-1263.53
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GX2
210000.00000000
PA
USD
88727.10000000
0.021545705734
Long
DBT
NUSS
AR
N
2
2026-04-22
Fixed
7.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCW8
275000.00000000
PA
USD
283937.50000000
0.068948876071
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.00000000
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
110000.00000000
PA
USD
11412.50000000
0.002771310757
Long
DBT
NUSS
VE
N
2
2019-10-13
Fixed
7.75000000
Y
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
EGP/USD FORWARD
000000000
1.00000000
NC
USD
3393.31000000
0.000824001446
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-56210.00000000
USD
968949.58000000
EGP
2019-11-27
3393.31
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
10235.27000000
0.002485442616
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-145615544.00000000
CLP
206825.57000000
USD
2019-12-18
10235.27
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
200000.00000000
PA
USD
214500.00000000
0.052087286523
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA
716558AH4
192501.72000000
PA
USD
53900.48000000
0.013088716762
Long
DBT
CORP
VE
Y
2
2020-10-27
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
N/A
Republic of South Africa Government International Bond
836205BB9
200000.00000000
PA
USD
193524.00000000
0.046993659847
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AM8
180000.00000000
PA
USD
183150.00000000
0.044474529262
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AC5
450000.00000000
PA
USD
429187.50000000
0.104220103892
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AF7
325000.00000000
PA
USD
334750.00000000
0.081287735029
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.12500000
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
11463.00000000
NS
USD
1330051.89000000
0.322978060073
Long
EP
CORP
US
N
1
N
N
N
GOVERNMENT OF JAMAICA
N/A
Jamaica Government International Bond
470160AT9
200000.00000000
PA
USD
257000.00000000
0.062407611359
Long
DBT
NUSS
JM
N
2
2025-10-17
Fixed
9.25000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
000000000
200000.00000000
PA
USD
269663.20000000
0.065482631064
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
FAIRSTONE FINANCIAL INC
549300CWWT866A22GS52
Fairstone Financial Inc
30575FAA6
110000.00000000
PA
USD
115830.00000000
0.028127134722
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
252133.20000000
0.061225800608
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Invincible Investment Corp
N/A
Invincible Investment Corp
000000000
2713.00000000
NS
1714597.15000000
0.416357636478
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
200332.00000000
0.048646854470
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
8715.00000000
NS
USD
762649.65000000
0.185195108795
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
64439.00000000
NS
1071413.64000000
0.260172630545
Long
EC
CORP
GB
N
2
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
200000.00000000
PA
USD
182392.00000000
0.044290463233
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
400000.00000000
PA
USD
397880.00000000
0.096617666955
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
Trinitas CLO Ltd
54930015QLUMDPHS1H02
Trinitas CLO V Ltd
89641AAQ8
500000.00000000
PA
USD
499805.50000000
0.121368355639
Long
ABS-CBDO
CORP
KY
N
2
2028-10-25
Floating
3.32963000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
60000.00000000
PA
USD
62700.00000000
0.015225514522
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Bonar Bonds
000000000
166680.00000000
PA
USD
61547.29000000
0.014945600601
Long
DBT
NUSS
AR
N
2
2024-05-07
Fixed
8.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-653.18000000
-0.00015861246
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2614170510.00000000
IDR
184000.00000000
USD
2019-12-18
-653.18
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAA1
201000.00000000
PA
USD
190206.30000000
0.046188018865
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
212252.00000000
0.051541402047
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
7139.00000000
NS
USD
1088126.38000000
0.264231004797
Long
EC
CORP
CH
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
915.41000000
0.000222290083
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-49000.00000000
USD
200238.50000000
BRL
2019-11-04
915.41
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAA0
100000.00000000
PA
USD
107500.00000000
0.026104351054
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300QK06ZD0H5SH503
Benefit Street Partners CLO VII Ltd
08180RAL9
480372.62000000
PA
USD
479302.30000000
0.116389539540
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
2.78325000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
62582.00000000
NS
2279294.31000000
0.553483710007
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
100000.00000000
PA
USD
114840.19000000
0.027886777999
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
111753.06000000
0.027137126601
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
MXN/USD FORWARD
000000000
1.00000000
NC
USD
318.30000000
0.000077293162
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-170941.04000000
USD
3319064.00000000
MXN
2019-12-18
318.3
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-410.66000000
-0.00009972104
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-227640.21000000
SGD
167000.00000000
USD
2019-12-18
-410.66
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
220000.00000000
PA
USD
266053.89000000
0.064606178084
Long
DBT
CORP
ID
N
2
2028-11-15
Fixed
6.53000000
N
N
N
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
43308.00000000
NS
USD
1049785.92000000
0.254920745937
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
500000.00000000
PA
USD
480100.00000000
0.116583245967
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
107490.00000000
0.026101922743
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-2834.30000000
-0.00068825639
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-311763.00000000
TRY
51000.00000000
USD
2019-12-18
-2834.3
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
83333.33000000
PA
USD
86666.66000000
0.021045366673
Long
DBT
NUSS
GB
N
2
2022-04-27
Fixed
9.62500000
N
N
N
N
N
N
Zais CLO 9, Limited
549300GT2U4OLB9UL559
Zais Clo 9 Ltd
98875NAA3
500000.00000000
PA
USD
490805.55000000
0.119182887227
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
3.16588000
N
N
N
N
N
N
PGIM QMA Strategic Alpha International Equity ETF
549300RP3OZSRHX2KH10
PGIM QMA Strategic Alpha International Equity ETF
69344A305
200000.00000000
NS
USD
10697380.00000000
2.597657329194
Long
EC
RF
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/BRL FORWARD
000000000
1.00000000
NC
USD
715.95000000
0.000173854978
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-477620.22000000
BRL
119563.48000000
USD
2019-12-03
715.95
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
340000.00000000
PA
USD
360400.00000000
0.087516354606
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AE3
200000.00000000
PA
USD
216000.00000000
0.052451533282
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
000000000
100000.00000000
PA
116905.75000000
0.028388360356
Long
DBT
NUSS
TR
N
2
2026-02-16
Fixed
5.20000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
70000.00000000
PA
USD
74025.00000000
0.017975577552
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
121661.00000000
NS
USD
2522032.53000000
0.612428116606
Long
EC
CORP
US
N
1
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AB4
300000.00000000
PA
USD
283500.00000000
0.068842637433
Long
DBT
CORP
CA
N
2
2023-01-30
Fixed
6.37500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
45381.00000000
NS
USD
926680.02000000
0.225026795885
Long
EC
CORP
GB
N
1
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAM9
225000.00000000
PA
USD
243000.00000000
0.059007974942
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
200000.00000000
PA
USD
196040.00000000
0.047604623077
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
553744.00000000
NS
788832.16000000
0.191553038400
Long
EC
CORP
HK
N
2
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAB3
75000.00000000
PA
USD
77906.25000000
0.018918066040
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.37500000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
100000.00000000
PA
USD
104375.00000000
0.025345503640
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900DLL625KV2D0Z30
Wellfleet CLO 2015-1 Ltd
949496BA0
500000.00000000
PA
USD
498623.10000000
0.121081232060
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
3.24588000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO Software Inc
05765WAA1
450000.00000000
PA
USD
465187.50000000
0.112962026105
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
11.37500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
11207.00000000
NS
USD
1606747.59000000
0.390168401358
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/INR FORWARD
000000000
1.00000000
NC
USD
18561.84000000
0.004507393372
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-1175691.48000000
USD
85363860.00000000
INR
2019-12-18
18561.84
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
Tritax Big Box REIT PLC
000000000
409055.00000000
NS
797082.00000000
0.193556356721
Long
EC
CORP
GB
N
2
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
201795.00000000
0.049002116475
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter Inc
035287AJ0
100000.00000000
PA
USD
102750.00000000
0.024950902985
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.00000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
25000.00000000
PA
USD
25875.00000000
0.006283256591
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BM4
200000.00000000
PA
USD
205800.00000000
0.049974655321
Long
DBT
CORP
MX
N
2
2025-01-11
Fixed
5.70000000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
PEN/USD FORWARD
000000000
1.00000000
NC
USD
522.66000000
0.000126918140
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-383467.50000000
PEN
115000.00000000
USD
2019-12-18
522.66
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
325000.00000000
PA
USD
304687.50000000
0.073987622902
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/EGP FORWARD
000000000
1.00000000
NC
USD
1015.29000000
0.000246544061
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-17276.80000000
USD
301652.85000000
EGP
2020-01-21
1015.29
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
HELLENIC REPUBLIC GOVERNMENT BOND
000000000
75000.00000000
PA
107302.48000000
0.026056387041
Long
DBT
NUSS
GR
N
2
2039-02-24
Variable
3.00000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
425000.00000000
PA
USD
431961.50000000
0.104893717564
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAB6
215000.00000000
PA
USD
219837.50000000
0.053383397907
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.87500000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
56212.00000000
NS
USD
2130996.92000000
0.517472480899
Long
EC
CORP
GB
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
50000.00000000
PA
USD
44390.00000000
0.010779275751
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAU3
60000.00000000
PA
USD
57000.00000000
0.013841376838
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.87500000
N
N
N
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
000000000
200000.00000000
PA
USD
220002.00000000
0.053423343635
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
220000.00000000
PA
254873.93000000
0.061891335288
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
31259.00000000
NS
USD
1966191.10000000
0.477452490377
Long
EC
CORP
US
N
1
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
200000.00000000
PA
USD
225891.82000000
0.054853575532
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
235242.80000000
0.057124284970
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
50000.00000000
PA
USD
51562.50000000
0.012520982337
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
Enable Midstream Partners LP
292480100
40352.00000000
NS
USD
407151.68000000
0.098869119882
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/THB FORWARD
000000000
1.00000000
NC
USD
1551.84000000
0.000376835126
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-104000.00000000
USD
3185457.60000000
THB
2019-12-18
1551.84
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
220000.00000000
PA
USD
22825.00000000
0.005542621514
Long
DBT
NUSS
VE
Y
2
2038-03-31
Fixed
7.00000000
Y
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
235822AA1
200000.00000000
PA
USD
210000.00000000
0.050994546246
Long
DBT
CORP
LU
N
2
2026-06-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
USD/KRW FORWARD
000000000
1.00000000
NC
USD
1459.61000000
0.000354438807
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-97000.00000000
USD
115114750.00000000
KRW
2019-12-18
1459.61
N
N
N
Ocean Trails CLO
549300D1D91PFKUUCT75
Ocean Trails CLO VII
67515WAA4
500000.00000000
PA
USD
498750.80000000
0.121112241601
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
3.40213000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
N/A
Jamaica Government International Bond
470160CB6
200000.00000000
PA
USD
264002.00000000
0.064107915229
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
199904.00000000
0.048542922728
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
240000.00000000
PA
263742.58000000
0.064044919967
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
175000.00000000
PA
USD
181125.00000000
0.043982796137
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AH8
150000.00000000
PA
USD
167250.00000000
0.040613513618
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.87500000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
11769.00000000
NS
1860468.13000000
0.451779657601
Long
EC
CORP
FR
N
2
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
200000.00000000
PA
USD
219682.00000000
0.053345637660
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
220000.00000000
PA
USD
182947.60000000
0.044425380233
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
18458.00000000
NS
USD
2305773.36000000
0.559913648768
Long
EC
CORP
US
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
150000.00000000
PA
USD
82875.00000000
0.020124633429
Long
DBT
NUSS
LB
N
2
2027-11-29
Fixed
6.75000000
N
N
N
N
N
N
Western Midstream Partners LP
N/A
Western Midstream Partners LP
958669103
20885.00000000
NS
USD
444015.10000000
0.107820707387
Long
EC
CORP
US
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
150000.00000000
PA
USD
154125.00000000
0.037426354477
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-176.60000000
-0.00004288398
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-82000.00000000
USD
1585765.20000000
MXN
2019-12-18
-176.6
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRY/USD FWD
000000000
1.00000000
NC
USD
1052.97000000
0.000255693939
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
-86692.00000000
USD
508145.16000000
TRY
2019-12-18
1052.97
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAB9
50000.00000000
PA
USD
50931.50000000
0.012367755867
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
247014.00000000
0.059982699269
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.62500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
5416.81000000
0.001315370324
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-665746.11000000
USD
784694890.00000000
KRW
2019-12-18
5416.81
N
N
N
Regatta II Funding LP
N/A
Regatta Funding LP 2013-2A
75885WAS0
500000.00000000
PA
USD
500256.35000000
0.121477836073
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
3.25088000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
130000.00000000
PA
USD
138287.50000000
0.033580515781
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
50000.00000000
PA
USD
53625.00000000
0.013021821630
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
78756.00000000
NS
USD
2457974.76000000
0.596872893202
Long
EC
CORP
US
N
1
N
N
N
PETSMART INC
N/A
PetSmart Inc
716768AC0
284000.00000000
PA
USD
279740.00000000
0.067929592224
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
284507.00000000
NS
USD
3581943.13000000
0.869807450460
Long
EC
CORP
US
N
1
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
254920.00000000
0.061902522520
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
56611.00000000
NS
USD
1920811.23000000
0.466432843332
Long
EC
CORP
US
N
1
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
100000.00000000
PA
USD
105672.00000000
0.025660455671
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
175000.00000000
PA
USD
178281.25000000
0.043292244990
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
15000.00000000
PA
USD
14394.00000000
0.003495311898
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.37500000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
50000.00000000
PA
USD
51235.00000000
0.012441455128
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TWD/USD FORWARD
000000000
1.00000000
NC
USD
898.84000000
0.000218266371
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-90000.00000000
USD
2753100.00000000
TWD
2019-12-18
898.84
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
BRL/USD FWD
000000000
1.00000000
NC
USD
-24032.34000000
-0.00583580130
N/A
DFE
CORP
US
N
2
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-2569299.00000000
BRL
616441.90000000
USD
2019-11-04
-24032.34
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
550000.00000000
PA
USD
510643.88000000
0.124000252163
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
REPUBLIC OF CONGO
N/A
Congolese International Bond
000000000
200260.00000000
PA
USD
172407.84000000
0.041865997953
Long
DBT
NUSS
CG
N
2
2029-06-30
Variable
6.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
100000.00000000
PA
USD
108250.00000000
0.026286474434
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Lendlease Global Commercial RE
N/A
Lendlease Global Commercial REIT
000000000
1033600.00000000
NS
721761.18000000
0.175266113679
Long
EC
CORP
SG
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
680000.00000000
PA
USD
686018.00000000
0.166586555367
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-9947.20000000
-0.00241549024
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-1338718.90000000
TRY
221218.75000000
USD
2019-12-18
-9947.2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
2056.71000000
0.000499433301
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-1367004.78000000
ZAR
91931.00000000
USD
2019-12-18
2056.71
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
65898.00000000
NS
USD
3230978.94000000
0.784582404660
Long
EC
CORP
GB
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
21317.00000000
NS
USD
1012770.67000000
0.245932289375
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
245000.00000000
PA
USD
267148.00000000
0.064871862098
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
200.59000000
0.000048709504
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-142057012.00000000
COP
42153.42000000
USD
2019-12-18
200.59
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
228672.40000000
0.055528787034
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336T100
84534.00000000
NS
USD
528337.50000000
0.128296814655
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-694.29000000
-0.00016859525
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-119755.34000000
USD
477620.22000000
BRL
2019-11-04
-694.29
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
250000.00000000
PA
USD
269375.00000000
0.065412647120
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
80000.00000000
PA
USD
78950.00000000
0.019171521077
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Mapletree Commercial Trust
549300BF18K4IC5LZ208
Mapletree Commercial Trust
000000000
1040300.00000000
NS
1779953.34000000
0.432228156733
Long
EC
CORP
SG
N
2
N
N
N
REPUBLIC OF SOUTH AFRICA
N/A
Republic of South Africa Government International Bond
836205AP9
110000.00000000
PA
USD
118250.00000000
0.028714786160
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
214250.00000000
0.052026578730
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
2138007ZVGYYNWEGU394
Xplornet Communications Inc
98419FAL9
452279.00000000
PA
USD
460759.23000000
0.111886704109
Long
DBT
CORP
CA
N
2
2022-06-01
Fixed
9.62500000
N
N
N
N
N
N
ARD SECURITIES FINANCE
635400GJAEUL1ES72W59
ARD Securities Finance SARL
03968AAA9
227837.00000000
PA
USD
237804.87000000
0.057746435433
Long
DBT
CORP
LU
N
2
2023-01-31
Fixed
8.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
350000.00000000
PA
USD
370125.00000000
0.089877887760
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAE9
420000.00000000
PA
USD
480900.00000000
0.116777510905
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial Inc
55272X102
182227.00000000
NS
USD
1383102.93000000
0.335860506324
Long
EC
CORP
US
N
1
N
N
N
FERL PRT LP/FERL PRT FIN
N/A
Ferrellgas Partners LP / Ferrellgas Partners Finance Corp
315295AE5
450000.00000000
PA
USD
256500.00000000
0.062286195773
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
8.62500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
238860.00000000
0.058002653888
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
520000.00000000
PA
USD
521300.00000000
0.126587890278
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
197252.00000000
0.047898934458
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
PGIM QMA International Equity
2JUUEZVKFN5LVIB9E450
PGIM QMA International Equity
743969578
436937.56330000
NS
USD
3176536.09000000
0.771361983554
Long
EC
RF
US
N
1
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
150000.00000000
PA
USD
157515.00000000
0.038249552152
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.87500000
N
N
N
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AH3
150000.00000000
PA
USD
159093.75000000
0.038632921866
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
201750.00000000
0.048991189072
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
255000.00000000
PA
USD
377083.80000000
0.091567701324
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AU4
75000.00000000
PA
USD
78281.25000000
0.019009127730
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
PGIM Total Return Bond Fund
TMK5EH3X0S88LKHCV210
PGIM Total Return Bond Fund
74440B884
1380609.70393300
NS
USD
20736757.75000000
5.035531200445
Long
EC
RF
US
N
1
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
136000.00000000
PA
USD
147560.00000000
0.035832167829
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
350000.00000000
PA
USD
387625.00000000
0.094127433280
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
187500.00000000
0.045530844863
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
200000.00000000
PA
USD
198900.00000000
0.048299120231
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
225000.00000000
PA
USD
211342.50000000
0.051320547096
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
200000.00000000
PA
USD
291752.00000000
0.070846480269
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
Trinitas CLO Ltd
549300IUAXGLQ814UD95
Trinitas CLO VI Ltd
89640YAJ3
500000.00000000
PA
USD
499836.00000000
0.121375761989
Long
ABS-CBDO
CORP
KY
N
2
2029-07-25
Floating
3.44550000
N
N
N
N
N
N
VENATOR FIN SARL/VENATOR
N/A
Venator Finance Sarl / Venator Materials LLC
9226APAA3
160000.00000000
PA
USD
127270.40000000
0.030905220469
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
KRW/USD FWD
000000000
1.00000000
NC
USD
-3039.97000000
-0.00073819947
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-148529680.00000000
KRW
124000.00000000
USD
2019-12-18
-3039.97
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
400000.00000000
PA
USD
426504.00000000
0.103568466440
Long
DBT
NUSS
DO
N
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
300000.00000000
PA
USD
306000.00000000
0.074306338816
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAH2
225000.00000000
PA
USD
219937.50000000
0.053407681024
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
400000.00000000
PA
USD
423103.20000000
0.102742646188
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
GOLDEN NUGGET INC
N/A
Golden Nugget Inc
38113YAE9
100000.00000000
PA
USD
103010.00000000
0.025014039089
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-779.52000000
-0.00018929175
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-68355.00000000
CHF
68951.43000000
USD
2020-01-17
-779.52
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
225000.00000000
PA
USD
257932.80000000
0.062634124277
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BF5
100000.00000000
PA
USD
89000.00000000
0.021611974361
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PEN/USD FORWARD
000000000
1.00000000
NC
USD
3266.71000000
0.000793259019
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-471701.35000000
USD
1591012.00000000
PEN
2019-12-18
3266.71
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
50000.00000000
PA
USD
47812.50000000
0.011610365440
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-2847.64000000
-0.00069149576
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2954169.19000000
CZK
126441.67000000
USD
2020-01-17
-2847.64
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
80000.00000000
PA
USD
47600.00000000
0.011558763815
Long
DBT
NUSS
LB
N
2
2022-05-27
Fixed
6.25000000
N
N
N
N
N
N
FERL PRT LP/FERL PRT FIN
N/A
Ferrellgas Partners LP / Ferrellgas Partners Finance Corp
315295AG0
225000.00000000
PA
USD
128250.00000000
0.031143097886
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
8.62500000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
20854PAL3
130000.00000000
PA
USD
127075.00000000
0.030857771258
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.87500000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
17271.00000000
NS
USD
905863.95000000
0.219972005198
Long
EC
CORP
US
N
1
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
250000.00000000
PA
USD
200625.00000000
0.048718004003
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
75000.00000000
PA
USD
83250.00000000
0.020215695119
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-1840.22000000
-0.00044686278
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-5478913.00000000
RUB
83000.00000000
USD
2019-12-18
-1840.22
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315292AP7
200000.00000000
PA
USD
167500.00000000
0.040674221411
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
6.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
48054.00000000
NS
USD
1849598.46000000
0.449140162889
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
420000.00000000
PA
USD
413179.20000000
0.100332789631
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
150000.00000000
PA
201607.20000000
0.048956512781
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAC0
400000.00000000
PA
USD
415500.00000000
0.100896352217
Long
DBT
CORP
LU
N
2
2023-09-15
Fixed
7.12500000
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
548574II5
210000.00000000
PA
USD
357701.82000000
0.086861152393
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-28490.09000000
-0.00691828196
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-33069224.00000000
TWD
1063353.29000000
USD
2019-12-18
-28490.09
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
170000.00000000
PA
USD
161029.10000000
0.039102885176
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
400000.00000000
PA
USD
449976.00000000
0.109268199723
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
65000.00000000
PA
USD
69468.75000000
0.016869178021
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
200000.00000000
PA
USD
194500.00000000
0.047230663071
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
70000.00000000
PA
USD
73676.40000000
0.017890926605
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C209
30427.00000000
NS
USD
800942.09000000
0.194493706902
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
192502.00000000
0.046745486388
Long
DBT
NUSS
EC
N
2
2024-06-20
Fixed
7.95000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAQ2
350000.00000000
PA
USD
448000.00000000
0.108788365326
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
390000.00000000
PA
164417.53000000
0.039925701606
Long
DBT
NUSS
AR
N
2
2023-01-15
Fixed
3.37500000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAX7
150000.00000000
PA
USD
171000.00000000
0.041524130515
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
100000.00000000
PA
120777.40000000
0.029328517666
Long
DBT
NUSS
AL
N
2
2025-10-09
Fixed
3.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
13712.00000000
NS
USD
1607869.12000000
0.390440743804
Long
EC
CORP
US
N
1
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BK4
375000.00000000
PA
USD
330937.50000000
0.080361941183
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
320000.00000000
PA
USD
354003.20000000
0.085963012161
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
275000.00000000
PA
USD
290042.50000000
0.070431360380
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
TRONOX FINANCE PLC
N/A
Tronox Finance PLC
89705PAA3
115000.00000000
PA
USD
108387.50000000
0.026319863720
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
125000.00000000
PA
USD
131775.00000000
0.031999077769
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
POLARIS INTERMEDIATE
N/A
Polaris Intermediate Corp
73107GAA1
225000.00000000
PA
USD
189000.00000000
0.045895091622
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
8.50000000
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
50000.00000000
PA
USD
51125.00000000
0.012414743699
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
200000.00000000
PA
USD
195461.90000000
0.047464242376
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
350000.00000000
PA
USD
426783.00000000
0.103636216337
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
230580.00000000
0.055992011779
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
KEYSTONE POWER/CONEMAUGH
N/A
Keystone Power Pass-Through Holders LLC / Conemaugh Power Pass-Through Holders
000000000
350.00000000
PA
USD
108500.00000000
0.026347182227
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
45000.00000000
PA
USD
45618.75000000
0.011077654555
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
36225.00000000
NS
394394.07000000
0.095771174486
Long
EC
CORP
HK
N
2
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
300000.00000000
PA
USD
280908.60000000
0.068213364732
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
Cathedral Lake LTD
N/A
Cathedral Lake CLO 2016-4 Ltd
14918KAJ6
500000.00000000
PA
USD
499996.50000000
0.121414736393
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
3.21588000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
72630.00000000
NS
USD
2553670.80000000
0.620110874809
Long
EC
CORP
CA
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
200134.00000000
0.048598773898
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
400000.00000000
PA
USD
402968.00000000
0.097853191962
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
93245.00000000
0.022642792689
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
230874.00000000
0.056063404143
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549207
10249.00000000
NS
USD
572816.61000000
0.139097729093
Long
EC
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
75000.00000000
PA
USD
77062.50000000
0.018713177238
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
657.23000000
0.000159595931
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-2080339.20000000
MXN
108000.00000000
USD
2019-12-18
657.23
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRY/USD FORWARD
000000000
1.00000000
NC
USD
304.06000000
0.000073835246
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-52500.00000000
USD
305796.75000000
TRY
2019-12-18
304.06
N
N
N
KEYSTONE POWER/CONEMAUGH
N/A
Keystone Power Pass-Through Holders LLC / Conemaugh Power Pass-Through Holders
49339FAC9
83971.00000000
PA
USD
85230.57000000
0.020696639254
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AQ7
125000.00000000
PA
USD
111562.50000000
0.027090852693
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/RUB FORWARD
000000000
1.00000000
NC
USD
772.00000000
0.000187465665
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-180000.00000000
USD
11674110.00000000
RUB
2019-12-18
772
N
N
N
DEVELOPMENT BANK BELARUS
253400D4JRB0M70A0687
Development Bank of the Republic of Belarus JSC
25161EAA9
220000.00000000
PA
USD
230863.60000000
0.056060878699
Long
DBT
NUSS
BY
N
2
2024-05-02
Fixed
6.75000000
N
N
N
N
N
N
WILLIAM LYON HOMES INC
5493001MTHCP4IWKJU06
William Lyon Homes Inc
96926DAR1
350000.00000000
PA
USD
356125.00000000
0.086478251343
Long
DBT
CORP
US
N
2
2025-01-31
Fixed
5.87500000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
220700.00000000
0.053592839793
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
200000.00000000
PA
USD
290000.00000000
0.070421040055
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-1456.07000000
-0.00035357918
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-278900.00000000
USD
975427.96000000
ILS
2019-12-18
-1456.07
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/ZAR FWD
000000000
1.00000000
NC
USD
2908.74000000
0.000706332745
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-4203780.33000000
ZAR
279288.00000000
USD
2019-12-18
2908.74
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-466.81000000
-0.00011335601
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-108000.00000000
USD
1522368000.00000000
IDR
2019-12-18
-466.81
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
760000.00000000
PA
USD
910107.60000000
0.221002495704
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-502.69000000
-0.00012206880
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-106908.61000000
PLN
27494.95000000
USD
2020-01-17
-502.69
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
EGP/USD FWD
000000000
1.00000000
NC
USD
1387.87000000
0.000337018099
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-39388.92000000
USD
673550.50000000
EGP
2020-01-28
1387.87
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
200552.80000000
0.048700471593
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
29162.00000000
NS
USD
1690521.14000000
0.410511230738
Long
EC
CORP
NL
N
1
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
HELLENIC REPUBLIC GOVERNMENT BOND
000000000
115000.00000000
PA
164827.72000000
0.040025308525
Long
DBT
NUSS
GR
N
2
2040-02-24
Variable
3.00000000
N
N
N
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
210000.00000000
PA
USD
222864.60000000
0.054118472150
Long
DBT
CORP
BR
N
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
179200.00000000
0.043515346130
Long
DBT
NUSS
EC
N
2
2028-01-23
Fixed
7.87500000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
25380QAH2
800000.00000000
PA
USD
420008.00000000
0.101991035143
Long
DBT
CORP
JM
N
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
20335.00000000
NS
USD
823567.50000000
0.199987861743
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
8529.65000000
0.002071264911
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-569500.00000000
USD
2318798.98000000
BRL
2019-11-04
8529.65
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
72431PAA0
150000.00000000
PA
USD
147507.00000000
0.035819297777
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
INFORMATICA LLC
5493007SV33RZV7RPS40
Informatica LLC
465349AA6
40000.00000000
PA
USD
40650.00000000
0.009871087166
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
7.12500000
N
N
N
N
N
N
Highbridge Loan Management Ltd
2549009NI8GVCM3ROT27
HPS Loan Management 10-2016 Ltd
40436TAL0
600000.00000000
PA
USD
598797.90000000
0.145406796210
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
3.10588000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
50000.00000000
PA
USD
48876.00000000
0.011868616392
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
COP/USD FORWARD
000000000
1.00000000
NC
USD
-38.23000000
-0.00000928343
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-311651840.00000000
COP
92000.00000000
USD
2019-12-18
-38.23
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
186300.00000000
0.045239447456
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.87500000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
99500.00000000
PA
USD
99500.00000000
0.024161701674
Long
LON
CORP
US
N
3
2024-03-28
Floating
7.09860000
N
N
N
N
N
N
VTB BANK (VTB CAPITAL SA
529900Z143LRJYE8LK88
VTB Bank OJSC Via VTB Capital SA
000000000
200000.00000000
PA
USD
215380.80000000
0.052301172220
Long
DBT
CORP
LU
N
2
2022-10-17
Fixed
6.95000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
549300IB1UGD5G8HYT10
Mountain View Clo XIV Ltd
62432MAA7
650000.00000000
PA
USD
649970.36000000
0.157833064676
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
3.44088000
N
N
N
N
N
N
Invesco Preferred ETF
549300J11Q08WEERN210
Invesco Preferred ETF
46138E511
827788.00000000
NS
USD
12400264.24000000
3.011170706003
Long
EC
RF
US
N
1
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
145000.00000000
PA
USD
151706.25000000
0.036839006578
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AA3
100000.00000000
PA
USD
103250.00000000
0.025072318571
Long
DBT
CORP
CA
N
2
2023-06-15
Fixed
6.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
275000.00000000
PA
USD
210375.00000000
0.051085607936
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
WARRIOR MET COAL INC
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAA9
10000.00000000
PA
USD
10200.00000000
0.002476877960
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AJ4
25000.00000000
PA
USD
25437.50000000
0.006177017953
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
MXN/USD FWD
000000000
1.00000000
NC
USD
-1467.16000000
-0.00035627218
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-1841367.84000000
MXN
93545.00000000
USD
2019-12-18
-1467.16
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AJ1
200000.00000000
PA
USD
214000.00000000
0.051965870937
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
N/A
Republic of South Africa Government International Bond
836205AZ7
200000.00000000
PA
USD
211898.00000000
0.051455439812
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
222500.00000000
0.054029935904
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
335000.00000000
PA
USD
347147.10000000
0.084298137359
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
100000.00000000
PA
USD
107875.00000000
0.026195412744
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAF2
150000.00000000
PA
USD
157125.00000000
0.038154847995
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
102510.00000000
NS
USD
660164.40000000
0.160308495363
Long
EC
CORP
US
N
1
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
128000.00000000
PA
USD
144264.00000000
0.035031796284
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
200000.00000000
PA
USD
233575.02000000
0.056719295997
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-2.00000000
NC
USD
16270.36000000
0.003950950597
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
-395770.36
USD
16270.36
N
N
N
Kenedix Retail REIT Corp
353800IOH9ONLGE3AQ55
Kenedix Retail REIT Corp
000000000
380.00000000
NS
1046904.50000000
0.254221047339
Long
EC
CORP
JP
N
2
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAC2
200000.00000000
PA
USD
219740.00000000
0.053359721868
Long
DBT
CORP
US
N
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/THB FWD
000000000
1.00000000
NC
USD
2108.60000000
0.000512033810
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-153000.00000000
USD
4681035.00000000
THB
2019-12-18
2108.6
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
3005.33000000
0.000729787807
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-416000.00000000
USD
569751.42000000
SGD
2019-12-18
3005.33
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
75000.00000000
PA
USD
68625.00000000
0.016664289219
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
197088.22000000
0.047859163569
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.12500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
400000.00000000
PA
USD
439976.00000000
0.106839887997
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
80000.00000000
PA
USD
44000.00000000
0.010684571594
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
N
N
N
N
N
N
COTT HOLDINGS INC
N/A
Cott Holdings Inc
221644AA5
75000.00000000
PA
USD
78187.50000000
0.018986362308
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AF3
100000.00000000
PA
USD
100000.00000000
0.024283117260
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
6.25000000
N
N
N
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
US Concrete Inc
90333LAP7
375000.00000000
PA
USD
390345.00000000
0.094787934070
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.37500000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
235822AB9
225000.00000000
PA
USD
232875.00000000
0.056549309320
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming Inc
707569AS8
225000.00000000
PA
USD
231750.00000000
0.056276124251
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
211290.00000000
0.051307798459
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
19958.00000000
NS
USD
1668688.38000000
0.405209556026
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAD8
50000.00000000
PA
USD
51140.00000000
0.012418386166
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
375000.00000000
PA
USD
527816.25000000
0.128170238907
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
80000.00000000
PA
USD
122200.80000000
0.029674163557
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AC2
225000.00000000
PA
USD
220929.29000000
0.053648518553
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
ILS/USD FORWARD
000000000
1.00000000
NC
USD
45.87000000
0.000011138665
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-148403.00000000
ILS
42256.58000000
USD
2019-12-18
45.87
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BB0
200000.00000000
PA
USD
321300.00000000
0.078021655757
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
150000.00000000
PA
USD
168562.50000000
0.040932229532
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
200000.00000000
PA
USD
213038.40000000
0.051732364481
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
203320.00000000
0.049372434013
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
150000.00000000
PA
USD
219751.50000000
0.053362514426
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
300000.00000000
PA
USD
31125.00000000
0.007558120247
Long
DBT
NUSS
VE
Y
2
2031-08-05
Fixed
11.95000000
Y
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
228480.36000000
0.055482153735
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HR4
75000.00000000
PA
USD
29063.25000000
0.007057463077
Long
DBT
NUSS
AR
N
2
2048-01-11
Fixed
6.87500000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
186873.24000000
0.045378647997
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAD9
100000.00000000
PA
USD
110625.00000000
0.026863198469
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAQ4
125000.00000000
PA
USD
130000.00000000
0.031568052438
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/PHP FORWARD
000000000
1.00000000
NC
USD
2389.76000000
0.000580308223
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-134500.00000000
USD
6963131.50000000
PHP
2019-12-18
2389.76
N
N
N
TLG Immobilien AG
549300NYSIH10FPUO363
TLG Immobilien AG
000000000
15872.00000000
NS
464967.10000000
0.112908506115
Long
EC
CORP
DE
N
2
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
325000.00000000
PA
USD
335562.50000000
0.081485035357
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
100000.00000000
PA
USD
97250.00000000
0.023615331535
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
115000.00000000
PA
USD
6900.00000000
0.001675535090
Long
DBT
CORP
VE
Y
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
HUF/USD FORWARD
000000000
1.00000000
NC
USD
155.33000000
0.000037718966
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-67000.00000000
USD
19696928.00000000
HUF
2020-01-17
155.33
N
N
N
TWIN RIVER WORLDWIDE HLD
549300NS4D5IK406VT62
Twin River Worldwide Holdings Inc
90171VAA3
125000.00000000
PA
USD
131600.00000000
0.031956582314
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAB6
75000.00000000
PA
USD
76500.00000000
0.018576584704
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
PLN/USD FORWARD
000000000
1.00000000
NC
USD
1918.32000000
0.000465827895
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-113000.00000000
USD
438814.03000000
PLN
2020-01-17
1918.32
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
80000.00000000
PA
USD
85300.80000000
0.020713693288
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAJ5
475000.00000000
PA
USD
311125.00000000
0.075550848576
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
225000.00000000
PA
USD
180213.75000000
0.043761516231
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
38387.00000000
NS
USD
3087850.28000000
0.749826304319
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
280000.00000000
PA
USD
322702.80000000
0.078362299326
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAY1
635000.00000000
PA
USD
659409.40000000
0.160125157828
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
30000.00000000
PA
USD
16575.00000000
0.004024926685
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
19732.00000000
NS
USD
2456831.32000000
0.596595230326
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GL8
757100.52000000
PA
USD
386128.84000000
0.093764118993
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
MEDNAX INC
N/A
MEDNAX Inc
58502BAC0
425000.00000000
PA
USD
420495.00000000
0.102109293924
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
55000.00000000
NS
USD
2814350.00000000
0.683411910619
Long
EC
RF
US
N
1
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
200000.00000000
PA
USD
202007.76000000
0.049053781235
Long
DBT
CORP
ID
N
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CF1
1000000.00000000
PA
USD
1025000.00000000
0.248901951919
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
208782.00000000
0.050698777878
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
11696.00000000
NS
USD
2319901.60000000
0.563344425854
Long
EC
CORP
GB
N
1
N
N
N
STARFRUIT FINCO/STAR US
N/A
Starfruit Finco BV / Starfruit US Holdco LLC
85529VAA2
350000.00000000
PA
USD
348250.00000000
0.084565955859
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
300000.00000000
PA
USD
325128.00000000
0.078951213486
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
93369KAB1
660000.00000000
PA
USD
722700.00000000
0.175494088441
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
9.12500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-8587.20000000
-0.00208523984
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-17161426.00000000
TWD
558029.95000000
USD
2019-12-18
-8587.2
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376A202
36100.00000000
NS
USD
941488.00000000
0.228622635032
Long
EP
CORP
US
N
1
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAH6
50000.00000000
PA
USD
50250.00000000
0.012202266423
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AH7
200000.00000000
PA
USD
209312.40000000
0.050827575532
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAN8
758000.00000000
PA
USD
833800.00000000
0.202472631717
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AF2
225000.00000000
PA
USD
226125.00000000
0.054910198905
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.75000000
N
N
N
N
N
N
Plains GP Holdings LP
549300O56BSKRD8FAM12
Plains GP Holdings LP
72651A207
11380.00000000
NS
USD
211212.80000000
0.051289051893
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
11289.00000000
NS
USD
1023799.41000000
0.248610411241
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-3713.46000000
-0.00090174384
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-6394630.00000000
PHP
122000.00000000
USD
2019-12-18
-3713.46
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
400000.00000000
PA
USD
391004.00000000
0.094947959813
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/RUB FORWARD
000000000
1.00000000
NC
USD
2966.57000000
0.000720375671
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-140000.00000000
USD
9232666.00000000
RUB
2019-12-18
2966.57
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-219.29000000
-0.00005325044
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-148116.00000000
USD
2249536.71000000
ZAR
2019-12-18
-219.29
N
N
N
AMC ENTERTAINMENT HOLDIN
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAB0
375000.00000000
PA
USD
341718.75000000
0.082979964763
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.87500000
N
N
N
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
150000.00000000
PA
USD
147562.50000000
0.035832774907
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411Q101
58532.00000000
NS
USD
2629842.76000000
0.638607801175
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
26917.00000000
NS
USD
1345311.66000000
0.326683607916
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
9980.00000000
NS
USD
572552.60000000
0.139033619235
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
200392.37000000
0.048661514188
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
50000.00000000
PA
USD
45218.75000000
0.010980522086
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
600000.00000000
PA
USD
635784.00000000
0.154388174243
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/THB FORWARD
000000000
1.00000000
NC
USD
2582.80000000
0.000627184352
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-172105.52000000
USD
5271933.00000000
THB
2019-12-18
2582.8
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
50000.00000000
PA
USD
52124.00000000
0.012657332040
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
425000.00000000
PA
USD
481843.75000000
0.117006682824
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
200000.00000000
PA
233169.08000000
0.056620721111
Long
DBT
CORP
GB
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
Mapletree Commercial Trust
549300BF18K4IC5LZ208
Mapletree Commercial Trust
000000000
73861.30000000
NS
4763.02000000
0.001156609731
Long
EC
CORP
SG
N
2
N
N
N
NEW HOME CO INC/THE
549300PLCE8TB3TVRQ85
New Home Co Inc/The
645370AB3
250000.00000000
PA
USD
236718.75000000
0.057482691639
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.25000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
PHP/USD FWD
000000000
1.00000000
NC
USD
-8806.32000000
-0.00213844901
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-15962295.00000000
PHP
305000.00000000
USD
2019-12-18
-8806.32
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
625000.00000000
PA
USD
37500.00000000
0.009106168972
Long
DBT
CORP
VE
Y
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
115364.85000000
0.028014181802
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
WEST CORP
5493005Z5DB0O5S30R71
West Corp
68163PAA2
610000.00000000
PA
USD
460550.00000000
0.111835896542
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.50000000
N
N
N
N
N
SILVERMORE CLO LTD
254900XWIIO2JU37JD03
Silvermore CLO Ltd
828428AJ1
175731.13000000
PA
USD
175754.27000000
0.042678615474
Long
ABS-CBDO
CORP
KY
N
2
2026-05-15
Floating
3.32813000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
290000.00000000
PA
USD
347275.00000000
0.084329195466
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
196752.00000000
0.047777518872
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-1463.85000000
-0.00035546841
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-194415.50000000
BRL
47000.00000000
USD
2019-11-04
-1463.85
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCQ3
295000.00000000
PA
USD
314912.50000000
0.076470571642
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
TICP CLO Ltd
254900JG2DPAYUCW8T83
TICP CLO VI 2016-2 Ltd
87246MAG7
500000.00000000
PA
USD
499680.50000000
0.121338001742
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
3.20088000
N
N
N
N
N
N
NEERG ENERGY LTD
N/A
Neerg Energy Ltd
000000000
200000.00000000
PA
USD
197298.38000000
0.047910196968
Long
DBT
CORP
MU
N
2
2022-02-13
Fixed
6.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1124.89000000
0.000273158357
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-104205.32000000
USD
143225.00000000
SGD
2019-12-18
1124.89
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
75000.00000000
PA
USD
96640.69000000
0.023467372073
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AH7
175000.00000000
PA
USD
185937.50000000
0.045151421156
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.87500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
400000.00000000
PA
USD
509840.00000000
0.123805045040
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-5647.95000000
-0.00137149832
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-338658.00000000
SGD
243407.17000000
USD
2019-12-18
-5647.95
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-655.80000000
-0.00015924868
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-195000.00000000
USD
2751368100.00000000
IDR
2019-12-18
-655.8
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
EGP/USD FWD
000000000
1.00000000
NC
USD
5989.76000000
0.001454500444
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-172966.46000000
USD
2957304.17000000
EGP
2020-01-30
5989.76
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRY/USD FORWARD
000000000
1.00000000
NC
USD
2427.56000000
0.000589487241
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-275937.00000000
USD
1612053.63000000
TRY
2019-12-18
2427.56
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD Forward
000000000
1.00000000
NC
USD
9947.15000000
0.002415478098
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2567437.95000000
CNY
368530.00000000
USD
2021-05-14
9947.15
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
465000.00000000
PA
USD
498712.50000000
0.121102941167
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
HCP Inc
PZ9HF5U52KPF0MH0QN75
HCP Inc
40414L109
28293.00000000
NS
USD
1064382.66000000
0.258465289427
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
265548.00000000
NS
USD
5924375.88000000
1.438623141889
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-2708.28000000
-0.00065765480
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-360284.69000000
NZD
228633.06000000
USD
2020-01-22
-2708.28
N
N
N
TRANSOCEAN PONTUS LTD
N/A
Transocean Pontus Ltd
89382PAA3
66750.00000000
PA
USD
66583.13000000
0.016168459533
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
THB/USD FORWARD
000000000
1.00000000
NC
USD
9326.56000000
0.002264779501
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-622000.00000000
USD
19052855.20000000
THB
2019-12-18
9326.56
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
150000.00000000
PA
USD
126750.00000000
0.030778851127
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
EVERI PAYMENTS INC
5493006Q4MDLHOY1JV70
Everi Payments Inc
30034VAB4
200000.00000000
PA
USD
210750.00000000
0.051176669626
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.50000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
150000.00000000
PA
USD
155812.50000000
0.037836132081
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-274.99000000
-0.00006677614
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-398248.39000000
ILS
113000.00000000
USD
2019-12-18
-274.99
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
50000.00000000
PA
USD
52750.00000000
0.012809344354
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAU2
100000.00000000
PA
USD
102375.00000000
0.024859841295
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CAD/USD FORWARD
000000000
1.00000000
NC
USD
576.72000000
0.000140045593
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-270637.83000000
CAD
206149.05000000
USD
2020-01-22
576.72
N
N
N
NVA HOLDINGS
549300PQXWQYUO44P605
NVA Holdings Inc
62953QAA7
125000.00000000
PA
USD
134062.50000000
0.032554554077
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBF4
150000.00000000
PA
USD
144000.00000000
0.034967688855
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-4686.41000000
-0.00113800643
N/A
DFE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
-203238263.00000000
KRW
169146.74000000
USD
2019-12-18
-4686.41
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-9350.36000000
-0.00227055888
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-367933.21000000
USD
2567437.95000000
CNY
2021-05-14
-9350.36
N
N
N
EXPORT CREDIT BANK OF TU
789000JVRVYLAXGDWR11
Export Credit Bank of Turkey
000000000
200000.00000000
PA
USD
197524.00000000
0.047964984537
Long
DBT
NUSS
TR
N
2
2024-05-03
Fixed
6.12500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-3251.92000000
-0.00078966754
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-823803.60000000
TRY
139000.00000000
USD
2019-12-18
-3251.92
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/PLN FORWARD
000000000
1.00000000
NC
USD
387.98000000
0.000094213638
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-103000.00000000
USD
394785.61000000
PLN
2020-01-17
387.98
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAJ1
99216.70000000
PA
USD
99092.68000000
0.024062791680
Long
LON
CORP
US
N
2
2021-07-29
Floating
6.42710000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CR9
400000.00000000
PA
USD
426000.00000000
0.103446079529
Long
DBT
NUSS
TR
N
2
2023-12-23
Fixed
7.25000000
N
N
N
N
N
N
VORNADO REALTY TRUST
N/A
Vornado Realty Trust
929042828
47871.00000000
NS
USD
1247518.26000000
0.302936321921
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CZK/USD FORWARD
000000000
1.00000000
NC
USD
518.91000000
0.000126007523
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-78000.00000000
USD
1794101.40000000
CZK
2020-01-17
518.91
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
460000.00000000
PA
USD
503280.48000000
0.122212189107
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
044209AM6
50000.00000000
PA
USD
57000.00000000
0.013841376838
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
150000.00000000
PA
USD
157690.50000000
0.038292169023
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.87500000
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
50000.00000000
PA
USD
50406.25000000
0.012240208794
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
THB/USD FORWARD
000000000
1.00000000
NC
USD
1369.16000000
0.000332474728
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-235000.00000000
USD
7133404.00000000
THB
2019-12-18
1369.16
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
1200000.00000000
PA
USD
1163250.00000000
0.282473361532
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-6485.65000000
-0.00157491799
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-279151.00000000
USD
201964764.00000000
CLP
2019-12-18
-6485.65
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
21400.66000000
0.005196747362
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-579985744.00000000
CLP
804418.51000000
USD
2019-12-18
21400.66
N
N
N
Activia Properties Inc
353800RPGYN3ML8CXV54
Activia Properties Inc
000000000
85.00000000
NS
448427.76000000
0.108892238789
Long
EC
CORP
JP
N
2
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
12144.00000000
NS
USD
989007.36000000
0.240161816943
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
12422.00000000
NS
USD
1456852.16000000
0.353769118324
Long
EC
CORP
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAQ3
100000.00000000
PA
USD
101250.00000000
0.024586656226
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
220000.00000000
PA
USD
204930.00000000
0.049763392201
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.87500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-589.66000000
-0.00014318782
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-1339124000.00000000
IDR
94000.00000000
USD
2019-12-18
-589.66
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-234.39000000
-0.00005691719
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-278300.00000000
USD
977613.67000000
ILS
2019-12-18
-234.39
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBA7
52000.00000000
PA
USD
39520.00000000
0.009596687941
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
8.12500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-476.52000000
-0.00011571391
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-6967510.00000000
INR
97000.00000000
USD
2019-12-18
-476.52
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V100
82860.00000000
NS
USD
2185018.20000000
0.530590531667
Long
EC
CORP
US
N
1
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR NOTE (CBT)
000000000
11.00000000
NC
USD
-6652.93000000
-0.00161553879
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-31
1317887.36
USD
-6652.93
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
HELLENIC REPUBLIC GOVERNMENT BOND
000000000
240000.00000000
PA
341973.68000000
0.083041869714
Long
DBT
NUSS
GR
N
2
2038-02-24
Variable
3.00000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
200000.00000000
PA
USD
229000.00000000
0.055608338526
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
555000.00000000
PA
USD
682550.10000000
0.165744441144
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAE3
100000.00000000
PA
USD
101000.00000000
0.024525948433
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
Denbury Resources Inc
247916AF6
50000.00000000
PA
USD
43750.00000000
0.010623863801
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRY/USD FORWARD
000000000
1.00000000
NC
USD
481.13000000
0.000116833362
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-42000.00000000
USD
246015.00000000
TRY
2019-12-18
481.13
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
USD/CZK FORWARD
000000000
1.00000000
NC
USD
2094.75000000
0.000508670598
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-177000.00000000
USD
4092188.10000000
CZK
2020-01-17
2094.75
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
1352.69000000
0.000328475298
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-1183918.63000000
ILS
338098.25000000
USD
2019-12-18
1352.69
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
-327.99000000
-0.00007964619
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5079984.00000000
THB
168000.00000000
USD
2019-12-18
-327.99
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-1772.42000000
-0.00043039882
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-67254.00000000
USD
48502576.00000000
CLP
2019-12-18
-1772.42
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
205000.00000000
PA
USD
207203.75000000
0.050315529580
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
UMH PROPERTIES INC
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002400
30148.00000000
NS
USD
810981.20000000
0.196931515756
Long
EP
CORP
US
N
1
N
N
N
MALAYSIA SUKUK GLOBAL
N/A
Malaysia Sukuk Global Bhd
56109AAB5
250000.00000000
PA
USD
298851.93000000
0.072570564596
Long
DBT
NUSS
MY
N
2
2046-04-27
Fixed
4.08000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
360000.00000000
PA
USD
386100.00000000
0.093757115742
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
INR/USD FORWARD
000000000
1.00000000
NC
USD
-807.28000000
-0.00019603274
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-15468830.62000000
INR
215604.00000000
USD
2019-12-18
-807.28
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
1673830.00000000
NS
2064344.40000000
0.501287171311
Long
EC
CORP
SG
N
2
N
N
N
ATOTECH ALPHA 2 BV
52990021652PQB07L470
Atotech Alpha 2 BV
02073MAA7
425000.00000000
PA
USD
417562.50000000
0.101397191510
Long
DBT
CORP
DE
N
2
2023-06-01
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/SGD FORWARD
000000000
1.00000000
NC
USD
321.74000000
0.000078128501
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-169000.00000000
USD
230238.84000000
SGD
2019-12-18
321.74
N
N
N
PROVINCIA DE BUENOS AIRE
N/A
Provincia de Buenos Aires/Government Bonds
000000000
300000.00000000
PA
USD
102750.00000000
0.024950902985
Long
DBT
NUSS
AR
N
2
2024-03-16
Fixed
9.12500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
430000.00000000
PA
USD
417637.50000000
0.101415403848
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ZAR/USD FWD
000000000
1.00000000
NC
USD
1280.63000000
0.000310976884
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
-1299122.97000000
ZAR
86692.00000000
USD
2019-12-18
1280.63
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GX0
50000.00000000
PA
USD
59000.00000000
0.014327039183
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.12500000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
34063.00000000
NS
USD
1593807.77000000
0.387026209695
Long
EC
CORP
US
N
1
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAA1
225000.00000000
PA
USD
236250.00000000
0.057368864527
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-300.77000000
-0.00007303633
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-22965930.00000000
HUF
78000.00000000
USD
2020-01-17
-300.77
N
N
N
2019-11-01
Prudential Investment Portfolios 16
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer