0001752724-20-125843.txt : 20200624
0001752724-20-125843.hdr.sgml : 20200624
20200624095522
ACCESSION NUMBER: 0001752724-20-125843
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200624
PERIOD START: 20201031
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: 20984165
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
C000012793
C000012792
C000012794
C000176454
C000012795
C000012796
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
2020-10-31
2020-04-30
N
341205506.47
9965120.18
331240386.29
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
119718.75000000
0.00000000
0.00000000
2690748.36000000
USD
EUR
N
SINOPEC GRP OVERSEA 2012
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
200000.00000000
PA
USD
248486.20000000
0.075016879065
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/COP FORWARD
000000000
1.00000000
NC
USD
4178.33000000
0.001261419251
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-120311513.79000000
COP
34437.00000000
USD
2020-06-17
4178.33000000
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CK8
85000.00000000
PA
USD
83631.35000000
0.025247932758
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
235000.00000000
PA
USD
193868.88000000
0.058528152974
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAQ2
330000.00000000
PA
USD
367023.50000000
0.110802762945
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
8.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
209073.20000000
0.063118269587
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
COP/USD FORWARD
000000000
1.00000000
NC
USD
12381.61000000
0.003737953013
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-338077416.30000000
COP
97409.00000000
USD
2020-06-17
12381.61000000
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
425000.00000000
PA
USD
418561.85000000
0.126361961682
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-2060.88000000
-0.00062217050
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-133000.00000000
USD
926386.92000000
TRY
2020-06-17
-2060.88000000
N
N
N
Nomura Real Estate Master Fund
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
288.00000000
NS
330903.60000000
0.099898325716
Long
EC
CORP
JP
N
2
N
N
N
MEDNAX INC
N/A
MEDNAX Inc
58502BAC0
75000.00000000
PA
USD
67883.61000000
0.020493760063
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T876
46059.00000000
NS
USD
1077320.01000000
0.325238121494
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Bonar Bonds
000000000
166680.00000000
PA
USD
40042.87000000
0.012088764431
Long
DBT
NUSS
AR
N
2
2024-05-07
Fixed
8.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
200000.00000000
PA
USD
7500.00000000
0.002264216656
Long
DBT
CORP
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
175000.00000000
PA
USD
176193.87000000
0.053192146034
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDI
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd
896366AA9
75000.00000000
PA
USD
67334.56000000
0.020328004309
Long
DBT
CORP
TT
N
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
5347.00000000
NS
USD
2080303.82000000
0.628034474690
Long
EC
CORP
US
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
315000.00000000
PA
USD
50400.00000000
0.015215535932
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
4250.00000000
NS
USD
35615.00000000
0.010752010163
Long
EC
CORP
US
N
1
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
50000.00000000
PA
USD
20474.52000000
0.006181166562
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AX0
25000.00000000
PA
USD
22931.20000000
0.006922827332
Long
DBT
CORP
US
N
2
2020-11-28
Fixed
2.65000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
220000.00000000
PA
202554.81000000
0.061150396625
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-2103.45000000
-0.00063502220
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-28047824.00000000
HUF
85000.00000000
USD
2020-07-17
-2103.45000000
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
100000.00000000
PA
116198.09000000
0.035079686780
Long
DBT
NUSS
HR
N
2
2030-01-27
Fixed
2.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
350000.00000000
PA
USD
265426.67000000
0.080131131645
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
199850.11000000
0.060333859719
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
Dexus
N/A
Dexus
000000000
47931.00000000
NS
285703.68000000
0.086252670817
Long
EC
CORP
AU
N
2
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
200000.00000000
PA
USD
194281.03000000
0.058652579226
Long
DBT
NUSS
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
75000.00000000
PA
USD
64497.76000000
0.019471587001
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
6996.16000000
0.002112109600
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1793106.45000000
ZAR
103258.00000000
USD
2020-06-17
6996.16000000
N
N
N
AMC ENTERTAINMENT HOLDIN
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAB0
400000.00000000
PA
USD
89129.44000000
0.026907781686
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PEN FORWARD
000000000
1.00000000
NC
USD
1187.52000000
0.000358507008
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-146000.00000000
USD
498303.84000000
PEN
2020-06-17
1187.52000000
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
150000.00000000
PA
USD
147165.42000000
0.044428586033
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
13242.00000000
NS
USD
1037378.28000000
0.313179890779
Long
EC
CORP
US
N
1
N
N
N
INVESTOR REIT
5493002LG2SH9EEHT720
Investors Real Estate Trust
461730400
29730.00000000
NS
USD
746223.00000000
0.225281406158
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-351.75000000
-0.00010619176
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-358614.00000000
CNY
50300.00000000
USD
2020-05-11
-351.75000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-1599.34000000
-0.00048283363
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2227201.86000000
MXN
90100.00000000
USD
2020-06-17
-1599.34000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
95000.00000000
PA
USD
88929.89000000
0.026847538428
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
N/A
Jamaica Government International Bond
470160AT9
200000.00000000
PA
USD
214592.10000000
0.064784400961
Long
DBT
NUSS
JM
N
2
2025-10-17
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
57000.09000000
0.017208073761
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.87500000
N
N
N
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
161181.00000000
NS
453647.27000000
0.136954093998
Long
EC
CORP
HK
N
2
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
000000000
200000.00000000
PA
USD
192104.38000000
0.057995458268
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411Q101
10343.00000000
NS
USD
348869.39000000
0.105322117845
Long
EC
CORP
US
N
1
N
N
N
CEC ENTERTAINMENT INC
549300MWTY75LB8TRO50
CEC Entertainment Inc
125137AB5
275000.00000000
PA
USD
19207.10000000
0.005798538099
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
8.00000000
N
N
N
N
N
N
VORNADO REALTY TRUST
N/A
Vornado Realty Trust
929042828
40265.00000000
NS
USD
899117.45000000
0.271439560879
Long
EP
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
7222.00000000
NS
USD
1328775.78000000
0.401151500540
Long
EC
CORP
GB
N
1
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
200000.00000000
PA
USD
173000.00000000
0.052227930880
Long
DBT
CORP
ID
N
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
2584.32000000
0.000780194718
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-131000.00000000
USD
2043390400.00000000
IDR
2020-06-17
2584.32000000
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CH5
190000.00000000
PA
USD
173568.22000000
0.052399473972
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
300000.00000000
PA
USD
263846.83000000
0.079654184972
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
420000.00000000
PA
USD
118993.87000000
0.035923720332
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
Plains GP Holdings LP
549300O56BSKRD8FAM12
Plains GP Holdings LP
72651A207
3691.00000000
NS
USD
33920.29000000
0.010240384748
Long
EC
CORP
US
N
1
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165AAH1
125000.00000000
PA
USD
28486.58000000
0.008599971857
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAF9
25000.00000000
PA
USD
24054.62000000
0.007261982836
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
220000.00000000
PA
USD
62700.09000000
0.018928878420
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.87500000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884U505
29313.00000000
NS
USD
547859.97000000
0.165396489279
Long
EP
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
179518.81000000
0.054195930638
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
8.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
75000.00000000
PA
USD
74198.37000000
0.022400158033
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
25000.00000000
PA
USD
25571.99000000
0.007720070093
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
2138007ZVGYYNWEGU394
Xplornet Communications Inc
98419FAL9
452279.00000000
PA
USD
455768.42000000
0.137594459753
Long
DBT
CORP
CA
N
2
2022-06-01
Fixed
9.62500000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
24545.00000000
NS
USD
318103.20000000
0.096033941864
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
470000.00000000
PA
USD
381118.18000000
0.115057884175
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Enterprise Products Partners L
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
46647.00000000
NS
USD
819121.32000000
0.247289084877
Long
EC
CORP
US
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
10374.00000000
NS
477429.82000000
0.144133940111
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
220000.00000000
PA
USD
20338.69000000
0.006140160089
Long
DBT
NUSS
VE
N
2
2038-03-31
Fixed
7.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3599.01000000
-0.00108652511
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-65000.00000000
USD
1143740.00000000
ZAR
2020-06-17
-3599.01000000
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
50000.00000000
PA
USD
46441.88000000
0.014020597101
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
FAIRSTONE FINANCIAL INC
549300CWWT866A22GS52
Fairstone Financial Inc
30575FAA6
110000.00000000
PA
USD
103928.90000000
0.031375672865
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
7.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
HUF/USD FORWARD
000000000
1.00000000
NC
USD
4563.21000000
0.001377612811
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-151574.79000000
USD
50277358.00000000
HUF
2020-07-17
4563.21000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
195476.89000000
0.059013604044
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
200000.00000000
PA
USD
220816.22000000
0.066663435118
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
100000.00000000
PA
USD
64221.25000000
0.019388109861
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-1290.22000000
-0.00038951168
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-10875786.00000000
JPY
100180.87000000
USD
2020-07-17
-1290.22000000
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAT0
100000.00000000
PA
USD
79661.74000000
0.024049525147
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
TWD/USD FORWARD
000000000
1.00000000
NC
USD
383.53000000
0.000115786001
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-98118.41000000
USD
2904305.00000000
TWD
2020-06-17
383.53000000
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
12966.00000000
NS
USD
1000067.58000000
0.301915956324
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
6486.00000000
NS
USD
1036397.94000000
0.312883930491
Long
EC
CORP
US
N
1
N
N
N
GLADSTONE COMMERCIAL COR
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536702
33487.00000000
NS
USD
703227.00000000
0.212301104909
Long
EP
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
250000.00000000
PA
USD
220306.50000000
0.066509552916
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
200000.00000000
PA
USD
113072.76000000
0.034136163547
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming Inc
707569AS8
200000.00000000
PA
USD
166505.24000000
0.050267191710
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
94311.35000000
0.028472177277
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAQ2
175000.00000000
PA
USD
154399.90000000
0.046612643382
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-1840.23000000
-0.00055555725
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-5803785.00000000
TWD
195000.00000000
USD
2020-06-17
-1840.23000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAY1
635000.00000000
PA
USD
367569.50000000
0.110967597917
Long
DBT
CORP
LU
Y
2
2025-07-15
Fixed
9.75000000
N
N
N
N
N
N
REGIONALCARE/LIFEPOINT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
375000.00000000
PA
USD
400509.59000000
0.120912064644
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
55000.00000000
PA
USD
56731.47000000
0.017126978577
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-7615.13000000
-0.00229897389
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-643907.00000000
AUD
412061.85000000
USD
2020-07-20
-7615.13000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
100000.00000000
PA
USD
137475.69000000
0.041503299624
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.28800000
N
N
N
N
N
N
Stockland
N/A
Stockland
000000000
821070.00000000
NS
1536525.78000000
0.463870301930
Long
EC
CORP
AU
N
2
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/THB FORWARD
000000000
1.00000000
NC
USD
1379.89000000
0.000416582656
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-118000.00000000
USD
3862435.00000000
THB
2020-06-17
1379.89000000
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
200000.00000000
PA
USD
185461.77000000
0.055990083841
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
225000.00000000
PA
USD
209151.52000000
0.063141914046
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
100000.00000000
PA
USD
74306.86000000
0.022432910682
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
000000000
200000.00000000
PA
USD
225420.18000000
0.068053350174
Long
DBT
CORP
CN
N
2
2047-09-13
Fixed
4.00000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAB6
215000.00000000
PA
USD
212856.84000000
0.064260533681
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AT4
200000.00000000
PA
USD
202261.95000000
0.061061983493
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.37500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
-6.00000000
NC
USD
-11185.04000000
-0.00337671384
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
-1337502.46000000
USD
-11185.04000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
8573.00000000
NS
USD
1572459.66000000
0.474718580548
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
47765.11000000
0.014420074355
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-5582049.00000000
ZAR
347434.04000000
USD
2020-06-17
47765.11000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
210000.00000000
PA
USD
188343.89000000
0.056860183056
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAN8
833000.00000000
PA
USD
692844.23000000
0.209166592805
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
SGD/USD FORWARD
000000000
1.00000000
NC
USD
2123.18000000
0.000640978602
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-585000.00000000
USD
827767.95000000
SGD
2020-06-17
2123.18000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
300000.00000000
PA
USD
26276.59000000
0.007932785701
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95000000
Y
Y
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
51985.00000000
NS
USD
1237243.00000000
0.373518161193
Long
EC
CORP
GB
N
1
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
144079.58000000
0.043496984656
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
24421.00000000
NS
748270.88000000
0.225899652026
Long
EC
CORP
CA
N
1
N
N
N
KEYSTONE POWER/CONEMAUGH
N/A
Keystone Power Pass-Through Holders LLC / Conemaugh Power Pass-Through Holders
49339FAC9
89009.00000000
PA
USD
89034.00000000
0.026878968774
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AM8
180000.00000000
PA
USD
184346.57000000
0.055653409919
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
226580.34000000
0.068403597320
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
400000.00000000
PA
USD
371940.27000000
0.112287113949
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
66716.00000000
NS
497512.18000000
0.150196715313
Long
EC
CORP
CA
N
1
N
N
N
Activia Properties Inc
353800RPGYN3ML8CXV54
Activia Properties Inc
000000000
100.00000000
NS
294121.64000000
0.088794015516
Long
EC
CORP
JP
N
2
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Entercom Media Corp
124847AC8
100000.00000000
PA
USD
63004.50000000
0.019020778446
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
7.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
6280.66000000
0.001896103331
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-6065211.80000000
CNY
862950.00000000
USD
2020-05-11
6280.66000000
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
75000.00000000
PA
USD
66415.31000000
0.020050486821
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
044209AM6
50000.00000000
PA
USD
53282.06000000
0.016085617033
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C209
31506.00000000
NS
USD
779458.44000000
0.235315037737
Long
EP
CORP
US
N
1
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
25000.00000000
PA
USD
26119.10000000
0.007885240170
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BK4
375000.00000000
PA
USD
144622.64000000
0.043660932055
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
75000.00000000
PA
USD
72254.43000000
0.021813291189
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
600000.00000000
PA
USD
353881.40000000
0.106835221382
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
60754.00000000
NS
USD
859061.56000000
0.259346865767
Long
EC
CORP
GB
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
25000.00000000
PA
USD
25058.63000000
0.007565088991
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
220000.00000000
PA
USD
238337.26000000
0.071952959199
Long
DBT
CORP
ID
N
2
2028-11-15
Fixed
6.53000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAN9
425000.00000000
PA
USD
396426.23000000
0.119679316414
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
96000.00000000
PA
USD
115946.72000000
0.035003799294
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AJ3
50000.00000000
PA
USD
40681.75000000
0.012281639463
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.62500000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
59592.00000000
NS
938408.86000000
0.283301462877
Long
EC
CORP
GB
N
2
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
200000.00000000
PA
USD
181781.16000000
0.054878924045
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA
040114GK0
180000.00000000
PA
USD
56752.28000000
0.017133261024
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
INR/USD FORWARD
000000000
1.00000000
NC
USD
-4099.11000000
-0.00123750308
N/A
DFE
CORP
US
N
2
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-104484.17000000
USD
7621702.00000000
INR
2020-06-17
-4099.11000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
2366.61000000
0.000714469037
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-114174474.00000000
KRW
96423.00000000
USD
2020-06-17
2366.61000000
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
10554CAA0
200000.00000000
PA
USD
181000.00000000
0.054643095314
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
400000.00000000
PA
USD
227475.08000000
0.068673715348
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
MONMOUTH REIT
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720404
35232.00000000
NS
USD
861070.08000000
0.259953229026
Long
EP
CORP
US
N
1
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
428000.00000000
PA
USD
383816.90000000
0.115872615745
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
UMH PROPERTIES INC
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002400
31575.00000000
NS
USD
745801.50000000
0.225154157182
Long
EP
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
23197.00000000
NS
USD
2069868.31000000
0.624884040615
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-25064.85000000
-0.00756696678
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-4589982000.00000000
IDR
275000.00000000
USD
2020-06-17
-25064.85000000
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
200000.00000000
PA
USD
176673.55000000
0.053336959293
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
75000.00000000
PA
USD
72584.58000000
0.021912962007
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.87500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
16516FAH2
400000.00000000
PA
USD
138000.00000000
0.041661586482
Long
LON
CORP
US
N
2
2024-06-23
Floating
9.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
230000.00000000
PA
USD
176035.04000000
0.053144195963
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
179861.81000000
0.054299480813
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
600000.00000000
PA
USD
422099.69000000
0.127430019849
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
20854PAL3
30000.00000000
PA
USD
29822.65000000
0.009003325450
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.87500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/KZT FORWARD
000000000
1.00000000
NC
USD
-9830.54000000
-0.00296779632
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-101388.86000000
USD
39059159.64000000
KZT
2020-05-11
-9830.54000000
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
43784.00000000
NS
USD
1144513.76000000
0.345523615890
Long
EC
CORP
US
N
1
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
68903.00000000
NS
USD
1062484.26000000
0.320759274525
Long
EC
CORP
US
N
1
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376A202
34464.00000000
NS
USD
787157.76000000
0.237639428215
Long
EP
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AW2
35000.00000000
PA
USD
25751.58000000
0.007774287516
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01000000
N
N
N
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
200000.00000000
PA
USD
190813.99000000
0.057605895264
Long
DBT
NUSS
TR
N
2
2024-05-03
Fixed
6.12500000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644532AA1
150000.00000000
PA
USD
144438.60000000
0.043605371198
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/KRW FORWARD
000000000
1.00000000
NC
USD
2215.69000000
0.000668906960
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-114357678.00000000
KRW
96423.00000000
USD
2020-06-17
2215.69000000
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
4158.00000000
NS
USD
329895.72000000
0.099594051225
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
150828.68000000
0.045534507941
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AZ7
200000.00000000
PA
USD
166005.67000000
0.050116373748
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
80000.00000000
PA
USD
112119.08000000
0.033848251795
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
153672.00000000
NS
USD
2976626.64000000
0.898630349197
Long
EC
CORP
US
N
1
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC Group Inc
89236YAB0
125000.00000000
PA
USD
102305.14000000
0.030885466940
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
200000.00000000
PA
USD
117960.47000000
0.035611741467
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAX7
200000.00000000
PA
USD
210841.15000000
0.063652005832
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HR4
75000.00000000
PA
USD
17605.45000000
0.005315007085
Long
DBT
NUSS
AR
N
2
2048-01-11
Fixed
6.87500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
450000.00000000
PA
USD
296424.53000000
0.089489247769
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE INC
88632NAN0
100000.00000000
PA
USD
92000.00000000
0.027774390988
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.12010000
N
N
N
N
N
N
NEW HOME CO INC/THE
549300PLCE8TB3TVRQ85
New Home Co Inc/The
645370AB3
79000.00000000
PA
USD
68304.71000000
0.020620888281
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.25000000
N
N
N
N
N
N
COMISION FED DE ELECTRIC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
191271.23000000
0.057743933987
Long
DBT
CORP
MX
N
2
2042-02-14
Fixed
5.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
625000.00000000
PA
USD
23437.50000000
0.007075677052
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
Y
N
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
145700.00000000
NS
USD
5536600.00000000
1.671474925510
Long
EC
RF
US
N
1
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
65777.00000000
NS
USD
1655607.09000000
0.499820420010
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/HUF FORWARD
000000000
1.00000000
NC
USD
147.18000000
0.000044432987
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-115000.00000000
USD
37078070.00000000
HUF
2020-07-17
147.18000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
400000.00000000
PA
USD
434997.15000000
0.131323705684
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
50000.00000000
PA
USD
51996.52000000
0.015697518223
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
75000.00000000
PA
USD
70670.78000000
0.021335194295
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
SGD/USD FORWARD
000000000
1.00000000
NC
USD
1544.73000000
0.000466347119
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-186000.00000000
USD
264413.88000000
SGD
2020-06-17
1544.73000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
208515.03000000
0.062949760545
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
170000.00000000
PA
USD
164558.46000000
0.049679467483
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
200000.00000000
PA
USD
183200.82000000
0.055307513087
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
236000.00000000
PA
USD
256116.00000000
0.077320281765
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
200000.00000000
PA
USD
149013.49000000
0.044986510150
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
130000.00000000
PA
USD
21228.63000000
0.006408829019
Long
DBT
NUSS
LB
N
2
2022-05-27
Fixed
6.25000000
Y
N
N
N
N
N
GENON HLDGS CLASS A
N/A
GENON HLDGS CLASS A
000000000
1853.00000000
NS
USD
426190.00000000
0.128664866254
Long
EC
CORP
US
N
3
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
125000.00000000
PA
USD
108356.02000000
0.032712200711
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-1281.89000000
-0.00038699689
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-70458.00000000
USD
1680155.56000000
MXN
2020-06-17
-1281.89000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EGP FORWARD
000000000
1.00000000
NC
USD
-684.01000000
-0.00020649957
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1042761.01000000
EGP
64248.98000000
USD
2020-06-17
-684.01000000
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
100000.00000000
PA
USD
95781.64000000
0.028916051292
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
175000.00000000
PA
USD
127353.64000000
0.038447497730
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
400000.00000000
PA
USD
314542.37000000
0.094958943117
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
28114.00000000
NS
400517.71000000
0.120914516036
Long
EC
CORP
CA
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
95000.00000000
PA
USD
51704.82000000
0.015609455289
Long
DBT
CORP
LU
Y
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAE6
225000.00000000
PA
USD
17946.14000000
0.005417859881
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAM8
50000.00000000
PA
USD
50742.25000000
0.015318859686
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
8.75000000
N
N
N
N
N
N
TITAN INTERNATIONAL INC
54930043H7SFLNS88586
Titan International Inc
88830MAK8
150000.00000000
PA
USD
69616.24000000
0.021016833357
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
6.50000000
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
369155.17000000
0.111446304641
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
240000.00000000
PA
210196.89000000
0.063457506602
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ILS/USD FORWARD
000000000
1.00000000
NC
USD
12819.06000000
0.003870017223
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-393300.00000000
USD
1413696.51000000
ILS
2020-06-17
12819.06000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
199136.04000000
0.060118285161
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/COP FORWARD
000000000
1.00000000
NC
USD
4596.26000000
0.001387590460
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-453687880.00000000
COP
118700.00000000
USD
2020-06-17
4596.26000000
N
N
N
HERITAGE POWER LLC
N/A
Heritage Power LLC
42727CAC1
273625.00000000
PA
USD
224372.50000000
0.067737060239
Long
LON
CORP
US
N
2
2026-08-02
Floating
7.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
IDR/USD FORWARD
000000000
1.00000000
NC
USD
2742.91000000
0.000828072334
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-80000.00000000
USD
1265688000.00000000
IDR
2020-06-17
2742.91000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-662.05000000
-0.00019986995
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3586357.70000000
PHP
70203.73000000
USD
2020-06-17
-662.05000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
110000.00000000
PA
USD
8800.00000000
0.002656680877
Long
DBT
NUSS
VE
N
2
2019-10-13
Fixed
7.75000000
Y
Y
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
300000.00000000
PA
USD
82589.79000000
0.024933490425
Long
DBT
NUSS
AR
N
2
2024-03-16
Fixed
9.12500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
150000.00000000
PA
USD
5625.00000000
0.001698162492
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
Y
N
N
N
N
DIGICEL GROUP TWO LTD
N/A
Digicel Group Two Ltd
25382FAB7
98000.00000000
PA
USD
3031.34000000
0.000915148069
Long
DBT
CORP
BM
N
2
2022-09-30
Fixed
8.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
50000.00000000
PA
USD
32445.80000000
0.009795242773
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAM9
100000.00000000
PA
USD
98703.80000000
0.029798238404
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
90002.87000000
0.027171466320
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
450000.00000000
PA
USD
301121.82000000
0.090907338737
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
NZD/USD FORWARD
000000000
1.00000000
NC
USD
-5509.82000000
-0.00166339016
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-411191.00000000
NZD
246599.47000000
USD
2020-07-20
-5509.82000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-6980.71000000
-0.00210744531
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-189439.54000000
USD
13687386.00000000
RUB
2020-06-17
-6980.71000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
1257.87000000
0.000379745360
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1261858.89000000
ZAR
69000.00000000
USD
2020-06-17
1257.87000000
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAW8
50000.00000000
PA
USD
52402.73000000
0.015820151216
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
80000.00000000
PA
USD
12800.00000000
0.003864263094
Long
DBT
NUSS
LB
N
2
2031-04-22
Fixed
7.00000000
Y
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
99000.00000000
PA
USD
89081.94000000
0.026893441647
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
100862.68000000
0.030449994678
Long
DBT
NUSS
CI
N
2
2025-06-15
Fixed
5.12500000
N
N
N
N
N
N
MALAYSIA SUKUK GLOBAL
N/A
Malaysia Sukuk Global Bhd
56109AAB5
250000.00000000
PA
USD
289709.48000000
0.087462004028
Long
DBT
NUSS
MY
N
2
2046-04-27
Fixed
4.08000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
93369KAB1
660000.00000000
PA
USD
632796.85000000
0.191038555741
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
9.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/TRY FORWARD
000000000
1.00000000
NC
USD
7550.66000000
0.002279510685
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-433540.79000000
TRY
68829.00000000
USD
2020-06-17
7550.66000000
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABA9
75000.00000000
PA
USD
72978.53000000
0.022031893760
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
5.12500000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AF1
100000.00000000
PA
USD
67071.60000000
0.020248617854
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.62500000
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
8601.00000000
NS
USD
900954.75000000
0.271994233580
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-11668.99000000
-0.00352281620
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-178205.27000000
USD
2547444349.00000000
IDR
2020-06-17
-11668.99000000
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AH7
175000.00000000
PA
USD
132562.44000000
0.040020011292
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.87500000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AE3
200000.00000000
PA
USD
213422.56000000
0.064431322034
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
9.50000000
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAC6
75000.00000000
PA
USD
72363.02000000
0.021846074028
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
7.00000000
N
N
N
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
532946.00000000
NS
675945.15000000
0.204064835683
Long
EC
CORP
SG
N
2
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-3233.31000000
-0.00097612191
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-193481.26000000
SGD
134000.00000000
USD
2020-06-17
-3233.31000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
150000.00000000
PA
USD
222904.49000000
0.067293874547
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
151767.61000000
0.045817966734
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
400000.00000000
PA
USD
358266.65000000
0.108159108861
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AS5
75000.00000000
PA
USD
73300.34000000
0.022129046769
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
643000.00000000
PA
USD
678183.49000000
0.204740580578
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
320000.00000000
PA
USD
51527.71000000
0.015555986568
Long
DBT
NUSS
LB
N
2
2024-11-04
Fixed
6.25000000
Y
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AH8
75000.00000000
PA
USD
72150.48000000
0.021781909147
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EGP FORWARD
000000000
1.00000000
NC
USD
377.57000000
0.000113986704
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-74886.86000000
USD
1208674.00000000
EGP
2020-06-17
377.57000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
325000.00000000
PA
USD
451777.76000000
0.136389697240
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
159594.24000000
0.048180791535
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
18104.00000000
NS
USD
415305.76000000
0.125378962587
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
181436.69000000
0.054774930083
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
390000.00000000
PA
107322.84000000
0.032400288262
Long
DBT
NUSS
AR
N
2
2023-01-15
Fixed
3.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCQ3
295000.00000000
PA
USD
239792.43000000
0.072392268553
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1404.00000000
NS
USD
145650.96000000
0.043971377292
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/HUF FORWARD
000000000
1.00000000
NC
USD
1892.04000000
0.000571198464
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-74000.00000000
USD
24437686.00000000
HUF
2020-07-17
1892.04000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
200000.00000000
PA
57666.25000000
0.017409184503
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.38000000
N
N
N
N
N
N
TWIN RIVER WORLDWIDE HLD
549300NS4D5IK406VT62
Twin River Worldwide Holdings Inc
90171VAA3
125000.00000000
PA
USD
98306.87000000
0.029678407002
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
200000.00000000
PA
USD
205632.75000000
0.062079613027
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AD0
245000.00000000
PA
USD
230385.41000000
0.069552331036
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
PELABUHAN INDONESIA III
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia III Persero PT
000000000
200000.00000000
PA
USD
203456.94000000
0.061422745661
Long
DBT
CORP
ID
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
155044.73000000
0.046807314692
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
200000.00000000
PA
188279.41000000
0.056840716830
Long
DBT
NUSS
TN
N
2
2023-10-31
Fixed
6.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AQ7
125000.00000000
PA
USD
69737.68000000
0.021053495553
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAY6
75000.00000000
PA
USD
55810.52000000
0.016848947866
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-1649.38000000
-0.00049794048
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-7981688.13000000
RUB
104750.00000000
USD
2020-06-17
-1649.38000000
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AB4
50000.00000000
PA
USD
50453.05000000
0.015231551491
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
750000.00000000
PA
USD
499338.14000000
0.150747964519
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
N/A
Jamaica Government International Bond
470160CB6
200000.00000000
PA
USD
209965.02000000
0.063387506080
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
ILS/USD FORWARD
000000000
1.00000000
NC
USD
164.46000000
0.000049649742
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-23744.83000000
USD
83228.00000000
ILS
2020-06-17
164.46000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
100000.00000000
PA
USD
103875.00000000
0.031359400694
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-3335.78000000
-0.00100705715
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-95980.15000000
USD
1417146927.00000000
IDR
2020-06-17
-3335.78000000
N
N
N
Brookfield Renewable Partners
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
000000000
7862.00000000
NS
USD
368649.18000000
0.111293548509
Long
EC
CORP
CA
N
1
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
200000.00000000
PA
USD
197465.57000000
0.059613977695
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
420000.00000000
PA
USD
607320.11000000
0.183347241199
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAJ1
98694.50000000
PA
USD
93759.78000000
0.028305660746
Long
LON
CORP
US
N
3
2021-07-29
Floating
5.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V100
38907.00000000
NS
USD
704216.70000000
0.212599890939
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-1565.04000000
-0.00047247861
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-853930.88000000
PLN
204200.00000000
USD
2020-07-17
-1565.04000000
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
75000.00000000
PA
USD
29117.75000000
0.008790519273
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
200000.00000000
PA
USD
287329.86000000
0.086743607329
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/HUF FORWARD
000000000
1.00000000
NC
USD
198.46000000
0.000059914191
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-98000.00000000
USD
31620484.00000000
HUF
2020-07-17
198.46000000
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
39169.00000000
NS
USD
1413217.52000000
0.426644086437
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
TWD/USD FORWARD
000000000
1.00000000
NC
USD
2186.13000000
0.000659982927
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-190000.00000000
USD
5666560.00000000
TWD
2020-06-17
2186.13000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
400000.00000000
PA
USD
590288.23000000
0.178205392347
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.62500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
600000.00000000
PA
USD
701799.27000000
0.211870079569
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
235000.00000000
PA
USD
208028.94000000
0.062803012135
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
900000.00000000
PA
USD
251993.77000000
0.076075798854
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABC2
100000.00000000
PA
USD
81842.32000000
0.024707832555
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
141554.34000000
0.042734625926
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
5257094.63000000
NS
USD
5257094.63000000
1.587093496925
Long
STIV
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
685.82000000
0.000207046008
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1123495.56000000
ZAR
61000.00000000
USD
2020-06-17
685.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/RUB FORWARD
000000000
1.00000000
NC
USD
2585.32000000
0.000780496614
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-47900.00000000
USD
3787221.64000000
RUB
2020-06-17
2585.32000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
305000.00000000
PA
USD
300425.00000000
0.090696971877
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter Inc
035287AJ0
100000.00000000
PA
USD
101207.86000000
0.030554202986
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.00000000
N
N
N
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
950758.00000000
NS
1119303.69000000
0.337912807836
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
1085.67000000
0.000327758946
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1358203.40000000
ZAR
74000.00000000
USD
2020-06-17
1085.67000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/PEN FORWARD
000000000
1.00000000
NC
USD
4397.16000000
0.001327483055
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-100860.00000000
USD
356348.47000000
PEN
2020-06-17
4397.16000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
233933.09000000
0.070623359856
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
EVERI PAYMENTS INC
5493006Q4MDLHOY1JV70
Everi Payments Inc
30034VAB4
154000.00000000
PA
USD
126306.44000000
0.038131352705
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.50000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AD7
25000.00000000
PA
USD
23337.75000000
0.007045562970
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
75000.00000000
PA
USD
73198.59000000
0.022098328896
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
211720.13000000
0.063917365986
Long
DBT
CORP
CN
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
15124.79000000
0.004566106859
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3929307.99000000
MXN
176904.00000000
USD
2020-06-17
15124.79000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
255000.00000000
PA
USD
227987.21000000
0.068828325118
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
75000.00000000
PA
USD
73877.86000000
0.022303397489
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
40000.00000000
PA
USD
39308.04000000
0.011866922521
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-2145.66000000
-0.00064776521
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-320545.08000000
EUR
349695.75000000
USD
2020-07-17
-2145.66000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
19252.00000000
NS
USD
978001.60000000
0.295254335062
Long
EP
CORP
US
N
1
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
175000.00000000
PA
USD
122013.57000000
0.036835354337
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAE6
264000.00000000
PA
USD
312512.98000000
0.094346279298
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
56910.51000000
0.017181029957
Long
DBT
NUSS
EC
N
2
2028-01-23
Fixed
7.87500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
225000.00000000
PA
USD
229058.41000000
0.069151715636
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
20000.00000000
PA
USD
20612.92000000
0.006222948907
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
25000.00000000
PA
USD
26069.19000000
0.007870172563
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
125000.00000000
PA
USD
125935.65000000
0.038019412853
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
60223.00000000
NS
USD
1032222.22000000
0.311623299188
Long
EC
CORP
US
N
1
N
N
REPUBLIC OF MOZAMBIQUE
N/A
MOZAMBIQUE INTERNATIONAL BOND
000000000
200000.00000000
PA
USD
138074.47000000
0.041684068644
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
535000.00000000
PA
USD
525545.93000000
0.158659979806
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
354000.00000000
PA
USD
373479.84000000
0.112751903287
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
55194.00000000
NS
USD
463629.60000000
0.139967715046
Long
EC
CORP
US
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAU2
50000.00000000
PA
USD
50068.75000000
0.015115533030
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
200000.00000000
PA
USD
178113.44000000
0.053771655683
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-4519.03000000
-0.00136427506
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-1568196000.00000000
IDR
98000.00000000
USD
2020-06-17
-4519.03000000
N
N
N
NSI NV
724500I77C30W2LZZJ03
NSI NV
000000000
16759.00000000
NS
672918.81000000
0.203151197091
Long
EC
CORP
NL
N
2
N
N
N
RP CROWN PARENT LLC
549300B1M4J69ECRY452
RP Crown Parent LLC
47215YAA5
130000.00000000
PA
USD
128301.84000000
0.038733755094
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
7.37500000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
25380QAH2
800000.00000000
PA
USD
311798.13000000
0.094130469261
Long
DBT
CORP
BM
Y
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
200000.00000000
PA
USD
190964.69000000
0.057651390924
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
ATOTECH ALPHA 2 BV
52990021652PQB07L470
Atotech Alpha 2 BV
02073MAA7
425000.00000000
PA
USD
402084.17000000
0.121387423346
Long
DBT
CORP
DE
N
2
2023-06-01
Fixed
8.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
255000.00000000
PA
USD
211182.14000000
0.063754949197
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
725.75000000
0.000219100698
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1609675.00000000
MXN
67000.00000000
USD
2020-06-17
725.75000000
N
N
N
BLUE CUBE SPINCO LLC
N/A
Blue Cube Spinco LLC
095370AD4
150000.00000000
PA
USD
158874.94000000
0.047963638063
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.00000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAE3
125000.00000000
PA
USD
112316.36000000
0.033907809750
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
165000.00000000
PA
USD
231913.07000000
0.070013524799
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
18942.00000000
NS
599183.88000000
0.180890949533
Long
EC
CORP
FR
N
2
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
445000.00000000
PA
USD
584615.21000000
0.176492732830
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
235822AA1
200000.00000000
PA
USD
184854.26000000
0.055806679273
Long
DBT
CORP
LU
N
2
2026-06-01
Fixed
6.50000000
N
N
N
N
N
N
ORBCOMM INC
529900PSC8WVCY267I23
ORBCOMM Inc
68555PAA8
200000.00000000
PA
USD
184105.52000000
0.055580637995
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
8.00000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
350000.00000000
PA
USD
321445.61000000
0.097043000583
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
600000.00000000
PA
USD
601861.08000000
0.181699184311
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
3673.00000000
NS
USD
874174.00000000
0.263909244217
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EGP/USD FORWARD
000000000
1.00000000
NC
USD
2013.68000000
0.000607921039
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-106107.84000000
USD
1736327.17000000
EGP
2020-06-17
2013.68000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
300000.00000000
PA
USD
350023.21000000
0.105670450973
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
400000.00000000
PA
USD
406581.09000000
0.122745023502
Long
DBT
CORP
HK
N
2
2029-06-19
Fixed
3.87500000
N
N
N
N
N
N
PGIM QMA International Equity
2JUUEZVKFN5LVIB9E450
PGIM QMA International Equity
743969578
2411337.88170900
NS
USD
14636820.94000000
4.418791169741
Long
EC
RF
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
11230.00000000
NS
USD
837758.00000000
0.252915415714
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
172761.48000000
0.052155922752
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
SPDR Bloomberg Barclays Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Barclays Convertible Securities ETF
78464A359
429742.00000000
NS
USD
22875166.66000000
6.905911116760
Long
EC
RF
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-1292.80000000
-0.00039029057
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4962071.00000000
TWD
167000.00000000
USD
2020-06-17
-1292.80000000
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
150000.00000000
PA
USD
145963.24000000
0.044065653235
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.87500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
5691.00000000
NS
USD
553905.03000000
0.167221466018
Long
EC
CORP
US
N
1
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
240000.00000000
PA
315001.17000000
0.095097452797
Long
DBT
NUSS
GR
N
2
2038-02-24
Variable
3.65000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAB6
125000.00000000
PA
USD
115000.01000000
0.034717991754
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
115354.86000000
0.034825119391
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
57713.00000000
NS
USD
2036691.77000000
0.614868190685
Long
EC
CORP
US
N
1
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
100000.00000000
PA
USD
67213.29000000
0.020291393435
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
219611.64000000
0.066299777771
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
1606.90000000
0.000485115966
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-368178.42000000
BRL
69288.00000000
USD
2020-05-05
1606.90000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
84474.40000000
0.025502445805
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
POLARIS INTERMEDIATE
N/A
Polaris Intermediate Corp
73107GAA1
300000.00000000
PA
USD
251618.44000000
0.075962488396
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
8.50000000
N
N
N
N
N
N
EMBARQ CORP
N/A
Embarq Corp
29078EAA3
590000.00000000
PA
USD
616576.27000000
0.186141634752
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAA0
100000.00000000
PA
USD
100176.89000000
0.030242957726
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
200000.00000000
PA
USD
87349.89000000
0.026370543452
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
355000.00000000
PA
USD
283371.42000000
0.085548571891
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
200000.00000000
PA
USD
208876.78000000
0.063058971262
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C204
31443.00000000
NS
USD
629803.29000000
0.190134813285
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THB/USD FORWARD
000000000
1.00000000
NC
USD
2681.98000000
0.000809677838
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-117000.00000000
USD
3872208.60000000
THB
2020-06-17
2681.98000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
184672.44000000
0.055751788623
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/COP FORWARD
000000000
1.00000000
NC
USD
188.43000000
0.000056886179
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-547952600.00000000
COP
138000.00000000
USD
2020-06-17
188.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
34650.45000000
0.010460816806
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2827369.00000000
BRL
554396.95000000
USD
2020-05-05
34650.45000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA
716558AH4
385000.00000000
PA
USD
49087.50000000
0.014819298017
Long
DBT
CORP
VE
N
2
2020-10-27
Fixed
8.50000000
N
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
71900.00000000
NS
USD
3139154.00000000
0.947696636620
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-21.18000000
-0.00000639414
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1049760.00000000
MXN
43200.00000000
USD
2020-06-17
-21.18000000
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
275000.00000000
PA
USD
156370.29000000
0.047207495363
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-1295.37000000
-0.00039106644
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-8618256.00000000
TWD
291000.00000000
USD
2020-06-17
-1295.37000000
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AJ6
190000.00000000
PA
USD
176308.88000000
0.053226867042
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AE8
200000.00000000
PA
USD
169477.98000000
0.051164648700
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GW4
210000.00000000
PA
USD
60504.44000000
0.018266021446
Long
DBT
NUSS
AR
N
2
2021-04-22
Fixed
6.87500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-899.26000000
-0.00027148259
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-410434.78000000
PLN
98000.00000000
USD
2020-07-17
-899.26000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/MXN FORWARD
000000000
1.00000000
NC
USD
16568.26000000
0.005001884035
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-2852192.55000000
MXN
134000.00000000
USD
2020-06-17
16568.26000000
N
N
N
Zais CLO 9, Limited
549300GT2U4OLB9UL559
Zais Clo 9 Ltd
98875NAA3
495329.87000000
PA
USD
455955.90000000
0.137651059131
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
2.33525000
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
141535.79000000
0.042729025764
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AJ4
25000.00000000
PA
USD
24496.73000000
0.007395453879
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
225000.00000000
PA
USD
250787.26000000
0.075711558849
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
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
8948500.00000000
2.701512366962
Long
EC
RF
US
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
195000.00000000
PA
USD
31293.70000000
0.009447428905
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBR5
175000.00000000
PA
USD
135417.12000000
0.040881826493
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
6109.00000000
NS
90628.87000000
0.027360452937
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-275.82000000
-0.00008326883
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-75276000.00000000
CLP
90000.00000000
USD
2020-06-17
-275.82000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
225000.00000000
PA
USD
225552.74000000
0.068093369448
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
536278.60000000
0.161900125164
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
199757.35000000
0.060305855888
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FORWARD
000000000
1.00000000
NC
USD
2204.27000000
0.000665459313
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-383365548.00000000
KRW
318019.00000000
USD
2020-06-17
2204.27000000
N
N
N
Global Medical REIT Inc
549300HFRIPQDYU3GU60
Global Medical REIT Inc
37954A204
139213.00000000
NS
USD
1450599.46000000
0.437929527932
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
150000.00000000
PA
USD
147934.49000000
0.044660764847
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
8414.00000000
NS
USD
253850.38000000
0.076636301159
Long
EC
CORP
US
N
1
N
N
N
American Assets Trust Inc
N/A
American Assets Trust Inc
024013104
18712.00000000
NS
USD
529923.84000000
0.159981651372
Long
EC
CORP
US
N
1
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AE1
50000.00000000
PA
USD
43725.02000000
0.013200389146
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAE9
420000.00000000
PA
USD
452649.31000000
0.136652814311
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
57245.00000000
NS
USD
871841.35000000
0.263205027552
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-21081.45000000
-0.00636439603
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-369966.67000000
USD
5336769276.00000000
IDR
2020-06-17
-21081.45000000
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
60000.00000000
PA
USD
56406.30000000
0.017028811200
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
488.44000000
0.000147457864
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-32785.00000000
USD
619797.15000000
ZAR
2020-06-17
488.44000000
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
50000.00000000
PA
USD
44674.40000000
0.013487002747
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
76244.00000000
NS
685633.62000000
0.206989741703
Long
EC
CORP
HK
N
2
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAC3
425000.00000000
PA
USD
245219.79000000
0.074030764408
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
111000.00000000
PA
USD
81669.31000000
0.024655601605
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
225000.00000000
PA
USD
202354.79000000
0.061090011476
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAF3
50000.00000000
PA
USD
29322.83000000
0.008852432014
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
5.62500000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AF7
175000.00000000
PA
USD
177130.01000000
0.053474762538
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.12500000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/KRW FORWARD
000000000
1.00000000
NC
USD
18387.02000000
0.005550959593
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-826919097.00000000
KRW
699599.06000000
USD
2020-06-17
18387.02000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-1891.71000000
-0.00057109883
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-145239123.00000000
CLP
172288.40000000
USD
2020-06-17
-1891.71000000
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
50000.00000000
PA
USD
52391.53000000
0.015816769985
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-3134.72000000
-0.00094635803
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-733578.00000000
PEN
213547.39000000
USD
2020-06-17
-3134.72000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/INR FORWARD
000000000
1.00000000
NC
USD
-2624.49000000
-0.00079232186
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-8249480.32000000
INR
106029.00000000
USD
2020-06-17
-2624.49000000
N
N
N
Frasers Centrepoint Trust
5493002RGQ266FKERZ83
Frasers Centrepoint Trust
000000000
442241.00000000
NS
664217.98000000
0.200524455196
Long
EC
CORP
SG
N
2
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
321106.51000000
0.096940627801
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-863.64000000
-0.00026072907
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-1839832.40000000
CNY
259000.00000000
USD
2020-05-11
-863.64000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1637.87000000
0.000494465671
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
275000.00000000
PA
USD
243695.44000000
0.073570569920
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
290000.00000000
PA
USD
328952.34000000
0.099309248997
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
22778.00000000
NS
USD
1366224.44000000
0.412457084506
Long
EC
CORP
US
N
1
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
200000.00000000
PA
USD
120574.66000000
0.036400953805
Long
DBT
CORP
JM
N
2
2021-04-15
Fixed
6.00000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
100000.00000000
PA
USD
109576.78000000
0.033080742728
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
300000.00000000
PA
USD
316540.96000000
0.095562308553
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549207
14851.00000000
NS
USD
631910.05000000
0.190770834763
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
75000.00000000
PA
USD
72956.84000000
0.022025345646
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BB0
200000.00000000
PA
USD
281544.50000000
0.084997032865
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
450913AE8
215000.00000000
PA
USD
216638.26000000
0.065402127568
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY 10 YEAR NOTE
000000000
15.00000000
NC
USD
54216.01000000
0.016367572386
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
2031721.49000000
USD
54216.01000000
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
185000.00000000
PA
USD
203850.44000000
0.061541541562
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
28420.00000000
NS
USD
1728220.20000000
0.521741995098
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CN5
25000.00000000
PA
USD
707.97000000
0.000213732995
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
225193.21000000
0.067984828940
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
415682.94000000
0.125492831552
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAA8
150000.00000000
PA
USD
149380.51000000
0.045097311856
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
1497.00000000
NS
USD
1780112.64000000
0.537408092031
Long
EP
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
-2803.46000000
-0.00084635211
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7607914.00000000
INR
97400.00000000
USD
2020-06-17
-2803.46000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
PLN/USD FORWARD
000000000
1.00000000
NC
USD
1761.48000000
0.000531782980
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-253395.29000000
USD
1058908.00000000
PLN
2020-07-17
1761.48000000
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
12945.00000000
NS
USD
651004.05000000
0.196535228476
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
57313.00000000
NS
USD
741630.22000000
0.223894866295
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-9012.66000000
-0.00272088198
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-367933.21000000
USD
2567437.95000000
CNY
2021-05-14
-9012.66000000
N
N
N
PGIM SHORT DURATION HIGH YIELD
54930013E3EHBXBG8W57
PGIM SHRT DUR HI YLD INC-Q
74442J406
1114728.79090400
NS
USD
9062745.07000000
2.736002445687
Long
EC
RF
US
N
1
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
280000.00000000
PA
USD
228212.88000000
0.068896453888
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAJ9
65000.00000000
PA
USD
68641.39000000
0.020722530476
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.87500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
9803.00000000
NS
USD
365847.96000000
0.110447872645
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
260000.00000000
PA
USD
242872.83000000
0.073322227618
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
Four Corners Property Trust In
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
60345.00000000
NS
USD
1351124.55000000
0.407898494846
Long
EC
CORP
US
N
1
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674PAL7
100000.00000000
PA
USD
89522.32000000
0.027026390411
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
5.37500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAQ3
150000.00000000
PA
USD
134151.06000000
0.040499608608
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
6.62500000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
225000.00000000
PA
USD
169568.19000000
0.051191882698
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
50000.00000000
PA
USD
46829.59000000
0.014137645027
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
56663.75000000
0.017106534210
Long
DBT
NUSS
EC
N
2
2026-12-13
Fixed
9.65000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
250000.00000000
PA
USD
193476.24000000
0.058409616703
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
102000.00000000
PA
109527.00000000
0.033065714367
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
20185.00000000
NS
USD
1659207.00000000
0.500907216835
Long
EC
CORP
US
N
1
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
200000.00000000
PA
191045.33000000
0.057675735782
Long
DBT
CORP
GB
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
MAXIM CRANE WORKS LLC
N/A
Maxim Crane Works Holdings Capital LLC
18911YAA3
275000.00000000
PA
USD
259238.27000000
0.078262881197
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/INR FORWARD
000000000
1.00000000
NC
USD
6017.85000000
0.001816762160
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-534000.00000000
USD
41000675.60000000
INR
2020-06-17
6017.85000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
165397.53000000
0.049932778986
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
205000.00000000
PA
USD
154734.31000000
0.046713600274
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
000000000
400000.00000000
PA
USD
462851.50000000
0.139732810115
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
142773.71000000
0.043102748308
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
683000.00000000
PA
USD
835002.61000000
0.252083575723
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AD9
623000.00000000
PA
USD
546535.63000000
0.164996676921
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
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
200000.00000000
PA
USD
194240.23000000
0.058640261888
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
20000.00000000
PA
22099.88000000
0.006671855520
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
16853.00000000
0.005087845775
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1506415.46000000
ZAR
97724.00000000
USD
2020-06-17
16853.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
4856.86000000
0.001466264441
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-197023.22000000
USD
1098207.42000000
BRL
2020-05-05
4856.86000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
100000.00000000
PA
89954.71000000
0.027156927030
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
000000000
200000.00000000
PA
USD
172376.21000000
0.052039611452
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
6078389.43401000
NS
USD
6077173.76000000
1.834671740383
Long
STIV
RF
US
N
1
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
146100.00000000
0.044106940471
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
100000.00000000
PA
USD
98801.57000000
0.029827754733
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.12500000
N
N
N
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
200000.00000000
PA
USD
204984.58000000
0.061883933386
Long
DBT
NUSS
TR
N
2
2024-01-24
Fixed
8.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
400000.00000000
PA
USD
497320.92000000
0.150138974770
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
10287.10000000
0.003105629755
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-253101.57000000
USD
1432808.00000000
BRL
2020-05-05
10287.10000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/COP FORWARD
000000000
1.00000000
NC
USD
-1312.43000000
-0.00039621678
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-231856050.00000000
COP
57000.00000000
USD
2020-06-17
-1312.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-4846.13000000
-0.00146302510
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1098207.42000000
BRL
196543.67000000
USD
2020-06-02
-4846.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-1728.25000000
-0.00052175099
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-66480960.00000000
CLP
78000.00000000
USD
2020-06-17
-1728.25000000
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
200000.00000000
PA
USD
214222.38000000
0.064672784137
Long
DBT
CORP
CN
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
30000.00000000
PA
USD
4800.00000000
0.001449098660
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
90103.58000000
0.027201870221
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
250000.00000000
PA
USD
57018.85000000
0.017213737321
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
5268.00000000
NS
USD
341419.08000000
0.103072902378
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EGP FORWARD
000000000
1.00000000
NC
USD
605.38000000
0.000182761530
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-21636.12000000
USD
352831.00000000
EGP
2020-05-18
605.38000000
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
100000.00000000
PA
USD
39937.49000000
0.012056950677
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
58296.62000000
0.017599490404
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1912373.00000000
EUR
2162540.07000000
USD
2020-11-03
58296.62000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
89000.00000000
PA
USD
14334.59000000
0.004327548992
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
235493.00000000
NS
670515.33000000
0.202425597165
Long
EC
CORP
DE
N
2
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
186290.22000000
0.056240189213
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
175000.00000000
PA
USD
146013.41000000
0.044080799335
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
210000.00000000
PA
USD
192660.90000000
0.058163469182
Long
DBT
CORP
BR
N
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
460000.00000000
PA
USD
349926.35000000
0.105641209370
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
149218.12000000
0.045048287037
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
EXTRACTION OIL & GAS INC
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
325000.00000000
PA
USD
53495.88000000
0.016150168341
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.62500000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
25000.00000000
PA
USD
25353.98000000
0.007654253843
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
175000.00000000
PA
USD
169227.28000000
0.051088963485
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
165000.00000000
PA
USD
156870.61000000
0.047358539747
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-1743.87000000
-0.00052646660
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-1056990.00000000
ZAR
55000.00000000
USD
2020-06-17
-1743.87000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/JPY FORWARD
000000000
1.00000000
NC
USD
24.53000000
0.000007405497
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-189594.00000000
USD
20323528.00000000
JPY
2020-07-17
24.53000000
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAD2
100000.00000000
PA
USD
82453.48000000
0.024892339042
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
400000.00000000
PA
USD
389738.09000000
0.117660196682
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
180000.00000000
PA
USD
187490.37000000
0.056602509162
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
100000.00000000
PA
95039.89000000
0.028692120264
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EGP/USD FORWARD
000000000
1.00000000
NC
USD
-132.07000000
-0.00003987134
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-352831.00000000
EGP
22109.43000000
USD
2020-05-18
-132.07000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-2821.06000000
-0.00085166547
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-35685036.00000000
HUF
108000.00000000
USD
2020-07-17
-2821.06000000
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
200000.00000000
PA
USD
166360.86000000
0.050223604030
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
400000.00000000
PA
USD
427383.82000000
0.129025275204
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
235000.00000000
PA
USD
265572.14000000
0.080175048391
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
7.12500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
8077.90000000
0.002438682097
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1078937.38000000
ZAR
66000.00000000
USD
2020-06-17
8077.90000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
200767.81000000
0.060610909270
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
87643.00000000
NS
1136854.65000000
0.343211364632
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KZT/USD FORWARD
000000000
1.00000000
NC
USD
2707.85000000
0.000817487876
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-29711.06000000
USD
14068186.00000000
KZT
2020-06-30
2707.85000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
200000.00000000
PA
USD
225569.51000000
0.068098432237
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF CONGO
N/A
Congolese International Bond
000000000
191425.00000000
PA
USD
149812.56000000
0.045227745830
Long
DBT
NUSS
CG
N
2
2029-06-30
Variable
6.00000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
53706.00000000
NS
USD
1565529.90000000
0.472626516812
Long
EC
CORP
US
N
1
N
N
N
INTELSAT LUXEMBOURG SA
54930027UF5LR7S2XC75
Intelsat Luxembourg SA
458204AQ7
95000.00000000
PA
USD
7722.96000000
0.002331527289
Long
DBT
CORP
LU
Y
2
2023-06-01
Fixed
8.12500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
31000.00000000
PA
28949.69000000
0.008739782707
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-957.20000000
-0.00028897442
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-101503.57000000
CAD
71979.00000000
USD
2020-07-20
-957.20000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD Forward
000000000
1.00000000
NC
USD
9609.45000000
0.002901050233
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2567437.95000000
CNY
368530.00000000
USD
2021-05-14
9609.45000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-10209.53000000
-0.00308221171
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1432808.00000000
BRL
252539.48000000
USD
2020-06-02
-10209.53000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-2748.25000000
-0.00082968445
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-12051840.00000000
TWD
406000.00000000
USD
2020-06-17
-2748.25000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/SGD FORWARD
000000000
1.00000000
NC
USD
2102.02000000
0.000634590492
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-154000.00000000
USD
220083.71000000
SGD
2020-06-17
2102.02000000
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
75000.00000000
PA
USD
70342.56000000
0.021236106136
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBF4
225000.00000000
PA
USD
218253.42000000
0.065889737191
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
45000.00000000
PA
USD
43154.88000000
0.013028266415
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
SGD/USD FORWARD
000000000
1.00000000
NC
USD
2211.05000000
0.000667506165
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-208363.35000000
SGD
150000.00000000
USD
2020-06-17
2211.05000000
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
Denbury Resources Inc
247916AF6
50000.00000000
PA
USD
8849.01000000
0.002671476778
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
274000.00000000
PA
USD
278762.62000000
0.084157195661
Long
DBT
CORP
N/A
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
3834.58000000
0.001157642654
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-4403092.00000000
THB
139925.07000000
USD
2020-06-17
3834.58000000
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AH3
150000.00000000
PA
USD
126233.62000000
0.038109368671
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAM1
25000.00000000
PA
USD
23924.40000000
0.007222669997
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
200000.00000000
PA
USD
212292.90000000
0.064090282703
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
100000.00000000
PA
USD
86616.12000000
0.026149021552
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AJ0
200000.00000000
PA
USD
196828.16000000
0.059421546449
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
INTRADO CORP
5493005Z5DB0O5S30R71
Intrado Corp
68163PAA2
360000.00000000
PA
USD
251388.38000000
0.075893034305
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.50000000
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
430000.00000000
PA
USD
336218.40000000
0.101502840207
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
6937.10000000
0.002094279649
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-383000.00000000
USD
19733839.30000000
PHP
2020-06-17
6937.10000000
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
225000.00000000
PA
USD
90116.59000000
0.027205797882
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
50000.00000000
PA
USD
40454.85000000
0.012213139361
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
280000.00000000
PA
USD
257663.29000000
0.077787401737
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
427.83000000
0.000129159974
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-848890.44000000
ZAR
46000.00000000
USD
2020-06-17
427.83000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
620000.00000000
PA
USD
168199.64000000
0.050778723537
Long
DBT
NUSS
AR
N
2
2021-06-09
Fixed
9.95000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
10333.00000000
NS
780978.61000000
0.235773970302
Long
EC
CORP
NL
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
4012.20000000
0.001211265342
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4011520.00000000
THB
128000.00000000
USD
2020-06-17
4012.20000000
N
N
N
WYNDHAM DESTINATIONS INC
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAQ1
50000.00000000
PA
USD
42482.60000000
0.012825308071
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
50000.00000000
PA
USD
43993.59000000
0.013281469235
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
25000.00000000
PA
USD
21415.56000000
0.006465262355
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-959.08000000
-0.00028954198
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-25639955.00000000
CLP
29790.00000000
USD
2020-06-17
-959.08000000
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
75000.00000000
PA
USD
54100.50000000
0.016332700431
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
7488.00000000
NS
USD
349614.72000000
0.105547129658
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-7396.68000000
-0.00223302480
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-389000.00000000
USD
2701748.30000000
CNY
2020-05-11
-7396.68000000
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
4049.00000000
NS
USD
721572.29000000
0.217839466401
Long
EC
CORP
US
N
1
N
N
N
KEYSONE PWR PASS THRU HOLDERS SR GLBL 144A 23
N/A
KEYSTONE 9 12/01/23
000000000
32143.00000000
PA
USD
32143.00000000
0.009703828799
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
9.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-4973.90000000
-0.00150159829
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-472739.42000000
USD
3311776.00000000
CNY
2020-05-11
-4973.90000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAJ0
200000.00000000
PA
USD
150923.06000000
0.045563000843
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
275000.00000000
PA
USD
289783.59000000
0.087484377507
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
350000.00000000
PA
USD
338253.39000000
0.102117194641
Long
DBT
NUSS
DO
N
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AD3
100000.00000000
PA
USD
98584.44000000
0.029762204151
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.00000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAA1
201000.00000000
PA
USD
156137.67000000
0.047137268419
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-118.58000000
-0.00003579877
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-322431998.00000000
CLP
386562.63000000
USD
2020-06-17
-118.58000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
150000.00000000
PA
USD
118090.70000000
0.035651057325
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
100000.00000000
PA
USD
89790.53000000
0.027107361818
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
200000.00000000
PA
USD
226397.51000000
0.068348401756
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
80000.00000000
PA
USD
82078.84000000
0.024779236891
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
245000.00000000
PA
USD
179731.81000000
0.054260234391
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
215000.00000000
PA
USD
151646.22000000
0.045781319632
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-200.47000000
-0.00006052100
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-203000.00000000
USD
1435819.00000000
CNY
2020-05-11
-200.47000000
N
N
N
SSL ROBOTICS LLC
N/A
SSL Robotics LLC
78472GAA7
125000.00000000
PA
USD
132726.88000000
0.040069654997
Long
DBT
CORP
US
N
2
2023-12-31
Fixed
9.75000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AG5
100000.00000000
PA
USD
103115.71000000
0.031130174419
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
400000.00000000
PA
USD
171382.75000000
0.051739690295
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
4703.04000000
0.001419826867
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-402320175.00000000
COP
105887.66000000
USD
2020-06-17
4703.04000000
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
12799.00000000
NS
USD
680010.87000000
0.205292258476
Long
EC
CORP
TW
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
120000.00000000
PA
USD
19348.71000000
0.005841289528
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
200000.00000000
PA
USD
181202.12000000
0.054704114443
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
2232.00000000
NS
USD
7212.22000000
0.002177337154
Long
EC
CORP
CO
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
100000.00000000
PA
USD
16416.04000000
0.004955929493
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
RUB/USD FORWARD
000000000
1.00000000
NC
USD
2179.80000000
0.000658071929
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-6812545.15000000
RUB
92994.00000000
USD
2020-06-17
2179.80000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAE2
250000.00000000
PA
USD
236293.92000000
0.071336083937
Long
DBT
CORP
US
N
2
2025-01-31
Fixed
5.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-4250.52000000
-0.00128321309
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-220110369.00000000
CLP
259720.00000000
USD
2020-06-17
-4250.52000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GL8
560815.20000000
PA
USD
196673.67000000
0.059374906605
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
31235.00000000
NS
USD
1636401.65000000
0.494022383057
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/TRY FORWARD
000000000
1.00000000
NC
USD
12008.33000000
0.003625261440
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1009974.25000000
TRY
154762.00000000
USD
2020-06-17
12008.33000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-209.20000000
-0.00006315654
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-217720.00000000
USD
264035013.00000000
KRW
2020-06-17
-209.20000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
8895.55000000
0.002685526997
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-498000.00000000
USD
38485875.90000000
INR
2020-06-17
8895.55000000
N
N
N
LAUREATE EDUCATION INC
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613AJ3
100000.00000000
PA
USD
102171.85000000
0.030845227281
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
554000.00000000
PA
USD
371440.08000000
0.112136108812
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-4784.18000000
-0.00144432267
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-275073.45000000
USD
381073.00000000
SGD
2020-06-17
-4784.18000000
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
250000.00000000
PA
USD
261307.92000000
0.078887699331
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
225000.00000000
PA
USD
230418.29000000
0.069562257362
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
25000.00000000
PA
USD
23948.74000000
0.007230018135
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
200000.00000000
PA
USD
197278.69000000
0.059557559453
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
96405.50000000
0.029104391852
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
GOLDEN NUGGET
N/A
Landry's Finance Acquisition Co
51509HAB7
75000.00000000
PA
USD
76500.00000000
0.023095009898
Long
LON
CORP
US
N
3
2023-10-04
Floating
13.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
100000.00000000
PA
USD
100008.38000000
0.030192085307
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
25000.00000000
PA
USD
25301.72000000
0.007638476782
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
760000.00000000
PA
USD
686803.51000000
0.207342926293
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
Golden Entertainment Inc
381013AA9
225000.00000000
PA
USD
170569.55000000
0.051494188830
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.62500000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
N/A
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
100000.00000000
PA
USD
93538.84000000
0.028238959943
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.62500000
N
N
N
N
N
N
VENATOR FIN SARL/VENATOR
N/A
Venator Finance Sarl / Venator Materials LLC
9226APAA3
160000.00000000
PA
USD
111370.79000000
0.033622346371
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
72431PAA0
100000.00000000
PA
USD
85019.61000000
0.025667042280
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-6953.11000000
-0.00209911299
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-732103.00000000
EUR
796628.56000000
USD
2020-07-17
-6953.11000000
N
N
N
EVERI PAYMENTS INC
N/A
Everi Payments Inc
30034YAF9
25000.00000000
PA
USD
24875.00000000
0.007509651911
Long
LON
CORP
US
N
3
2024-05-09
Floating
11.50000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AF2
225000.00000000
PA
USD
187653.75000000
0.056651832858
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
225552.96000000
0.068093435865
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
100000.00000000
PA
USD
113009.46000000
0.034117053559
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
218713.64000000
0.066028675563
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-686.34000000
-0.00020720299
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-413701.20000000
PLN
99000.00000000
USD
2020-07-17
-686.34000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
460000.00000000
PA
USD
324270.95000000
0.097895958168
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
160000.00000000
PA
USD
147162.91000000
0.044427828275
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
135000.00000000
PA
USD
94311.35000000
0.028472177277
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AL8
225000.00000000
PA
USD
229122.57000000
0.069171085255
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
1249.36000000
0.000377176229
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-137000.00000000
USD
4472940.40000000
THB
2020-06-17
1249.36000000
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
100000.00000000
PA
89776.97000000
0.027103268114
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
125000.00000000
PA
USD
127257.34000000
0.038418425188
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
670000.00000000
PA
USD
25125.00000000
0.007585125799
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
400000.00000000
PA
USD
320734.08000000
0.096828192839
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
INFORMATICA LLC
5493007SV33RZV7RPS40
Informatica LLC
45673YAE6
50000.00000000
PA
USD
47250.00000000
0.014264564937
Long
LON
CORP
US
N
2
2025-02-14
Fixed
7.12500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
174810.62000000
0.052774549008
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
75000.00000000
PA
USD
48727.92000000
0.014710742414
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
200000.00000000
PA
USD
190055.96000000
0.057377049377
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
110000.00000000
PA
USD
117579.73000000
0.035496797753
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
125000.00000000
PA
USD
99990.28000000
0.030186620997
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
100000.00000000
PA
USD
96000.00000000
0.028981973205
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
11346.00000000
NS
USD
1160809.26000000
0.350443154894
Long
EP
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
500000.00000000
PA
USD
487396.06000000
0.147142703659
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
7354.00000000
NS
USD
2160605.20000000
0.652277104310
Long
EC
CORP
US
N
1
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 2 YEAR TREASURY NOTE
000000000
11.00000000
NC
USD
11854.18000000
0.003578724240
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-30
2412872.38000000
USD
11854.18000000
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
75000.00000000
PA
USD
61203.48000000
0.018477058514
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAH2
225000.00000000
PA
USD
108938.93000000
0.032888178648
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO BUND
000000000
-9.00000000
NC
-28477.97000000
-0.00859737253
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2020-06-08
-1692103.63000000
USD
-28477.97000000
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
100000.00000000
PA
USD
93994.99000000
0.028376669600
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
25000.00000000
PA
USD
21749.17000000
0.006565977731
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
LISTRINDO CAPITAL BV
N/A
Listrindo Capital BV
536576AD3
200000.00000000
PA
USD
188795.68000000
0.056996576448
Long
DBT
CORP
NL
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
177.60000000
0.000053616650
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-337000.00000000
USD
2387214.60000000
CNY
2020-05-11
177.60000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
115000.00000000
PA
151639.06000000
0.045779158060
Long
DBT
NUSS
GR
N
2
2040-02-24
Variable
3.65000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
N/A
MOZAMBIQUE INTERNATIONAL BOND
000000000
200000.00000000
PA
USD
138074.47000000
0.041684068644
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
225000.00000000
PA
USD
197877.32000000
0.059738283189
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
300000.00000000
PA
USD
230087.05000000
0.069462257479
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-10400.07000000
-0.00313973489
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-68000.00000000
USD
1072936.16000000
ZAR
2020-06-17
-10400.07000000
N
N
N
CORNERSTONE CHEMICAL CO
BL03B05TRUKQ14Y1HC46
Cornerstone Chemical Co
21925AAE5
85000.00000000
PA
USD
68783.95000000
0.020765568706
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
35000.00000000
PA
USD
58829.51000000
0.017760367526
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
43009.00000000
NS
USD
2248510.52000000
0.678815329611
Long
EC
CORP
GB
N
1
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
4.00000000
NC
USD
65900.29000000
0.019895004572
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
658224.71000000
USD
65900.29000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-8000.53000000
-0.00241532443
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1408132.06000000
ILS
396520.00000000
USD
2020-06-17
-8000.53000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-458.12000000
-0.00013830439
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-48000.00000000
USD
1154701.35000000
MXN
2020-06-17
-458.12000000
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
200000.00000000
PA
USD
264205.95000000
0.079762601704
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
153321.09000000
0.046286955439
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
10365.00000000
NS
USD
1857511.65000000
0.560774509052
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
87506.72000000
0.026417889732
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
20000.00000000
PA
USD
20149.86000000
0.006083153152
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
165828.69000000
0.050062944273
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
41697.00000000
NS
USD
1636607.25000000
0.494084452783
Long
EC
CORP
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
150000.00000000
PA
USD
144595.23000000
0.043652657098
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
265000.00000000
PA
USD
159776.52000000
0.048235821057
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-1302.89000000
-0.00039333669
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-5063816.84000000
RUB
66200.00000000
USD
2020-06-17
-1302.89000000
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AL6
200000.00000000
PA
USD
175637.05000000
0.053024044551
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
150000.00000000
PA
USD
24000.00000000
0.007245493301
Long
DBT
NUSS
LB
N
2
2027-11-29
Fixed
6.75000000
Y
N
N
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
US Concrete Inc
90333LAP7
225000.00000000
PA
USD
212350.82000000
0.064107768493
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.37500000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
200000.00000000
PA
USD
209046.33000000
0.063110157653
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-1687.10000000
-0.00050932798
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-456591.41000000
ILS
129480.00000000
USD
2020-06-17
-1687.10000000
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
4796.00000000
NS
USD
716954.04000000
0.216445237258
Long
EC
CORP
US
N
1
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315292AP7
200000.00000000
PA
USD
159488.37000000
0.048148829853
Long
DBT
CORP
US
Y
2
2022-01-15
Fixed
6.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-2414.85000000
-0.00072903247
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-832364000.00000000
IDR
52000.00000000
USD
2020-06-17
-2414.85000000
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
000000000
200000.00000000
PA
USD
182157.66000000
0.054992587721
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
220000.00000000
PA
USD
36265.64000000
0.010948435487
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-13794.87000000
-0.00416460992
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-524915.50000000
ILS
137000.00000000
USD
2020-06-17
-13794.87000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-706.61000000
-0.00021332241
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-97207.00000000
USD
10353906.00000000
JPY
2020-05-15
-706.61000000
N
N
N
DIAMOND OFFSHORE DRILL
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling Inc
25271CAP7
125000.00000000
PA
USD
13043.30000000
0.003937714282
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.87500000
Y
N
N
N
N
N
Atlantica Yield plc
549300ITBBGKJ651R879
Atlantica Yield plc
000000000
7761.00000000
NS
USD
185798.34000000
0.056091692827
Long
EC
CORP
GB
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
2015.17000000
0.000608370864
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3655528.00000000
THB
115000.00000000
USD
2020-06-17
2015.17000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-15777.13000000
-0.00476304540
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-245402.50000000
USD
3512495139.00000000
IDR
2020-06-17
-15777.13000000
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AF3
100000.00000000
PA
USD
100040.37000000
0.030201742945
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
6.25000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
275000.00000000
PA
USD
186336.24000000
0.056254082446
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
145000.00000000
PA
USD
126171.49000000
0.038090611900
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
30425.00000000
NS
USD
1401984.00000000
0.423252736691
Long
EC
CORP
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAC2
25000.00000000
PA
USD
25249.73000000
0.007622781232
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.00000000
PA
USD
208613.80000000
0.062979578769
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
253006.68000000
0.076381591880
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.62500000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
1000000.00000000
PA
USD
890595.48000000
0.268866816022
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
14989.00000000
NS
USD
1766753.43000000
0.533375005924
Long
EC
CORP
US
N
1
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233Q108
3278.00000000
NS
USD
109813.00000000
0.033152056495
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
730000.00000000
PA
USD
492678.28000000
0.148737382394
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
225000.00000000
PA
USD
230986.15000000
0.069733691772
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
7282.00000000
NS
USD
885127.10000000
0.267215936412
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
796.00000000
NS
USD
98584.60000000
0.029762252454
Long
EC
CORP
US
N
1
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
45000.00000000
PA
USD
45291.75000000
0.013673377967
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
199475.05000000
0.060220630773
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAC1
200000.00000000
PA
USD
225103.50000000
0.067957745889
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
675.27000000
0.000203861010
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-206000.00000000
USD
1463259.20000000
CNY
2020-05-11
675.27000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
63191.80000000
0.019077323483
Long
DBT
NUSS
EC
N
2
2024-06-20
Fixed
7.95000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/THB FORWARD
000000000
1.00000000
NC
USD
4922.81000000
0.001486174453
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-6085077.70000000
THB
193000.00000000
USD
2020-06-17
4922.81000000
N
N
N
Plains All American Pipeline L
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503105
29582.00000000
NS
USD
261209.06000000
0.078857853936
Long
EC
CORP
US
N
1
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
25380QAG4
200000.00000000
PA
USD
120574.66000000
0.036400953805
Long
DBT
CORP
BM
Y
2
2021-04-15
Fixed
6.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CF1
725000.00000000
PA
USD
726441.94000000
0.219309592086
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JPY/USD FORWARD
000000000
1.00000000
NC
USD
4.13000000
0.000001246828
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-17200.00000000
USD
1843958.00000000
JPY
2020-07-17
4.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-549.46000000
-0.00016587953
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-829840.00000000
ZAR
44000.00000000
USD
2020-06-17
-549.46000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
490000.00000000
PA
USD
268797.39000000
0.081148737027
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
50000.00000000
PA
USD
35744.24000000
0.010791027145
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
716768AC0
234000.00000000
PA
USD
235652.50000000
0.071142442091
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
DIGICEL GROUP ONE LTD
N/A
Digicel Group One Ltd
25382DAA4
157000.00000000
PA
USD
93892.18000000
0.028345631718
Long
DBT
CORP
JM
Y
2
2022-12-30
Fixed
8.25000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
5812.00000000
NS
USD
564810.16000000
0.170513676283
Long
EC
CORP
US
N
1
N
N
N
Hexion Holdings Corp
549300LBB370MUHGLV84
Hexion Holdings Corp
42830K103
3950.00000000
NS
USD
33377.50000000
0.010076518861
Long
EC
CORP
US
N
1
N
N
N
STARFRUIT FINCO/STAR US
N/A
Starfruit Finco BV / Starfruit US Holdco LLC
85529VAA2
200000.00000000
PA
USD
187352.89000000
0.056561004561
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
25000.00000000
PA
USD
21807.67000000
0.006583638620
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-68.83000000
-0.00002077947
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-155000.00000000
USD
524520.00000000
PEN
2020-06-17
-68.83000000
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
25000.00000000
PA
USD
26054.62000000
0.007865773944
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
214127.54000000
0.064644152362
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
25000.00000000
PA
USD
25588.81000000
0.007725147976
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1800000.00000000
PA
93920.77000000
0.028354262912
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
16467.00000000
NS
USD
1295458.89000000
0.391093279569
Long
EC
CORP
US
N
1
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-11.00000000
NC
USD
-22190.76000000
-0.00669929178
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
-1969152.99000000
USD
-22190.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
9887.55000000
0.002985007387
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-261611.37000000
USD
1476927.00000000
BRL
2020-05-05
9887.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-9810.78000000
-0.00296183086
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1476927.00000000
BRL
261028.79000000
USD
2020-06-02
-9810.78000000
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
5474.00000000
NS
USD
479467.66000000
0.144749154947
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
12111.00000000
NS
USD
1105128.75000000
0.333633456468
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
4087.00000000
NS
USD
766557.72000000
0.231420367723
Long
EC
CORP
US
N
1
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
125000.00000000
PA
USD
97022.96000000
0.029290800281
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
125700.50000000
0.037948422113
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
4048.16000000
0.001222121506
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1407539.50000000
MXN
62000.00000000
USD
2020-06-17
4048.16000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAS7
203000.00000000
PA
USD
243997.97000000
0.073661902382
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
40000.00000000
PA
USD
32173.49000000
0.009713033594
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/BRL FORWARD
000000000
1.00000000
NC
USD
9747.20000000
0.002942636346
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-812395.00000000
BRL
159087.26000000
USD
2020-05-05
9747.20000000
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
193042.90000000
0.058278793284
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
150000.00000000
PA
USD
77803.29000000
0.023488467354
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
120000.00000000
PA
USD
108618.93000000
0.032791572071
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
640000.00000000
PA
USD
485135.76000000
0.146460329138
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
11877.00000000
NS
USD
1421676.90000000
0.429197935651
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
100000.00000000
PA
USD
9176.80000000
0.002770435121
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
115000.00000000
PA
USD
4312.50000000
0.001301924577
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
50000.00000000
PA
USD
42575.91000000
0.012853477945
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
15999.00000000
NS
USD
1532064.24000000
0.462523382839
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ZAMBIA
N/A
Zambia Government International Bond
000000000
400000.00000000
PA
USD
131069.25000000
0.039569223870
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
Supermarket Income Reit PLC
2138007FOINJKAM7L537
Supermarket Income Reit PLC
000000000
354000.00000000
NS
475883.40000000
0.143667082788
Long
EC
CORP
GB
N
2
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
180000.00000000
PA
USD
182219.89000000
0.055011374681
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
500000.00000000
PA
USD
363995.08000000
0.109888496410
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
335000.00000000
PA
USD
529058.33000000
0.159720357751
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
13008.00000000
NS
USD
714399.36000000
0.215673990723
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
26969.00000000
NS
USD
893482.97000000
0.269738536416
Long
EC
CORP
NL
N
1
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AC2
225000.00000000
PA
USD
190999.95000000
0.057662035761
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
200000.00000000
PA
USD
168265.60000000
0.050798636568
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
38619.00000000
NS
528017.70000000
0.159406196180
Long
EC
CORP
HK
N
2
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
100000.00000000
PA
USD
89675.20000000
0.027072544204
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
6779.00000000
NS
USD
1730543.12000000
0.522443274318
Long
EC
CORP
US
N
1
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAB7
25000.00000000
PA
USD
23832.80000000
0.007195016364
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
152750.06000000
0.046114564021
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
600000.00000000
PA
USD
284845.08000000
0.085993463294
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283WAC8
200000.00000000
PA
USD
199676.82000000
0.060281544239
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAG7
175000.00000000
PA
USD
160185.61000000
0.048359323509
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Entercom Media Corp
29365DAA7
90000.00000000
PA
USD
66164.04000000
0.019974629525
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/CZK FORWARD
000000000
1.00000000
NC
USD
112.94000000
0.000034096083
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-4623431.02000000
CZK
170589.00000000
EUR
2020-07-17
112.94000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AV6
200000.00000000
PA
USD
148696.96000000
0.044890951150
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
PGIM TOTAL RETURN BOND FUND
TMK5EH3X0S88LKHCV210
PGIM TOTAL RETURN BOND FUND
74440B884
2049004.27471200
NS
USD
29218800.96000000
8.821026109545
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
363.82000000
0.000109835640
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-429567866.00000000
CLP
515529.26000000
USD
2020-06-17
363.82000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
200000.00000000
PA
USD
189773.41000000
0.057291748788
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
63162.00000000
NS
USD
1263871.62000000
0.381557223186
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BR0
150000.00000000
PA
USD
149263.11000000
0.045061869318
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
400000.00000000
PA
USD
497320.92000000
0.150138974770
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
167696.16000000
0.050626725164
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
250000.00000000
PA
USD
286883.49000000
0.086608850210
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-19302.05000000
-0.00582720308
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-139751.83000000
USD
2925495.00000000
MXN
2020-06-17
-19302.05000000
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AH7
200000.00000000
PA
USD
179790.68000000
0.054278006982
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
125000.00000000
PA
USD
117442.96000000
0.035455507498
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885B100
10157.00000000
NS
USD
204561.98000000
0.061756352325
Long
EC
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
1460.08000000
0.000440791660
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
7.87500000
Y
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
10379.00000000
NS
USD
1122488.85000000
0.338874393479
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CNH/USD FORWARD
000000000
1.00000000
NC
USD
907.05000000
0.000273834362
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-1317536.55000000
CNY
187000.00000000
USD
2020-05-11
907.05000000
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
66666.67000000
PA
USD
65386.39000000
0.019739860447
Long
DBT
NUSS
GB
N
2
2022-04-27
Fixed
9.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-32311.86000000
-0.00975480688
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-290592.11000000
USD
19375229.00000000
RUB
2020-06-17
-32311.86000000
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
400000.00000000
PA
USD
302802.02000000
0.091414583647
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
160050.14000000
0.048318425718
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-557.36000000
-0.00016826450
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-7265115.00000000
PHP
143000.00000000
USD
2020-06-17
-557.36000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
200000.00000000
PA
USD
233835.98000000
0.070594042779
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
150000.00000000
PA
USD
140605.19000000
0.042448081761
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
200000.00000000
PA
USD
155497.20000000
0.046943913374
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAA1
125000.00000000
PA
USD
123661.75000000
0.037332932552
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.62500000
N
N
N
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
158758.00000000
NS
USD
1771739.28000000
0.534880211873
Long
EC
CORP
US
N
1
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
350000.00000000
PA
USD
289042.73000000
0.087260715167
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
75000.00000000
PA
USD
74050.78000000
0.022355601268
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
TURKIYE SINAI KALKINMA B
549300MFCXK5HOOEWP84
Turkiye Sinai Kalkinma Bankasi AS
90015YAA7
200000.00000000
PA
USD
184206.35000000
0.055611078124
Long
DBT
CORP
TR
N
2
2025-01-23
Fixed
6.00000000
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
106569.94000000
0.032172991099
Long
DBT
CORP
US
Y
2
2020-06-15
Fixed
8.62500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
48000.00000000
PA
53039.70000000
0.016012449627
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
265000.00000000
PA
USD
82409.71000000
0.024879125073
Long
DBT
NUSS
EC
N
2
2023-06-02
Fixed
8.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
800000.00000000
PA
USD
825975.16000000
0.249358228702
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
262000.00000000
PA
USD
420073.39000000
0.126818288888
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/COP FORWARD
000000000
1.00000000
NC
USD
244.54000000
0.000073825538
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-581935867.51000000
COP
146603.00000000
USD
2020-06-17
244.54000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
400000.00000000
PA
USD
127717.58000000
0.038557369598
Long
DBT
NUSS
EC
N
2
2022-03-28
Fixed
10.75000000
N
N
N
N
N
N
Keppel REIT
N/A
Keppel REIT
000000000
1090992.00000000
NS
815774.06000000
0.246278561964
Long
EC
CORP
SG
N
2
N
N
N
EXTRACTION OIL & GAS INC
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAA3
130000.00000000
PA
USD
20329.85000000
0.006137491333
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.37500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
6.00000000
NC
USD
30023.84000000
0.009064063816
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-30
722882.44000000
USD
30023.84000000
N
N
N
PS BUSINESS PARKS INC
N/A
PS Business Parks Inc
69360J628
26949.00000000
NS
USD
680462.25000000
0.205428528091
Long
EP
CORP
US
N
1
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
164740.47000000
0.049734415493
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
320000.00000000
PA
USD
288320.89000000
0.087042794880
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
250000.00000000
PA
USD
184038.19000000
0.055560311368
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
50000.00000000
PA
USD
49258.93000000
0.014871051972
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAJ5
475000.00000000
PA
USD
261104.85000000
0.078826393401
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
183774.02000000
0.055480559619
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
355000.00000000
PA
USD
425828.66000000
0.128555779314
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
Playtika Holding Corp
72814CAE8
246875.00000000
PA
USD
243943.36000000
0.073645415866
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-1666.34000000
-0.00050306063
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2857752.00000000
CZK
114000.00000000
USD
2020-07-17
-1666.34000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
440000.00000000
PA
USD
542123.30000000
0.163664614110
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
150000.00000000
PA
USD
130548.04000000
0.039411872888
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
14999.10000000
PA
7208.56000000
0.002176232216
Long
DBT
NUSS
AR
N
2
2020-05-01
Variable
4.00000000
N
N
N
N
N
N
CONSTELLIUM SE
N/A
Constellium SE
210383AG0
250000.00000000
PA
USD
239610.25000000
0.072337269221
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AC4
25000.00000000
PA
USD
22485.34000000
0.006788224181
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
1105000.00000000
PA
USD
1106076.92000000
0.333919704776
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PEN/USD FORWARD
000000000
1.00000000
NC
USD
460.67000000
0.000139074224
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-120000.00000000
USD
407820.00000000
PEN
2020-06-17
460.67000000
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
10597.00000000
NS
USD
317168.21000000
0.095751672539
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
THB/USD FORWARD
000000000
1.00000000
NC
USD
1493.73000000
0.000450950446
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-110000.00000000
USD
3607285.00000000
THB
2020-06-17
1493.73000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1997.80000000
-0.00060312693
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-284802.00000000
EUR
310610.76000000
USD
2020-07-17
-1997.80000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
18396.00000000
NS
USD
1694087.64000000
0.511437526979
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EGP/USD FORWARD
000000000
1.00000000
NC
USD
-757.91000000
-0.00022880965
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-1902240.16000000
EGP
117695.06000000
USD
2020-06-17
-757.91000000
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080106
11063.00000000
NS
USD
455021.19000000
0.137368874338
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
6221.00000000
NS
USD
722071.47000000
0.217990166624
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
110000.00000000
PA
USD
112301.18000000
0.033903226975
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
N/A
Zambia Government International Bond
000000000
400000.00000000
PA
USD
130483.72000000
0.039392454966
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCP9
25000.00000000
PA
USD
24660.17000000
0.007444795689
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
200000.00000000
PA
USD
192180.93000000
0.058018568373
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
275000.00000000
PA
USD
279983.68000000
0.084525828246
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
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
127201.55000000
0.038401582435
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/TRY FORWARD
000000000
1.00000000
NC
USD
37710.58000000
0.011384656449
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-2962059.26000000
TRY
456379.51000000
USD
2020-06-17
37710.58000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
250000.00000000
PA
USD
231288.74000000
0.069825042347
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.34.V1
000000000
1.00000000
NC
USD
377349.01000000
0.113919988509
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.34.V1
Y
Default Event
2025-06-20
364462.94000000
USD
0.00000000
USD
-8290000.00000000
USD
12886.07000000
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AF6
25000.00000000
PA
USD
20829.10000000
0.006288212688
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
763.37000000
0.000230458009
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-101000.00000000
USD
354237.30000000
ILS
2020-06-17
763.37000000
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAE1
200000.00000000
PA
USD
185634.00000000
0.056042079312
Long
DBT
CORP
ID
N
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
Invesco Preferred ETF
549300J11Q08WEERN210
Invesco Preferred ETF
46138E511
1839488.00000000
NS
USD
26139124.48000000
7.891285471788
Long
EC
RF
US
N
1
N
N
N
NAVISTAR INTL CORP
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
250000.00000000
PA
USD
214208.51000000
0.064668596845
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
TRONOX FINANCE PLC
N/A
Tronox Finance PLC
89705PAA3
115000.00000000
PA
USD
104989.09000000
0.031695739512
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAX6
25000.00000000
PA
USD
26507.33000000
0.008002445081
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
825662.22000000
PA
294022.13000000
0.088763973890
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
7.82000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
320000.00000000
PA
USD
470019.19000000
0.141896703860
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
Corporate Office Properties Tr
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
19898.00000000
NS
USD
525705.16000000
0.158708050635
Long
EC
CORP
US
N
1
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAR0
100000.00000000
PA
USD
79983.86000000
0.024146771743
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
183904.31000000
0.055519893591
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SGD/USD FORWARD
000000000
1.00000000
NC
USD
686.33000000
0.000207199975
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-210935.98000000
SGD
150300.00000000
USD
2020-06-17
686.33000000
N
N
N
KEYSTONE POWER/CONEMAUGH
N/A
Keystone Power Pass-Through Holders LLC / Conemaugh Power Pass-Through Holders
000000000
350.00000000
PA
USD
86800.00000000
0.026204534106
Long
DBT
CORP
US
N
3
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
2013.33000000
0.000607815376
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-115913.35000000
USD
2913598.00000000
CZK
2020-07-17
2013.33000000
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAC0
50000.00000000
PA
USD
34935.88000000
0.010546986854
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.12500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
400000.00000000
PA
USD
379804.38000000
0.114661253796
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
17083.00000000
NS
USD
1002942.93000000
0.302784011706
Long
EC
CORP
US
N
1
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAR2
175000.00000000
PA
USD
153840.29000000
0.046443699611
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
475000.00000000
PA
USD
474286.58000000
0.143185009929
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AZ9
100000.00000000
PA
USD
100562.77000000
0.030359453183
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAF3
50000.00000000
PA
USD
3971.89000000
0.001199095932
Long
DBT
CORP
GB
N
2
2044-10-01
Fixed
5.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
1.00000000
NC
USD
1234.97000000
0.000372831952
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-123000.00000000
USD
4019517.00000000
THB
2020-06-17
1234.97000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
280639.75000000
0.084723892863
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
50000.00000000
PA
USD
47748.85000000
0.014415165534
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
200000.00000000
PA
USD
172958.04000000
0.052215263343
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
2384.00000000
NS
USD
374502.56000000
0.113060657909
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-690.04000000
-0.00020832000
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-1201404.10000000
CNY
169000.00000000
USD
2020-05-11
-690.04000000
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
99000.00000000
PA
USD
87120.00000000
0.026301140683
Long
LON
CORP
US
N
3
2024-03-28
Floating
6.45010000
N
N
N
N
N
N
2020-06-23
Prudential Investment Portfolios 16
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer