0001752724-21-128371.txt : 20210616
0001752724-21-128371.hdr.sgml : 20210616
20210616135741
ACCESSION NUMBER: 0001752724-21-128371
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210616
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RUSSELL INVESTMENT CO
CENTRAL INDEX KEY: 0000351601
IRS NUMBER: 911151059
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03153
FILM NUMBER: 211021175
BUSINESS ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
BUSINESS PHONE: 800-787-7354
MAIL ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
FORMER COMPANY:
FORMER CONFORMED NAME: RUSSELL FRANK INVESTMENT CO
DATE OF NAME CHANGE: 19920703
0000351601
S000029199
Opportunistic Credit Fund
C000089839
Class Y
RGCYX
C000089840
Class A
RGCAX
C000089841
Class C
RGCCX
C000089843
Class S
RGCSX
C000178390
Class M
RGOTX
NPORT-P
1
primary_doc.xml
NPORT-P
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C000089843
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RUSSELL INVESTMENT CO
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0000351601
549300J63VJ9OS4TCK93
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
98101
800-787-7354
Opportunistic Credit Fund
S000029199
QMX8CVY41B3G014K7N60
2021-10-31
2021-04-30
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2039769.15000000
0.00000000
0.00000000
2115275.97000000
AUD
CAD
EUR
GBP
JPY
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
187000.00000000
PA
USD
194053.64000000
0.026915298072
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.38000000
N
N
N
N
N
N
AZZURRA AEROPORTI SPA
8156004064432D3D0F19
Azzurra Aeroporti SpA
000000000
340000.00000000
PA
414873.46000000
0.057543073340
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
2.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-32.73000000
-0.00000453966
N/A
DFE
MY
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
27922.46000000
USD
114510.00000000
MYR
2021-06-08
-32.73000000
N
N
N
Tele Columbus AG
3912004GMFDLY04RUQ19
Tele Columbus AG
000000000
600000.00000000
PA
733071.72000000
0.101677267443
Long
DBT
CORP
DE
Y
2
2025-05-02
Fixed
3.88000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
121487.33000000
0.016850329110
Long
DBT
CORP
MX
Y
2
2028-02-21
Fixed
4.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-135.63000000
-0.00001881192
N/A
DFE
CZ
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
28128.11000000
USD
602130.00000000
CZK
2021-06-08
-135.63000000
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAE0
223000.00000000
PA
USD
302476.79000000
0.041953621498
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AD7
270000.00000000
PA
USD
277344.00000000
0.038467695987
Long
DBT
CORP
FI
N
2
2022-06-12
Fixed
3.38000000
N
N
N
N
N
N
FRESH MARKET INC
529900QM5ZSBEBR6CS58
Fresh Market Inc/The
35804HAA4
246000.00000000
PA
USD
252457.50000000
0.035015930972
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
9.75000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
950000.00000000
PA
USD
969978.50000000
0.134536308887
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
146000.00000000
PA
USD
144540.00000000
0.020047741353
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
99000.00000000
PA
USD
102134.34000000
0.014166063592
Long
DBT
CORP
CA
Y
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
354000.00000000
PA
USD
369930.00000000
0.051309401957
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
J.G. Wentworth XLII LLC
N/A
JG Wentworth XLII LLC
46590UAB8
500000.00000000
PA
USD
546386.65000000
0.075783992239
Long
ABS-O
CORP
US
Y
2
2077-10-15
Fixed
4.70000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
62000.00000000
PA
USD
72230.93000000
0.010018451656
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
59000.00000000
PA
USD
60545.80000000
0.008397720620
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.88000000
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
534000.00000000
PA
USD
573783.00000000
0.079583874201
Long
DBT
CORP
AE
Y
2
2025-03-20
Fixed
6.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
160000.00000000
PA
USD
166075.20000000
0.023034680052
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
200000.00000000
PA
USD
210750.00000000
0.029231088212
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
220000.00000000
PA
USD
221898.60000000
0.030777402376
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
178000.00000000
PA
USD
201663.95000000
0.027970850352
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAB8
379000.00000000
PA
USD
385632.50000000
0.053487343417
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
350000.00000000
PA
USD
373187.50000000
0.051761218184
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.63000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
300000.00000000
PA
384118.76000000
0.053277387225
Long
DBT
CORP
US
Y
2
2025-10-02
Fixed
6.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
230000.00000000
PA
USD
28175.00000000
0.003907880950
Long
DBT
NUSS
LB
Y
2
2023-01-27
None
0.00000000
Y
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
500000.00000000
PA
USD
532465.00000000
0.073853055208
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAC5
320000.00000000
PA
USD
320115.15000000
0.044400067321
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1750000.00000000
PA
USD
1357822.27000000
0.188330356117
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-59913.43000000
-0.00831001071
N/A
DFE
MY
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4292140.30000000
USD
17376730.00000000
MYR
2021-06-08
-59913.43000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
344000.00000000
PA
USD
369800.00000000
0.051291370918
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
PSMC 2020-1 Trust
N/A
PSMC 2020-1 Trust
693684AA0
0.01000000
PA
USD
0.01000000
0.000000001387
Long
ABS-MBS
CORP
US
Y
2
2050-01-25
Variable
3.50000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBL4
500000.00000000
PA
USD
497474.00000000
0.068999793013
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
2.34000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
21436.44000000
0.002973240657
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
9273440.00000000
GBP
12829051.24000000
USD
2021-05-26
21436.44000000
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAD5
140000.00000000
PA
USD
143850.00000000
0.019952038146
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
8.50000000
N
N
N
N
N
N
CIFC Funding Ltd
254900JI8OLAMXS6KW67
CIFC Funding 2019-II Ltd
12554AAW2
1000000.00000000
PA
USD
1000098.00000000
0.138713892571
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
1.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
N/A
Wachovia Corp
929903AM4
255000.00000000
PA
USD
321494.41000000
0.044591371096
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
461000.00000000
PA
USD
366495.00000000
0.050832966427
Long
DBT
CORP
VG
Y
2
2022-04-27
Floating
2.03000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
509000.00000000
PA
USD
556082.50000000
0.077128809542
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.88000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
197000.00000000
PA
USD
195721.47000000
0.027146626594
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
452000.00000000
PA
USD
524320.00000000
0.072723341265
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.25000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
224000.00000000
PA
USD
240800.00000000
0.033399032226
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
61765TAN3
450000.00000000
PA
USD
441843.53000000
0.061283830138
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.07000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
292000.00000000
PA
USD
304775.00000000
0.042272383914
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAH0
245000.00000000
PA
USD
304167.50000000
0.042188123482
Long
DBT
CORP
ID
Y
2
2049-01-25
Fixed
6.25000000
N
N
N
N
N
N
GALAXY BIDCO LTD
2138006O8YW3QCHKDY76
Galaxy Bidco Ltd
000000000
300000.00000000
PA
438655.85000000
0.060841697966
Long
DBT
CORP
JE
Y
2
2026-07-31
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBM7
480317.10000000
PA
USD
487390.73000000
0.067601240440
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-7.70000000
-0.00000106799
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4608.17000000
USD
3331.00000000
GBP
2021-05-26
-7.70000000
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137TAP0
108000.00000000
PA
USD
114998.40000000
0.015950312572
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAN0
130000.00000000
PA
USD
123228.39000000
0.017091814654
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
782000.00000000
PA
USD
799892.16000000
0.110945282513
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAC8
1000000.00000000
PA
USD
1012240.20000000
0.140398019353
Long
ABS-O
CORP
US
Y
2
2048-11-16
Fixed
3.05000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAB0
450000.00000000
PA
USD
442419.17000000
0.061363671579
Long
ABS-O
CORP
US
Y
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-2275.50000000
-0.00031561253
N/A
DFE
CL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
195275.48000000
USD
137200550.00000000
CLP
2021-06-08
-2275.50000000
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAB8
500000.00000000
PA
USD
508731.55000000
0.070561218575
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
3.53000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
1000000.00000000
PA
USD
1326640.00000000
0.184005365915
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.38000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAA0
279241.81000000
PA
USD
304139.32000000
0.042184214908
Long
ABS-O
CORP
US
Y
2
2044-02-22
Fixed
4.20000000
N
N
N
N
N
N
Education Management Corporation
549300HJZRTNO4K6DO92
EDUCATION MGMT CORP NEW PREFERRED STOCK
28140M301
2128.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
73000.00000000
PA
USD
71724.69000000
0.009948236016
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
03746AAA8
147000.00000000
PA
USD
172217.85000000
0.023886667450
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
266000.00000000
PA
USD
290434.94000000
0.040283413291
Long
DBT
CORP
FR
Y
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
400000.00000000
PA
488990.52000000
0.067823131792
Long
DBT
CORP
ES
Y
2
2025-03-27
Fixed
1.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup COmmercial Mortgage Trust 2018-C6
17327GAA2
410000.00000000
PA
USD
408050.37000000
0.056596708710
Long
ABS-MBS
CORP
US
Y
2
2051-11-10
Variable
5.23000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
532000.00000000
PA
USD
519469.38000000
0.072050558816
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
236000.00000000
PA
USD
277345.92000000
0.038467962291
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
1200000.00000000
PA
USD
1321200.00000000
0.183250836283
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
45031.94000000
0.006245943584
N/A
DFE
ZA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3079515.48000000
USD
45533100.00000000
ZAR
2021-06-08
45031.94000000
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAZ6
292000.00000000
PA
USD
318036.37000000
0.044111739911
Long
DBT
CORP
US
Y
2
2034-07-15
Fixed
4.20000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-3 Trust
83405XAD6
425000.00000000
PA
USD
442916.68000000
0.061432676365
Long
ABS-O
CORP
US
Y
2
2027-08-25
Fixed
4.67000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
2283919.00000000
PA
USD
865628.14000000
0.120062882656
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.13000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
760719BH6
173000.00000000
PA
USD
286195.51000000
0.039695403079
Long
DBT
CORP
US
N
2
2097-07-15
Fixed
7.20000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
203000.00000000
PA
USD
236371.17000000
0.032784752176
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
900000.00000000
PA
1119904.20000000
0.155331048446
Long
DBT
CORP
DE
Y
2
2026-07-30
Fixed
6.00000000
Y
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
154000.00000000
PA
USD
157657.50000000
0.021867142538
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
500000.00000000
PA
USD
432750.00000000
0.060022554800
Long
DBT
CORP
KY
Y
2
2024-03-29
Fixed
9.50000000
N
N
N
N
N
N
RAC Bond Co PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
1150000.00000000
PA
1590743.92000000
0.220636658835
Long
DBT
CORP
GB
Y
2
2022-11-06
Fixed
5.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-1
16159WAJ3
800000.00000000
PA
USD
821741.44000000
0.113975784203
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
4.00000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
500000.00000000
PA
610141.70000000
0.084626836797
Long
DBT
CORP
IT
Y
2
2029-09-26
Fixed
1.88000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
29766LAA4
1000000.00000000
PA
USD
955000.00000000
0.132458786444
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AG0
228000.00000000
PA
USD
248822.78000000
0.034511794218
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.88000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
1226000.00000000
PA
1610213.70000000
0.223337123161
Long
DBT
CORP
IT
Y
2
2029-02-20
Fixed
4.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
526000.00000000
PA
USD
524685.00000000
0.072773966875
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAF5
2787983.38000000
PA
USD
271604.23000000
0.037671588166
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.55000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1000000.00000000
PA
USD
1083470.00000000
0.150277613978
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Travelex TOPCO Limited
N/A
Travelex TOPCO Limited
000000000
675.00000000
NS
69915.63000000
0.009697318851
N/A
DE
GB
N
2
N/A
N/A
Call
Purchased
Travelex TOPCO Limited
Travelex TOPCO Limited
1.00000000
1.00000000
GBP
2021-08-18
XXXX
69915.63000000
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
335000.00000000
PA
USD
336256.25000000
0.046638842732
Long
DBT
CORP
LU
Y
2
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2020-BID Mortgage Trust
05493BAJ7
600000.00000000
PA
USD
604509.72000000
0.083845679482
Long
ABS-MBS
CORP
US
Y
2
2037-10-15
Floating
3.76000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AD3
92000.00000000
PA
USD
111780.00000000
0.015503919527
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WW9
200000.00000000
PA
USD
208230.00000000
0.028881563456
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.66000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAY7
292000.00000000
PA
USD
315102.23000000
0.043704773813
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.88000000
N
N
N
N
N
N
Naviera Armas SA
959800Q0F0EGK197EM91
Naviera Armas SA
000000000
650000.00000000
PA
465751.51000000
0.064599874135
Long
DBT
CORP
ES
Y
2
2024-11-15
Floating
4.25000000
Y
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
390000.00000000
PA
USD
327316.67000000
0.045398920305
Long
ABS-MBS
CORP
US
Y
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
294000.00000000
PA
USD
291795.00000000
0.040472054021
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
62000.00000000
PA
USD
83888.55000000
0.011635367046
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.38000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
596000.00000000
PA
USD
486038.00000000
0.067413616383
Long
DBT
CORP
KY
Y
2
2025-06-28
Fixed
8.75000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
ReadyCap Commercial Mortgage Trust 2018-4
75575KAL6
270000.00000000
PA
USD
239281.21000000
0.033188375597
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Variable
5.16000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
368000.00000000
PA
USD
365942.88000000
0.050756387217
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
000000000
700000.00000000
PA
871164.52000000
0.120830780223
Long
DBT
CORP
DE
Y
2
2025-09-30
Fixed
7.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-40637.75000000
-0.00563646811
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1419980.00000000
EUR
1667716.53000000
USD
2021-06-08
-40637.75000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
327000.00000000
PA
USD
341750.97000000
0.047400962044
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
228000.00000000
PA
USD
241110.00000000
0.033442029319
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
214000.00000000
PA
USD
248074.00000000
0.034407938207
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AL4
220000.00000000
PA
USD
307547.35000000
0.042656909691
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
6.00000000
N
N
N
N
N
N
RUSSIAN RAIL(RZD CAP)
635400VKMH1VQDFMW392
Russian Railways Via RZD Capital PLC
000000000
115000000.00000000
PA
1564501.55000000
0.216996834245
Long
DBT
CORP
IE
Y
2
2024-10-19
Fixed
7.90000000
N
N
N
N
N
N
Ford Holdings LLC
N/A
Ford Holdings LLC
345277AE7
308000.00000000
PA
USD
409794.00000000
0.056838550714
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
9.30000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-363.20000000
-0.00005037594
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
63929.14000000
USD
241020.00000000
PLN
2021-06-08
-363.20000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
600000.00000000
PA
USD
719694.00000000
0.099821773666
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.13000000
N
N
N
N
N
N
RETAIL PROPERTIES OF AME
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131VAA1
276000.00000000
PA
USD
292169.50000000
0.040523997283
Long
DBT
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SSP5000G2 CDS USD R F 5.00000 GOC041184_FEE CCPCDX / Short: SSP5000G2 CDS USD P V 03MEVENT GOC041184_PRO CCPCDX
000000000
21700000.00000000
OU
Notional Amount
USD
2141139.00000000
0.296976621518
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9 Red Code
Y
sell protection
2026-06-20
1963114.56000000
USD
0.00000000
USD
21700000.00000000
USD
178024.44000000
N
N
N
INTL CONSOLIDATED AIRLIN
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
000000000
300000.00000000
PA
326518.98000000
0.045288280462
Long
DBT
CORP
ES
Y
2
2027-07-04
Fixed
1.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
205000.00000000
PA
USD
243288.67000000
0.033744211501
Long
DBT
CORP
IT
Y
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
228000.00000000
PA
USD
243105.00000000
0.033718736417
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
KENAN ADVANTAGE GROUP
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
67109EAA6
2285000.00000000
PA
USD
2285000.00000000
0.316930185368
Long
DBT
CORP
US
Y
2
2023-07-31
Fixed
7.88000000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
292000.00000000
PA
USD
315063.06000000
0.043699340922
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.38000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-6
46649HAG7
300000.00000000
PA
USD
303684.48000000
0.042121128463
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ3
36262AAD6
989673.51000000
PA
USD
1007682.60000000
0.139765878866
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
500000.00000000
PA
629978.82000000
0.087378251291
Long
DBT
CORP
NL
Y
2
2029-10-23
Fixed
3.00000000
N
N
N
N
N
N
NEW RESIDENTIAL INV CORP
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828TAA0
373000.00000000
PA
USD
378639.76000000
0.052517448282
Long
DBT
US
Y
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
847000.00000000
PA
USD
941169.46000000
0.130540486398
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
Marlette Funding Trust
549300JRCMNFIBT50883
Marlette Funding Trust 2018-4
57109GAC8
1000000.00000000
PA
USD
1023282.40000000
0.141929575805
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
4.91000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
559000.00000000
PA
USD
590443.75000000
0.081894725224
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
352000.00000000
PA
USD
374809.60000000
0.051986203941
Long
DBT
CORP
AT
Y
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
354000.00000000
PA
USD
370815.00000000
0.051432151723
Long
DBT
CORP
XX
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
31000.00000000
PA
USD
33402.50000000
0.004632936768
Long
DBT
US
Y
2
2025-02-15
Fixed
7.88000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2150000.00000000
PA
USD
94062.50000000
0.013046496963
Long
DBT
CORP
VE
Y
2
2037-04-12
None
0.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-50504.34000000
-0.00700496710
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2188489.23000000
USD
1547980.00000000
GBP
2021-06-08
-50504.34000000
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
284000.00000000
PA
USD
250630.00000000
0.034762456174
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C41
95001ABE5
5118367.13000000
PA
USD
310522.63000000
0.043069581919
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.35000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-16019.21000000
-0.00222186923
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
474690.00000000
CHF
504234.62000000
USD
2021-06-08
-16019.21000000
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
357000.00000000
PA
USD
372279.60000000
0.051635292182
Long
DBT
US
Y
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
200000.00000000
PA
247139.25000000
0.034278288102
Long
DBT
CORP
DE
Y
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
1000000.00000000
PA
USD
1181280.68000000
0.163843984632
Long
DBT
CORP
MY
Y
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
704551AB6
485000.00000000
PA
USD
230375.00000000
0.031953081599
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
8.50000000
N
N
Y
N
N
N
IMMOBILIARE GRANDE DIST
815600CF8C0389D0E272
Immobiliare Grande Distribuzione SIIQ SpA
000000000
439000.00000000
PA
517403.90000000
0.071764076121
Long
DBT
IT
Y
2
2024-11-28
Fixed
2.13000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5986.79000000
0.000830369568
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
569800.00000000
GBP
792988.38000000
USD
2021-06-16
5986.79000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAE7
800000.00000000
PA
USD
595325.76000000
0.082571861475
Long
ABS-MBS
CORP
US
Y
2
2045-05-10
Variable
5.00000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
300000.00000000
PA
USD
131250.00000000
0.018204414367
Long
DBT
NUSS
AR
Y
2
2027-06-15
Fixed
7.88000000
Y
Y
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
200000.00000000
PA
233236.43000000
0.032349962798
Long
DBT
CORP
FR
Y
2
2025-02-07
Fixed
3.58000000
N
N
N
N
N
N
Education Management LLC
5726QOBW64NQET3VRC47
EDUCATION MANAGEMENT LLC TERM LOAN B
000000000
284567.23000000
PA
USD
28.46000000
0.000003947410
Long
LON
CORP
US
N
3
2021-07-02
Floating
11.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAH6
278000.00000000
PA
USD
305401.70000000
0.042359307392
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X5R1
614844.94000000
PA
USD
621945.48000000
0.086264024623
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
2.21000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
1605.52000000
0.000222686105
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15790690.00000000
RUB
210762.81000000
USD
2021-06-08
1605.52000000
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AX5
308000.00000000
PA
USD
326249.00000000
0.045250834155
Long
DBT
CORP
US
N
2
2024-05-05
Fixed
2.60000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Helios Issuer LLC
86746CAA9
439345.25000000
PA
USD
455723.87000000
0.063209037459
Long
ABS-O
CORP
US
Y
2
2047-06-20
Fixed
2.98000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
157000.00000000
PA
USD
164065.00000000
0.022755864710
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
391000.00000000
PA
USD
407617.50000000
0.056536669511
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
Affinion Group Inc
N/A
AFFINION GROUP INC EQUITY
000000000
8006.76500000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
370000.00000000
PA
USD
424140.33000000
0.058828390988
Long
DBT
CORP
DE
Y
2
2023-09-19
Fixed
8.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
200000.00000000
PA
266242.99000000
0.036927982570
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-896.10000000
-0.00012428933
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
125000.00000000
EUR
149515.25000000
USD
2021-06-16
-896.10000000
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM 2013-CCRE10 Mortgage Trust
12626BBA1
160000.00000000
PA
USD
141622.22000000
0.019643044392
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1800000.00000000
PA
USD
1732500.00000000
0.240298269650
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XAQ5
1000000.00000000
PA
USD
1023982.20000000
0.142026638275
Long
ABS-MBS
CORP
US
Y
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
358000.00000000
PA
USD
375005.00000000
0.052013305979
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
582000.00000000
PA
872653.98000000
0.121037368771
Long
DBT
CORP
GB
Y
2
2078-10-03
Fixed
4.88000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
219000.00000000
PA
USD
229402.50000000
0.031818195557
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Advanz Pharma Corp Ltd
549300WZSXRSISJ4VI31
Advanz Pharma Corp Ltd
20653PAB8
1841000.00000000
PA
USD
1873217.50000000
0.259815829107
Long
DBT
CORP
JE
N
2
2024-09-06
Fixed
8.00000000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
362420AB7
500000.00000000
PA
USD
527500.00000000
0.073164408219
Long
DBT
NUSS
GA
Y
2
2024-12-12
Fixed
6.38000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
215000.00000000
PA
259095.76000000
0.035936659625
Long
DBT
CORP
FR
Y
2
2023-03-08
Fixed
1.00000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
200000.00000000
PA
USD
256000.00000000
0.035507276785
Long
DBT
CORP
ID
Y
2
2048-11-15
Fixed
6.76000000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
000000000
568000.00000000
PA
USD
658880.00000000
0.091386853625
Long
DBT
CORP
CL
Y
2
2047-01-25
Fixed
5.00000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAD9
301000.00000000
PA
USD
323823.32000000
0.044914391612
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAG7
269000.00000000
PA
USD
278745.02000000
0.038662017881
Long
DBT
CORP
NO
N
2
2023-01-17
Fixed
2.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAX3
4542546.90000000
PA
USD
134352.18000000
0.018634687663
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.18000000
N
N
N
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
Greenland Global Investment Ltd
000000000
457000.00000000
PA
USD
383849.52000000
0.053240043556
Long
DBT
CORP
VG
Y
2
2024-07-03
Fixed
5.88000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-369.70000000
-0.00005127750
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
52162.00000000
CAD
42069.48000000
USD
2021-05-26
-369.70000000
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
130000.00000000
PA
167224.80000000
0.023194129917
Long
DBT
CORP
DE
Y
2
2075-04-21
Fixed
3.50000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CC5
164000.00000000
PA
USD
160311.85000000
0.022235301679
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
2186453.95000000
PA
USD
224492.19000000
0.031137134087
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.76000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
500000.00000000
PA
USD
385040.00000000
0.053405163489
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.88000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAQ4
313000.00000000
PA
USD
178172.28000000
0.024712548677
Long
ABS-MBS
CORP
US
Y
2
2049-07-10
Variable
4.88000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
441000.00000000
PA
USD
452064.69000000
0.062701508096
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-565.60000000
-0.00007844888
N/A
DFE
TW
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
30088.20000000
USD
822160.00000000
TWD
2021-06-08
-565.60000000
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
505000.00000000
PA
USD
544137.50000000
0.075472034459
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
30155.43000000
0.004182567185
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4832045000.00000000
KRW
4352409.48000000
USD
2021-06-08
30155.43000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K57 Mortgage Trust
30295DAU6
3675088.11000000
PA
USD
15243.53000000
0.002114282183
Long
ABS-MBS
USGSE
US
Y
2
2049-08-25
Fixed
0.10000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
609000.00000000
PA
USD
506992.50000000
0.070320011818
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Quebecor Media Inc
5493006O1E1TBNKPQW25
Quebecor Media Inc
74819RAP1
257000.00000000
PA
USD
274668.75000000
0.038096638009
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
5.75000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
433000.00000000
PA
USD
454650.00000000
0.063060091368
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-2 Ltd
53948QAA4
682015.49000000
PA
USD
685728.86000000
0.095110798561
Long
ABS-O
CORP
US
Y
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
700000.00000000
PA
959395.22000000
0.133068404777
Long
DBT
CORP
IT
Y
2
2025-09-16
Fixed
4.38000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
221000.00000000
PA
USD
228182.50000000
0.031648981191
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Heathrow Finance PLC
549300F740QSGMPHQJ60
Heathrow Finance PLC
000000000
100000.00000000
PA
142231.53000000
0.019727555872
Long
DBT
CORP
GB
Y
2
2027-03-01
Fixed
4.38000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
400000.00000000
PA
564280.26000000
0.078265841313
Long
DBT
CORP
LU
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAC0
282000.00000000
PA
USD
293106.57000000
0.040653969174
Long
DBT
CORP
FR
Y
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
OJSC RUSS AGRIC BK(RSHB)
549300HJLYSVPSG9BG79
Russian Agricultural Bank OJSC Via RSHB Capital SA
000000000
475000.00000000
PA
USD
531800.50000000
0.073760888859
Long
DBT
CORP
LU
Y
2
2023-10-16
Fixed
8.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XIV Ltd
67706XAJ2
500000.00000000
PA
USD
500001.00000000
0.069350288671
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-21
Floating
1.99000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-4699.62000000
-0.00065183870
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
744489.00000000
CHF
810969.79000000
USD
2021-05-26
-4699.62000000
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
504000.00000000
PA
595271.22000000
0.082564296761
Long
DBT
CORP
FR
Y
2
2025-11-28
Fixed
1.00000000
N
N
N
N
N
N
Israel Electric Corp Ltd
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AK1
500000.00000000
PA
USD
561425.00000000
0.077869815895
Long
DBT
CORP
IL
Y
2
2024-11-12
Fixed
5.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAT0
212000.00000000
PA
USD
279982.52000000
0.038833659502
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.95000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AL2
650000.00000000
PA
USD
698750.00000000
0.096916834584
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
TC Ziraat Bankasi AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
392000.00000000
PA
USD
395344.54000000
0.054834406278
Long
DBT
CORP
TR
Y
2
2022-05-03
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
500000.00000000
PA
USD
325650.00000000
0.045167752676
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
399.60000000
0.000055424639
N/A
DFE
PH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
74963.93000000
USD
3658240.00000000
PHP
2021-06-08
399.60000000
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2019-2
46650TAC6
114785.16000000
PA
USD
117257.05000000
0.016263588005
Long
ABS-MBS
CORP
US
Y
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
OJSC RUSS AGRIC BK(RSHB)
549300HJLYSVPSG9BG79
Russian Agricultural Bank OJSC Via RSHB Capital SA
000000000
200000.00000000
PA
USD
223916.00000000
0.031057216361
Long
DBT
CORP
LU
Y
2
2023-10-16
Fixed
8.50000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AK5
237000.00000000
PA
USD
246183.75000000
0.034145759965
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.88000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
277000.00000000
PA
USD
278109.55000000
0.038573878001
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.38000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
250000.00000000
PA
USD
256525.00000000
0.035580094442
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.70000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AV7
329000.00000000
PA
USD
330095.27000000
0.045784312958
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-6196.59000000
-0.00085946889
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
518020.00000000
PLN
130424.56000000
USD
2021-06-08
-6196.59000000
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
237000.00000000
PA
USD
276697.50000000
0.038378026243
Long
DBT
CORP
IT
Y
2
2073-09-24
Fixed
8.75000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
0.76000000
0.000000105412
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
33000.00000000
EUR
39709.36000000
USD
2021-06-16
0.76000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159MK9
254000.00000000
PA
USD
273468.65000000
0.037930183779
Long
DBT
CORP
CA
N
2
2024-02-11
Fixed
3.40000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300VBBLOSKH8XQ869
Neuberger Berman CLO XXI Ltd
64130DBA7
250000.00000000
PA
USD
250000.00000000
0.034675074985
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-20
Floating
2.59000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
1050000.00000000
PA
USD
929145.00000000
0.128872690189
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AA0
258000.00000000
PA
USD
251872.50000000
0.034934791297
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
9.93000000
0.000001377293
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
42970.00000000
HKD
5542.34000000
USD
2021-06-08
9.93000000
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
532716AK3
140000.00000000
PA
USD
164313.10000000
0.022790276254
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
ENERGIA GRP/ENERGIA ROI
N/A
Energia Group NI FinanceCo PLC/Energia Group ROI Holdings DAC
000000000
600000.00000000
PA
836916.01000000
0.116080501613
Long
DBT
CORP
GB
Y
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAB5
673000.00000000
PA
USD
715197.10000000
0.099198052287
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
PROVIDENT FINANCIAL PLC
213800U93SZC44VXN635
Provident Financial PLC
000000000
293000.00000000
PA
398780.12000000
0.055310922255
Long
DBT
CORP
GB
Y
2
2023-06-04
Fixed
8.25000000
N
N
N
N
N
N
Home Re Ltd
254900GFKVQN72ENGJ20
Home RE 2019-1 Ltd
43731AAB9
1000000.00000000
PA
USD
1009979.90000000
0.140084515065
Long
ABS-MBS
CORP
BM
Y
2
2029-05-25
Floating
3.36000000
N
N
N
N
N
N
CARLSON TRAVEL INC
5493002YB4LSO97BF704
Carlson Travel Inc
14282LAG8
921801.00000000
PA
USD
723613.79000000
0.100365449715
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
11.50000000
N
N
Y
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAB6
650000.00000000
PA
USD
689000.00000000
0.095564506660
Long
DBT
CORP
CA
Y
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
54927.82000000
0.007618505109
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
85070600.00000000
TWD
3109691.99000000
USD
2021-06-08
54927.82000000
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AH0
46000.00000000
PA
USD
62962.50000000
0.008732917635
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
695000.00000000
PA
USD
835737.50000000
0.115917041923
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
202000.00000000
PA
USD
220788.02000000
0.030623364597
Long
DBT
CORP
BR
Y
2
2024-06-18
Fixed
9.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN21 XEUR 20210608
000000000
-306.00000000
NC
520895.96000000
0.072248425890
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXM1 Comdty
2021-06-08
-52453267.72000000
EUR
520895.96000000
N
N
N
CONSTANTIN INVESTISSEME
549300E33VHD8WX05I74
Constantin Investissement 3 SASU
000000000
600000.00000000
PA
727481.26000000
0.100901868964
Long
DBT
CORP
FR
Y
2
2025-04-15
Fixed
5.38000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
600000.00000000
PA
872252.09000000
0.120981626508
Long
DBT
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-45456.53000000
-0.00630483434
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2000000.00000000
CAD
1581834.22000000
USD
2021-06-16
-45456.53000000
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
300000.00000000
PA
USD
368298.00000000
0.051083043068
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
583000.00000000
PA
USD
583000.00000000
0.080862274866
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
Bertelsmann SE & Co KGaA
5299001BUUGXAREGE533
Bertelsmann SE & Co KGaA
000000000
200000.00000000
PA
249178.26000000
0.034561099401
Long
DBT
CORP
DE
Y
2
2075-04-23
Fixed
3.00000000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
374000.00000000
PA
503177.47000000
0.069790866013
Long
DBT
CORP
IT
Y
2
2025-11-21
Fixed
4.60000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859AZ5
188000.00000000
PA
USD
293437.80000000
0.040699910874
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.15000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
80687PAA4
269000.00000000
PA
USD
278264.87000000
0.038595420932
Long
DBT
CORP
FR
Y
2
2022-09-27
Fixed
2.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06738C828
225000.00000000
PA
USD
302962.50000000
0.042020989621
Long
DBT
CORP
GB
N
2
2034-12-15
Fixed
6.28000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
538000.00000000
PA
USD
534078.37000000
0.074076830111
Long
DBT
CORP
CL
Y
2
2047-09-14
Fixed
4.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
750000.00000000
PA
USD
92812.50000000
0.012873121588
Long
DBT
NUSS
LB
N
2
2022-05-27
None
0.00000000
Y
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
358000.00000000
PA
USD
369187.50000000
0.051206416984
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Tsinghua Unic Ltd
8945008WQ14ERHVNG115
Tsinghua Unic Ltd
000000000
1200000.00000000
PA
USD
360005.99000000
0.049932938794
Long
DBT
CORP
VG
Y
2
2023-01-31
None
0.00000000
Y
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-164.89000000
-0.00002287029
N/A
DFE
KR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
20933.06000000
USD
23217690.00000000
KRW
2021-06-08
-164.89000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-49505.19000000
-0.00686638470
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
27765690.00000000
NOK
3286288.83000000
USD
2021-06-08
-49505.19000000
N
N
N
TOURMALINE OIL CORP
N/A
TOURMALINE OIL CORP COMMON STOCK
000000000
255235.95000000
NS
207652.40000000
0.028801450163
Long
EC
CORP
CA
N
3
N
N
N
CHALCO HK INVESTMENT
549300F6W7ZYN8BF2K08
Chalco Hong Kong Investment Co Ltd
000000000
93000.00000000
PA
USD
93232.50000000
0.012931375714
Long
DBT
CORP
VG
Y
2
2021-11-07
Fixed
4.25000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AS6
905000.00000000
PA
USD
600088.40000000
0.083232441071
Long
ABS-MBS
CORP
US
Y
2
2027-12-29
None
0.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAH8
275000.00000000
PA
USD
287498.36000000
0.039876108764
Long
DBT
CORP
GB
N
2
2024-01-05
Fixed
3.37000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAJ3
340000.00000000
PA
USD
368713.00000000
0.051140603692
Long
DBT
CORP
GB
Y
2
2025-10-15
Fixed
7.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAF4
241000.00000000
PA
USD
269711.17000000
0.037409020176
Long
DBT
CORP
CH
Y
2
2026-04-15
Fixed
4.13000000
N
N
N
N
N
N
Tourmaline Oil Corp
549300EWGW5PUCV5A109
Tourmaline Oil Corp
000000000
58980.00000000
NS
1272545.74000000
0.176502475828
Long
EC
CORP
CA
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SSPHG002M CDS USD R F 1.00000 GOC040731_FEE CCPCDX / Short: SSPHG002M CDS USD P V 03MEVENT GOC040731_PRO CCPCDX
000000000
6100000.00000000
OU
Notional Amount
USD
151743.60000000
0.021046882834
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S36.V1
2I65BYDY8 Red Code
Y
sell protection
2026-06-20
141467.73000000
USD
0.00000000
USD
6100000.00000000
USD
10275.87000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
61.00000000
NC
USD
-178488.61000000
-0.02475642374
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
9056847.99000000
USD
-178488.61000000
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
668000.00000000
PA
USD
734806.68000000
0.101917906915
Long
DBT
CORP
XX
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Diamond BC BV
549300SWLHWJF3D4N658
Diamond BC BV
000000000
400000.00000000
PA
491277.68000000
0.068140361570
Long
DBT
CORP
NL
Y
2
2025-08-15
Fixed
5.63000000
N
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
Cifc Funding 2014-IV-R Ltd
12552FAJ2
500000.00000000
PA
USD
500374.00000000
0.069402023883
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-17
Floating
2.39000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4886.51000000
0.000677760402
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
569800.00000000
GBP
791888.10000000
USD
2021-06-16
4886.51000000
N
N
N
NATIONAL GRID USA
MOM4570XTJ5YYX7JKH83
National Grid USA
49337WAJ9
263000.00000000
PA
USD
319967.98000000
0.044379654797
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.80000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830AR0
217000.00000000
PA
USD
305806.66000000
0.042415475466
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
6.15000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SSP9U3JZN CDS EUR R F 5.00000 COSP9U3JZN_FEE CCPITRAXX / Short: SSP9U3JZN CDS EUR P V 03MEVENT COSP9U3JZN_PRO CCPITRAXX
000000000
1600000.00000000
OU
Notional Amount
237360.63000000
0.032921990575
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S34.V1
2I667KIK6 Red Code
Y
sell protection
2025-12-20
159988.54000000
EUR
0.00000000
EUR
1600000.00000000
EUR
43502.79000000
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
200000.00000000
PA
USD
249500.00000000
0.034605724835
Long
DBT
CORP
US
Y
2
2033-07-15
Fixed
6.88000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
101000.00000000
PA
USD
107475.11000000
0.014906829993
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-72593.29000000
-0.01006871109
N/A
DFE
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
5912100.00000000
EUR
7041382.05000000
USD
2021-06-16
-72593.29000000
N
N
N
Charming Charlie
N/A
Charming Charlie
000000000
3957093.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AU6
47000.00000000
PA
USD
57105.00000000
0.007920480628
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
VITTORIA ASSICURAZIONI
8156003E4A94A3C84066
Vittoria Assicurazioni SpA
000000000
100000.00000000
PA
135122.28000000
0.018741500764
Long
DBT
CORP
IT
Y
2
2028-07-11
Fixed
5.75000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718ER6
250000.00000000
PA
USD
267354.97000000
0.037082214530
Long
DBT
CORP
US
N
2
2026-11-03
Fixed
2.45000000
N
N
N
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
368000.00000000
PA
USD
364333.10000000
0.050533110248
Long
DBT
US
Y
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
508000.00000000
PA
USD
568960.00000000
0.078914922655
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
341000.00000000
PA
USD
434994.05000000
0.060333805208
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AS5
259000.00000000
PA
USD
276158.75000000
0.038303301456
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.00000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
354000.00000000
PA
USD
364283.70000000
0.050526258454
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
484000.00000000
PA
USD
494890.00000000
0.068641391438
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1083.87000000
0.000150333094
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1138040.00000000
ZAR
79177.83000000
USD
2021-06-08
1083.87000000
N
N
N
SUNCOKE ENGY PART FIN CO
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
86723CAF5
515000.00000000
PA
USD
536382.80000000
0.074396455243
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1000000.00000000
PA
USD
122700.00000000
0.017018526802
Long
DBT
NUSS
LB
Y
2
2021-04-12
None
0.00000000
Y
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
380000.00000000
PA
USD
369545.99000000
0.051256139655
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
59511.72000000
0.008254293414
N/A
DFE
NO
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
3094214.41000000
USD
26250000.00000000
NOK
2021-06-16
59511.72000000
N
N
N
Starwood Mortgage Residential Trust 2019-1
N/A
Starwood Mortgage Residential Trust 2019-1
85571KAC9
566015.01000000
PA
USD
568716.54000000
0.078881154680
Long
ABS-MBS
CORP
US
Y
2
2049-06-25
Variable
3.30000000
N
N
N
N
N
N
Pactiv LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
200000.00000000
PA
USD
222500.00000000
0.030860816737
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AE7
837000.00000000
PA
USD
579008.39000000
0.080308637362
Long
ABS-MBS
CORP
US
Y
2
2027-07-28
None
0.00000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Re-REMIC Trust 2016-FRR16
05523HAC3
114743.50000000
PA
USD
114270.14000000
0.015849302692
Long
ABS-MBS
CORP
US
Y
2
2021-05-27
Variable
0.18000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4
46636DBC9
1000000.00000000
PA
USD
993274.70000000
0.137767498815
Long
ABS-MBS
CORP
US
Y
2
2046-07-15
Variable
3.87000000
N
N
N
N
N
N
Intrado Corp
5493005Z5DB0O5S30R71
Intrado Corp
68163PAA2
316000.00000000
PA
USD
321135.00000000
0.044541520821
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
8.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-45502.82000000
-0.00631125478
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2000000.00000000
CAD
1581787.93000000
USD
2021-06-16
-45502.82000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CE8
295000.00000000
PA
USD
321095.18000000
0.044535997776
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
2.90000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN21 XCBT 20210630
000000000
-151.00000000
NC
USD
23983.04000000
0.003326454841
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUM1 Comdty
2021-06-30
-33358412.65000000
USD
23983.04000000
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAB1
182998.72000000
PA
USD
186932.55000000
0.025927600753
Long
ABS-O
CORP
US
Y
2
2050-08-25
Fixed
3.16000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAL4
1500000.00000000
PA
USD
1482163.05000000
0.205576459598
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Floating
2.05000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
500000.00000000
PA
USD
533750.00000000
0.074031285094
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAJ9
1363532.75000000
PA
USD
1368683.90000000
0.189836867456
Long
ABS-MBS
CORP
US
Y
2
2040-02-15
Floating
1.92000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
67778NAA6
1071000.00000000
PA
USD
1200794.49000000
0.166550555932
Long
DBT
CORP
BH
Y
2
2027-10-25
Fixed
7.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
225000.00000000
PA
USD
228375.00000000
0.031675680999
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
240000.00000000
PA
USD
259392.00000000
0.035977748202
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.88000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAT9
301000.00000000
PA
USD
322283.35000000
0.044700797311
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
MAGIC MERGERCO INC
N/A
Magic Mergeco Inc
55916AAB0
607000.00000000
PA
USD
623692.50000000
0.086506336821
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
46642CAK6
1500000.00000000
PA
USD
1332486.30000000
0.184816249479
Long
ABS-MBS
CORP
US
Y
2
2047-07-15
Variable
4.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-749631.21000000
-0.10397407367
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
7119772.07000000
USD
53690130.00000000
TRY
2021-06-08
-749631.21000000
N
N
N
AIR METHODS CORP
54930081QGNZXVDOZF63
Air Methods Corp
00215JAA7
282000.00000000
PA
USD
264375.00000000
0.036668891797
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8.00000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABG3
260000.00000000
PA
USD
276177.48000000
0.038305899313
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-2569.82000000
-0.00035643480
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1562610.00000000
CZK
70074.52000000
USD
2021-06-08
-2569.82000000
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
350000.00000000
PA
USD
359292.50000000
0.049833977517
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
829000.00000000
PA
1050297.50000000
0.145676578278
Long
DBT
CORP
DE
Y
2
2025-02-17
Fixed
2.75000000
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AA0
107000.00000000
PA
USD
114101.59000000
0.015825924756
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.05000000
N
N
N
N
N
N
Ashtead Capital Inc.
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
296000.00000000
PA
USD
316720.00000000
0.043929158997
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
949796AA4
619350.51000000
PA
USD
628581.31000000
0.087184416235
Long
ABS-MBS
CORP
US
Y
2
2050-05-25
Variable
3.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
261000.00000000
PA
USD
271113.75000000
0.037603558443
Long
DBT
US
Y
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
270000.00000000
PA
USD
280125.00000000
0.038853421521
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAA5
320000.00000000
PA
USD
319747.75000000
0.044349108830
Long
DBT
CORP
KR
Y
2
2024-01-19
Fixed
1.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
152000.00000000
PA
USD
128060.00000000
0.017761960410
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
FRESENIUS MED CARE II
5493008GJ5TVVTY4UM62
Fresenius Medical Care US Finance II Inc
35802XAJ2
263000.00000000
PA
USD
290489.54000000
0.040290986328
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
4.75000000
N
N
N
N
N
N
Suncor Energy Ventures
N/A
Suncor Energy Ventures Corp
13643EAH8
356000.00000000
PA
USD
395865.79000000
0.054906703809
Long
DBT
CORP
CA
Y
2
2042-04-01
Fixed
6.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
39.28000000
0.000005448147
N/A
DFE
HK
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
53796.47000000
USD
418140.00000000
HKD
2021-06-08
39.28000000
N
N
N
PENINSULA PACIFIC ENTERT
N/A
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
70715XAA4
229000.00000000
PA
USD
243541.50000000
0.033779279098
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2020-2
26208VAE6
650000.00000000
PA
USD
656262.82000000
0.091023849974
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
1.42000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-188015.59000000
-0.02607781872
N/A
DFE
CO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4396298.07000000
USD
15823815460.00000000
COP
2021-06-08
-188015.59000000
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
269000.00000000
PA
USD
329861.25000000
0.045751854314
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAT0
775000.00000000
PA
USD
684192.48000000
0.094897702194
Long
ABS-MBS
CORP
US
Y
2
2052-11-15
Fixed
2.50000000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
300000.00000000
PA
414356.29000000
0.057471341705
Long
DBT
CORP
GB
Y
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
184000.00000000
PA
USD
272780.00000000
0.037834667818
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
251000.00000000
PA
USD
253510.00000000
0.035161913038
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
210000.00000000
PA
USD
215398.05000000
0.029875774141
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
213000.00000000
PA
USD
222585.00000000
0.030872606262
Long
DBT
CORP
BM
Y
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAB6
270000.00000000
PA
USD
268987.50000000
0.037308646930
Long
DBT
US
Y
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
276000.00000000
PA
USD
298582.16000000
0.041413435149
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.63000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
1073512.33000000
PA
USD
1067885.30000000
0.148116011413
Long
ABS-O
CORP
US
Y
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
9000.00000000
PA
USD
9000.00000000
0.001248302699
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BJ7
241000.00000000
PA
USD
308021.44000000
0.042722666116
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.40000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-8559.56000000
-0.00118721353
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
13000000.00000000
SEK
1527678.30000000
USD
2021-06-16
-8559.56000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
213000.00000000
PA
USD
257714.30000000
0.035745050709
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
650000.00000000
PA
USD
637812.50000000
0.088464785056
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
237000.00000000
PA
USD
281776.93000000
0.039082544707
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
290000.00000000
PA
USD
318254.78000000
0.044142033444
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.38000000
N
N
N
N
N
N
FCE BANK PLC
TU5V87TL5Q0UV1EW4H93
FCE Bank PLC
000000000
255000.00000000
PA
310976.06000000
0.043132472796
Long
DBT
CORP
GB
Y
2
2023-05-11
Fixed
1.62000000
N
N
N
N
N
N
MAGIC MERGECO INC
N/A
Magic Mergeco Inc
55916AAA2
249000.00000000
PA
USD
252112.50000000
0.034968079369
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10
46639JAP5
1000000.00000000
PA
USD
841070.50000000
0.116656730622
Long
ABS-MBS
CORP
US
Y
2
2047-12-15
Variable
3.50000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
000000000
664000.00000000
PA
USD
889760.00000000
0.123409978876
Long
DBT
CORP
NL
Y
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
51.62000000
0.000007159709
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6772420.00000000
KRW
6109.54000000
USD
2021-06-08
51.62000000
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
318338.15000000
PA
USD
329451.65000000
0.045695042671
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
268000.00000000
PA
USD
277715.00000000
0.038519153798
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
000000000
350000.00000000
PA
USD
377125.00000000
0.052307350615
Long
DBT
NUSS
MN
Y
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
300000.00000000
PA
USD
321900.00000000
0.044647626551
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-10206.68000000
-0.00141566957
N/A
DFE
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
1242100.50000000
GBP
1705237.17000000
USD
2021-05-17
-10206.68000000
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
426000.00000000
PA
USD
431163.12000000
0.059802454068
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
366000.00000000
PA
USD
439573.32000000
0.060968951330
Long
DBT
CORP
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBR2
331000.00000000
PA
USD
345385.26000000
0.047905039157
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAE0
183000.00000000
PA
USD
271637.00000000
0.037676133375
Long
DBT
CORP
US
N
2
2037-12-10
Fixed
7.38000000
N
N
N
N
N
N
PANASONIC CORP
254900GE1G59KGWPHX32
Panasonic Corp
69832AAA4
274000.00000000
PA
USD
280081.26000000
0.038847354770
Long
DBT
CORP
JP
Y
2
2022-07-19
Fixed
2.54000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
1100000.00000000
PA
USD
1134073.05000000
0.157296272191
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.68000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
296000.00000000
PA
USD
316193.36000000
0.043856113871
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
283000.00000000
PA
USD
311151.01000000
0.043156738414
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.38000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
258000.00000000
PA
USD
278180.76000000
0.038583754850
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-59.29000000
-0.00000822354
N/A
DFE
TW
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
21165.63000000
USD
587780.00000000
TWD
2021-06-08
-59.29000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
640000.00000000
PA
USD
680000.00000000
0.094316203960
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4847.76000000
0.000672385766
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
569800.00000000
GBP
791849.35000000
USD
2021-06-16
4847.76000000
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAY7
330000.00000000
PA
USD
271203.04000000
0.037615942993
Long
ABS-MBS
CORP
US
Y
2
2048-03-15
Fixed
3.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AU0
12000.00000000
PA
USD
12259.69000000
0.001700422680
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.75000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAB7
230000.00000000
PA
USD
285068.27000000
0.039539054553
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAV7
241000.00000000
PA
USD
294518.60000000
0.040849818158
Long
DBT
CORP
GB
N
2
2047-01-10
Fixed
4.95000000
N
N
N
N
N
N
YPF ENERGIA ELECTRICA SA
5493002XN8FRTYQLR778
YPF Energia Electrica SA
000000000
103000.00000000
PA
USD
83687.50000000
0.011607481351
Long
DBT
CORP
AR
Y
2
2026-07-25
Fixed
10.00000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
350000.00000000
PA
USD
371875.00000000
0.051579174041
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
5.88000000
N
N
N
N
N
N
ALTA EQUIPMENT GROUP
N/A
Alta Equipment Group Inc
02128LAA4
90000.00000000
PA
USD
91378.80000000
0.012674266968
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.63000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
217000.00000000
PA
USD
221131.68000000
0.030671030342
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
594000.00000000
PA
USD
636591.75000000
0.088295466665
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
420000.00000000
PA
USD
369600.00000000
0.051263630858
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
225000.00000000
PA
USD
234833.63000000
0.032571494917
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.88000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
238000.00000000
PA
USD
238704.48000000
0.033108382973
Long
DBT
NUSS
TR
Y
2
2023-10-24
Fixed
5.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-262.92000000
-0.00003646708
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
30000.00000000
GBP
41172.75000000
USD
2021-06-16
-262.92000000
N
N
N
BLOOMIN' BRANDS INC/OSI
N/A
Bloomin' Brands Inc / OSI Restaurant Partners LLC
094234AA9
141000.00000000
PA
USD
144525.00000000
0.020045660849
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-11102.08000000
-0.00153986182
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2935746020.00000000
CLP
4118611.14000000
USD
2021-06-08
-11102.08000000
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ2
36257LAR8
967000.17000000
PA
USD
993005.61000000
0.137730175951
Long
ABS-MBS
CORP
US
Y
2
2049-11-25
Variable
4.47000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAC1
256000.00000000
PA
USD
268565.75000000
0.037250150079
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BX4
451000.00000000
PA
USD
460020.00000000
0.063804911979
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1000000.00000000
PA
USD
1031250.00000000
0.143034684315
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAA1
148000.00000000
PA
USD
162295.54000000
0.022510440077
Long
DBT
CORP
GB
Y
2
2023-11-07
Fixed
5.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
30897.00000000
PA
USD
24955.51000000
0.003461336722
Long
SN
CORP
AR
Y
2
2026-02-12
Variable
4.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF
724500XPR088XALCD170
Diebold Nixdorf Dutch Holding BV
000000000
300000.00000000
PA
398545.76000000
0.055278416452
Long
DBT
CORP
NL
Y
2
2025-07-15
Fixed
9.00000000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
2022333.33000000
PA
USD
1990137.78000000
0.276032707012
Long
DBT
CORP
GB
Y
2
2023-02-09
Floating
7.21000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AK0
300000.00000000
PA
USD
315710.65000000
0.043789161849
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
1000000.00000000
PA
USD
1093750.00000000
0.151703453061
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
160000.00000000
PA
USD
210234.33000000
0.029159564629
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SSP3W00GQ CDS USD R F 1.00000 COSP3W00GQ_FEE CCPCDX / Short: SSP3W00GQ CDS USD P V 03MEVENT COSP3W00GQ_PRO CCPCDX
000000000
12200000.00000000
OU
Notional Amount
USD
-398195.80000000
-0.05522987689
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S35.V1
2I65BZEA6 Red Code
Y
sell protection
2026-06-20
0.00000000
USD
-411326.30000000
USD
12200000.00000000
USD
13130.50000000
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
264000.00000000
PA
USD
303730.43000000
0.042127501742
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 Mortgage Trust
12625KAP0
1310000.00000000
PA
USD
1328525.37000000
0.184266867299
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
4.08000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
326000.00000000
PA
USD
330890.00000000
0.045894542247
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
260000.00000000
PA
USD
272025.00000000
0.037729949091
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4856.88000000
0.000673650712
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
569800.00000000
GBP
791858.47000000
USD
2021-06-16
4856.88000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1533.74000000
0.000212730198
N/A
DFE
CA
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
7673270.11000000
USD
9432820.00000000
CAD
2021-06-08
1533.74000000
N
N
N
TELECOM ITALIA FIN SA
549300O482B6CBF38D50
Telecom Italia Finance SA
000000000
364000.00000000
PA
647661.05000000
0.089830781895
Long
DBT
CORP
LU
N
2
2033-01-24
Fixed
7.75000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
5493000RZZ85L9YT5K31
SoFi Consumer Loan Program 2019-1 Trust
78472CAD0
500000.00000000
PA
USD
517647.70000000
0.071797891254
Long
ABS-O
CORP
US
Y
2
2028-02-25
Fixed
4.42000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
600000.00000000
PA
USD
622500.00000000
0.086340936714
Long
DBT
NUSS
OM
Y
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C1
617458BJ2
124536.05000000
PA
USD
12453.61000000
0.001727319442
Long
ABS-MBS
CORP
US
Y
2
2047-09-15
Fixed
4.19000000
N
N
N
N
N
N
Saka Energi Indonesia PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
000000000
1072000.00000000
PA
USD
900480.00000000
0.124896846092
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
UKRAINE RAIL (RAIL CAPL)
213800IW9C7PR3HKI783
Ukraine Railways Via Rail Capital Markets PLC
000000000
201000.00000000
PA
USD
205623.00000000
0.028519971775
Long
DBT
CORP
GB
Y
2
2024-07-09
Fixed
8.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-83682.66000000
-0.01160681004
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7635001.96000000
USD
570099870.00000000
RUB
2021-06-08
-83682.66000000
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
433000.00000000
PA
USD
435779.86000000
0.060442797290
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
SABAL TRAIL TRANS
5493002DWITGSZFUI977
Sabal Trail Transmission LLC
78516FAA7
37000.00000000
PA
USD
41471.06000000
0.005752048460
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K57 Mortgage Trust
30295DAL6
1450103.30000000
PA
USD
972388.08000000
0.134870518356
Long
ABS-MBS
USGSE
US
Y
2
2049-08-25
None
0.00000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAB4
711000.00000000
PA
USD
714555.00000000
0.099108992825
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AL1
193000.00000000
PA
USD
196865.88000000
0.027305356604
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AJ0
367000.00000000
PA
USD
384891.25000000
0.053384531820
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.88000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
255000.00000000
PA
USD
349350.00000000
0.048454949784
Long
DBT
CORP
GB
Y
2
2037-05-21
Fixed
6.66000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BM3
227000.00000000
PA
USD
250457.27000000
0.034738498471
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.65000000
N
N
N
N
N
N
CBL & Associates LP
549300VS75TWHD9JTH89
CBL & Associates LP
12505JAD5
475000.00000000
PA
USD
273125.00000000
0.037882519421
Long
DBT
US
N
2
2026-12-15
None
0.00000000
Y
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-HYB1
46651FAR2
683289.72000000
PA
USD
719931.68000000
0.099854739953
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.86000000
N
N
N
N
N
N
INTERCEMENT FIN OP BV
213800IVMAMWIHPCZJ07
InterCement Financial Operations BV
000000000
584000.00000000
PA
USD
554922.64000000
0.076967936612
Long
DBT
CORP
NL
Y
2
2024-07-17
Fixed
5.75000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EK5
261000.00000000
PA
USD
277999.60000000
0.038558627903
Long
DBT
CORP
US
N
2
2023-06-26
Fixed
3.40000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2018-INV1
12553XAK9
500000.00000000
PA
USD
512820.80000000
0.071128398776
Long
ABS-MBS
CORP
US
Y
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300NQPL9XHZ20E278
Venture 33 CLO Ltd
92330YAW3
1000000.00000000
PA
USD
993390.00000000
0.137783490959
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
2.46000000
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236AU5
237000.00000000
PA
USD
249442.50000000
0.034597749568
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AD2
271000.00000000
PA
USD
290485.13000000
0.040290374659
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
150000.00000000
PA
USD
164052.00000000
0.022754061606
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.63000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
90000.00000000
PA
USD
91575.00000000
0.012701479967
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
AGUA Y SANEAMIENTOS ARG
5299003HUR94018IBF62
Agua y Saneamientos Argentinos SA
000000000
1819000.00000000
PA
USD
891310.00000000
0.123624964341
Long
DBT
CORP
AR
Y
2
2023-02-01
Fixed
6.63000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
500000.00000000
PA
USD
519500.00000000
0.072054805820
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAS2
1500000.00000000
PA
USD
1515542.40000000
0.210206185455
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Variable
4.35000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-189.29000000
-0.00002625457
N/A
DFE
CO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
37739.92000000
USD
141196360.00000000
COP
2021-06-08
-189.29000000
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
47000.00000000
PA
USD
44650.00000000
0.006192968392
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.88000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
452000.00000000
PA
USD
549180.00000000
0.076171430722
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF Finance GmbH
000000000
500000.00000000
PA
655977.47000000
0.090984271844
Long
DBT
CORP
DE
Y
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
598000.00000000
PA
USD
640577.60000000
0.088848305256
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
MAGELLAN HEALTH SRVCS
N/A
Magellan Health Inc
559079AK4
381000.00000000
PA
USD
415290.00000000
0.057600847563
Long
DBT
CORP
US
N
2
2024-09-22
Fixed
4.90000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-73657.47000000
-0.01021631318
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5912100.00000000
EUR
7040317.87000000
USD
2021-06-16
-73657.47000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-8479.67000000
-0.00117613277
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13000000.00000000
SEK
1527758.19000000
USD
2021-06-16
-8479.67000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BSPHG002M CDS USD R V 03MEVENT COSPHG002M_PRO CCPCDX / Short: BSPHG002M CDS USD P F 1.00000 COSPHG002M_FEE CCPCDX
000000000
35900000.00000000
OU
Notional Amount
USD
-893048.40000000
-0.12386608094
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S36.V1
2I65BYDY8 Red Code
Y
buy protection
2026-06-20
0.00000000
USD
-763990.78000000
USD
35900000.00000000
USD
-129057.62000000
N
N
N
Genworth Holdings Inc
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
37247DAB2
251000.00000000
PA
USD
250003.53000000
0.034675564597
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
Betony CLO 2, Ltd.
5493000QRX4XEMRJZO43
Betony CLO 2 Ltd
08763QAE2
1000000.00000000
PA
USD
992255.00000000
0.137626066119
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-30
Floating
2.04000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
213000.00000000
PA
USD
250275.00000000
0.034713217568
Long
DBT
CORP
PA
Y
2
2027-08-01
Fixed
9.88000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-J2
12564EAU6
496659.32000000
PA
USD
503352.80000000
0.069815184336
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AE7
276000.00000000
PA
USD
289410.35000000
0.040141302351
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.13000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
431000.00000000
PA
USD
451903.50000000
0.062679150994
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
202000.00000000
PA
USD
275295.30000000
0.038183540682
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
197.49000000
0.000027391922
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2987970.00000000
INR
40269.14000000
USD
2021-06-08
197.49000000
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABH1
163000.00000000
PA
USD
176817.51000000
0.024524641672
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
68000.00000000
PA
USD
77335.79000000
0.010726497269
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
325000.00000000
PA
USD
407062.50000000
0.056459690845
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QAE9
742061.28000000
PA
USD
746639.28000000
0.103559092084
Long
ABS-MBS
USGSE
US
Y
2
2031-04-25
Floating
2.51000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
346951.00000000
PA
USD
350047.12000000
0.048551640537
Long
ABS-O
CORP
US
Y
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
361000.00000000
PA
USD
368973.01000000
0.051176667157
Long
DBT
CORP
XX
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-988.97000000
-0.00013717043
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
101923.05000000
USD
73080.00000000
GBP
2021-06-08
-988.97000000
N
N
N
Oztel Holdings SPC Ltd
549300RABIG0RH4JYT64
Oztel Holdings SPC Ltd
000000000
200000.00000000
PA
USD
222630.00000000
0.030878847776
Long
DBT
CORP
AE
Y
2
2028-04-24
Fixed
6.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
283000.00000000
PA
USD
318781.46000000
0.044215084118
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AV2
62050.00000000
PA
USD
33973.00000000
0.004712065289
Long
SN
CORP
AR
Y
2
2029-06-30
Variable
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
33000.00000000
PA
USD
33082.50000000
0.004588552672
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
DIAMOND OFFSHORE DRILL
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling Inc
25271CAN2
220000.00000000
PA
USD
39050.00000000
0.005416246712
Long
DBT
CORP
US
N
2
2043-11-01
None
0.00000000
Y
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAC1
600000.00000000
PA
USD
623004.54000000
0.086410916563
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
3.36000000
N
N
N
N
N
N
SAUDI ELEC GLOBAL SUKUK
549300BJ6IA5S2UFVN71
Saudi Electricity Global Sukuk Co 3
000000000
51000.00000000
PA
USD
63645.14000000
0.008827600007
Long
DBT
CORP
KY
Y
2
2044-04-08
Fixed
5.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AW1
410000.00000000
PA
USD
449462.50000000
0.062340583562
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
195000.00000000
PA
USD
201735.30000000
0.027980746618
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
FOODCO BONDCO SAU
959800QP38XCGBED7808
Foodco Bondco SA
000000000
550000.00000000
PA
607819.91000000
0.084304803827
Long
DBT
CORP
ES
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
375000.00000000
PA
USD
425029.40000000
0.058951705264
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
600000.00000000
PA
USD
704988.00000000
0.097782047055
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
000000000
343000.00000000
PA
USD
365748.45000000
0.050729419718
Long
DBT
CORP
MA
Y
2
2025-10-22
Fixed
4.50000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
517000.00000000
PA
USD
524755.00000000
0.072783675896
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253657AA8
250000.00000000
PA
USD
278437.50000000
0.038619364765
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
9.38000000
N
N
N
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
170000.00000000
PA
USD
181900.00000000
0.025229584559
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
408000.00000000
PA
USD
462060.00000000
0.064087860591
Long
DBT
CORP
CA
Y
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
244000.00000000
PA
USD
251320.00000000
0.034858159381
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.63000000
N
N
N
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
4.00000000
NS
USD
115.08000000
0.000015961630
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
2630.56000000
0.000364859461
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
14724450.00000000
RUB
197664.85000000
USD
2021-06-08
2630.56000000
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
450000.00000000
PA
551291.58000000
0.076464307501
Long
DBT
CORP
LU
Y
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
5558.19000000
0.000770922620
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
457817850.00000000
COP
127313.08000000
USD
2021-06-08
5558.19000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
95001YAN4
710000.00000000
PA
USD
629480.75000000
0.087309168832
Long
ABS-MBS
CORP
US
Y
2
2052-12-15
Fixed
2.50000000
N
N
N
N
N
N
SolarCity Corporation d/b/a Tesla Energy
N/A
TES 2017-2 LLC
88159TAB6
1000000.00000000
PA
USD
988080.70000000
0.137047089457
Long
ABS-O
CORP
US
Y
2
2048-02-20
Fixed
6.99000000
N
N
N
N
N
N
Charming Charlie, Inc.
N/A
Charming Charlie, Inc. Term Loan
000000000
15697.01000000
PA
USD
7068.36000000
0.000980383652
Long
LON
CORP
US
N
3
2021-05-15
None
0.00000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
138770.00000000
0.019247440622
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
122000.00000000
PA
USD
113460.00000000
0.015736936031
Long
DBT
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Apidos CLO
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767VAE8
500000.00000000
PA
USD
500375.00000000
0.069402162583
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
2.73000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBX9
1000000.00000000
PA
USD
811340.00000000
0.112533101355
Long
DBT
CORP
MX
N
2
2046-01-23
Fixed
5.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
12500000.00000000
PA
984226.86000000
0.136512560693
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
771000.00000000
PA
USD
807206.16000000
0.111959736507
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AG2
1258000.00000000
PA
USD
846847.48000000
0.117457999481
Long
ABS-MBS
CORP
US
Y
2
2027-07-28
None
0.00000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CB7
118000.00000000
PA
USD
130473.19000000
0.018096670587
Long
DBT
CORP
US
N
2
2039-12-15
Fixed
6.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
41000.00000000
PA
USD
41410.00000000
0.005743579420
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AW6
278000.00000000
PA
USD
305767.47000000
0.042410039801
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN21 XCBT 20210621
000000000
-10.00000000
NC
USD
-1818.75000000
-0.00025226117
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNM1 Comdty
2021-06-21
-1857243.75000000
USD
-1818.75000000
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAC7
251000.00000000
PA
USD
291750.21000000
0.040465841635
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAE7
300000.00000000
PA
USD
300904.86000000
0.041735594336
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.69000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
200000.00000000
PA
276921.42000000
0.038409084014
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-6385.14000000
-0.00088562083
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
13000000.00000000
SEK
1529852.72000000
USD
2021-06-16
-6385.14000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
000000000
200000.00000000
PA
USD
213332.16000000
0.029589234579
Long
DBT
NUSS
IN
Y
2
2024-03-12
Fixed
3.88000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
484000.00000000
PA
USD
496264.56000000
0.068832043322
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
415000.00000000
PA
USD
464800.00000000
0.064467899413
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.38000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
418000.00000000
PA
USD
452485.00000000
0.062759805219
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
Plastipak Holdings Inc
N/A
Plastipak Holdings Inc
727610AN7
700000.00000000
PA
USD
719250.00000000
0.099760190733
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
347000.00000000
PA
USD
367386.25000000
0.050956583069
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
869000.00000000
PA
USD
920053.75000000
0.127611731088
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
745000.00000000
PA
USD
830675.00000000
0.115214871654
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CA8
132000.00000000
PA
USD
140154.11000000
0.019439417095
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
254000.00000000
PA
USD
265525.66000000
0.036828488684
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBG9
7710000.00000000
PA
USD
343246.89000000
0.047608446597
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
1.11000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AJ6
298000.00000000
PA
USD
316276.64000000
0.043867664832
Long
DBT
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
1050000.00000000
PA
USD
981960.00000000
0.136198146531
Long
DBT
CORP
GB
Y
2
2024-01-19
Floating
7.12000000
N
N
N
N
N
N
NOVOMATIC AG
5299000ML1154IW9K192
Novomatic AG
000000000
275000.00000000
PA
315410.20000000
0.043747489344
Long
DBT
CORP
AT
N
2
2023-09-20
Fixed
1.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
323000.00000000
PA
USD
284957.06000000
0.039523629692
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JR3
58000.00000000
PA
USD
71838.22000000
0.009963982661
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
5.40000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
471000.00000000
PA
USD
452160.00000000
0.062714727621
Long
DBT
CORP
KY
Y
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AC9
14000.00000000
PA
USD
17941.42000000
0.002488480335
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
000000000
242000.00000000
PA
299732.68000000
0.041573012618
Long
DBT
CORP
US
N
2
2025-11-25
Fixed
2.33000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
2700000.00000000
PA
USD
2796120.00000000
0.387822682674
Long
DBT
NUSS
PK
Y
2
2036-03-31
Fixed
7.88000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
350000.00000000
PA
USD
369250.00000000
0.051215085753
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
146000.00000000
PA
USD
159322.50000000
0.022098078537
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAC5
243000.00000000
PA
USD
274335.53000000
0.038050420295
Long
DBT
CORP
FR
Y
2
2027-03-13
Fixed
4.63000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-2
30167YAC5
650000.00000000
PA
USD
657407.66000000
0.091182639626
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
2.08000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
642000.00000000
PA
USD
670087.50000000
0.092941337237
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
1043000.00000000
PA
USD
1152410.70000000
0.159839709746
Long
DBT
CORP
XX
Y
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
50000.00000000
PA
USD
65500.00000000
0.009084869646
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAE7
243000.00000000
PA
USD
273961.50000000
0.037998542222
Long
DBT
CORP
DK
Y
2
2029-06-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortage-Backed Securities Trust 2020-PJ1
36258FAF6
130103.30000000
PA
USD
130238.84000000
0.018064166172
Long
ABS-MBS
CORP
US
Y
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1550000.00000000
PA
USD
1953042.16000000
0.270887533391
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAF6
162000.00000000
PA
USD
205171.16000000
0.028457301431
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
281000.00000000
PA
USD
295828.37000000
0.041031483650
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
Accor SA
000000000
900000.00000000
PA
1150014.79000000
0.159507396311
Long
DBT
CORP
FR
Y
2
2023-09-17
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566AAH2
700000.00000000
PA
USD
711565.96000000
0.098694412080
Long
ABS-MBS
USGSE
US
Y
2
2050-10-25
Floating
2.81000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
448000.00000000
PA
USD
451920.00000000
0.062681439549
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
269000.00000000
PA
USD
305913.06000000
0.042430233178
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-4679.50000000
-0.00064904805
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
215300.00000000
CAD
170494.55000000
USD
2021-06-08
-4679.50000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2993.91000000
-0.00041525621
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
204170.00000000
CAD
163124.46000000
USD
2021-06-08
-2993.91000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AC3
211000.00000000
PA
USD
282476.25000000
0.039179540601
Long
DBT
CORP
GB
Y
2
2035-10-01
Fixed
6.41000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
426000.00000000
PA
USD
463275.00000000
0.064256381455
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AK7
108000.00000000
PA
USD
129756.60000000
0.017997279339
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
Venture CDO Ltd
549300LQ92YS70N4PB21
Venture XX CLO Ltd
92330JCJ3
250000.00000000
PA
USD
250083.00000000
0.034686587110
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-15
Floating
2.08000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAM4
990000.00000000
PA
USD
884327.40000000
0.122656475627
Long
ABS-MBS
CORP
US
Y
2
2062-12-15
Fixed
2.50000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAL8
80000.00000000
PA
USD
56752.59000000
0.007871601255
Long
ABS-MBS
CORP
US
Y
2
2045-12-10
Variable
4.62000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
1589.05000000
0.000220401711
N/A
DFE
ZA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
48766.06000000
USD
733810.00000000
ZAR
2021-06-08
1589.05000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LONG GILT FUTURE JUN21 IFLL 20210628
000000000
-193.00000000
NC
380842.50000000
0.052822968980
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
United Kingdom Gilt
G M1 Comdty
2021-06-28
-24916073.10000000
GBP
380842.50000000
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
287000.00000000
PA
384827.34000000
0.053375667484
Long
DBT
CORP
DE
Y
2
2026-03-23
Fixed
4.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
652000.00000000
PA
815472.28000000
0.113106249830
Long
DBT
CORP
GB
Y
2
2079-01-03
Fixed
3.10000000
N
N
N
N
N
N
Brazil Loan Trust 1
N/A
Brazil Loan Trust 1
105859AA0
835756.84000000
PA
USD
869195.47000000
0.120557672397
Long
DBT
CORP
US
Y
2
2023-07-24
Fixed
5.48000000
N
N
N
N
N
N
Turkiye Halk Bankasi AS
78900012HXPJ1YQGTH03
Turkiye Halk Bankasi AS
000000000
289000.00000000
PA
USD
287676.38000000
0.039900800192
Long
DBT
CORP
TR
Y
2
2021-07-13
Fixed
5.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
263000.00000000
PA
USD
311158.88000000
0.043157829985
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
138000.00000000
PA
USD
147487.50000000
0.020456560487
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
296000.00000000
PA
USD
320592.11000000
0.044466221816
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
6505.55000000
0.000902321736
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
231610.00000000
NZD
172224.50000000
USD
2021-06-08
6505.55000000
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
000000000
1125000.00000000
PA
1379516.55000000
0.191339359260
Long
DBT
CORP
DK
Y
2
2023-06-17
Fixed
7.00000000
N
N
N
N
N
N
ORGANON FINANCE 1 LLC
549300SH15FO4Y2G3V63
Organon Finance 1 LLC
68622TAB7
313000.00000000
PA
USD
324768.80000000
0.045045529971
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
131000.00000000
PA
USD
120847.50000000
0.016761584497
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
160000.00000000
PA
USD
166400.00000000
0.023079729910
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.63000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAG6
294000.00000000
PA
USD
321930.00000000
0.044651787560
Long
DBT
CORP
CL
Y
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABM1
1587636.02000000
PA
USD
164961.57000000
0.022880219237
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.45000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAB3
440000.00000000
PA
USD
488474.80000000
0.067751601274
Long
DBT
CORP
ID
Y
2
2042-10-24
Fixed
5.25000000
N
N
N
N
N
N
Kingdom of Jordan
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
1500000.00000000
PA
USD
1572045.00000000
0.218043113022
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.38000000
N
N
N
N
N
N
PTTEP CANADA INTERNATION
2549001C29CRNKMKL768
PTTEP Canada International Finance Ltd
000000000
370000.00000000
PA
USD
497372.50000000
0.068985714933
Long
DBT
CORP
CA
Y
2
2042-06-12
Fixed
6.35000000
N
N
N
N
N
N
GETLINK SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
450000.00000000
PA
561570.81000000
0.077890039785
Long
DBT
CORP
FR
Y
2
2025-10-30
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
1958777.30000000
PA
USD
187995.41000000
0.026075019754
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.39000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAR3
443000.00000000
PA
USD
273514.89000000
0.037936597281
Long
ABS-MBS
CORP
US
Y
2
2047-03-10
Variable
3.67000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAS8
371400.90000000
PA
USD
377501.16000000
0.052359524120
Long
ABS-MBS
CORP
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBB2
149000.00000000
PA
USD
161743.27000000
0.022433840062
Long
DBT
CORP
IT
Y
2
2027-07-14
Fixed
3.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-IRON
05608JAJ2
577000.00000000
PA
USD
578857.88000000
0.080287761579
Long
ABS-MBS
CORP
US
Y
2
2038-02-15
Floating
2.47000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBD6
304000.00000000
PA
USD
313013.48000000
0.043415063561
Long
DBT
CORP
MX
N
2
2022-07-16
Fixed
3.13000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
304000.00000000
PA
USD
316608.25000000
0.043913659239
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80000000
N
N
N
N
N
N
ENDURE DIGITAL INC
N/A
Endure Digital Inc
29279XAA8
1500000.00000000
PA
USD
1436250.00000000
0.199208305792
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
QTS LP/FINANCE
N/A
QualityTech LP / QTS Finance Corp
74759BAF0
237000.00000000
PA
USD
239073.75000000
0.033159600833
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.88000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
182000.00000000
PA
USD
195877.50000000
0.027168268001
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.88000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
190000.00000000
PA
USD
212325.00000000
0.029449541185
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-7
46651GBC2
386267.81000000
PA
USD
389056.01000000
0.053962185281
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
3.17000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
203000.00000000
PA
USD
223283.76000000
0.030969524484
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-73480.11000000
-0.01019171329
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5912100.00000000
EUR
7040495.23000000
USD
2021-06-16
-73480.11000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C2
17291CAG0
120000.00000000
PA
USD
91808.16000000
0.012733819329
Long
ABS-MBS
CORP
US
Y
2
2049-08-10
Variable
1.71000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-235.95000000
-0.00003272633
N/A
DFE
GB
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
41671.62000000
USD
30000.00000000
GBP
2021-06-16
-235.95000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SSP4C00GZ CDS EUR R F 5.00000 GOC040657_FEE CCPITRAXX / Short: SSP4C00GZ CDS EUR P V 03MEVENT GOC040657_PRO CCPITRAXX
000000000
5600000.00000000
OU
Notional Amount
798795.82000000
0.110793219826
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S35.V1
2I667KJN9 Red Code
Y
sell protection
2026-06-20
640104.73000000
EUR
0.00000000
EUR
5600000.00000000
EUR
30319.51000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
9802.47000000
0.001359605529
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
159002.68000000
USD
919910.00000000
BRL
2021-06-08
9802.47000000
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAK1
268000.00000000
PA
USD
283763.76000000
0.039358118624
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.80000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2011-LC2 Mortgage Trust
23305XAJ0
160000.00000000
PA
USD
159343.47000000
0.022100987082
Long
ABS-MBS
CORP
US
Y
2
2044-07-10
Variable
5.62000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
300000.00000000
PA
357068.15000000
0.049525459504
Long
DBT
CORP
NL
Y
2
2027-11-15
Fixed
4.00000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAD2
277000.00000000
PA
USD
289234.33000000
0.040116888324
Long
DBT
CORP
FR
Y
2
2023-11-02
Fixed
2.59000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AL4
174000.00000000
PA
USD
191070.30000000
0.026501507920
Long
DBT
CORP
GB
Y
2
2024-01-26
Fixed
5.20000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
308000.00000000
PA
USD
320432.79000000
0.044444124084
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FP6
287000.00000000
PA
USD
322469.97000000
0.044726681561
Long
DBT
CORP
US
N
2
2027-03-23
Fixed
3.70000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAB4
555941.03000000
PA
USD
579996.93000000
0.080445748156
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
3.69000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-42317.56000000
-0.00586945826
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
2000000.00000000
CAD
1584973.19000000
USD
2021-06-16
-42317.56000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
600000.00000000
PA
USD
636703.20000000
0.088310924814
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.38000000
N
N
N
N
N
N
Main Street Capital Corp
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
174000.00000000
PA
USD
188599.93000000
0.026158866860
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
300000.00000000
PA
349854.65000000
0.048524944891
Long
DBT
CORP
NL
Y
2
2028-02-15
Fixed
3.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
125459.38000000
0.017401253636
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
468382370.00000000
JPY
4412158.29000000
USD
2021-06-08
125459.38000000
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
103000.00000000
PA
USD
89738.75000000
0.012446791541
Long
DBT
CORP
BM
Y
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-83342.73000000
-0.01155966164
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2646187.87000000
USD
280027010.00000000
JPY
2021-06-08
-83342.73000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
719000.00000000
PA
USD
816963.75000000
0.113313117167
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBJ1
330000.00000000
PA
USD
333384.61000000
0.046240545403
Long
ABS-MBS
CORP
US
Y
2
2033-07-05
Variable
5.54000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
186000.00000000
PA
USD
195864.62000000
0.027166481542
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
VTB BANK (VTB EURASIA)
635400IGBYL1WAJLDE17
VTB Bank PJSC Via VTB Eurasia DAC
000000000
1014000.00000000
PA
USD
1093477.32000000
0.151665632264
Long
DBT
CORP
IE
Y
2
2022-12-06
Fixed
9.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
571000.00000000
PA
USD
620260.35000000
0.086030296587
Long
DBT
CORP
IT
Y
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
MANGROVE LUXCO III
549300GLJSZN1PU7T586
Mangrove Luxco III Sarl
000000000
200000.00000000
PA
212798.19000000
0.029515172780
Long
DBT
CORP
LU
Y
2
2025-10-09
Variable
7.78000000
N
N
Y
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
27068.85000000
0.003754457614
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2038260.00000000
TRY
268901.07000000
USD
2021-06-08
27068.85000000
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
931666.67000000
PA
USD
940248.81000000
0.130412791967
Long
ABS-O
CORP
US
Y
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
United Airlines Holdings
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AH2
257000.00000000
PA
USD
264039.23000000
0.036622320397
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
600000.00000000
PA
USD
594246.00000000
0.082422098439
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
79000.00000000
PA
USD
73924.25000000
0.010253315648
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BT6
272000.00000000
PA
USD
289478.59000000
0.040150767259
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
2.90000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
933000.00000000
PA
USD
986036.39000000
0.136763543047
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1073000.00000000
PA
USD
1131349.74000000
0.156918548277
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBU4
443000.22000000
PA
USD
465523.15000000
0.064568200535
Long
ABS-MBS
CORP
US
Y
2
2050-12-25
Variable
3.70000000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
350000.00000000
PA
403480.39000000
0.055962851113
Long
DBT
CORP
DE
N
2
2024-09-06
Fixed
0.25000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
130200.00000000
0.018058779052
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAN4
270000.00000000
PA
USD
288959.40000000
0.040078755451
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
10.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
213000.00000000
PA
USD
245482.50000000
0.034048496380
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
GENWORTH MORTGAGE HLDING
N/A
Genworth Mortgage Holdings Inc
37255LAA5
225000.00000000
PA
USD
244329.75000000
0.033888609609
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
300000.00000000
PA
USD
96750.00000000
0.013419254019
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
0.13000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
195000.00000000
PA
USD
202644.00000000
0.028106783581
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
227000.00000000
PA
USD
246615.07000000
0.034205584179
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
1310000.00000000
PA
USD
439505.00000000
0.060959475326
Long
DBT
CORP
KY
Y
2
2025-01-13
Fixed
8.05000000
N
Y
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2620000.00000000
PA
155300.49000000
0.021540224544
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZJ5
868000.00000000
PA
USD
933100.00000000
0.129421249876
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.69000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-605.03000000
-0.00008391784
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
911460.00000000
TWD
32124.20000000
USD
2021-06-08
-605.03000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
98367.87000000
0.013643653073
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
62194960.00000000
NOK
7570524.17000000
USD
2021-06-08
98367.87000000
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AH5
169000.00000000
PA
USD
230251.90000000
0.031936007592
Long
DBT
CORP
TH
Y
2
2029-03-15
Fixed
9.03000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
40000.00000000
PA
USD
43100.00000000
0.005977982927
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
59.86000000
0.000008302599
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3416370.00000000
PHP
70440.62000000
USD
2021-06-08
59.86000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
581000.00000000
PA
USD
608597.50000000
0.084412655794
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
113526.03000000
0.015746094412
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16219660.00000000
CHF
17890054.38000000
USD
2021-06-08
113526.03000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
529000.00000000
PA
USD
607019.08000000
0.084193728466
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
223.17000000
0.000030953745
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1504550.00000000
INR
20400.68000000
USD
2021-06-08
223.17000000
N
N
N
CPI CG INC
N/A
CPI CG Inc
12598FAA7
434000.00000000
PA
USD
452987.50000000
0.062829502120
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAV2
90000.00000000
PA
USD
57830.40000000
0.008021093825
Long
ABS-MBS
CORP
US
Y
2
2046-11-10
Fixed
3.50000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
412000.00000000
PA
USD
440840.00000000
0.061144640226
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Transocean Guardian Ltd
N/A
Transocean Guardian Ltd
893800AA0
55100.00000000
PA
USD
51243.00000000
0.007107419469
Long
DBT
CORP
KY
Y
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
291000.00000000
PA
USD
309847.11000000
0.042975887093
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
432000.00000000
PA
USD
447120.00000000
0.062015678110
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN21 XCBT 20210621
000000000
71.00000000
NC
USD
-218192.14000000
-0.03026331526
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNM1 Comdty
2021-06-21
13417535.89000000
USD
-218192.14000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
340000.00000000
PA
USD
348711.04000000
0.048366325841
Long
ABS-MBS
CORP
US
Y
2
2046-12-15
Variable
5.19000000
N
N
N
N
N
N
STATE BK OF INDIA/DUBAI
5493001JZ37UBBZF6L49
State Bank of India/Dubai
000000000
200000.00000000
PA
USD
201920.00000000
0.028006364564
Long
DBT
CORP
IN
Y
2
2021-09-22
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CD0
130000.00000000
PA
USD
179635.28000000
0.024915467216
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.13000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
648000.00000000
PA
USD
711180.00000000
0.098640879312
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAA9
853000.00000000
PA
USD
872192.50000000
0.120973361357
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
154000.00000000
PA
USD
154770.00000000
0.021466645422
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
258000.00000000
PA
USD
287445.82000000
0.039868821451
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
1000000.00000000
PA
USD
1007522.80000000
0.139743714558
Long
ABS-MBS
USGSE
US
Y
2
2033-08-25
Floating
2.26000000
N
N
N
N
N
N
PRIVATBANK(UK SPV CRED)
N/A
Privatbank CJSC Via UK SPV Credit Finance PLC
000000000
1577000.00000000
PA
USD
140037.60000000
0.019423257123
Long
DBT
CORP
GB
Y
2
2021-02-09
None
0.00000000
Y
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
11000.00000000
PA
USD
11503.80000000
0.001595580510
Long
DBT
CORP
ZA
Y
2
2025-02-11
Fixed
7.13000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
267740.00000000
PA
USD
101476.14000000
0.014074771054
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
BOPARAN FINANCE PLC
213800GQSQIOBR3DHN70
Boparan Finance PLC
000000000
850000.00000000
PA
1157272.12000000
0.160513990158
Long
DBT
CORP
GB
Y
2
2025-11-30
Fixed
7.63000000
N
N
N
N
N
N
PBF LOGISTICS LP/FINANCE
N/A
PBF Logistics LP / PBF Logistics Finance Corp
69318UAB1
398000.00000000
PA
USD
397502.50000000
0.055133715977
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.88000000
N
N
N
N
N
N
Global SC Finance SRL
N/A
Global SC Finance VII Srl
37959PAE7
893308.50000000
PA
USD
882033.61000000
0.122338326266
Long
ABS-O
CORP
US
Y
2
2041-04-17
Fixed
1.86000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
224000.00000000
PA
USD
250320.00000000
0.034719459081
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1300000.00000000
PA
USD
853190.00000000
0.118337708907
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.83000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
220794.00000000
0.030624194025
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
700000.00000000
PA
USD
724500.00000000
0.100488367308
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
102000.00000000
PA
USD
104614.16000000
0.014510015370
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.38000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
275000.00000000
PA
384308.10000000
0.053303648740
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.88000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-1
24380VAD3
1000000.00000000
PA
USD
1009722.10000000
0.140048758128
Long
ABS-MBS
CORP
US
Y
2
2065-05-25
Variable
2.09000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
351000.00000000
PA
USD
363723.75000000
0.050448593221
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
248000.00000000
PA
USD
251323.20000000
0.034858603222
Long
DBT
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
358000.00000000
PA
USD
376354.66000000
0.052200504226
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Total Capital Canada Ltd
5299005IX98ZZ9LSGK46
Total Capital Canada Ltd
89153UAF8
260000.00000000
PA
USD
273485.52000000
0.037932523653
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.75000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AH4
300000.00000000
PA
USD
312697.10000000
0.043371181561
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAU7
157000.00000000
PA
USD
163693.60000000
0.022704351418
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
5778.99000000
0.000801547646
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
236885.76000000
USD
339150.00000000
NZD
2021-06-08
5778.99000000
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
813000.00000000
PA
USD
873975.00000000
0.121220594642
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GXZ2
121000.00000000
PA
USD
163456.60000000
0.022671479447
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd 2014-I
05618DAG9
250000.00000000
PA
USD
250473.50000000
0.034740749577
Long
ABS-CBDO
CORP
KY
Y
2
2025-07-20
Floating
3.64000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
357000.00000000
PA
USD
369405.75000000
0.051236688325
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AP6
555000.00000000
PA
USD
600000.44000000
0.083220240993
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
11105.56000000
0.001540344503
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1302424.38000000
GBP
1810000.00000000
USD
2021-06-16
11105.56000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
9483.37000000
0.001315346263
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
64642340.00000000
CZK
3014647.84000000
USD
2021-06-08
9483.37000000
N
N
N
Primrose Schools
N/A
Primose Funding LLC
74166YAA8
985000.00000000
PA
USD
1008334.65000000
0.139856318397
Long
ABS-O
CORP
US
Y
2
2049-07-30
Fixed
4.48000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
152404.89000000
0.021138603955
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
15659030.00000000
PEN
4292144.29000000
USD
2021-06-08
152404.89000000
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
261000.00000000
PA
USD
289961.32000000
0.040217722055
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AQ7
330000.00000000
PA
USD
329058.95000000
0.045640575063
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
0.38000000
N
N
N
N
N
N
Altice Finco SA
549300IGQP5SEZB5Z419
Altice Finco SA
000000000
400000.00000000
PA
471919.54000000
0.065455381746
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
1383000.00000000
PA
USD
1552431.33000000
0.215322691110
Long
DBT
CORP
XX
Y
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
-76.00000000
NC
USD
111449.61000000
0.015458094335
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
-11173012.12000000
USD
111449.61000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-1542.88000000
-0.00021399791
N/A
DFE
CO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
115659.38000000
USD
429096300.00000000
COP
2021-06-08
-1542.88000000
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAE9
268000.00000000
PA
USD
279090.49000000
0.038709934674
Long
DBT
CORP
FR
N
2
2023-01-25
Fixed
2.70000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
212766.62000000
PA
USD
225353.87000000
0.031256649362
Long
ABS-O
CORP
US
Y
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-8
46591KBE2
226174.65000000
PA
USD
231516.22000000
0.032111369155
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBL0
261000.00000000
PA
USD
319062.13000000
0.044254013131
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
4.85000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
279000.00000000
PA
USD
292622.02000000
0.040586761943
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-39.96000000
-0.00000554246
N/A
DFE
MY
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3106.34000000
USD
12590.00000000
MYR
2021-06-08
-39.96000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
39.61000000
0.000005493918
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
580420.00000000
HKD
74769.00000000
USD
2021-06-08
39.61000000
N
N
N
HC2 HOLDINGS INC
549300S6O246JWQQ1K58
HC2 Holdings Inc
404139AJ6
454000.00000000
PA
USD
447757.50000000
0.062104099551
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.50000000
N
N
N
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
400000.00000000
PA
USD
412491.62000000
0.057212711417
Long
DBT
CORP
IN
Y
2
2027-12-06
Fixed
3.75000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
502000.00000000
PA
USD
533726.40000000
0.074028011767
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
54930054F35TGSKQ6V76
Carlyle US CLO 2016-4 Ltd
143109AQ9
500000.00000000
PA
USD
500043.00000000
0.069356114084
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
2.29000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
219000.00000000
PA
USD
239191.80000000
0.033175974403
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25152R2Y8
255000.00000000
PA
USD
279007.63000000
0.038698441967
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.10000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
293000.00000000
PA
USD
317743.36000000
0.044071099336
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.63000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAE6
727000.00000000
PA
USD
721547.50000000
0.100078854672
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
94000.00000000
PA
USD
95290.62000000
0.013216837575
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
425000.00000000
PA
USD
425000.00000000
0.058947627475
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
Vermilion Energy Inc
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
923725AB1
296000.00000000
PA
USD
281940.00000000
0.039105162565
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
5.63000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
302000.00000000
PA
USD
314381.21000000
0.043604768123
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AS9
102000.00000000
PA
USD
105643.30000000
0.014652757396
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAP6
230000.00000000
PA
USD
302219.42000000
0.041917924202
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Suncor Energy Ventures
N/A
Suncor Energy Ventures Corp
13643EAG0
81000.00000000
PA
USD
83163.92000000
0.011534860648
Long
DBT
CORP
CA
Y
2
2022-04-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-83683.02000000
-0.01160685997
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8609357.16000000
USD
7086520.00000000
EUR
2021-06-08
-83683.02000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-77.23000000
-0.00001071182
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
30030.00000000
BRL
5433.33000000
USD
2021-06-08
-77.23000000
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
196000.00000000
PA
USD
220084.48000000
0.030525783388
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
8.38000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
517963.77000000
0.071841730258
Long
DBT
CORP
FR
Y
2
2024-07-04
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AG4
228000.00000000
PA
USD
305194.29000000
0.042330539563
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
6.50000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
607231.23000000
PA
USD
618580.75000000
0.085797335563
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
3.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NAL1
510000.00000000
PA
USD
524170.71000000
0.072702634697
Long
ABS-MBS
CORP
US
Y
2
2058-09-15
Variable
4.65000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAP7
1000000.00000000
PA
USD
813921.20000000
0.112891114569
Long
ABS-MBS
CORP
US
Y
2
2047-03-10
Variable
4.76000000
N
N
N
N
N
N
GATWICK AIRPORT FINANCE
213800BDRHDHRGTQ1D63
Gatwick Airport Finance PLC
000000000
300000.00000000
PA
419493.79000000
0.058183914496
Long
DBT
CORP
GB
Y
2
2026-04-07
Fixed
4.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AK7
233000.00000000
PA
USD
316271.54000000
0.043866957461
Long
DBT
CORP
US
N
2
2027-04-29
Fixed
8.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
202000.00000000
PA
USD
272409.47000000
0.037783275196
Long
DBT
CORP
NL
Y
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
411000.00000000
PA
USD
444393.75000000
0.061637546417
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
600000.00000000
PA
USD
611394.12000000
0.084800547826
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
3.15000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
1391.60000000
0.000193015337
N/A
DFE
RU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
86237.37000000
USD
6615700.00000000
RUB
2021-06-08
1391.60000000
N
N
N
SAUDI ELEC GLOBAL SUKUK
549300BJ6IA5S2UFVN71
Saudi Electricity Global Sukuk Co 3
000000000
450000.00000000
PA
USD
561574.80000000
0.077890593200
Long
DBT
CORP
KY
Y
2
2044-04-08
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
340000.00000000
PA
USD
357986.00000000
0.049652765575
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
391000.00000000
PA
USD
394910.00000000
0.054774135450
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
AZZURRA AEROPORTI SPA
8156004064432D3D0F19
Azzurra Aeroporti SpA
000000000
300000.00000000
PA
357443.25000000
0.049577485987
Long
DBT
CORP
IT
Y
2
2027-05-30
Fixed
2.63000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
704000.00000000
PA
USD
710128.32000000
0.098495010981
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
DIAMOND OFFSHORE DRILL
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling Inc
25271CAL6
100000.00000000
PA
USD
17750.00000000
0.002461930323
Long
DBT
CORP
US
N
2
2039-10-15
None
0.00000000
Y
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
500000.00000000
PA
USD
488750.00000000
0.067789771596
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
COMMERCIAL BANK OF DUBAI
2138002DQL2YD4S8HE87
Commercial Bank of Dubai PSC
000000000
857000.00000000
PA
USD
912970.67000000
0.126629305767
Long
DBT
CORP
AE
Y
2
2026-04-21
Fixed
6.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AC7
700000.00000000
PA
USD
749774.20000000
0.103993906429
Long
DBT
NUSS
GH
Y
2
2026-01-18
Fixed
8.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
87000.00000000
PA
USD
77647.50000000
0.010769731539
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
583000.00000000
PA
837864.06000000
0.116211996432
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AV3
140000.00000000
PA
USD
126191.52000000
0.017502801674
Long
ABS-MBS
CORP
US
Y
2
2060-07-15
Fixed
3.10000000
N
N
N
N
N
N
CONSTELLATION MERGER SUB
N/A
Constellation Merger Sub Inc
210374AA2
391000.00000000
PA
USD
377315.00000000
0.052333703672
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
260000.00000000
PA
USD
317525.00000000
0.044040812739
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
580000.00000000
PA
901134.81000000
0.124987668435
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
442.70000000
0.000061402622
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
25000.00000000
GBP
34972.43000000
USD
2021-06-16
442.70000000
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAN8
292000.00000000
PA
USD
318779.50000000
0.044214812265
Long
DBT
CORP
US
N
2
2027-05-17
Fixed
3.10000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
686000.00000000
PA
USD
706648.60000000
0.098012372773
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.75000000
N
N
Y
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
235000.00000000
PA
USD
243665.63000000
0.033796495966
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AG6
240000.00000000
PA
USD
299258.80000000
0.041507285320
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
5.85000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAC5
377000.00000000
PA
USD
335922.76000000
0.046592587569
Long
ABS-MBS
CORP
US
Y
2
2052-06-15
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-1
81747AAA3
67796.08000000
PA
USD
69076.54000000
0.009580936816
Long
ABS-MBS
CORP
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
100000.00000000
PA
USD
108186.00000000
0.015005430649
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
263000.00000000
PA
USD
295886.26000000
0.041039513010
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.88000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAB8
178000.00000000
PA
USD
180589.42000000
0.025047806720
Long
DBT
CORP
US
Y
2
2022-04-01
Fixed
3.63000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CP7
330000.00000000
PA
USD
322324.37000000
0.044706486797
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.95000000
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
150000.00000000
PA
220104.77000000
0.030528597617
Long
DBT
CORP
JE
Y
2
2026-08-28
Fixed
6.50000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
224000.00000000
PA
USD
232111.04000000
0.032193870867
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351XAB7
359000.00000000
PA
USD
445698.50000000
0.061818515633
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.25000000
N
N
N
N
Y
Avaya Holdings Corp
Avaya Holdings Corp
USD
XXXX
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
356000.00000000
PA
USD
376648.00000000
0.052241190572
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAF1
2000000.00000000
PA
USD
2300960.00000000
0.319143842155
Long
DBT
NUSS
BH
Y
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
227000.00000000
PA
USD
245160.00000000
0.034003765533
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AM3
462000.00000000
PA
USD
479534.85000000
0.066511627527
Long
DBT
CORP
DE
N
2
2028-05-24
Fixed
4.30000000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
150000.00000000
PA
187100.10000000
0.025950839989
Long
DBT
CORP
NL
Y
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
262000.00000000
PA
USD
282032.52000000
0.039117995117
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.13000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
500000.00000000
PA
USD
318750.00000000
0.044210720606
Long
DBT
CORP
VG
Y
2
2022-11-07
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
97.19000000
0.000013480282
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
173000.00000000
GBP
239042.92000000
USD
2021-06-16
97.19000000
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust 2021-GCT
36167RAG8
1500000.00000000
PA
USD
1502152.35000000
0.208348981504
Long
ABS-MBS
CORP
US
Y
2
2038-02-15
Floating
2.47000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
823000.00000000
PA
USD
770657.20000000
0.106890384792
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4031.02000000
-0.00055910368
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
222000.00000000
EUR
263099.53000000
USD
2021-06-16
-4031.02000000
N
N
N
CONTINENTAL WIND
N/A
Continental Wind LLC
212168AA6
183810.90000000
PA
USD
209748.28000000
0.029092149348
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
258000.00000000
PA
USD
276690.39000000
0.038377040084
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AQ7
161000.00000000
PA
USD
202144.49000000
0.028037501394
Long
DBT
CORP
US
N
2
2046-04-05
Fixed
5.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FAY5
630000.00000000
PA
USD
649662.99000000
0.090108451574
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.23000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN21 XCBT 20210630
000000000
69.00000000
NC
USD
-2788.18000000
-0.00038672140
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUM1 Comdty
2021-06-30
15235077.21000000
USD
-2788.18000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1000000.00000000
PA
USD
43500.00000000
0.006033463047
Long
DBT
CORP
VE
Y
2
2027-04-12
None
0.00000000
Y
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
20000000.00000000
PA
1126168.73000000
0.156199940636
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
250000.00000000
PA
USD
315550.00000000
0.043766879646
Long
DBT
NUSS
GH
Y
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
302303.38000000
0.041929569479
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
14001300.00000000
AUD
11089939.54000000
USD
2021-06-08
302303.38000000
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
250000.00000000
PA
USD
300013.41000000
0.041611949953
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-854.96000000
-0.00011858320
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
30976.39000000
USD
114210.00000000
PLN
2021-06-08
-854.96000000
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
259000.00000000
PA
USD
294089.59000000
0.040790314342
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.88000000
N
N
N
N
N
N
Kingdom of Morocco
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
250000.00000000
PA
USD
277207.50000000
0.038448763396
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
585560.65000000
PA
USD
591435.52000000
0.082032284020
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Floating
2.41000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2018-1
86745JAA5
906836.80000000
PA
USD
978831.75000000
0.135764257318
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
4.87000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
273000.00000000
PA
USD
281421.76000000
0.039033282522
Long
DBT
CORP
US
Y
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5020.41000000
0.000696332372
N/A
DFE
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
569800.00000000
GBP
792022.00000000
USD
2021-06-16
5020.41000000
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
000000000
270000.00000000
PA
USD
35775.00000000
0.004962003230
Long
DBT
CORP
GB
N
2
2022-06-01
None
0.00000000
Y
N
N
N
N
N
BANIJAY GROUP SAS
969500TVFVKI682L1144
Banijay Group SAS
000000000
700000.00000000
PA
862614.12000000
0.119644837178
Long
DBT
CORP
FR
Y
2
2026-03-01
Fixed
6.50000000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAA9
222000.00000000
PA
USD
240037.50000000
0.033293273247
Long
DBT
US
Y
2
2026-07-15
Fixed
9.75000000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
1000000.00000000
PA
USD
910984.50000000
0.126353823392
Long
ABS-MBS
CORP
US
Y
2
2034-06-10
Variable
3.54000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
883000.00000000
PA
USD
880888.79000000
0.122179539388
Long
DBT
CORP
GB
Y
2
2026-11-08
Fixed
7.63000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
799000.00000000
PA
USD
844706.80000000
0.117161086523
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XC36
839930.85000000
PA
USD
849798.86000000
0.117867356772
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Floating
2.31000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
345000.00000000
PA
USD
363975.00000000
0.050483441671
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
33455.54000000
0.004640293432
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
728755.06000000
USD
6424220.00000000
TRY
2021-06-08
33455.54000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
475200.00000000
PA
USD
396792.00000000
0.055035169414
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AS5
424000.00000000
PA
USD
445200.00000000
0.061749373534
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BK9
175000.00000000
PA
USD
252320.58000000
0.034996940127
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.38000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
251000.00000000
PA
USD
299317.50000000
0.041515427027
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN21 XCBT 20210630
000000000
117.00000000
NC
USD
-30970.89000000
-0.00429567173
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVM1 Comdty
2021-06-30
14531658.39000000
USD
-30970.89000000
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
145000.00000000
PA
USD
141012.50000000
0.019558476045
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Goldman Sachs Capital I
5299005MCIJK7R2NP351
Goldman Sachs Capital I
38143VAA7
205000.00000000
PA
USD
281823.50000000
0.039089003980
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.35000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
331000.00000000
PA
USD
321541.41000000
0.044597890010
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGK0
264000.00000000
PA
USD
294883.20000000
0.040900388287
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
SCHAEFFLER AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
200000.00000000
PA
256180.16000000
0.035532265031
Long
DBT
CORP
DE
Y
2
2027-03-26
Fixed
2.88000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8500000.00000000
PA
467418.18000000
0.064831041764
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBE5
170000.00000000
PA
USD
169887.41000000
0.023563434723
Long
ABS-MBS
CORP
US
Y
2
2052-07-10
Variable
3.67000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
129000.00000000
PA
USD
164958.75000000
0.022879828103
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1418207.00000000
PA
USD
446749.39000000
0.061964274392
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.13000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
36160BAA3
236000.00000000
PA
USD
243890.52000000
0.033827688277
Long
DBT
CORP
FR
Y
2
2022-10-10
Fixed
2.88000000
N
N
N
N
N
N
Kingdom of Jordan
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
212020.00000000
0.029407237593
Long
DBT
NUSS
JO
Y
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
855716.08000000
PA
USD
855715.82000000
0.118688040899
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
1.91000000
N
N
N
N
N
N
ICBC ASIA LTD
549300RB8ZUQ2QO5HJ15
Industrial & Commercial Bank of China Asia Ltd
000000000
431000.00000000
PA
USD
432999.67000000
0.060057184103
Long
DBT
CORP
HK
Y
2
2021-07-21
Fixed
4.25000000
N
N
N
N
N
N
BANCO NAL COSTA RICA
549300BH267R4KQVKV59
Banco Nacional de Costa Rica
000000000
335000.00000000
PA
USD
354681.25000000
0.049194395758
Long
DBT
CORP
CR
Y
2
2023-11-01
Fixed
6.25000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
115000.00000000
PA
123223.08000000
0.017091078155
Long
DBT
CORP
NL
Y
2
2028-10-15
Fixed
1.63000000
N
N
N
N
N
N
ELFI Graduate Loan Program 2018-A LLC
N/A
ELFI Graduate Loan Program 2020-A LLC
26857LAA0
193329.85000000
PA
USD
195343.17000000
0.027094156270
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.73000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-8190.55000000
-0.00113603174
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
13000000.00000000
SEK
1528047.31000000
USD
2021-06-16
-8190.55000000
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
139000.00000000
PA
USD
154985.00000000
0.021496465986
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-54768.74000000
-0.00759644066
N/A
DFE
SG
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7347447.52000000
USD
9705890.00000000
SGD
2021-06-08
-54768.74000000
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAG5
263000.00000000
PA
USD
275821.25000000
0.038256490105
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.38000000
N
N
N
N
N
N
Motiva Enterprises LLC
UQZ4EDMHL4ZESPZY3752
Motiva Enterprises LLC
61980AAD5
230000.00000000
PA
USD
281644.57000000
0.039064186336
Long
DBT
CORP
US
Y
2
2040-01-15
Fixed
6.85000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAJ1
302000.00000000
PA
USD
325359.53000000
0.045127464400
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-J1
12564KAU2
991802.96000000
PA
USD
1005169.49000000
0.139417309755
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAX4
326556.10000000
PA
USD
332680.43000000
0.046142875425
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
363000.00000000
PA
USD
371231.03000000
0.051489855208
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Education Management Corporation
549300HJZRTNO4K6DO92
Education Mgmt Corp Wts Call Exp 01Oct21
28140M111
1564221.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
Education Management Corp
Education Management Corp
1.00000000
1.00000000
USD
2021-10-01
XXXX
0.00000000
N
N
N
Noble Finance Co
5493003DTPH8AMMK4P51
Noble Finance Co
000000000
330.00000000
NS
USD
6204.00000000
0.000860496660
Long
EC
CORP
KY
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
257469AJ5
233000.00000000
PA
USD
289220.18000000
0.040114925715
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158NAB8
220000.00000000
PA
USD
239822.51000000
0.033263454069
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.13000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
307000.00000000
PA
USD
325803.75000000
0.045189077847
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-3092.19000000
-0.00042888768
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
298160.00000000
AUD
226632.31000000
USD
2021-06-08
-3092.19000000
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
213000.00000000
PA
USD
187173.75000000
0.025961055266
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
185000.00000000
PA
USD
183538.50000000
0.025456845000
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
AUSTIN BIDCO INC
N/A
Austin BidCo Inc
92837TAA0
1435000.00000000
PA
USD
1456525.00000000
0.202020454373
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1500000.00000000
PA
USD
1544700.00000000
0.214250353320
Long
DBT
NUSS
SV
Y
2
2025-01-30
Fixed
5.88000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AU4
277000.00000000
PA
USD
321314.59000000
0.044566430008
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.95000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAF0
1000000.00000000
PA
USD
976250.00000000
0.135406167818
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAG5
16817840.60000000
PA
USD
448424.17000000
0.062196566880
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.67000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
195000.00000000
PA
USD
193028.55000000
0.026773117782
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
517000.00000000
PA
USD
532510.00000000
0.073859296722
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
276000.00000000
PA
USD
271966.26000000
0.037721801836
Long
DBT
CORP
KY
Y
2
2025-10-28
Fixed
2.13000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
406.71000000
0.000056410798
N/A
DFE
NO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
49117.76000000
USD
412220.00000000
NOK
2021-06-08
406.71000000
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAL9
141000.00000000
PA
USD
146820.48000000
0.020364044613
Long
DBT
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
SoFi Alternative Trust
N/A
Sofi Alternative Trust 2019-F
78472AAA0
618473.14000000
PA
USD
633664.94000000
0.087889517240
Long
ABS-O
CORP
US
Y
2
2045-02-15
Variable
3.93000000
N
N
N
N
N
N
BERTELSMANN SE & CO KGAA
5299001BUUGXAREGE533
Bertelsmann SE & Co KGaA
000000000
200000.00000000
PA
259702.76000000
0.036020850707
Long
DBT
CORP
DE
Y
2
2075-04-23
Fixed
3.50000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
668000.00000000
PA
USD
725615.00000000
0.100643018142
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
167.49000000
0.000023230913
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18710.00000000
EUR
22677.18000000
USD
2021-06-08
167.49000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1228.56000000
0.000170401640
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
36154.29000000
USD
760190.00000000
MXN
2021-06-08
1228.56000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2620.43000000
0.000363454426
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
280152.90000000
USD
235000.00000000
EUR
2021-06-16
2620.43000000
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92658TAQ1
233000.00000000
PA
USD
242902.50000000
0.033690649606
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
5.00000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance Trust
N/A
Mello Mortgage Capital Acceptance 2018-MTG2
585499BR6
944228.74000000
PA
USD
998704.13000000
0.138520562384
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Variable
4.44000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BN3
226000.00000000
PA
USD
236902.24000000
0.032858411745
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.75000000
N
N
N
N
N
N
KCA DEUTAG UK FINANCE PL
529900T5G3VI71LSI184
KCA Deutag UK Finance PLC
000000000
292645.00000000
PA
USD
323742.63000000
0.044903199885
Long
DBT
CORP
GB
Y
2
2025-12-01
Fixed
9.88000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
366000.00000000
PA
USD
365085.00000000
0.050637399004
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
267000.00000000
PA
USD
289897.21000000
0.040208829979
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
947000.00000000
PA
USD
996717.50000000
0.138245016207
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
394000.00000000
PA
USD
422084.32000000
0.058543221784
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KAH2
1000000.00000000
PA
USD
999691.70000000
0.138657538639
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
1.81000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
163000.00000000
PA
USD
178077.50000000
0.024699402662
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-232.77000000
-0.00003228526
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
33381.31000000
USD
24000.00000000
GBP
2021-06-16
-232.77000000
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAC9
500000.00000000
PA
USD
500452.00000000
0.069412842506
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
2.04000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW22
500000.00000000
PA
USD
530000.00000000
0.073511158969
Long
DBT
NUSS
EG
Y
2
2025-06-11
Fixed
5.88000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAJ0
1100000.00000000
PA
USD
1067155.55000000
0.148014794870
Long
DBT
CORP
ID
Y
2
2060-02-25
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
975751.00000000
PA
USD
353709.74000000
0.049059647030
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.13000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912EAA3
600000.00000000
PA
USD
744000.00000000
0.103193023157
Long
DBT
CORP
BR
N
2
2042-09-11
Fixed
5.63000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-J2
12558TAN7
329524.78000000
PA
USD
332608.80000000
0.046132940323
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
158000.00000000
PA
USD
167480.00000000
0.023229526234
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
LSF9 BALTA ISSUER SA
549300DCN8FSPHENRV93
LSF9 Balta Issuer SARL
000000000
348300.00000000
PA
416649.84000000
0.057789457778
Long
DBT
CORP
LU
Y
2
2024-12-31
Fixed
8.75000000
N
N
Y
N
N
N
POWER SECTOR ASSETS & LI
N/A
Power Sector Assets & Liabilities Management Corp
000000000
607000.00000000
PA
USD
739022.50000000
0.102502642414
Long
DBT
CORP
PH
Y
2
2024-12-02
Fixed
7.39000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
433000.00000000
PA
USD
456815.00000000
0.063360377518
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN21 XCBT 20210621
000000000
-74.00000000
NC
USD
186770.73000000
0.025905156271
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USM1 Comdty
2021-06-21
-11823270.73000000
USD
186770.73000000
N
N
N
ANDRADE GUTIER INT SA
5493004KWB6Z7J7WN926
Andrade Gutierrez International SA
000000000
418000.00000000
PA
USD
240350.00000000
0.033336617091
Long
DBT
CORP
LU
Y
2
2024-12-30
None
0.00000000
Y
N
N
N
N
N
CENTURION BIDCO SPA
815600440B4998FCA515
Centurion Bidco SpA
000000000
200000.00000000
PA
251630.85000000
0.034901274369
Long
DBT
CORP
IT
Y
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AN5
247000.00000000
PA
USD
297095.42000000
0.041207223865
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
VTB BANK (VTB CAPITAL SA
529900Z143LRJYE8LK88
VTB Bank OJSC Via VTB Capital SA
000000000
200000.00000000
PA
USD
211429.60000000
0.029325348936
Long
DBT
CORP
LU
Y
2
2022-10-17
Fixed
6.95000000
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust
549300MAI3U5Y4VL8H37
LSTAR Commercial Mortgage Trust 2015-3
54910JAU8
600000.00000000
PA
USD
568279.50000000
0.078820537101
Long
ABS-MBS
CORP
US
Y
2
2048-04-20
Variable
3.32000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
34000.00000000
PA
USD
28652.14000000
0.003974060411
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71656MAF6
804000.00000000
PA
USD
687564.72000000
0.095365432893
Long
DBT
CORP
MX
Y
2
2021-06-01
Fixed
6.63000000
N
N
N
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
Transnet SOC Ltd
000000000
639000.00000000
PA
USD
651376.15000000
0.090346067380
Long
DBT
CORP
ZA
Y
2
2022-07-26
Fixed
4.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAF6
400000.00000000
PA
USD
406573.60000000
0.056391880268
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.49000000
N
N
N
N
N
N
Orano SA
969500161UMNDC85C891
Orano SA
000000000
250000.00000000
PA
340236.65000000
0.047190925406
Long
DBT
CORP
FR
N
2
2024-09-23
Fixed
4.88000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AF9
288000.00000000
PA
USD
323032.22000000
0.044804665805
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.85000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAQ7
180000.00000000
PA
USD
181820.03000000
0.025218492696
Long
ABS-MBS
CORP
US
Y
2
2036-12-10
Variable
4.09000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
59923.71000000
0.008311436550
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11266660.00000000
PLN
3031361.15000000
USD
2021-06-08
59923.71000000
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2021-1 Trust
95003AAS3
983464.37000000
PA
USD
989342.54000000
0.137222107043
Long
ABS-MBS
CORP
US
Y
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Naviera Armas SA
959800Q0F0EGK197EM91
Naviera Armas SA
000000000
100000.00000000
PA
70932.73000000
0.009838390926
Long
DBT
CORP
ES
Y
2
2023-07-31
Floating
6.50000000
N
Y
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABF4
650000.00000000
PA
USD
663812.50000000
0.092070992855
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LONG GILT FUTURE JUN21 IFLL 20210628
000000000
11.00000000
NC
-16203.23000000
-0.00224739286
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
United Kingdom Gilt
G M1 Comdty
2021-06-28
1416102.55000000
GBP
-16203.23000000
N
N
N
SINOPEC GRP OVERSEAS DEV
5299002BJODD4TLAOX51
Sinopec Group Overseas Development 2016 Ltd
000000000
350000.00000000
PA
USD
367957.50000000
0.051035815616
Long
DBT
CORP
VG
Y
2
2026-09-29
Fixed
2.75000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
274000.00000000
PA
USD
295659.97000000
0.041008126519
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN21 XEUR 20210608
000000000
15.00000000
NC
-727.36000000
-0.00010088505
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Schatz Futures (FGBS)
DUM1 Comdty
2021-06-08
1681805.00000000
EUR
-727.36000000
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
1354000.00000000
PA
USD
1482630.00000000
0.205641225703
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XIX Ltd
87165YAG8
500000.00000000
PA
USD
500179.50000000
0.069375046675
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-16
Floating
1.93000000
N
N
N
N
N
N
Flagstar Mortgage Trust
549300H3PON1KOB2RF56
Flagstar Mortgage Trust 2018-6RR
33851FBP1
475519.15000000
PA
USD
512631.85000000
0.071102191354
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Variable
4.98000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-3
33851JAC3
207387.52000000
PA
USD
211645.02000000
0.029355227755
Long
ABS-MBS
CORP
US
Y
2
2048-05-25
Variable
4.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
249000.00000000
PA
USD
288451.56000000
0.040008317890
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAB4
397492.78000000
PA
USD
416196.52000000
0.057726582158
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1006000.00000000
PA
USD
1098753.20000000
0.152397398402
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
465000.00000000
PA
USD
563812.50000000
0.078200962861
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.88000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
343000.00000000
PA
USD
367524.50000000
0.050975758386
Long
DBT
CORP
XX
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
523000.00000000
PA
USD
451087.50000000
0.062565971550
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AQ7
362000.00000000
PA
USD
366282.46000000
0.050803487065
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AF6
3000000.00000000
PA
USD
2920440.00000000
0.405065903963
Long
DBT
NUSS
EG
Y
2
2040-04-30
Fixed
6.88000000
N
N
N
N
N
N
Sunshine Mid BV
724500YPEUZJGV4VB176
Sunshine Mid BV
000000000
250000.00000000
PA
309982.04000000
0.042994601924
Long
DBT
CORP
NL
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
627000.00000000
PA
USD
635401.80000000
0.088130420243
Long
DBT
NUSS
TR
Y
2
2024-05-03
Fixed
6.13000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
544041.67000000
PA
USD
566385.46000000
0.078557833184
Long
ABS-O
CORP
US
Y
2
2050-01-20
Fixed
3.85000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
000000000
300000.00000000
PA
361540.51000000
0.050145777178
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
4.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BSP9U3JZN CDS EUR R V 03MEVENT GOC035247_PRO CCPITRAXX / Short: BSP9U3JZN CDS EUR P F 5.00000 GOC035247_FEE CCPITRAXX
000000000
1600000.00000000
OU
Notional Amount
-237360.63000000
-0.03292199057
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S34.V1
2I667KIK6 Red Code
Y
buy protection
2025-12-20
0.00000000
EUR
-180043.39000000
EUR
1600000.00000000
EUR
-22440.44000000
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
272000.00000000
PA
USD
280651.33000000
0.038926423650
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1059.00000000
-0.00014688361
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
38710.20000000
USD
318640.00000000
SEK
2021-06-08
-1059.00000000
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAG6
269000.00000000
PA
USD
275877.44000000
0.038264283675
Long
DBT
CORP
CA
Y
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
485762.22000000
PA
USD
489289.53000000
0.067864604569
Long
ABS-O
CORP
US
Y
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AN1
242000.00000000
PA
USD
249562.50000000
0.034614393604
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.13000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
238000.00000000
PA
USD
260275.06000000
0.036100228889
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
160000.00000000
PA
158199.13000000
0.021942266781
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAP7
500000.00000000
PA
USD
414696.25000000
0.057518494259
Long
ABS-MBS
CORP
US
Y
2
2047-01-15
Variable
3.87000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
42307TAH1
311000.00000000
PA
USD
440916.98000000
0.061155317375
Long
DBT
CORP
US
Y
2
2039-08-01
Fixed
7.13000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
244091.88000000
0.033855616969
N/A
DFE
CA
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
10943606.61000000
USD
13750390.00000000
CAD
2021-06-08
244091.88000000
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TAY4
145862.10000000
PA
USD
152906.25000000
0.021208142738
Long
ABS-MBS
CORP
US
Y
2
2048-03-25
Variable
4.01000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
432000.00000000
PA
USD
442804.32000000
0.061417091999
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAD2
265000.00000000
PA
USD
261830.01000000
0.036315900920
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJ70
548305.96000000
PA
USD
554470.51000000
0.076905226046
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Floating
2.26000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
51017.61000000
0.007076157809
N/A
DFE
NO
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
3102708.52000000
USD
26250000.00000000
NOK
2021-06-16
51017.61000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-8
46652TAC4
385403.71000000
PA
USD
396634.76000000
0.055013360179
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
3.00000000
N
N
N
N
N
N
AT HOME HOLDING III INC
N/A
At Home Holding III Inc
046507AA7
623000.00000000
PA
USD
681406.25000000
0.094511251257
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
8.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1400000.00000000
PA
282355.79000000
0.039162832763
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
TSINGHUA UNIC LTD
8945008WQ14ERHVNG115
Tsinghua Unic Ltd
000000000
450000.00000000
PA
USD
130467.32000000
0.018095856416
Long
DBT
CORP
VG
Y
2
2028-01-31
None
0.00000000
Y
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBD6
7542003.55000000
PA
USD
443432.85000000
0.061504269299
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.53000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6728.79000000
-0.00093328519
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
857926.17000000
USD
707700.00000000
EUR
2021-05-26
-6728.79000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
12686CBB4
230000.00000000
PA
USD
241592.00000000
0.033508882863
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.88000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
375000.00000000
PA
509089.38000000
0.070610849703
Long
DBT
CORP
GB
Y
2
2026-03-30
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
610000.00000000
PA
USD
674812.50000000
0.093596696154
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
250000.00000000
PA
USD
260235.50000000
0.036094741905
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
7303.52000000
0.001013000414
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
33302280.00000000
HKD
4294990.17000000
USD
2021-06-08
7303.52000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TBA3
840129.72000000
PA
USD
857721.03000000
0.118966164127
Long
ABS-MBS
CORP
US
Y
2
2048-09-25
Variable
3.76000000
N
N
N
N
N
N
Earnest Student Loan Program LLC
549300RPRMBC4KSBJ337
Earnest Student Loan Program 2017-A LLC
27035BAD9
43284.00000000
PA
USD
43583.15000000
0.006044995977
Long
ABS-O
CORP
US
Y
2
2041-01-25
Fixed
4.13000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
8000000.00000000
PA
1598806.82000000
0.221754985483
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
257000.00000000
PA
USD
285270.00000000
0.039567034564
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.88000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AB6
551000.00000000
PA
USD
661200.00000000
0.091708638321
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WAY8
5989305.48000000
PA
USD
260153.27000000
0.036083336579
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
1.20000000
N
N
N
N
N
N
Octagon Loan Funding Ltd
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd
67590RBE4
250000.00000000
PA
USD
248120.50000000
0.034414387771
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-18
Floating
2.39000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
199000.00000000
PA
USD
297744.35000000
0.041297230651
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CM3
262000.00000000
PA
USD
321934.53000000
0.044652415872
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
1306000.00000000
PA
USD
985488.01000000
0.136687482576
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAQ5
110000.00000000
PA
USD
84882.37000000
0.011773210178
Long
ABS-MBS
CORP
US
Y
2
2047-01-15
Variable
3.87000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AE5
135000.00000000
PA
USD
190564.26000000
0.026431320020
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
367000.00000000
PA
USD
378090.74000000
0.052441299043
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAA5
2300000.00000000
PA
USD
2936154.66000000
0.407245532019
Long
DBT
CORP
ID
Y
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAA5
263000.00000000
PA
USD
269356.71000000
0.037359856468
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
8.25000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
337915AA0
301000.00000000
PA
USD
320243.20000000
0.044417827894
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
4.35000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
429000.00000000
PA
USD
455276.25000000
0.063146952431
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-6625.84000000
-0.00091900599
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1745880.00000000
SEK
199671.17000000
USD
2021-06-08
-6625.84000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
278000.00000000
PA
USD
264975.68000000
0.036752206293
Long
DBT
CORP
US
Y
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
183000.00000000
PA
USD
188032.50000000
0.026080164148
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
858000.00000000
PA
USD
755040.00000000
0.104724274468
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
PICAU HOLD LLC/HOLD CORP
N/A
PIC AU Holdings LLC / PIC AU Holdings Corp
69291BAA6
546000.00000000
PA
USD
499590.00000000
0.069293282848
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
10.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAN4
140000.00000000
PA
USD
78399.73000000
0.010874066066
Long
ABS-MBS
CORP
US
Y
2
2045-12-10
Variable
4.62000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-44874.56000000
-0.00622411493
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
2000000.00000000
CAD
1582416.19000000
USD
2021-06-16
-44874.56000000
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
165000.00000000
PA
USD
175446.78000000
0.024334521009
Long
DBT
CORP
CA
Y
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XY24
755707.93000000
PA
USD
766197.84000000
0.106271870223
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Floating
2.46000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
357000.00000000
PA
USD
375742.50000000
0.052115597451
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.63000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
259000.00000000
PA
USD
258068.31000000
0.035794152002
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1000000.00000000
PA
USD
973920.00000000
0.135082996119
Long
DBT
CORP
KY
Y
2
2023-09-30
Fixed
10.88000000
N
N
N
N
N
N
MN MINING/ENERGY RESOURC
N/A
Mongolian Mining Corp/Energy Resources LLC
000000000
754000.00000000
PA
USD
701597.00000000
0.097311714338
Long
DBT
CORP
XX
Y
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
Fly Leasing Ltd
549300LI58A0MHGHTZ98
Fly Leasing Ltd
34407DAC3
378000.00000000
PA
USD
385560.00000000
0.053477287645
Long
DBT
CORP
BM
N
2
2024-10-15
Fixed
5.25000000
N
N
N
N
N
N
Dufry One BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
350000.00000000
PA
415527.54000000
0.057633794432
Long
DBT
CORP
NL
Y
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
000000000
397000.00000000
PA
USD
457939.50000000
0.063516346005
Long
DBT
CORP
BR
Y
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa Inc
039653AA8
162000.00000000
PA
USD
165679.02000000
0.022979729768
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
234000.00000000
PA
USD
251819.74000000
0.034927473469
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
290000.00000000
PA
USD
307400.00000000
0.042636472202
Long
DBT
CORP
GB
Y
2
2025-03-20
Variable
9.63000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR7
92922FTB4
402180.49000000
PA
USD
418084.07000000
0.057988385910
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
2.88000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2018-B Trust
83404RAC2
850000.00000000
PA
USD
888596.80000000
0.123248642687
Long
ABS-O
CORP
US
Y
2
2047-08-25
Fixed
3.83000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
245000.00000000
PA
USD
266131.25000000
0.036912484199
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAL4
237000.00000000
PA
USD
268265.10000000
0.037208449834
Long
DBT
CORP
NL
Y
2
2026-04-18
Fixed
4.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
45000.00000000
PA
USD
48915.00000000
0.006784525171
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6716.32000000
0.000931555598
N/A
DFE
US
N
1
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
2021-05-03
XXXX
6716.32000000
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
415000.00000000
PA
USD
558175.00000000
0.077419039920
Long
DBT
CORP
GB
Y
2
2037-07-30
Fixed
7.01000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
267.19000000
0.000037059333
N/A
DFE
NO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
9875.10000000
USD
84420.00000000
NOK
2021-06-08
267.19000000
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AL5
372000.00000000
PA
USD
369210.00000000
0.051209537741
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
354000.00000000
PA
USD
359533.02000000
0.049867337713
Long
DBT
US
Y
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-1 Ltd
437307AC5
1400000.00000000
PA
USD
1349830.02000000
0.187221828645
Long
ABS-MBS
CORP
BM
Y
2
2033-07-25
Floating
2.41000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CS8
301000.00000000
PA
USD
321531.72000000
0.044596546004
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.85000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-493.48000000
-0.00006844582
N/A
DFE
CH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
202198.83000000
USD
184040.00000000
CHF
2021-06-08
-493.48000000
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
89000.00000000
PA
USD
102795.00000000
0.014257697332
Long
DBT
CORP
US
Y
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
290000.00000000
PA
USD
304940.80000000
0.042295380424
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
307000.00000000
PA
USD
314709.28000000
0.043650271530
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
59000.00000000
PA
USD
59590.00000000
0.008265150873
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAN6
432000.00000000
PA
USD
446040.00000000
0.061865881786
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
175000.00000000
PA
USD
197595.55000000
0.027406562052
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
156000.00000000
PA
USD
163000.89000000
0.022608272333
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
OmGrid Funding Ltd
549300L1HIVZ83RMAP18
OmGrid Funding Ltd
000000000
516000.00000000
PA
USD
537981.60000000
0.074618209283
Long
DBT
CORP
KY
Y
2
2027-05-16
Fixed
5.20000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
420000.00000000
PA
USD
447825.00000000
0.062113461821
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.38000000
N
N
N
N
N
N
TVL FINANCE PLC
549300DUQXE7VXG8YA50
TVL Finance PLC
000000000
250000.00000000
PA
321094.01000000
0.044535835496
Long
DBT
CORP
JE
Y
2
2025-07-15
Floating
5.46000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18683KAC5
130000.00000000
PA
USD
131261.00000000
0.018205940070
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.25000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2018-4 Trust
83406HAD0
1000000.00000000
PA
USD
1041713.70000000
0.144486002644
Long
ABS-O
CORP
US
Y
2
2027-11-26
Fixed
4.76000000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries Inc
413086AH2
284000.00000000
PA
USD
312775.52000000
0.043382058438
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
Franshion Brilliant Ltd
549300E3ZP4GOU3D4G57
Franshion Brilliant Ltd
000000000
226000.00000000
PA
USD
219631.94000000
0.030463015954
Long
DBT
CORP
VG
Y
2
2022-01-17
Fixed
5.75000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
250000.00000000
PA
USD
282235.00000000
0.039146079154
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
274000.00000000
PA
USD
282905.00000000
0.039239008355
Long
DBT
CORP
US
Y
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAQ4
628000.00000000
PA
USD
648410.00000000
0.089934661485
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.63000000
N
N
N
N
N
N
TC Ziraat Bankasi AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
330000.00000000
PA
USD
333557.40000000
0.046264511427
Long
DBT
CORP
TR
Y
2
2023-09-29
Fixed
5.13000000
N
N
N
N
N
N
FRANSHION BRILLIANT LTD
549300E3ZP4GOU3D4G57
Franshion Brilliant Ltd
000000000
488000.00000000
PA
USD
407096.81000000
0.056464449652
Long
DBT
CORP
VG
Y
2
2023-11-06
Fixed
4.88000000
N
N
N
N
N
N
Silver Creek CLO
549300LSJSAR2PPV4U78
Silver Creek CLO Ltd
827551AQ5
250000.00000000
PA
USD
250150.25000000
0.034695914705
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
2.49000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
437000.00000000
PA
USD
452163.90000000
0.062715268553
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
INTERNATIONAL BANK OF AZ
549300Y3ZQ0BCCDJGI40
International Bank of Azerbaijan OJSC
000000000
200000.00000000
PA
USD
197000.00000000
0.027323959088
Long
DBT
CORP
AZ
Y
2
2024-09-01
Fixed
3.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAJ5
250000.00000000
PA
USD
250063.25000000
0.034683847779
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
2.32000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-105.09000000
-0.00001457601
N/A
DFE
IN
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
140714.27000000
USD
10484620.00000000
INR
2021-06-08
-105.09000000
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AN8
388000.00000000
PA
USD
396179.04000000
0.054950151678
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
HOUSE OF FRASER FUNDING
213800P7RKFZN1OO5R52
House of Fraser Funding PLC
000000000
400000.00000000
PA
16572.59000000
0.002298623203
Long
DBT
CORP
GB
Y
2
2020-09-15
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1614425.00000000
PA
USD
1097825.14000000
0.152268676202
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBC0
160000.00000000
PA
USD
166778.61000000
0.023132243230
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.38000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCD8
311000.00000000
PA
USD
319308.64000000
0.044288204142
Long
DBT
CORP
CA
N
2
2022-12-01
Fixed
1.90000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AW0
194950.00000000
PA
USD
88780.23000000
0.012313844529
Long
SN
CORP
AR
Y
2
2033-09-30
Variable
1.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN21 XCBT 20210621
000000000
66.00000000
NC
USD
-84399.28000000
-0.01170620545
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USM1 Comdty
2021-06-21
10462899.28000000
USD
-84399.28000000
N
N
N
IMT Trust
N/A
IMT Trust 2017-APTS
44974ABG1
800000.00000000
PA
USD
796336.16000000
0.110452064246
Long
ABS-MBS
CORP
US
Y
2
2034-06-15
Variable
3.61000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2021-A-GS
20268WAB0
1000000.00000000
PA
USD
999745.90000000
0.138665056196
Long
ABS-O
CORP
US
Y
2
2052-03-25
Fixed
1.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
279000.00000000
PA
USD
302542.02000000
0.041962668919
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAM8
500000.00000000
PA
USD
503364.30000000
0.069816779390
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Variable
5.61000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
272000.00000000
PA
USD
276080.00000000
0.038292378808
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.38000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-859.94000000
-0.00011927393
N/A
DFE
CO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
19842.16000000
USD
71376200.00000000
COP
2021-06-08
-859.94000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AW3
266000.00000000
PA
USD
285033.82000000
0.039534276327
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
243000.00000000
PA
USD
244822.50000000
0.033956954182
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
200000.00000000
PA
267868.92000000
0.037153499549
Long
DBT
CORP
NL
N
2
2025-01-14
Fixed
4.75000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
800000.00000000
PA
USD
854224.00000000
0.118481125017
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Xanadu Issuer 2019-1 LLC
86773PAA6
514898.50000000
PA
USD
552504.52000000
0.076632542643
Long
ABS-O
CORP
US
Y
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
Georgian Railway JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
000000000
550000.00000000
PA
USD
580250.00000000
0.080480849041
Long
DBT
CORP
GE
Y
2
2022-07-11
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3H5
167328.82000000
PA
USD
168483.96000000
0.023368775787
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
2.11000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1500000.00000000
PA
USD
1500000.00000000
0.208050449913
Long
DBT
NUSS
UA
Y
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
DAILY MAIL & GENL TRUST
4OFD47D73QFJ1T1MOF29
Daily Mail & General Trust PLC
000000000
250000.00000000
PA
397752.62000000
0.055168407696
Long
DBT
CORP
GB
N
2
2027-06-21
Fixed
6.38000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AG7
67000.00000000
PA
USD
62812.50000000
0.008712112590
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.38000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
350000.00000000
PA
USD
332419.50000000
0.046106684356
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAL1
300000.00000000
PA
USD
277127.31000000
0.038437641019
Long
ABS-MBS
CORP
US
Y
2
2052-05-10
Fixed
3.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
443000.00000000
PA
USD
458961.29000000
0.063658068584
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
1506017.00000000
PA
USD
1291409.58000000
0.179118896094
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
12.00000000
N
N
Y
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
233000.00000000
PA
USD
243683.41000000
0.033798962057
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AG7
423000.00000000
PA
USD
499275.36000000
0.069249642185
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
EMPRESA ELEC GUACOLDA
N/A
Empresa Electrica Guacolda SA
000000000
920000.00000000
PA
USD
724509.20000000
0.100489643350
Long
DBT
CORP
CL
Y
2
2025-04-30
Fixed
4.56000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
500000.00000000
PA
606233.18000000
0.084084723900
Long
DBT
CORP
NL
Y
2
2026-02-23
Fixed
2.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
448055AD5
243000.00000000
PA
USD
302666.55000000
0.041979941267
Long
DBT
CORP
CA
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
AMS AG
5299001JPPT2QFTV5D76
ams AG
000000000
500000.00000000
PA
554387.37000000
0.076893694503
Long
DBT
CORP
AT
Y
2
2027-11-03
Fixed
2.13000000
N
N
N
N
N
ams AG
ams AG
EUR
XXXX
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
213500.00000000
0.029612514037
Long
DBT
NUSS
KE
Y
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Unilabs Subholding AB
549300F5RTCHJKOBXP38
Unilabs Subholding AB
000000000
450000.00000000
PA
549105.89000000
0.076161151643
Long
DBT
CORP
SE
Y
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
415000.00000000
PA
USD
440418.75000000
0.061086212725
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
1229000.00000000
PA
1547565.93000000
0.214647858671
Long
DBT
CORP
LU
Y
2
2024-01-17
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
2600000.00000000
PA
USD
929500.00000000
0.128921928796
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
0.13000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2015-C LLC
834016AC1
80327.95000000
PA
USD
80441.12000000
0.011157207471
Long
ABS-O
CORP
US
Y
2
2036-08-25
Fixed
3.58000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAB8
233000.00000000
PA
USD
243776.25000000
0.033811838993
Long
DBT
CORP
US
Y
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DC1
1000000.00000000
PA
USD
936530.00000000
0.129896991904
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.88000000
N
N
N
N
N
N
Sunshine Mid BV
724500YPEUZJGV4VB176
Sunshine Mid BV
000000000
450000.00000000
PA
557967.67000000
0.077390283187
Long
DBT
CORP
NL
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
224000.00000000
PA
USD
238560.00000000
0.033088343554
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-CH3
81748GAA9
313579.53000000
PA
USD
319914.56000000
0.044372245427
Long
ABS-MBS
CORP
US
Y
2
2049-09-25
Variable
4.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAC4
234000.00000000
PA
USD
177840.00000000
0.024666461341
Long
DBT
CORP
XX
Y
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
SESI LLC
XDZ56K6RXS5J1ESBZS35
SESI LLC
78412FAW4
341000.00000000
PA
USD
134268.75000000
0.018623115897
Long
DBT
CORP
US
Y
2
2021-12-15
None
0.00000000
Y
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423BZ0
201000.00000000
PA
USD
254419.85000000
0.035288109506
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.38000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
337500.00000000
PA
USD
389738.25000000
0.054056812173
Long
DBT
NUSS
RU
Y
2
2030-03-31
Variable
7.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAS3
279479.98000000
PA
USD
293744.95000000
0.040742512671
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.90000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
1000000.00000000
PA
USD
1107800.00000000
0.153652192276
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.88000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
61143.03000000
0.008480556600
N/A
DFE
NO
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3092583.10000000
USD
26250000.00000000
NOK
2021-06-16
61143.03000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
600000.00000000
PA
USD
658500.00000000
0.091334147512
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
000000000
312000.00000000
PA
484945.73000000
0.067262118206
Long
DBT
CORP
GB
Y
2
2025-06-12
Fixed
6.00000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
350000.00000000
PA
413949.58000000
0.057414930906
Long
DBT
CORP
NL
Y
2
2028-04-15
Fixed
3.38000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
255000.00000000
PA
USD
270984.09000000
0.037585574562
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162JAA4
304000.00000000
PA
USD
244127.20000000
0.033860515864
Long
DBT
US
N
2
2024-10-15
Fixed
5.88000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BA7
173000.00000000
PA
USD
189446.18000000
0.026276241988
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.35000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-33069.52000000
-0.00458675234
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
206793260.00000000
PHP
4227085.71000000
USD
2021-06-08
-33069.52000000
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
249000.00000000
PA
USD
274833.75000000
0.038119523559
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2017-E LLC
83404KAD5
500000.00000000
PA
USD
525381.25000000
0.072870536959
Long
ABS-O
CORP
US
Y
2
2040-11-26
Fixed
3.49000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P5
17325DAL7
670000.00000000
PA
USD
536294.40000000
0.074384194137
Long
ABS-MBS
CORP
US
Y
2
2049-10-10
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AT1
500000.00000000
PA
USD
49000.00000000
0.006796314697
Long
DBT
NUSS
VE
N
2
2018-08-15
None
0.00000000
Y
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1750000.00000000
PA
349707.24000000
0.048504499080
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
149000.00000000
PA
USD
158939.19000000
0.022044913325
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JR3
292000.00000000
PA
USD
320125.94000000
0.044401563897
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
3.30000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
646000.00000000
PA
USD
906015.00000000
0.125664552252
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.63000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
312000.00000000
PA
USD
324159.21000000
0.044960979656
Long
DBT
CORP
NL
Y
2
2023-09-19
Fixed
2.49000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QCB2
500000.00000000
PA
USD
500627.50000000
0.069437184409
Long
ABS-CBDO
CORP
KY
Y
2
2026-07-14
Floating
3.29000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-399443.46000000
-0.05540292771
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
19316710.72000000
USD
13696800.00000000
GBP
2021-06-08
-399443.46000000
N
N
N
Apidos CLO
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767VAN8
1140000.00000000
PA
USD
1140000.00000000
0.158118341934
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
0.00000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
100000.00000000
PA
129732.36000000
0.017993917244
Long
DBT
CORP
GB
Y
2
2026-02-16
Fixed
4.63000000
N
N
N
N
N
N
MARKS & SPENCER PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
000000000
300000.00000000
PA
441184.83000000
0.061192468251
Long
DBT
CORP
GB
Y
2
2027-07-10
Fixed
4.50000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
892000.00000000
PA
USD
1016880.00000000
0.141041561005
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV1
46591DAY5
483706.38000000
PA
USD
516392.50000000
0.071623794637
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
5.05000000
N
N
N
N
N
N
Commonbond Student Loan Trust
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust 2017-A-GS
20267VAD9
88759.77000000
PA
USD
92388.16000000
0.012814265503
Long
ABS-O
CORP
US
Y
2
2041-05-25
Fixed
5.28000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
286000.00000000
PA
USD
297440.00000000
0.041255017214
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
PEOPLE'S UNITED FIN INC
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704AA3
303000.00000000
PA
USD
315669.56000000
0.043783462654
Long
DBT
CORP
US
N
2
2022-12-06
Fixed
3.65000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
271809.41000000
0.037700046694
Long
DBT
CORP
FR
Y
2
2025-01-29
Fixed
5.38000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
312000.00000000
PA
USD
320291.92000000
0.044424585373
Long
DBT
CORP
US
Y
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
245000.00000000
PA
USD
284895.12000000
0.039515038596
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
557500.00000000
PA
USD
597918.75000000
0.082931509966
Long
DBT
CORP
GB
Y
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
34540UAC3
700000.00000000
PA
878888.50000000
0.121902098565
Long
DBT
CORP
US
N
2
2024-03-06
Fixed
3.02000000
N
N
N
N
N
N
COMISION FED DE ELECTRIC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
625000.00000000
PA
USD
678125.00000000
0.094056140898
Long
DBT
CORP
MX
Y
2
2042-02-14
Fixed
5.75000000
N
N
N
N
N
N
NORTHWEST ACQ/DOMINION
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
1070000.00000000
PA
USD
2675.00000000
0.000371023302
Long
DBT
CORP
CA
Y
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAB9
446639.96000000
PA
USD
446001.40000000
0.061860527954
Long
ABS-O
CORP
US
Y
2
2046-08-20
Fixed
2.21000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
1400000.00000000
PA
1668371.46000000
0.231403621917
Long
DBT
CORP
MX
Y
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
LBC TANK TERMINAL HLDING
213800O43KFINF83HN59
LBC Tank Terminals Holding Netherlands BV
50177WAA9
750000.00000000
PA
USD
745312.50000000
0.103375067300
Long
DBT
CORP
NL
Y
2
2023-05-15
Fixed
6.88000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AJ2
254000.00000000
PA
USD
273956.31000000
0.037997822368
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
2.75000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
107000.00000000
PA
USD
114731.78000000
0.015913332298
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
840000.00000000
PA
USD
880236.00000000
0.122088997220
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDI
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd
000000000
463000.00000000
PA
USD
519717.50000000
0.072084973135
Long
DBT
CORP
TT
Y
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
253000.00000000
PA
USD
276402.50000000
0.038337109654
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Lamar Funding Ltd
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
690000.00000000
PA
USD
696900.00000000
0.096660239029
Long
DBT
CORP
KY
Y
2
2025-05-07
Fixed
3.96000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
Sofi Consumer Loan Program 2017-3 LLC
83404JAB2
805896.27000000
PA
USD
815451.22000000
0.113103328802
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.85000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAB9
250000.00000000
PA
USD
257660.00000000
0.035737519283
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AJ5
265000.00000000
PA
USD
273159.76000000
0.037887340644
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
286000.00000000
PA
USD
283998.00000000
0.039390607783
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
364000.00000000
PA
USD
425880.00000000
0.059069683739
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
BANCO INBURSA
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
05969LAB7
235000.00000000
PA
USD
251156.25000000
0.034835447207
Long
DBT
CORP
MX
Y
2
2027-04-11
Fixed
4.38000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAG1
550000.00000000
PA
USD
562479.50000000
0.078016075361
Long
ABS-O
CORP
US
Y
2
2024-02-20
Fixed
2.33000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAJ1
930000.00000000
PA
USD
909203.53000000
0.126106802319
Long
ABS-CBDO
CORP
US
Y
2
2036-09-14
Floating
2.77000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
107327.91000000
0.014886413309
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
11044590.00000000
PEN
3027159.11000000
USD
2021-06-08
107327.91000000
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
645000.00000000
PA
730862.59000000
0.101370860449
Long
DBT
CORP
NL
Y
2
2024-10-15
Fixed
1.13000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
357000.00000000
PA
USD
368602.50000000
0.051125277309
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
241000.00000000
PA
USD
301689.93000000
0.041844483780
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAM1
195000.00000000
PA
USD
195000.00000000
0.027046558488
Long
DBT
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
214000.00000000
PA
USD
232528.41000000
0.032251760212
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAD5
274000.00000000
PA
USD
281714.93000000
0.039073945289
Long
DBT
CORP
NL
Y
2
2022-05-27
Fixed
2.90000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939AAA5
288000.00000000
PA
USD
295363.68000000
0.040967031008
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.64000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBC9
220000.00000000
PA
USD
223845.42000000
0.031047426894
Long
ABS-MBS
CORP
US
Y
2
2052-07-10
Variable
3.67000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
361000.00000000
PA
USD
373635.00000000
0.051823286568
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
47000.00000000
PA
USD
60057.78000000
0.008330032099
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
215000.00000000
PA
USD
212312.50000000
0.029447807431
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.13000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAR5
164000.00000000
PA
USD
172560.80000000
0.023934234718
Long
DBT
CORP
US
Y
2
2026-04-24
Fixed
10.50000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
418000.00000000
PA
USD
425315.00000000
0.058991318069
Long
DBT
CORP
KY
Y
2
2029-12-15
Fixed
5.13000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AC4
278259.17000000
PA
USD
285461.30000000
0.039593567931
Long
ABS-MBS
CORP
US
Y
2
2049-04-25
Variable
3.80000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2013-C11
92937EAL8
530000.00000000
PA
USD
446141.81000000
0.061880002863
Long
ABS-MBS
CORP
US
Y
2
2045-03-15
Variable
4.40000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAG2
205000.00000000
PA
USD
259031.46000000
0.035927741196
Long
DBT
CORP
US
Y
2
2044-06-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R04
20753TAB9
266713.71000000
PA
USD
267547.22000000
0.037108879662
Long
ABS-MBS
USGSE
US
Y
2
2039-06-25
Floating
2.21000000
N
N
N
N
N
N
TCI Communications Inc
N/A
TCI Communications Inc
872287AF4
144000.00000000
PA
USD
187848.08000000
0.026054585039
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.88000000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
1000000.00000000
PA
USD
1006902.51000000
0.139657680149
Long
DBT
CORP
VG
Y
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1850000.00000000
PA
USD
226995.00000000
0.031484274585
Long
DBT
NUSS
LB
N
2
2020-03-09
None
0.00000000
Y
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
402000.00000000
PA
USD
443795.94000000
0.061554629991
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
313000.00000000
PA
USD
13615.50000000
0.001888473933
Long
DBT
CORP
VE
Y
2
2021-11-17
None
0.00000000
Y
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AD0
188000.00000000
PA
USD
192322.12000000
0.026675135729
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
600000.00000000
PA
766369.23000000
0.106295642067
Long
DBT
CORP
FR
Y
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAA1
2892000.00000000
PA
USD
2967915.00000000
0.411650700703
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
10.50000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
400000.00000000
PA
USD
421000.00000000
0.058392826275
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAG2
320000.00000000
PA
USD
244188.29000000
0.033868989065
Long
ABS-MBS
CORP
US
Y
2
2046-01-15
Variable
3.99000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1222.07000000
-0.00016950147
N/A
DFE
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
105000.00000000
EUR
125123.46000000
USD
2021-06-16
-1222.07000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
90000.00000000
PA
USD
91597.50000000
0.012704600723
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XAT3
250000.00000000
PA
USD
223830.20000000
0.031045315876
Long
ABS-MBS
CORP
US
Y
2
2047-10-15
Fixed
3.39000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
400000.00000000
PA
481214.37000000
0.066744577455
Long
DBT
CORP
NL
Y
2
2026-08-15
Floating
3.75000000
N
N
N
N
N
N
CALI Mortgage Trust 2019-101C
N/A
CALI Mortgage Trust 2019-101C
129890AN9
320000.00000000
PA
USD
310593.82000000
0.043079455994
Long
ABS-MBS
CORP
US
Y
2
2039-03-10
Variable
4.47000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
116000.00000000
PA
USD
126029.06000000
0.017480268423
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
350000.00000000
PA
USD
385511.00000000
0.053470491331
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
228000.00000000
PA
USD
230850.00000000
0.032018964241
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
750000.00000000
PA
USD
780706.50000000
0.108284225716
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
700000.00000000
PA
USD
575867.60000000
0.079873008847
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
255882AA0
1325000.00000000
PA
USD
1362762.50000000
0.189015567500
Long
DBT
CORP
DK
Y
2
2023-06-17
Fixed
9.38000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
167000.00000000
PA
USD
168394.45000000
0.023356360723
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
129000.00000000
PA
USD
138874.95000000
0.019261997219
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-25.99000000
-0.00000360482
N/A
DFE
XX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
36124.71000000
USD
30000.00000000
EUR
2021-06-16
-25.99000000
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
141000.00000000
PA
USD
148518.12000000
0.020599507790
Long
DBT
CORP
BM
Y
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
KELLY TOPCO LIMITED
N/A
KELLY TOPCO LIMITED ORDINARY A SHARES
000000000
5852.00000000
NS
USD
416955.00000000
0.057831783562
Long
EC
CORP
GB
N
2
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAU5
740000.00000000
PA
USD
722385.63000000
0.100195103555
Long
ABS-MBS
CORP
US
Y
2
2048-03-15
Variable
4.53000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
103000.00000000
PA
USD
100682.50000000
0.013964692948
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
892000.00000000
PA
USD
936600.00000000
0.129906700925
Long
DBT
CORP
XX
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Sequa Corporation
N/A
SEQUA CORPORATION PREFERRED STOCK
817320401
3052.00000000
NS
USD
2955526.28000000
0.409932381523
Long
EP
CORP
US
N
3
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-25409.39000000
-0.00352429001
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1669968.00000000
CAD
1333282.34000000
USD
2021-05-26
-25409.39000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAX8
6340140.19000000
PA
USD
534251.91000000
0.074100900161
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Variable
1.46000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
480000.00000000
PA
USD
554372.35000000
0.076891611224
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-3077.52000000
-0.00042685294
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
90472500.00000000
CLP
124190.12000000
USD
2021-06-08
-3077.52000000
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
454000.00000000
PA
USD
471569.80000000
0.065406872703
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAW1
940000.00000000
PA
USD
810464.99000000
0.112411737205
Long
ABS-MBS
CORP
US
Y
2
2048-03-15
Fixed
3.50000000
N
N
N
N
N
N
TAKKO LUX 2 SCA
5493002T9MPWJ0VS7D31
Takko Luxembourg 2 SCA
000000000
150000.00000000
PA
160503.57000000
0.022261893300
Long
DBT
CORP
LU
Y
2
2023-11-15
Floating
5.38000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAA3
443953.90000000
PA
USD
450563.49000000
0.062493291206
Long
ABS-O
CORP
US
Y
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
VOLVO CAR AB
5299000EAMGGBEYP7J33
Volvo Car AB
000000000
400000.00000000
PA
517977.24000000
0.071843598551
Long
DBT
CORP
SE
Y
2
2027-10-07
Fixed
2.50000000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
300000.00000000
PA
USD
283500.00000000
0.039321535033
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
248000.00000000
PA
USD
279239.73000000
0.038730634306
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
460800.00000000
PA
USD
274180.61000000
0.038028932845
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283WAC8
269000.00000000
PA
USD
275052.50000000
0.038149864249
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DY1
199000.00000000
PA
USD
217639.69000000
0.030186690282
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.00000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AC6
175000.00000000
PA
USD
184544.50000000
0.025596377502
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
9.13000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
800000.00000000
PA
USD
816626.48000000
0.113266337716
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-131.18000000
-0.00001819470
N/A
DFE
KR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
29122.82000000
USD
32411080.00000000
KRW
2021-06-08
-131.18000000
N
N
N
Travelex TOPCO Limited
N/A
Travelex TOPCO Limited
000000000
4904.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAR7
1216628.00000000
PA
USD
1038169.48000000
0.143994418266
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Variable
5.61000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CG3
2000000.00000000
PA
USD
1833000.00000000
0.254237649794
Long
DBT
NUSS
TR
N
2
2045-02-17
Fixed
6.63000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAJ7
250000.00000000
PA
USD
250082.50000000
0.034686517760
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.79000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-330.60000000
-0.00004585431
N/A
DFE
RU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
43656.06000000
USD
3270930.00000000
RUB
2021-06-08
-330.60000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) JUN21 XOSE 20210614
000000000
-9.00000000
NC
-25388.42000000
-0.00352138146
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
Japan Government Ten Year Bond
JBM1 Comdty
2021-06-14
-1359285300.00000000
JPY
-25388.42000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAQ4
228000.00000000
PA
USD
261176.28000000
0.036225228373
Long
DBT
CORP
NL
N
2
2040-01-20
Fixed
6.88000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CJ5
177000.00000000
PA
USD
251546.39000000
0.034889559742
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.35000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
354000.00000000
PA
USD
370372.50000000
0.051370776840
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1500000.00000000
PA
USD
1672560.00000000
0.231984573671
Long
DBT
NUSS
SA
Y
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
844000.00000000
PA
1153148.26000000
0.159942009539
Long
DBT
CORP
IT
Y
2
2023-09-13
Fixed
6.63000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
364000.00000000
PA
USD
368550.00000000
0.051117995543
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AM3
210000.00000000
PA
USD
296583.00000000
0.041136151057
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.88000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
109000.00000000
PA
USD
105321.25000000
0.014608088965
Long
DBT
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05990GAA3
269000.00000000
PA
USD
281917.38000000
0.039102025164
Long
DBT
CORP
PE
Y
2
2023-04-01
Fixed
4.25000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
203000.00000000
PA
USD
285763.27000000
0.039635451261
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-B LLC
83404WAC1
600000.00000000
PA
USD
624706.02000000
0.086646912349
Long
ABS-O
CORP
US
Y
2
2048-08-17
Fixed
3.73000000
N
N
N
N
N
N
ESC CB144A HIGH RIDGE
N/A
ESC CB144A HIGH RIDGE 03/25 FIXED 8.875
429ESCAA4
970000.00000000
PA
USD
11931.00000000
0.001654833278
Long
DBT
CORP
US
Y
3
2025-03-15
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
107413.00000000
PA
USD
58540.09000000
0.008119528041
Long
DBT
NUSS
EC
Y
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
827000.00000000
PA
USD
879721.25000000
0.122017601240
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AH2
127000.00000000
PA
USD
161290.35000000
0.022371019922
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.80000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
1254000.00000000
PA
USD
1197570.00000000
0.166103318201
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
400000.00000000
PA
USD
380200.00000000
0.052733854038
Long
DBT
CORP
VG
Y
2
2023-11-06
Fixed
13.75000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
330000.00000000
PA
USD
344939.95000000
0.047843274527
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
400000.00000000
PA
USD
439480.00000000
0.060956007818
Long
DBT
CORP
SA
Y
2
2049-04-16
Fixed
4.38000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
451000.00000000
PA
USD
458892.50000000
0.063648527391
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABG2
176000.00000000
PA
USD
185408.96000000
0.025716278363
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAX7
290000.00000000
PA
USD
318154.25000000
0.044128089902
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-243930.35000000
-0.03383321271
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7754531.22000000
USD
10496870.00000000
NZD
2021-06-08
-243930.35000000
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
227000.00000000
PA
USD
223454.26000000
0.030993172885
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1750000.00000000
PA
USD
170625.00000000
0.023665738677
Long
DBT
NUSS
VE
Y
2
2018-12-01
None
0.00000000
Y
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
000000000
350000.00000000
PA
495451.51000000
0.068719273043
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT JUN21 XSFE 20210615
000000000
651.00000000
NC
311960.36000000
0.043268995502
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMM1 Comdty
2021-06-15
90338087.07000000
AUD
311960.36000000
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
2700000.00000000
PA
USD
2823660.00000000
0.391642488935
Long
DBT
CORP
ZA
Y
2
2025-02-11
Fixed
7.13000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
324000.00000000
PA
USD
328746.60000000
0.045597252025
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
197000.00000000
PA
USD
208325.53000000
0.028894813496
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AJ0
426000.00000000
PA
USD
491497.50000000
0.068170850670
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
CHALCO HK INVESTMENT
549300F6W7ZYN8BF2K08
Chalco Hong Kong Investment Co Ltd
000000000
390000.00000000
PA
USD
390975.01000000
0.054228351156
Long
DBT
CORP
VG
Y
2
2021-11-07
Fixed
4.25000000
N
N
N
N
N
N
SABIC Capital II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
217000.00000000
PA
USD
233522.38000000
0.032389624149
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAJ8
357000.00000000
PA
USD
372226.05000000
0.051627864781
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
Real Alloy Holding Inc
N/A
Real Alloy
000000000
38.54000000
NS
USD
1649974.48000000
0.228851955273
Long
EC
CORP
US
N
3
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2C8
281000.00000000
PA
USD
296711.02000000
0.041153907470
Long
DBT
CORP
SA
Y
2
2024-04-16
Fixed
2.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
50564.25000000
0.007013276641
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2956935.65000000
USD
61158300.00000000
MXN
2021-06-08
50564.25000000
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAD7
400000.00000000
PA
USD
414630.92000000
0.057509432969
Long
ABS-O
CORP
US
Y
2
2027-04-26
Fixed
4.25000000
N
N
N
N
N
N
MCG HILL/MCG GLB ED FIN
N/A
McGraw Hill LLC / McGraw-Hill Global Education Finance Inc
58065PAA2
563000.00000000
PA
USD
570037.50000000
0.079064372228
Long
DBT
CORP
US
Y
2
2024-11-30
Fixed
8.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAM4
247000.00000000
PA
USD
301328.89000000
0.041794407424
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
5.85000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
785000.00000000
PA
874144.36000000
0.121244084924
Long
DBT
CORP
NL
Y
2
2027-03-31
Fixed
1.88000000
N
N
N
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
663000.00000000
PA
USD
707553.60000000
0.098137896545
Long
DBT
CORP
BM
Y
2
2025-10-15
Fixed
7.63000000
N
N
Y
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
725000.00000000
PA
USD
750375.00000000
0.104077237569
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
290000.00000000
PA
USD
322625.00000000
0.044748184268
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
224.15000000
0.000031089672
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1226790.00000000
PEN
324547.62000000
USD
2021-06-08
224.15000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
366000.00000000
PA
USD
384300.00000000
0.053302525267
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
275000.00000000
PA
USD
297000.00000000
0.041193989082
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.45000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
57000.00000000
PA
USD
58421.01000000
0.008103011609
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-937.40000000
-0.00013001766
N/A
DFE
CL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
155561.39000000
USD
109919680.00000000
CLP
2021-06-08
-937.40000000
N
N
N
HEATHROW FINANCE PLC
549300F740QSGMPHQJ60
Heathrow Finance PLC
000000000
100000.00000000
PA
145387.23000000
0.020165252408
Long
DBT
CORP
GB
Y
2
2024-03-01
Fixed
5.25000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
200000.00000000
PA
USD
219792.00000000
0.030485216324
Long
DBT
CORP
SA
Y
2
2049-04-16
Fixed
4.38000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc
172441AZ0
388000.00000000
PA
USD
387495.60000000
0.053745755946
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
320000.00000000
PA
USD
370000.00000000
0.051319110978
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.88000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAQ8
133000.00000000
PA
USD
136605.57000000
0.018947233532
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-10332.41000000
-0.00143310836
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
322921.37000000
USD
405710.00000000
AUD
2021-06-08
-10332.41000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAA0
200000.00000000
PA
USD
211606.20000000
0.029349843409
Long
DBT
NUSS
IN
Y
2
2026-08-05
Fixed
3.38000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
614000.00000000
PA
USD
575625.00000000
0.079839360154
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
353000.00000000
PA
USD
382563.75000000
0.053061706872
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.63000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAJ1
212000.00000000
PA
USD
293620.38000000
0.040725234775
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
711000.00000000
PA
USD
714555.00000000
0.099108992825
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAF2
284000.00000000
PA
USD
291030.69000000
0.040366043995
Long
DBT
CORP
LU
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2196.00000000
0.000304585858
N/A
DFE
XX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
210786.47000000
USD
177000.00000000
EUR
2021-06-16
2196.00000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
000000000
500000.00000000
PA
768435.28000000
0.106582203822
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
4.13000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
527000.00000000
PA
USD
556643.75000000
0.077206655086
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
561.20000000
0.000077838608
N/A
DFE
MY
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
44579.68000000
USD
185340.00000000
MYR
2021-06-08
561.20000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
5309361.64000000
PA
USD
327689.55000000
0.045450638872
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.31000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
56000.00000000
PA
USD
56165.76000000
0.007790207758
Long
DBT
NUSS
TR
Y
2
2023-10-24
Fixed
5.38000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAY3
810000.00000000
PA
USD
741039.03000000
0.102782335729
Long
ABS-MBS
CORP
US
Y
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
220000.00000000
PA
USD
241587.11000000
0.033508204619
Long
DBT
CORP
XX
Y
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Charming Charlie, Inc.
N/A
Charming Charlie, Inc. Converted Term Loan A
000000000
374373.46000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
3
2023-04-24
None
0.00000000
N
N
Y
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
251000.00000000
PA
USD
266912.44000000
0.037020835486
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.63000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AP3
169000.00000000
PA
USD
223845.11000000
0.031047383897
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAS4
500000.00000000
PA
USD
500054.50000000
0.069357709137
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
1.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAH0
16039859.82000000
PA
USD
542248.31000000
0.075210003240
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
0.84000000
N
N
N
N
N
N
ESC CB J.C.PENNEY COM
N/A
ESC CB J.C.PENNEY COM 04/37 FIXED 7.4000
708ESCAL2
281000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2037-04-01
None
0.00000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
000000000
660000.00000000
PA
USD
501600.00000000
0.069572070451
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAG1
950000.00000000
PA
USD
961825.89000000
0.133405539435
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
277000.00000000
PA
USD
293982.63000000
0.040775478958
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT JUN21 XMOD 20210621
000000000
111.00000000
NC
-4690.87000000
-0.00065062507
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
10 Year Canadian Bond
CNM1 Comdty
2021-06-21
15474725.78000000
CAD
-4690.87000000
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAU4
305000.00000000
PA
USD
315589.34000000
0.043772336116
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.78000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
775000.00000000
PA
USD
789531.25000000
0.109508221188
Long
DBT
CORP
CA
Y
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
290000.00000000
PA
USD
298094.87000000
0.041345847880
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
000000000
300000.00000000
PA
373589.94000000
0.051817036733
Long
DBT
CORP
US
Y
2
2024-05-24
Fixed
1.50000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
180000.00000000
PA
USD
182499.73000000
0.025312767290
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Variable
4.08000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN21 XCBT 20210621
000000000
657.00000000
NC
USD
-1250138.82000000
-0.17339462930
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
87994670.07000000
USD
-1250138.82000000
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
531000.00000000
PA
USD
657176.22000000
0.091150538828
Long
DBT
CORP
AZ
Y
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
25000.00000000
PA
USD
25500.00000000
0.003536857648
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Charming Charlie, Inc.
N/A
Charming Charlie, Inc. 2019 Delayed Draw Term Loan
000000000
87243.68000000
PA
USD
39285.83000000
0.005448956404
Long
LON
CORP
US
N
3
2022-05-28
None
0.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
250000.00000000
PA
USD
284682.50000000
0.039485548138
Long
DBT
NUSS
SA
Y
2
2047-10-04
Fixed
4.63000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAK6
453000.00000000
PA
USD
447337.50000000
0.062045845425
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
VALEO SA
5493006IH2N2WMIBB742
Valeo SA
000000000
900000.00000000
PA
1167071.82000000
0.161873211488
Long
DBT
CORP
FR
Y
2
2024-01-22
Fixed
3.25000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFLD
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
400000.00000000
PA
467073.99000000
0.064783302508
Long
DBT
FR
Y
2
2023-07-25
Fixed
2.13000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
376000.00000000
PA
USD
382580.00000000
0.053063960751
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
323.21000000
0.000044829323
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
240740.00000000
PEN
63967.05000000
USD
2021-06-08
323.21000000
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
348000.00000000
PA
USD
365400.00000000
0.050681089598
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN21 XCBT 20210630
000000000
-60.00000000
NC
USD
52604.67000000
0.007296283507
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVM1 Comdty
2021-06-30
-7488854.67000000
USD
52604.67000000
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
311000.00000000
PA
USD
319682.04000000
0.044339994834
Long
DBT
CORP
NO
Y
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAN6
320000.00000000
PA
USD
316374.66000000
0.043881260236
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Floating
2.28000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
1333000.00000000
PA
USD
1178372.00000000
0.163440549843
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
239000.00000000
PA
USD
244975.00000000
0.033978105978
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
Trinity Industries Inc
R1JB4KXN77XFCXOQKV49
Trinity Industries Inc
896522AH2
268000.00000000
PA
USD
283075.00000000
0.039262587406
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.55000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAN3
174000.00000000
PA
USD
196030.52000000
0.027189491921
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZM8
200000.00000000
PA
USD
205720.00000000
0.028533425704
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.60000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBE1
2000000.00000000
PA
USD
1627000.00000000
0.225665388006
Long
DBT
CORP
MX
N
2
2044-06-27
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAB1
600000.00000000
PA
USD
603883.32000000
0.083758797614
Long
ABS-MBS
USGSE
US
Y
2
2040-01-25
Floating
2.11000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
800000.00000000
PA
1098270.24000000
0.152330411705
Long
DBT
CORP
GB
N
2
2026-06-18
Fixed
3.38000000
N
N
N
N
N
N
CIFC Funding Ltd
549300X1SKS4LNS5LQ62
CIFC Funding 2017-I Ltd
12551AAG0
500000.00000000
PA
USD
500440.00000000
0.069411178103
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-23
Floating
2.64000000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
231591.27000000
PA
USD
258896.41000000
0.035909009720
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.38000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAR7
274000.00000000
PA
USD
376044.72000000
0.052157515455
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.88000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
255000.00000000
PA
USD
295800.00000000
0.041027548722
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.35000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
15092.76000000
0.002093370338
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1708761.02000000
USD
188355360.00000000
JPY
2021-06-08
15092.76000000
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
000000000
720842.09000000
PA
916463.50000000
0.127113762336
Long
DBT
CORP
LU
Y
2
2027-10-31
Fixed
9.25000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Mortgage Loan Trust Series 2007-D1
00083BAC9
725210.05000000
PA
USD
717852.50000000
0.099566357064
Long
ABS-MBS
CORP
US
Y
2
2038-02-25
Variable
7.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-440.99000000
-0.00006116544
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2563550.00000000
PHP
52370.79000000
USD
2021-06-08
-440.99000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAB5
272000.00000000
PA
USD
279213.44000000
0.038726987875
Long
DBT
US
N
2
2022-09-15
Fixed
2.37000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1180.90000000
-0.00016379118
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
100184.28000000
USD
837860.00000000
SEK
2021-06-08
-1180.90000000
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
350000.00000000
PA
551038.76000000
0.076429241291
Long
DBT
CORP
IT
Y
2
2026-06-16
Fixed
6.27000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110NAC0
900000.00000000
PA
USD
899769.15000000
0.124798250983
Long
ABS-O
CORP
US
Y
2
2031-06-16
Fixed
1.41000000
N
N
N
N
N
N
COM 144A COMMON STOCK
N/A
COM 144A COMMON STOCK
28140M871
4460190.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
371000.00000000
PA
USD
373782.50000000
0.051843744863
Long
DBT
CORP
CA
Y
2
2028-12-15
Fixed
4.13000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
444000.00000000
PA
USD
458985.00000000
0.063661357169
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAD5
251000.00000000
PA
USD
258266.16000000
0.035821593856
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.90000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AM6
152000.00000000
PA
USD
183055.12000000
0.025389800049
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-GAM
12624UAS3
250000.00000000
PA
USD
225096.25000000
0.031220917390
Long
ABS-MBS
CORP
US
Y
2
2028-02-10
Variable
3.53000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AG4
272000.00000000
PA
USD
278846.24000000
0.038676057125
Long
DBT
CORP
KR
Y
2
2023-01-17
Fixed
2.38000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
200000.00000000
PA
USD
211752.00000000
0.029370065913
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
263000.00000000
PA
USD
282067.50000000
0.039122846853
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Sound Point CLO LTD
549300YVZ0M0XDDYS744
Sound Point Clo XV Ltd
83609RAQ4
500000.00000000
PA
USD
500056.50000000
0.069357986538
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-23
Floating
1.00000000
N
N
N
N
N
N
MIDCONTINENT COMM & FIN
N/A
Midcontinent Communications / Midcontinent Finance Corp
59565XAC4
166000.00000000
PA
USD
173370.40000000
0.024046526481
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.38000000
N
N
N
N
N
N
COMCAST CABLE COMMUNICAT
N/A
Comcast Cable Communications Holdings Inc
00209TAB1
179000.00000000
PA
USD
204031.83000000
0.028299276018
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
9.46000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
588000.00000000
PA
USD
716724.28000000
0.099409872611
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
101000.00000000
PA
USD
109532.48000000
0.015192187829
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAD8
266000.00000000
PA
USD
279369.64000000
0.038748652862
Long
DBT
CORP
FI
Y
2
2022-09-21
Fixed
4.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-843.06000000
-0.00011693267
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
856660.00000000
MXN
41283.76000000
USD
2021-06-08
-843.06000000
N
N
N
GTLK EUROPE CAPITAL DAC
635400I6H6CSZ39WIN49
Gtlk Europe Capital DAC
000000000
200000.00000000
PA
USD
206100.00000000
0.028586131818
Long
DBT
CORP
IE
Y
2
2028-02-26
Fixed
4.80000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
8000000.00000000
PA
USD
348000.00000000
0.048267704379
Long
DBT
CORP
VE
Y
2
2024-05-16
None
0.00000000
Y
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
204000.00000000
PA
USD
235791.36000000
0.032704332355
Long
DBT
CORP
GB
Y
2
2037-12-01
Fixed
7.13000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust
90269PAL5
2600000.00000000
PA
USD
1571917.36000000
0.218025409316
Long
ABS-MBS
CORP
US
Y
2
2030-06-10
Variable
4.38000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAY4
280000.00000000
PA
USD
281386.00000000
0.039028322599
Long
DBT
CORP
US
Y
2
2022-08-01
Fixed
3.88000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
700000.00000000
PA
USD
756000.00000000
0.104857426756
Long
DBT
CORP
XX
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Babson CLO Ltd
549300T40QLO0VJIOB35
Barings CLO Ltd 2019-III
06761KAG6
385000.00000000
PA
USD
385472.01000000
0.053465083406
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.89000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
000000000
250000.00000000
PA
311520.92000000
0.043208045042
Long
DBT
CORP
US
Y
2
2023-06-30
Fixed
2.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
1000000.00000000
PA
1490597.12000000
0.206746267637
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
5.38000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
500000.00000000
PA
681855.89000000
0.094573616460
Long
DBT
CORP
FR
Y
2
2026-01-22
Fixed
5.00000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
300000.00000000
PA
355445.11000000
0.049300343370
Long
DBT
CORP
LU
Y
2
2024-07-26
Fixed
1.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
375000.00000000
PA
466149.76000000
0.064655111530
Long
DBT
CORP
GB
Y
2
2080-08-27
Fixed
3.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN21 XEUR 20210608
000000000
15.00000000
NC
-5614.51000000
-0.00077873422
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bobl (FGBM)
OEM1 Comdty
2021-06-08
2025620.00000000
EUR
-5614.51000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBA5
400000.00000000
PA
USD
404088.00000000
0.056047126803
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Babson CLO Ltd
5493001QIXQNVJN0QT95
Barings CLO Ltd 2021-I
06762EAG9
1000000.00000000
PA
USD
999980.00000000
0.138697525936
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-25
Floating
3.04000000
N
N
N
N
N
N
Freddie Mac - STACR
5493005RUXPCBST1N217
Freddie Mac Stacr Trust 2018-HQA2
35563XAH5
1000000.00000000
PA
USD
1014902.60000000
0.140767295032
Long
ABS-MBS
USGSE
US
Y
2
2048-10-25
Floating
2.41000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
286000.00000000
PA
USD
304394.56000000
0.042219616772
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
500000.00000000
PA
USD
528250.00000000
0.073268433444
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Northern Natural Gas Co
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AL6
162000.00000000
PA
USD
185162.20000000
0.025682052677
Long
DBT
CORP
US
Y
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
466330AN7
300000.00000000
PA
USD
300278.85000000
0.041648766561
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
2.55000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
952000.00000000
PA
USD
980560.00000000
0.136003966111
Long
DBT
CORP
PE
Y
2
2047-06-19
Fixed
5.63000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
650000.00000000
PA
USD
583758.50000000
0.080967479043
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
Prima Capital Ltd
N/A
Prima Capital CRE Securitization 2019-RK1 Ltd
74166HAE7
480000.00000000
PA
USD
476055.65000000
0.066029061444
Long
ABS-MBS
CORP
KY
Y
2
2038-04-15
Fixed
3.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
000000000
403000.00000000
PA
524447.40000000
0.072741011683
Long
DBT
CORP
US
Y
2
2028-05-25
Fixed
2.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCF3
1000000.00000000
PA
USD
1207500.00000000
0.167480612180
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
483750.00000000
PA
USD
510041.81000000
0.070742952030
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647HAJ3
910536.40000000
PA
USD
915201.35000000
0.126938701752
Long
ABS-MBS
CORP
US
Y
2
2046-12-25
Variable
2.54000000
N
N
N
N
N
N
ZF EUROPE FINANCE BV
549300RI533US2G6G542
ZF Europe Finance BV
000000000
700000.00000000
PA
851323.56000000
0.118078833119
Long
DBT
CORP
NL
Y
2
2023-10-23
Fixed
1.25000000
N
N
N
N
N
N
Optima Specialty Steel Inc.
N/A
Optima Specialty Steel Inc.
000000000
21.76000000
NS
USD
4578630.40000000
0.635057409805
Long
EC
CORP
US
N
3
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-33022.17000000
-0.00458018488
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
21989313.00000000
EUR
26414972.29000000
USD
2021-05-26
-33022.17000000
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
750000.00000000
PA
810320.28000000
0.112391665885
Long
DBT
CORP
NL
Y
2
2026-04-15
Fixed
3.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-56.69000000
-0.00000786292
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6952.43000000
USD
8950.00000000
AUD
2021-06-08
-56.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-73542.19000000
-0.01020032381
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5912100.00000000
EUR
7040433.15000000
USD
2021-06-16
-73542.19000000
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
217000.00000000
PA
USD
215372.50000000
0.029872230349
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
175000.00000000
PA
USD
181671.88000000
0.025197944247
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865BD1
290000.00000000
PA
USD
316967.37000000
0.043963469290
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAE8
424000.00000000
PA
USD
442454.56000000
0.061368580182
Long
ABS-O
CORP
US
Y
2
2040-07-25
Variable
4.21000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
263000.00000000
PA
USD
314285.00000000
0.043591423767
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
RCKT Mortgage Trust 2020-1
N/A
RCKT Mortgage Trust 2020-1
749389AN2
445136.61000000
PA
USD
452544.13000000
0.062768006568
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-10114.51000000
-0.00140288557
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4293624.81000000
USD
23343150.00000000
BRL
2021-06-08
-10114.51000000
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
340000.00000000
PA
374939.59000000
0.052004233593
Long
DBT
CORP
GB
Y
2
2028-05-09
Fixed
1.63000000
N
N
N
N
N
N
PRIVATBANK(UK SPV CRED)
N/A
Privatbank CJSC Via UK SPV Credit Finance PLC
000000000
1240000.00000000
PA
USD
334800.00000000
0.046436860420
Long
DBT
CORP
GB
N
2
2018-01-23
None
0.00000000
Y
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAC9
185063.06000000
PA
USD
187085.26000000
0.025948781676
Long
ABS-O
CORP
US
Y
2
2027-04-26
Fixed
3.79000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
627000.00000000
PA
USD
633270.00000000
0.087834738944
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
424000.00000000
PA
USD
446828.16000000
0.061975199814
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2021-1
749350AN4
198502.49000000
PA
USD
200939.51000000
0.027870370307
Long
ABS-MBS
CORP
US
Y
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 28 Ltd
50200WAD4
500000.00000000
PA
USD
500031.50000000
0.069354519030
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.34000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
186000.00000000
PA
USD
193207.50000000
0.026797938201
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
426000.00000000
PA
USD
444637.50000000
0.061671354615
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-73530.50000000
-0.01019870240
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7561730.00000000
GBP
10370315.32000000
USD
2021-06-08
-73530.50000000
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAF0
115000.00000000
PA
USD
119600.00000000
0.016588555873
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAE4
273000.00000000
PA
USD
279479.46000000
0.038763884929
Long
DBT
CORP
NL
Y
2
2022-09-19
Fixed
2.13000000
N
N
N
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund
845SLB3N6EI7ZN7PZ398
U.S. Cash Management Fund
000000000
75576912.88000000
NS
USD
75561797.50000000
10.48044397743
Long
STIV
PF
US
N
N/A
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC Investment Corp
552848AG8
342000.00000000
PA
USD
360810.00000000
0.050044455222
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
140000.00000000
PA
USD
143517.50000000
0.019905920296
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
BRUNELLO BIDCO SPA
8156000BE2F1A5658E76
Brunello Bidco SpA
000000000
100000.00000000
PA
120401.70000000
0.016699751903
Long
DBT
CORP
IT
Y
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
150000.00000000
PA
207491.36000000
0.028779113867
Long
DBT
CORP
GB
Y
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
CO-OP GRP HLDS
213800TAO69X5H284Q39
Co-operative Group Holdings 2011 Ltd
000000000
300000.00000000
PA
499528.84000000
0.069284799937
Long
DBT
CORP
GB
Y
2
2026-07-08
Variable
7.50000000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
495000.00000000
PA
USD
526036.50000000
0.072961420330
Long
DBT
CORP
AT
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
541000.00000000
PA
USD
545402.39000000
0.075647475082
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
2000000.00000000
PA
USD
195000.00000000
0.027046558488
Long
DBT
NUSS
VE
Y
2
2019-10-13
None
0.00000000
Y
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
379000.00000000
PA
USD
411218.79000000
0.057036169514
Long
DBT
CORP
BR
Y
2
2023-04-15
Fixed
9.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
142560.59000000
0.019773196592
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
62710830.00000000
SEK
7552609.84000000
USD
2021-06-08
142560.59000000
N
N
N
TRAVELEX ISSUERC LTD
213800Z5P55WYCTK9G85
Travelex Issuerco Ltd
000000000
799119.00000000
PA
2041702.38000000
0.283184732498
Long
DBT
CORP
GB
Y
2
2025-08-05
Fixed
12.50000000
N
N
Y
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
263000.00000000
PA
USD
279749.80000000
0.038801381168
Long
DBT
CORP
KY
Y
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
235000.00000000
PA
USD
247043.75000000
0.034265042223
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.88000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
300000.00000000
PA
468175.79000000
0.064936122498
Long
DBT
CORP
FR
Y
2
2029-01-22
Fixed
5.88000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZT3
345000.00000000
PA
427210.29000000
0.059254195361
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
2.39000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
3986000.00000000
PA
USD
173391.00000000
0.024049383707
Long
DBT
CORP
VE
Y
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-130.41000000
-0.00001808790
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10045470.00000000
KRW
8855.24000000
USD
2021-06-08
-130.41000000
N
N
N
Social Professional Loan Program LLC
549300THMTEP636GV478
Sofi Professional Loan Program 2017-B LLC
83403YAD6
425000.00000000
PA
USD
445291.58000000
0.061762075707
Long
ABS-O
CORP
US
Y
2
2040-05-25
Variable
4.44000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-5
81743AAG4
800000.00000000
PA
USD
825046.88000000
0.114434249722
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
370000.00000000
PA
USD
376945.12000000
0.052282401205
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.09000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-1 Trust
95002KAS2
45169.87000000
PA
USD
45683.14000000
0.006336265220
Long
ABS-MBS
CORP
US
Y
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
353000.00000000
PA
416949.84000000
0.057831067868
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AV1
218000.00000000
PA
USD
278815.96000000
0.038671857280
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
000000000
834000.00000000
PA
USD
721410.00000000
0.100059783381
Long
DBT
CORP
CR
Y
2
2043-05-15
Fixed
6.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
32537.56000000
0.004512969331
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2365544680.00000000
CLP
3360148.69000000
USD
2021-06-08
32537.56000000
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2018-1
86745JAB3
808777.48000000
PA
USD
845000.04000000
0.117201758999
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
7.71000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund
26249BAW1
500000.00000000
PA
USD
493214.50000000
0.068408999085
Long
ABS-CBDO
CORP
KY
Y
2
2028-11-15
Floating
2.79000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
22.59000000
0.000003133239
N/A
DFE
PH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2750.10000000
USD
134590.00000000
PHP
2021-06-08
22.59000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
1028.18000000
0.000142608874
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
127560.00000000
NZD
92298.46000000
USD
2021-06-08
1028.18000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAR6
167000.00000000
PA
USD
182880.61000000
0.025365595460
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-158.65000000
-0.00002200480
N/A
DFE
TW
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10684.53000000
USD
293130.00000000
TWD
2021-06-08
-158.65000000
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
414000.00000000
PA
USD
451754.73000000
0.062658516551
Long
DBT
CORP
AU
Y
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
898339AB2
267000.00000000
PA
USD
304516.17000000
0.042236484116
Long
DBT
MX
Y
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AZ6
265000.00000000
PA
USD
322651.46000000
0.044751854278
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.88000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-J2
12558TAE7
467000.00000000
PA
USD
482678.50000000
0.066947652725
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
350000.00000000
PA
USD
365750.00000000
0.050729634703
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
METRO AG
5299006EQ03K3SSUYS12
METRO AG
000000000
568000.00000000
PA
706555.90000000
0.097999515256
Long
DBT
CORP
DE
Y
2
2025-03-19
Fixed
1.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BG4
1000000.00000000
PA
USD
952080.00000000
0.132053781569
Long
DBT
NUSS
TR
N
2
2040-05-30
Fixed
6.75000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
925000.00000000
PA
1146824.56000000
0.159064910453
Long
DBT
CORP
SE
Y
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund I Trust 2019-2
43789VAC2
439514.98000000
PA
USD
440816.30000000
0.061141353029
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
3.01000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BR1
4000000.00000000
PA
USD
3704600.00000000
0.513829131166
Long
DBT
CORP
MX
N
2
2038-06-15
Fixed
6.63000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
289000.00000000
PA
USD
320871.63000000
0.044504991323
Long
DBT
CORP
GB
Y
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
22.83000000
0.000003166527
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
99582.00000000
CAD
81043.09000000
USD
2021-05-26
22.83000000
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAT8
250000.00000000
PA
USD
270000.00000000
0.037449080984
Long
DBT
CORP
KY
N
2
2024-03-01
Fixed
4.88000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AF4
352000.00000000
PA
USD
373313.60000000
0.051778708292
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd
64131BAJ2
500000.00000000
PA
USD
500352.00000000
0.069398972476
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-17
Floating
2.39000000
N
N
N
N
N
N
MUMTALAKAT SUKUK HOLDING
549300EN7U0YPUUKDX15
Mumtalakat Sukuk Holding Co
000000000
401000.00000000
PA
USD
428067.50000000
0.059373090645
Long
DBT
CORP
KY
Y
2
2024-02-27
Fixed
5.63000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
221000.00000000
PA
USD
238350.71000000
0.033059314968
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
3300.98000000
0.000457846916
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
236370.00000000
CHF
262359.31000000
USD
2021-06-08
3300.98000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BM8
224000.00000000
PA
USD
220754.24000000
0.030618679301
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
1329000.00000000
PA
USD
1312387.50000000
0.182028539890
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BK4
357000.00000000
PA
USD
269535.00000000
0.037384585344
Long
DBT
CORP
KY
Y
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAG6
1000000.00000000
PA
USD
1001082.10000000
0.138850387536
Long
ABS-MBS
CORP
US
Y
2
2066-01-25
Variable
1.97000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
273000.00000000
PA
USD
275047.50000000
0.038149170748
Long
DBT
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
48690.36000000
0.006753367536
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2223440.00000000
EUR
2723673.98000000
USD
2021-06-08
48690.36000000
N
N
N
Genworth Holdings Inc
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
372491AG5
55000.00000000
PA
USD
53762.50000000
0.007456874875
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.80000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAW0
339000.00000000
PA
USD
369086.25000000
0.051192373579
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.13000000
N
N
N
N
N
N
MSU ENERGY SA / UGEN SA
N/A
MSU Energy SA / UGEN SA / UENSA SA
000000000
312000.00000000
PA
USD
212418.96000000
0.029462573465
Long
DBT
CORP
AR
Y
2
2025-02-01
Fixed
6.88000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
446000.00000000
PA
USD
444885.00000000
0.061705682939
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Travelex Financing PLC
6354009XFWVZER7G5X35
Travelex Financing PLC
000000000
1400000.00000000
PA
0.00000000
0.000000
Long
DBT
CORP
GB
Y
3
2022-05-15
None
0.00000000
Y
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN21 XCBT 20210621
000000000
-103.00000000
NC
USD
169260.35000000
0.023476461313
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
-13768479.10000000
USD
169260.35000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
600000.00000000
PA
USD
598200.00000000
0.082970519425
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221602AC9
2000000.00000000
PA
USD
2050000.00000000
0.284335614881
Long
DBT
NUSS
CR
Y
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZT8
122000.00000000
PA
USD
121514.65000000
0.016854118402
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
263000.00000000
PA
USD
305363.16000000
0.042353961883
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FAE9
2077000.00000000
PA
USD
1721241.47000000
0.238736708162
Long
ABS-MBS
CORP
US
Y
2
2047-08-15
Fixed
3.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5261.07000000
-0.00072971198
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
221000.00000000
EUR
260666.19000000
USD
2021-06-16
-5261.07000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AW2
195000.00000000
PA
USD
205481.25000000
0.028500311007
Long
DBT
NUSS
UA
Y
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AA0
63000.00000000
PA
USD
71190.00000000
0.009874074352
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
300000.00000000
PA
USD
320412.00000000
0.044441240505
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
468000.00000000
PA
USD
515970.00000000
0.071565193761
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
571000.00000000
PA
USD
576171.95000000
0.079915222283
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
NGG FINANCE PLC
549300MLDJ2T68G21W86
NGG Finance PLC
000000000
400000.00000000
PA
485960.85000000
0.067402915655
Long
DBT
CORP
GB
Y
2
2079-12-05
Fixed
1.63000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PBG8
1500000.00000000
PA
USD
1290671.25000000
0.179016489501
Long
ABS-MBS
CORP
US
Y
2
2046-06-15
Variable
4.10000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
237000.00000000
PA
USD
272580.49000000
0.037806995721
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
373000.00000000
PA
USD
380509.91000000
0.052776838648
Long
DBT
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAQ1
950000.00000000
PA
USD
957037.79000000
0.132741428529
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
500000.00000000
PA
USD
61925.00000000
0.008589016073
Long
DBT
NUSS
LB
Y
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
61761DAS1
1520000.00000000
PA
USD
1313728.55000000
0.182214543927
Long
ABS-MBS
CORP
US
Y
2
2045-11-15
Variable
4.76000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
299000.00000000
PA
USD
306385.30000000
0.042495733007
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-INV1
12555DAA3
225224.35000000
PA
USD
228827.85000000
0.031738491430
Long
ABS-MBS
CORP
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAC2
124932.86000000
PA
USD
126937.30000000
0.017606241583
Long
ABS-MBS
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
720000.00000000
PA
854972.62000000
0.118584958836
Long
DBT
CORP
PA
N
2
2022-11-07
Fixed
1.88000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
2000000.00000000
PA
USD
2275000.00000000
0.315543182368
Long
DBT
NUSS
DO
Y
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Republic Of Mozambique
213800759WLKYIKPER73
Mozambique International Bond
000000000
1279000.00000000
PA
USD
1047718.43000000
0.145318860496
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAX0
77000.00000000
PA
USD
71225.00000000
0.009878928863
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
500000.00000000
PA
USD
525055.20000000
0.072825313726
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2049.60000000
0.000284280134
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
751230.00000000
BRL
139901.67000000
USD
2021-06-08
2049.60000000
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
419000.00000000
PA
569873.93000000
0.079041685020
Long
DBT
CORP
DE
Y
2
2027-03-30
Fixed
4.00000000
N
N
N
N
N
N
KKR GROUP FIN CO II
N/A
KKR Group Finance Co II LLC
48249DAA9
214000.00000000
PA
USD
276917.34000000
0.038408518117
Long
DBT
CORP
US
Y
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
N
CROWN AMER/CAP CORP IV
N/A
Crown Americas LLC / Crown Americas Capital Corp IV
228189AB2
264000.00000000
PA
USD
278818.32000000
0.038672184613
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.50000000
N
N
N
N
N
N
TRINIDAD GEN UNLTD
N/A
Trinidad Generation UnLtd
000000000
529000.00000000
PA
USD
544470.61000000
0.075518236916
Long
DBT
CORP
TT
Y
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
Cedar Funding Ltd
635400NWFWJ92O7QGD64
Cedar Funding V CLO Ltd
15032AAU1
250000.00000000
PA
USD
248354.25000000
0.034446808966
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-17
Floating
2.29000000
N
N
N
N
N
N
Social Professional Loan Program LLC
549300RC6OGKQI1MHM67
SoFi Professional Loan Program 2017-D LLC
78471CAC3
400000.00000000
PA
USD
415244.64000000
0.057594556117
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
3.61000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PAR3
235000.00000000
PA
USD
319219.04000000
0.044275776595
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.80000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
250000.00000000
PA
USD
251270.00000000
0.034851224366
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
267000.00000000
PA
USD
320215.62000000
0.044414002540
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
DEVELOPMENT BANK BELARUS
253400D4JRB0M70A0687
Development Bank of the Republic of Belarus JSC
000000000
710000.00000000
PA
USD
692960.00000000
0.096113759848
Long
DBT
NUSS
BY
Y
2
2024-05-02
Fixed
6.75000000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOU
2221003LZ2TH3GI7JG79
Cabot Financial Luxembourg SA
000000000
220520.63000000
PA
310488.63000000
0.043064866109
Long
DBT
CORP
LU
Y
2
2023-10-01
Fixed
7.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AM8
11000.00000000
PA
USD
12618.21000000
0.001750149511
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
BMD2 Re-REMIC Trust
N/A
BMD2 Re-Remic Trust 2019-FRR1
055631HH1
892000.00000000
PA
USD
805099.67000000
0.111667565712
Long
ABS-MBS
CORP
US
Y
2
2052-05-25
Variable
2.53000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
271000.00000000
PA
USD
310240.80000000
0.043030492014
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAF2
3012146.83000000
PA
USD
126526.73000000
0.017549295401
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.93000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
231000.00000000
PA
USD
240817.50000000
0.033401459481
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-3 Ltd
09630AAJ5
500000.00000000
PA
USD
495667.50000000
0.068749230921
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-25
Floating
2.38000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
498000.00000000
PA
USD
521107.20000000
0.072277724942
Long
DBT
NUSS
SV
Y
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
735000.00000000
PA
USD
754065.90000000
0.104589166506
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAF8
236000.00000000
PA
USD
315535.74000000
0.043764901780
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.65000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
192000.00000000
PA
USD
285851.57000000
0.039647698497
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.38000000
N
N
N
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
Cimpress PLC
17186HAC6
242000.00000000
PA
USD
254705.00000000
0.035327659896
Long
DBT
CORP
IE
Y
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp
36261NAA5
195000.00000000
PA
USD
195284.70000000
0.027086046464
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.63000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-1404.70000000
-0.00019483231
N/A
DFE
TR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
257016.51000000
USD
2154400.00000000
TRY
2021-06-08
-1404.70000000
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
359000.00000000
PA
USD
366241.03000000
0.050797740712
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1987527.00000000
PA
USD
1987527.00000000
0.275670591043
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZW6
540000.00000000
PA
USD
579825.00000000
0.080421901414
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
755000.00000000
PA
USD
935218.50000000
0.129715086461
Long
DBT
CORP
CO
N
2
2043-09-18
Fixed
7.38000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
2262741.10000000
PA
USD
151148.16000000
0.020964295127
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.19000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-3798.11000000
-0.00052679899
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1722420.00000000
ZAR
114396.85000000
USD
2021-06-08
-3798.11000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
266000.00000000
PA
USD
300976.34000000
0.041745508633
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.50000000
N
N
N
N
N
N
STATE BANK INDIA/LONDON
5493001JZ37UBBZF6L49
State Bank of India/London
85628UAF3
262000.00000000
PA
USD
288095.83000000
0.039958978033
Long
DBT
CORP
IN
Y
2
2024-04-17
Fixed
4.88000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AC9
310000.00000000
PA
USD
324772.26000000
0.045046009874
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
74000.00000000
PA
USD
88245.00000000
0.012239607968
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
241000.00000000
PA
USD
240987.95000000
0.033425100947
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
303.10000000
0.000042040060
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
725700.00000000
MXN
35989.88000000
USD
2021-06-08
303.10000000
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AB4
304000.00000000
PA
USD
316374.51000000
0.043881239431
Long
DBT
CORP
KY
N
2
2022-11-28
Fixed
3.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAS5
922000.00000000
PA
USD
983576.17000000
0.136422309795
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-1
16159WBH6
167086.38000000
PA
USD
171000.98000000
0.023717887216
Long
ABS-MBS
CORP
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
RENAULT SA
969500F7JLTX36OUI695
Renault SA
000000000
600000.00000000
PA
708718.95000000
0.098299530939
Long
DBT
CORP
FR
Y
2
2025-06-24
Fixed
1.25000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAC9
550000.00000000
PA
USD
551545.28000000
0.076499495767
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Floating
1.21000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
750000.00000000
PA
USD
757478.48000000
0.105062492375
Long
ABS-O
CORP
US
Y
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
383000.00000000
PA
USD
445139.98000000
0.061741048742
Long
DBT
CORP
CZ
Y
2
2042-04-03
Fixed
5.63000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
20341WAE5
307000.00000000
PA
USD
316946.80000000
0.043960616225
Long
DBT
US
Y
2
2024-12-15
Fixed
7.13000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XBH4
469291.49000000
PA
USD
477996.85000000
0.066298306466
Long
ABS-MBS
CORP
US
Y
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust
93363QAA6
307065.25000000
PA
USD
287005.05000000
0.039807686519
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
0.98000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-4
81748JAU9
146559.72000000
PA
USD
148670.94000000
0.020620703970
Long
ABS-MBS
CORP
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
447000.00000000
PA
USD
460213.32000000
0.063831725521
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BF5
246000.00000000
PA
USD
180810.00000000
0.025078401232
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
285000.00000000
PA
USD
316702.80000000
0.043926773352
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
5556744.64000000
PA
USD
266558.15000000
0.036971695357
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.76000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
500000.00000000
PA
600734.09000000
0.083321998468
Long
DBT
CORP
GB
Y
2
2026-03-01
Floating
3.75000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
200000.00000000
PA
295789.48000000
0.041026089595
Long
DBT
CORP
IT
N
2
2055-03-17
Fixed
5.25000000
N
N
N
N
N
N
LUBRIZOL CORP
549300TW3R1QXAWGC017
Lubrizol Corp/The
549271AF1
86000.00000000
PA
USD
123591.18000000
0.017142133736
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
496458.34000000
PA
USD
488721.48000000
0.067785815864
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
153000.00000000
PA
USD
120028.50000000
0.016647988951
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.30000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
341000.00000000
PA
USD
347820.00000000
0.048242738325
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
742000.00000000
PA
USD
954397.50000000
0.132375219514
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GQ5
232000.00000000
PA
USD
244342.40000000
0.033890364168
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAA9
748000.00000000
PA
USD
789140.00000000
0.109453954696
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
6.13000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
000000000
200000.00000000
PA
USD
240752.00000000
0.033392374611
Long
DBT
CORP
MA
Y
2
2044-04-25
Fixed
6.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-2
46647CAL9
1000000.00000000
PA
USD
1024479.20000000
0.142095572324
Long
ABS-MBS
CORP
US
Y
2
2046-06-25
Variable
2.45000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
272000.00000000
PA
USD
272369.92000000
0.037777789599
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
EXPLORER II AS
98450067B64D440ED557
Explorer II AS
000000000
450000.00000000
PA
504494.01000000
0.069973470506
Long
DBT
CORP
NO
N
2
2025-02-24
Fixed
3.38000000
N
N
N
N
N
N
CeramTec BondCo GmbH
391200SCCALTCWGIF224
CeramTec BondCo GmbH
000000000
950000.00000000
PA
1156185.45000000
0.160363268703
Long
DBT
CORP
DE
Y
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
Charming Charlie, Inc.
N/A
Charming Charlie, Inc. Converted Term Loan B
000000000
459784.99000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
3
2023-04-24
None
0.00000000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
100000.00000000
PA
126837.34000000
0.017592377101
Long
DBT
CORP
LU
Y
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2018-4 Trust
83406HAB4
191897.71000000
PA
USD
193337.23000000
0.026815931791
Long
ABS-O
CORP
US
Y
2
2027-11-26
Fixed
3.96000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
442000.00000000
PA
USD
453699.74000000
0.062928290021
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-265.82000000
-0.00003686931
N/A
DFE
CZ
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
38059.14000000
USD
812950.00000000
CZK
2021-06-08
-265.82000000
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AK4
260000.00000000
PA
USD
270952.78000000
0.037581231856
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.13000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFE9
311000.00000000
PA
USD
328053.46000000
0.045501113299
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.35000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
40000000.00000000
PA
325088.31000000
0.045089846104
Long
DBT
NUSS
AR
N
2
2035-12-15
None
0.00000000
N
Y
N
N
N
N
CASINO GUICHARD PERRACHO
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
650000.00000000
PA
790347.50000000
0.109621435308
Long
DBT
CORP
FR
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
500000.00000000
PA
USD
541750.00000000
0.075140887493
Long
DBT
NUSS
HN
Y
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CQ1
292000.00000000
PA
USD
316191.41000000
0.043855843406
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.20000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
568000.00000000
PA
USD
597820.00000000
0.082917813311
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAT3
950000.00000000
PA
USD
702918.49000000
0.097495005398
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Variable
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBR6
2413558.47000000
PA
USD
164404.12000000
0.022802900755
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Variable
1.23000000
N
N
N
N
N
N
Nakilat Inc
2549006RMTDJWLLWF072
Nakilat Inc
000000000
370000.00000000
PA
USD
454249.00000000
0.063004472548
Long
DBT
CORP
MH
Y
2
2033-12-31
Fixed
6.07000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
224000.00000000
PA
USD
315046.01000000
0.043696976082
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAZ1
100000.00000000
PA
USD
92699.31000000
0.012857422101
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
4.33000000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
875000.00000000
PA
USD
843587.50000000
0.117005839277
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
888000.00000000
PA
USD
936040.80000000
0.129829139718
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
321000.00000000
PA
USD
346256.28000000
0.048025849892
Long
DBT
CORP
US
Y
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
85000.00000000
PA
USD
73525.00000000
0.010197939553
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN21 XEUR 20210608
000000000
12.00000000
NC
-18026.53000000
-0.00250028511
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bund (FGBL)
RXM1 Comdty
2021-06-08
2054994.00000000
EUR
-18026.53000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAW1
325000.00000000
PA
USD
328091.55000000
0.045506396393
Long
DBT
CORP
DK
Y
2
2024-06-22
Fixed
1.23000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AH0
276000.00000000
PA
USD
288058.32000000
0.039953775384
Long
DBT
CORP
US
N
2
2023-03-18
Fixed
2.80000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AV1
310000.00000000
PA
USD
317956.57000000
0.044100671627
Long
DBT
CORP
US
N
2
2027-03-12
Fixed
2.00000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
325000.00000000
PA
USD
312590.20000000
0.043356354499
Long
DBT
CORP
TR
Y
2
2026-03-02
Fixed
5.38000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
319000.00000000
PA
USD
324167.99000000
0.044962197444
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
273000.00000000
PA
USD
279825.00000000
0.038811811431
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
Schaeffler AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
499000.00000000
PA
621582.18000000
0.086213634804
Long
DBT
CORP
DE
Y
2
2024-03-26
Fixed
1.88000000
N
N
N
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
SURA Asset Management SA
78486LAA0
246000.00000000
PA
USD
266604.96000000
0.036978187918
Long
DBT
CORP
CO
Y
2
2027-04-11
Fixed
4.38000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
255000.00000000
PA
USD
272151.30000000
0.037747466939
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K57 Mortgage Trust
30295DAS1
15550451.82000000
PA
USD
57735.72000000
0.008007961681
Long
ABS-MBS
USGSE
US
Y
2
2049-08-25
Fixed
0.10000000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
231865.12000000
PA
USD
239400.74000000
0.033204954444
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.64000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-60869.60000000
-0.00844263177
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
5912100.00000000
EUR
7053105.74000000
USD
2021-06-16
-60869.60000000
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
254000.00000000
PA
USD
275228.09000000
0.038174218635
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.10000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
938125.00000000
PA
USD
993943.44000000
0.137860253253
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.67000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
444000.00000000
PA
USD
469379.04000000
0.065103013634
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.35000000
N
N
N
N
N
N
Wells Fargo Reremic Trust
N/A
Wells Fargo Re-REMIC Trust 2013-FRR1
94988DAW0
210000.00000000
PA
USD
190065.88000000
0.026362194564
Long
ABS-MBS
CORP
US
Y
2
2045-01-27
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
61113.88000000
0.008476513486
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3092612.25000000
USD
26250000.00000000
NOK
2021-06-16
61113.88000000
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
704000.00000000
PA
USD
737440.00000000
0.102283149189
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
1000000.00000000
PA
USD
1390000.00000000
0.192793416919
Long
DBT
CORP
LU
Y
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAF8
506000.00000000
PA
USD
565556.20000000
0.078442814574
Long
DBT
CORP
AE
Y
2
2025-04-23
Fixed
4.38000000
N
N
N
N
N
N
CREDITO EMILIANO SPA
8156004B244AA70DE787
Credito Emiliano SpA
000000000
725000.00000000
PA
893842.88000000
0.123976275557
Long
DBT
CORP
IT
N
2
2025-10-25
Fixed
1.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3000000.00000000
PA
767489.63000000
0.106451041883
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAR3
225000.00000000
PA
USD
259590.47000000
0.036005276051
Long
DBT
CORP
KY
N
2
2034-11-28
Fixed
4.50000000
N
N
N
N
N
N
Mack-Cali Realty LP
549300MJC9VNA6VSEE11
Mack-Cali Realty LP
55448QAS5
266000.00000000
PA
USD
270674.16000000
0.037542587178
Long
DBT
US
N
2
2023-05-15
Fixed
3.15000000
N
N
N
N
N
N
ACS ACTIVIDADES CONS Y S
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
400000.00000000
PA
487527.62000000
0.067620227124
Long
DBT
CORP
ES
Y
2
2025-06-17
Fixed
1.38000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAS7
120000.00000000
PA
USD
119083.22000000
0.016516878332
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.72000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
260000.00000000
PA
USD
292643.00000000
0.040589671876
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-44741.53000000
-0.00620566363
N/A
DFE
IN
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2990248.60000000
USD
219633760.00000000
INR
2021-06-08
-44741.53000000
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644ABH4
2770435.60000000
PA
USD
101748.13000000
0.014112496149
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.30000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
548000.00000000
PA
USD
582250.00000000
0.080758249641
Long
DBT
CORP
PA
Y
2
2036-05-18
Fixed
5.63000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-441.19000000
-0.00006119318
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
40000.00000000
EUR
47690.44000000
USD
2021-06-16
-441.19000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
57339.32000000
0.007952980882
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
9705890.00000000
SGD
7350018.10000000
USD
2021-06-08
57339.32000000
N
N
N
Teollisuuden Voima Oyj
743700LQ48IZBTZN4S52
Teollisuuden Voima Oyj
000000000
770000.00000000
PA
961715.44000000
0.133390219987
Long
DBT
CORP
FI
Y
2
2023-01-13
Fixed
2.63000000
N
N
N
N
N
N
RAIFFEISEN LB NIEDEROEST
529900GPOO9ISPD1EE83
Raiffeisenlandesbank Niederoesterreich-Wien AG
000000000
300000.00000000
PA
397644.79000000
0.055153451643
Long
DBT
CORP
AT
Y
2
2023-11-27
Fixed
5.88000000
N
N
N
N
N
N
BANCO DE CRED E INVER
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05956NAE2
269000.00000000
PA
USD
283122.50000000
0.039269175670
Long
DBT
CORP
CL
Y
2
2023-02-11
Fixed
4.00000000
N
N
N
N
N
N
2021-05-19
RUSSELL INVESTMENT CO
Mark Swanson
Mark Swanson
President, Chief Executive Officer, Treasurer, Chief Accounting Officer and Chief Financial Officer