0001752724-21-188418.txt : 20210827
0001752724-21-188418.hdr.sgml : 20210827
20210827112839
ACCESSION NUMBER: 0001752724-21-188418
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LORD ABBETT GLOBAL FUND INC
CENTRAL INDEX KEY: 0000829901
IRS NUMBER: 133460109
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05476
FILM NUMBER: 211215664
BUSINESS ADDRESS:
STREET 1: 90 HUDSON STREET
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
BUSINESS PHONE: 201-827-2000
MAIL ADDRESS:
STREET 1: 90 HUDSON STREET
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
0000829901
S000062561
Lord Abbett Global Bond Fund
C000202977
Class A
LAGGX
C000202978
Class R6
LGBWX
C000202980
Class C
LGFCX
C000202981
Class F
LGBFX
C000202982
Class F3
LGBOX
C000202983
Class I
LGBYX
C000202985
Class R3
LGBRX
C000202986
Class R4
LGBUX
C000202987
Class R5
LGBVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000829901
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S000062561
C000202981
C000202983
C000202987
C000202985
C000202978
C000202982
C000202986
C000202977
C000202980
LORD ABBETT GLOBAL FUND INC
811-05476
0000829901
549300U1LO71RX3JUC82
90 HUDSON STREET
JERSEY CITY
07302
201-827-2000
LORD ABBETT GLOBAL BOND FUND
S000062561
54930073CIJPF11XJF92
2021-12-31
2021-06-30
N
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143873.03
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
22895.00000000
0.00000000
0.00000000
111033.65000000
AUD
CAD
CNY
EUR
GBP
JPY
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
6000.00000000
PA
USD
6218.58000000
0.049755519795
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
12000.00000000
PA
USD
12920.52000000
0.103378454345
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
30000.00000000
PA
USD
29541.00000000
0.236360682064
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
12000.00000000
PA
USD
12783.06000000
0.102278622269
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAL6
11000.00000000
PA
USD
11255.06000000
0.090052931798
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
HAMBURGER HOCHBAHN AG
98450007CP3E2ABFF983
Hamburger Hochbahn AG
000000000
100000.00000000
PA
117524.79000000
0.940328341080
Long
DBT
CORP
DE
Y
2
2031-02-24
Fixed
0.12500000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
100000.00000000
PA
140601.38000000
1.124966591380
Long
DBT
CORP
JE
Y
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
11000.00000000
PA
USD
11090.75000000
0.088738270018
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
121000.00000000
PA
154246.35000000
1.234141447206
Long
DBT
NUSS
IT
Y
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
AROUNDTOWN SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
100000.00000000
PA
123889.45000000
0.991252662488
Long
DBT
CORP
LU
Y
2
2028-07-09
Fixed
1.45000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
4000.00000000
PA
USD
4245.00000000
0.033964696366
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ
46649VAG6
16800.00000000
PA
USD
16841.81000000
0.134753112582
Long
ABS-MBS
CORP
US
N
2
2032-06-15
Floating
1.37300000
N
N
N
N
N
N
Mclaren Finance PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
000000000
100000.00000000
PA
137686.76000000
1.101646406851
Long
DBT
CORP
GB
Y
2
2022-08-01
Fixed
5.00000000
N
N
N
N
N
N
NEUBERGER BERMAN GRP/FIN
N/A
Neuberger Berman Group LLC / Neuberger Berman Finance Corp
64128XAE0
28000.00000000
PA
USD
32655.60000000
0.261280927836
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.87500000
N
N
N
N
N
N
BAFFINLAND IRON CORP/LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
13000.00000000
PA
USD
13796.25000000
0.110385263191
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
12000.00000000
PA
USD
12619.26000000
0.100968041052
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-29505.12000000
-0.23607360236
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1439802.67000000
USD
156632000.00000000
JPY
2021-08-06
-29505.12000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
4524.00000000
0.036197005032
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
187000.00000000
AUD
144801.58000000
USD
2021-09-01
4524.00000000
N
N
N
Claros Mortgage Trust, Inc.
N/A
Claros Mortgage Trust, Inc. Term Loan B
18269PAB8
17817.78000000
PA
USD
17906.87000000
0.143274770889
Long
LON
CORP
US
N
3
2026-08-09
Floating
6.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAR2
14000.00000000
PA
USD
16925.79000000
0.135425045491
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
100000.00000000
PA
123967.21000000
0.991874828516
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
14000.00000000
PA
USD
15588.30000000
0.124723645787
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ
46649VAA9
18917.31000000
PA
USD
18955.42000000
0.151664330930
Long
ABS-MBS
CORP
US
N
2
2032-06-15
Floating
1.07300000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
19000.00000000
PA
16334.87000000
0.130697031739
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
11000.00000000
PA
USD
11934.84000000
0.095491923859
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
13000.00000000
PA
USD
13973.18000000
0.111800898933
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAE8
80852.15000000
PA
USD
80928.73000000
0.647519373798
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
1.31000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AF2
34000.00000000
PA
USD
40264.55000000
0.322160945838
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
7000.00000000
PA
USD
7612.50000000
0.060908421929
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Spectacle Gary Holdings LLC
549300V1ELIRK8JURN28
Spectacle Gary Holdings LLC Term Loan B
84752PAC2
10256.76000000
PA
USD
11205.51000000
0.089656476980
Long
LON
CORP
US
N
2
2025-12-23
Floating
11.00000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAC6
8000.00000000
PA
USD
8170.00000000
0.065369038707
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Hoya Midco, LLC
549300LK73TSUP0YKH27
Hoya Midco, LLC 2017 1st Lien Term Loan
44325HAB4
12733.68000000
PA
USD
12685.93000000
0.101501474811
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAC7
10000.00000000
PA
USD
9947.09000000
0.079587724753
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.38300000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
11000.00000000
PA
USD
11398.75000000
0.091202610767
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
56277.09000000
PA
USD
56912.48000000
0.455362803925
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46400000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YBY4
20000.00000000
PA
USD
29202.23000000
0.233650147273
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
6.66800000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
13000.00000000
PA
USD
11783.33000000
0.094279676239
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
15000.00000000
PA
USD
15442.01000000
0.123553163943
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 USD 2nd Lien Incremental Term Loan
26658NAN9
11671.00000000
PA
USD
11831.48000000
0.094664929509
Long
LON
CORP
US
N
3
2029-05-21
Floating
7.25000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-1321.15000000
-0.01057066162
N/A
DFE
TH
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
62029.84000000
USD
1946000.00000000
THB
2021-08-17
-1321.15000000
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2020 Term Loan B
78571YBE9
11969.92000000
PA
USD
12064.66000000
0.096530627482
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.75000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
21000.00000000
PA
USD
22681.12000000
0.181474052780
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20200000
N
N
N
N
N
N
United PF Holdings, LLC
2549002AF6PASVP2G486
United PF Holdings, LLC 2019 1st Lien Term Loan
91132UAG8
19375.52000000
PA
USD
18929.88000000
0.151459982674
Long
LON
CORP
US
N
2
2026-12-30
Floating
4.14700000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
60000.00000000
PA
68018.61000000
0.544224130959
Long
DBT
NUSS
FR
Y
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
900000.00000000
PA
140899.40000000
1.127351081088
Long
DBT
NUSS
CN
N
2
2024-07-02
Fixed
3.42000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
115386.18000000
0.923217095074
Long
DBT
CORP
LU
Y
2
2029-01-14
Fixed
2.25000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
30000.00000000
PA
35245.37000000
0.282001952974
Long
DBT
NUSS
PT
Y
2
2031-10-17
Fixed
0.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
150000.00000000
PA
USD
149349.61000000
1.194962109800
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
30000.00000000
PA
USD
32182.50000000
0.257495604432
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780AX4
100000.00000000
PA
USD
138286.40000000
1.106444190251
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
72812NAD8
12608.15000000
PA
USD
12139.32000000
0.097127990081
Long
LON
CORP
NL
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SP3W00GQ8 CDS USD R F 1.00000 SP3W00GQ8_FEE CCPCDX / Short: SP3W00GQ8 CDS USD P V 03MEVENT SP3W00GQ8_PRO CCPCDX
000000000
360000.00000000
OU
Notional Amount
USD
-9332.14000000
-0.07466744441
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S35.V1
2I65BZEA6
Y
sell protection
2026-06-20
0.00000000
USD
-11948.28000000
USD
360000.00000000
USD
2616.14000000
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
10000.00000000
PA
USD
11084.60000000
0.088689063214
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW97
200000.00000000
PA
USD
207822.00000000
1.662805919500
Long
DBT
NUSS
EG
N
2
2023-11-20
Fixed
4.55000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
AI AQUA MERGER SUB INC 2021 1ST LIEN DDTL
000000000
1166.67000000
PA
USD
1171.05000000
0.009369695566
Long
LON
CORP
US
N
2
2028-06-16
None
0.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JF2
78000.00000000
PA
USD
77018.71000000
0.616234888030
Long
DBT
CORP
DE
N
2
2025-07-18
Fixed
0.37500000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
15000.00000000
PA
USD
14743.50000000
0.117964311161
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
15000.00000000
PA
USD
15279.86000000
0.122255784551
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
100000.00000000
PA
120957.78000000
0.967796059096
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
11000.00000000
PA
USD
11208.07000000
0.089676959812
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2018 Incremental Term Loan
48244EAJ3
18972.53000000
PA
USD
18718.58000000
0.149769348907
Long
LON
CORP
US
N
2
2025-02-21
Floating
4.75000000
N
N
N
N
N
N
Ashland LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
044209AM6
10000.00000000
PA
USD
12624.10000000
0.101006766407
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
183.42000000
0.001467562922
N/A
DFE
RU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
19823.40000000
USD
1475000.00000000
RUB
2021-08-24
183.42000000
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
10000.00000000
PA
USD
10750.93000000
0.086019334065
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
100000.00000000
PA
120977.82000000
0.967956401267
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
2.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
22000.00000000
PA
USD
21950.28000000
0.175626524230
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
17000.00000000
PA
USD
18427.58000000
0.147441026965
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
AI AQUA MERGER SUB INC
N/A
AI AQUA MERGER SUB INC 2021 1ST LIEN TERM LOAN B
000000000
9333.33000000
PA
USD
9368.33000000
0.074957004454
Long
LON
CORP
US
N
2
2028-06-16
None
0.00000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
14000.00000000
PA
USD
17317.58000000
0.138559798940
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.87500000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
14000.00000000
PA
USD
15638.28000000
0.125123541082
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
Toronto Hydro Corp
89119ZAD5
50000.00000000
PA
40806.71000000
0.326498825645
Long
DBT
CORP
CA
N
2
2021-11-18
Fixed
3.54000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-592.42000000
-0.00474001541
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
270000.00000000
BRL
53160.07000000
USD
2021-09-21
-592.42000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
35000.00000000
PA
USD
39726.22000000
0.317853710268
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
14000.00000000
PA
USD
13748.21000000
0.110000890043
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
7000.00000000
PA
USD
7656.25000000
0.061258470331
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC USD Term Loan
74530DAC9
12735.36000000
PA
USD
12480.72000000
0.099859567782
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.60400000
N
N
N
N
N
N
Venture CDO Ltd
549300NQPL9XHZ20E278
Venture 33 CLO Ltd
92330YAN3
100000.00000000
PA
USD
99987.84000000
0.800013339444
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.24400000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
12000.00000000
PA
USD
12553.80000000
0.100444288632
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CL6
17000.00000000
PA
USD
17276.34000000
0.138229833315
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
28000.00000000
PA
USD
32633.74000000
0.261106023652
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.87500000
N
N
N
N
N
N
Chassix Inc.
2549001WCU4UIV6EH563
Chassix Inc. 2017 1st Lien Term Loan
16169TAD1
12823.86000000
PA
USD
12781.09000000
0.102262860090
Long
LON
CORP
US
N
2
2023-11-15
Floating
6.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
240000.00000000
PA
51307.81000000
0.410519243316
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-D
63940UAB0
80288.36000000
PA
USD
84578.74000000
0.676723491910
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
4.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
10000.00000000
PA
USD
11921.80000000
0.095387589432
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
N/A
Autokiniton US Holdings, Inc. 2021 Term Loan B
05278HAB2
12568.50000000
PA
USD
12682.43000000
0.101473470939
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.00000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
10000.00000000
PA
USD
10887.50000000
0.087112045156
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.87500000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AF3
19000.00000000
PA
USD
20044.24000000
0.160376095523
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
Verde CLO Ltd
N/A
VERDE CLO Ltd
92338BAN5
100000.00000000
PA
USD
100005.07000000
0.800151198506
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
1.28400000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
5000.00000000
PA
USD
5956.24000000
0.047656509560
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
15000.00000000
PA
USD
16074.75000000
0.128615783961
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABH1
11000.00000000
PA
USD
12416.42000000
0.099345096645
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
15000.00000000
PA
USD
15151.95000000
0.121232363041
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EG8
100000.00000000
PA
81317.36000000
0.650628843751
Long
DBT
NUSS
CA
N
2
2030-06-01
Fixed
2.05000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAN9
45000.00000000
PA
USD
34279.01000000
0.274270003861
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
2.85000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1953.58000000
0.015630801302
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
124698.71000000
USD
157000.00000000
CAD
2021-07-20
1953.58000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
6000.00000000
PA
USD
6270.36000000
0.050169817080
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AR3
100000.00000000
PA
USD
109353.80000000
0.874951381277
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
Wellpath Holdings, Inc.
N/A
Wellpath Holdings, Inc. 2018 1st Lien Term Loan
12509EAB6
18405.62000000
PA
USD
18226.17000000
0.145829524139
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.60400000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
12000.00000000
PA
USD
12975.18000000
0.103815794817
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
Perimeter Master Note Business Trust
5493005H6EB040833X54
Perimeter Master Note Business Trust
71384PAE1
100000.00000000
PA
USD
104329.30000000
0.834749822527
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
4.23000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-57.23000000
-0.00045790331
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
14306.39000000
USD
12000.00000000
EUR
2021-09-10
-57.23000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
200000.00000000
PA
USD
213910.66000000
1.711521935561
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Polaris Newco LLC
N/A
Polaris Newco LLC USD Term Loan B
73108RAB4
16240.00000000
PA
USD
16308.05000000
0.130482442068
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
38000.00000000
PA
USD
40679.18000000
0.325478444555
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
9000.00000000
PA
USD
9247.50000000
0.073990230777
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
PARTNERRE IRELAND FINANC
54930031Y2QTHTYUHU14
PartnerRe Ireland Finance DAC
000000000
100000.00000000
PA
124658.50000000
0.997405913310
Long
DBT
CORP
IE
Y
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-106.83000000
-0.00085475818
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10074.14000000
USD
1107000.00000000
JPY
2021-08-06
-106.83000000
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AB3
33000.00000000
PA
USD
37181.25000000
0.297491134694
Long
DBT
CORP
AU
N
2
2028-08-01
Fixed
4.35000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
7000.00000000
PA
USD
8986.25000000
0.071899941748
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAA8
200000.00000000
PA
USD
202357.39000000
1.619082993843
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
Brazos Delaware II, LLC
549300V1BTYXZRGYUU04
Brazos Delaware II, LLC Term Loan B
10620UAB8
19396.52000000
PA
USD
18968.73000000
0.151770825655
Long
LON
CORP
US
N
2
2025-05-21
Floating
4.09300000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
9000.00000000
PA
USD
9551.25000000
0.076420566824
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
Spectacle Gary Holdings LLC
549300V1ELIRK8JURN28
Spectacle Gary Holdings LLC Delayed Draw Term Loan
84752PAD0
743.24000000
PA
USD
811.99000000
0.006496818328
Long
LON
CORP
US
N
2
2025-12-23
Floating
11.00000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
9000.00000000
PA
USD
9154.62000000
0.073247088021
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
260000.00000000
PA
29583.31000000
0.236699208873
Long
DBT
NUSS
XX
N
2
2029-01-29
Fixed
0.25000000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
15000.00000000
PA
USD
15616.80000000
0.124951677318
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
11000.00000000
PA
USD
11338.36000000
0.090719423956
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
200000.00000000
PA
31922.09000000
0.255412036333
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AL5
12000.00000000
PA
USD
12615.48000000
0.100937796871
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.87500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
15000.00000000
PA
USD
16481.63000000
0.131871274104
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
11000.00000000
PA
USD
12437.10000000
0.099510559524
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
30000.00000000
PA
USD
32142.72000000
0.257177320422
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
55000.00000000
PA
USD
59596.96000000
0.476841613843
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
9000.00000000
PA
USD
10203.75000000
0.081641288704
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAK8
25000.00000000
PA
USD
26589.87000000
0.212748377143
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Variable
4.46400000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
19000.00000000
PA
USD
19342.09000000
0.154758118714
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
7000.00000000
PA
USD
7253.75000000
0.058038025033
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AK8
40000.00000000
PA
USD
44841.05000000
0.358778008952
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
N
Learning Care Group, Inc.
5493000VMN44LK8QID23
Learning Care Group, Inc. 2018 1st Lien Term Loan
52201CAC5
18921.74000000
PA
USD
18640.56000000
0.149145102591
Long
LON
CORP
US
N
2
2025-03-13
Floating
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-895.77000000
-0.00716715101
N/A
DFE
CH
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
59301.77000000
USD
54000.00000000
CHF
2021-07-30
-895.77000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
192.28000000
0.001538452724
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
30155.23000000
USD
611000.00000000
MXN
2021-09-20
192.28000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
000000000
100000.00000000
PA
138987.20000000
1.112051365566
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
1.50000000
N
N
N
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAA9
10000.00000000
PA
USD
10162.50000000
0.081311243068
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
13000.00000000
PA
USD
12106.25000000
0.096863393495
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ
549300X618YEC5LGBQ98
State of California Department of Water Resources
13067WRN4
35000.00000000
PA
USD
33554.25000000
0.268471122038
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
1.78900000
N
N
N
N
N
N
AIT Worldwide Logistics, Inc
N/A
AIT Worldwide Logistics, Inc 2021 Term Loan
00145AAB9
12800.00000000
PA
USD
12816.00000000
0.102542178712
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.50000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
12000.00000000
PA
USD
12528.36000000
0.100240740487
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
10000000.00000000
PA
104165.43000000
0.833438681233
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
1.40000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd. 2021 Term Loan
02376CBJ3
23333.00000000
PA
USD
24355.34000000
0.194869665018
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-1816.01000000
-0.01453008910
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
52069.74000000
USD
67000.00000000
AUD
2021-07-30
-1816.01000000
N
N
N
RCS & RDS SA
3157008PTGOXBWZDVF10
RCS & RDS SA
000000000
100000.00000000
PA
119210.57000000
0.953816446107
Long
DBT
CORP
RO
N
2
2028-02-05
Fixed
3.25000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
100000.00000000
PA
128414.72000000
1.027459828925
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AK7
10000.00000000
PA
USD
10535.20000000
0.084293255397
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
28000.00000000
PA
49605.45000000
0.396898479946
Long
DBT
NUSS
ES
Y
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971XQY7
30000.00000000
PA
USD
28812.85000000
0.230534676490
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
1.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAL6
35000.00000000
PA
USD
30615.95000000
0.244961471312
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Variable
4.46400000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
10000.00000000
PA
USD
11010.20000000
0.088093780903
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
72000.00000000
PA
USD
74379.54000000
0.595118608240
Long
DBT
NUSS
XX
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAG4
6000.00000000
PA
USD
6623.46000000
0.052995007725
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
BALLY'S CORP
549300NS4D5IK406VT62
Bally's Corp
90171VAA3
11000.00000000
PA
USD
11736.12000000
0.093901944009
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Avid Automobile Receivables Trust
N/A
Avid Automobile Receivables Trust 2019-1
05369DAC9
100000.00000000
PA
USD
102910.95000000
0.823401453365
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
3.14000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
15000.00000000
PA
USD
15395.48000000
0.123180872465
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
Y
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-764.35000000
-0.00611564562
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
118319.92000000
USD
99000.00000000
EUR
2021-09-10
-764.35000000
N
N
N
ORIGIN ENERGY FINANCE LT
5493002W5C9Z753C7Q57
Origin Energy Finance Ltd
68620YAA0
26000.00000000
PA
USD
26374.31000000
0.211023658663
Long
DBT
CORP
AU
N
2
2021-10-14
Fixed
5.45000000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
100000.00000000
PA
118460.00000000
0.947811055730
Long
DBT
CORP
LU
Y
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
11000.00000000
PA
USD
11908.60000000
0.095281974829
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AG3
42000.00000000
PA
USD
46676.80000000
0.373466039896
Long
DBT
US
N
2
2031-01-30
Fixed
3.87500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
11000.00000000
PA
USD
13029.49000000
0.104250334902
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
21000.00000000
PA
USD
20285.38000000
0.162305482303
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
100000.00000000
PA
123697.45000000
0.989716450072
Long
DBT
CORP
NL
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-444.06000000
-0.00355297127
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
73853.98000000
USD
91000.00000000
CAD
2021-07-20
-444.06000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
20000.00000000
PA
USD
32762.42000000
0.262135606014
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
11000.00000000
PA
USD
11802.12000000
0.094430017027
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
4500000.00000000
PA
39665.68000000
0.317369323291
Long
DBT
NUSS
JP
N
2
2050-09-20
Fixed
0.60000000
N
N
N
N
N
N
BCP Raptor II, LLC
254900ZZQV4TQNP45753
BCP Raptor II, LLC 1st Lien Term Loan
05550DAB0
19795.84000000
PA
USD
19434.57000000
0.155498061027
Long
LON
CORP
US
N
2
2025-11-03
Floating
4.85400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ6M3
112277.07000000
PA
USD
120834.57000000
0.966810242785
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
10000.00000000
PA
USD
10187.50000000
0.081511270726
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AN8
10000.00000000
PA
USD
11596.95000000
0.092788430041
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.87500000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
12000.00000000
PA
USD
12551.16000000
0.100423165711
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAN8
13000.00000000
PA
USD
12992.72000000
0.103956134222
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
PCF GMBH
5299001ZMR76CCHGY076
PCF GmbH
000000000
100000.00000000
PA
121270.82000000
0.970300725421
Long
DBT
CORP
DE
N
2
2026-04-15
Fixed
4.75000000
N
N
N
N
N
N
REGL TRANSPRTN DIST CO SALES TAX REVENUE
N/A
Regional Transportation District Sales Tax Revenue
759136VM3
25000.00000000
PA
USD
24934.84000000
0.199506306135
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
2.33700000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
15000.00000000
PA
USD
13839.98000000
0.110735151570
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
70000.00000000
PA
49844.69000000
0.398812664624
Long
DBT
NUSS
AU
Y
2
2031-11-21
Fixed
1.00000000
N
N
N
N
N
N
AUSTIN BIDCO INC
N/A
Austin BidCo Inc
92837TAA0
6000.00000000
PA
USD
6160.26000000
0.049288895274
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
16000.00000000
PA
USD
17054.24000000
0.136452787599
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
77000.00000000
PA
USD
75556.25000000
0.604533590068
Long
DBT
CORP
US
N
2
2021-09-15
Variable
3.44900000
N
N
N
N
N
N
AFFINITY GAMING
N/A
Affinity Gaming
00842XAA7
12000.00000000
PA
USD
12778.14000000
0.102239256826
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AW4
24000.00000000
PA
USD
27810.00000000
0.222510767008
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAC5
9000.00000000
PA
USD
9416.61000000
0.075343297868
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
10000.00000000
PA
USD
10237.25000000
0.081909325766
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.87500000
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
21666.00000000
PA
USD
21980.48000000
0.175868157641
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
100000.00000000
PA
143031.11000000
1.144407119461
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc. 2020 Term Loan B1
26812CAE6
8218.59000000
PA
USD
8018.26000000
0.064154950833
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.64700000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
6000.00000000
PA
USD
6300.00000000
0.050406969872
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
000000000
100000.00000000
PA
121391.17000000
0.971263658568
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAA1
11000.00000000
PA
USD
10981.87000000
0.087867109560
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.02900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
14000.00000000
PA
USD
19313.27000000
0.154527526830
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
18000.00000000
PA
USD
19594.96000000
0.156781358471
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
25000.00000000
PA
USD
32615.65000000
0.260961283638
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
13000.00000000
PA
USD
14576.25000000
0.116626126127
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-260.65000000
-0.00208548836
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
37489.22000000
USD
187000.00000000
BRL
2021-09-21
-260.65000000
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
12000.00000000
PA
USD
12923.40000000
0.103401497531
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
18453.75000000
PA
USD
18776.69000000
0.150234293196
Long
LON
CORP
KY
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
24000.00000000
PA
USD
24760.06000000
0.198107872771
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
13000.00000000
PA
USD
13407.55000000
0.107275233161
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
CASSA DEPOSITI E PRESTIT
81560029E2CE4D14F425
Cassa Depositi e Prestiti SpA
000000000
100000.00000000
PA
124809.81000000
0.998616560709
Long
DBT
NUSS
IT
Y
2
2025-04-09
Fixed
1.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
396000.00000000
PA
23506.26000000
0.188076085656
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
50000.00000000
PA
57625.08000000
0.461064392295
Long
DBT
NUSS
IT
Y
2
2045-04-30
Fixed
1.50000000
N
N
N
N
N
N
Miller's Ale House, Inc.
N/A
Miller's Ale House, Inc. 2018 Term Loan
60063GAG7
12966.67000000
PA
USD
12556.02000000
0.100462051088
Long
LON
CORP
US
N
2
2025-05-30
Floating
7.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
18000.00000000
PA
USD
19192.50000000
0.153561233218
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BPHG002M2 CDS USD R V 03MEVENT SPHG002M2_PRO CCPCDX / Short: BPHG002M2 CDS USD P F 1.00000 SPHG002M2_FEE CCPCDX
000000000
220000.00000000
OU
Notional Amount
USD
-5666.92000000
-0.04534162947
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S36.V1
2I65BYDY8
Y
buy protection
2026-06-20
0.00000000
USD
-4492.78000000
USD
220000.00000000
USD
-1174.14000000
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
59343.91000000
PA
USD
60270.80000000
0.482233079332
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Variable
2.37600000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
204803.31000000
1.638653059835
Long
DBT
CORP
KY
Y
2
2023-01-17
Fixed
4.75000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
9000.00000000
PA
USD
9213.80000000
0.073720593493
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
44000.00000000
PA
USD
46530.00000000
0.372291477487
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
15000.00000000
PA
USD
15700.13000000
0.125618409508
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
China Development Bank
000000000
600000.00000000
PA
94429.15000000
0.755537669704
Long
DBT
NUSS
CN
N
2
2026-02-26
Fixed
3.68000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
11412.88000000
PA
USD
11156.09000000
0.089261062305
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.68600000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
5000.00000000
PA
USD
5183.75000000
0.041475734932
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
23000.00000000
PA
USD
24564.69000000
0.196544696628
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300WM2IKMXZ5LGL49
Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2
26812CAF3
4417.11000000
PA
USD
4309.44000000
0.034480287658
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.64700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
215000.00000000
PA
USD
185672.66000000
1.485586695043
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
14000.00000000
PA
USD
14538.44000000
0.116323604297
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
13000.00000000
PA
USD
13113.62000000
0.104923467977
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
10000.00000000
PA
USD
10377.10000000
0.083028280486
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
100000.00000000
PA
140267.02000000
1.122291341468
Long
DBT
CORP
GB
N
3
2025-04-23
Fixed
2.62500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
19000.00000000
PA
USD
27289.80000000
0.218348591496
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAF6
8000.00000000
PA
USD
8708.64000000
0.069678754620
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
21000.00000000
PA
USD
24521.14000000
0.196196248447
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Transocean Proteus Ltd
5493000CTMQ2LH21VM89
Transocean Proteus Ltd
893829AA9
11550.00000000
PA
USD
11697.84000000
0.093595661659
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
1300000.00000000
PA
194560.50000000
1.556699247918
Long
DBT
NUSS
CN
N
2
2030-06-18
Fixed
3.09000000
N
N
N
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
100000.00000000
PA
138711.30000000
1.109843860330
Long
DBT
CORP
LU
Y
2
2026-07-17
Fixed
3.75000000
N
N
N
N
N
N
Verifone Systems, Inc.
N/A
Verifone Systems, Inc. 2018 1st Lien Term Loan
92346NAB5
12468.03000000
PA
USD
12275.84000000
0.098220301117
Long
LON
CORP
US
N
2
2025-08-20
Floating
4.14700000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
11000.00000000
PA
USD
13352.57000000
0.106835332335
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BG1
30000.00000000
PA
USD
30784.50000000
0.246310057784
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
Cvent, Inc.
N/A
Cvent, Inc. 1st Lien Term Loan
23248RAB0
18504.38000000
PA
USD
18310.08000000
0.146500896972
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.85400000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AD0
12000.00000000
PA
USD
12840.00000000
0.102734205264
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65000000
N
N
N
N
N
N
PROVINCE OF SASKATCHEWAN
549300FKDIB7OJMBSP83
Province of Saskatchewan Canada
803854JL3
49000.00000000
PA
53185.71000000
0.425544520891
Long
DBT
NUSS
CA
N
2
2040-06-01
Fixed
4.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
14000.00000000
PA
USD
15773.45000000
0.126205050624
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
9000.00000000
PA
USD
9482.31000000
0.075868970554
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
17000.00000000
PA
USD
20378.75000000
0.163052545601
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3296.52000000
-0.02637580703
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
145788.12000000
USD
120000.00000000
EUR
2021-09-10
-3296.52000000
N
N
N
BUENA VISTA GAMING AUTH
549300N8E8V848WZS074
Buena Vista Gaming Authority
11927PAD3
15000.00000000
PA
USD
16220.40000000
0.129781145098
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
13.00000000
N
N
N
N
N
N
REN FINANCE BV
54930019D5P01WQQZF17
Ren Finance BV
000000000
100000.00000000
PA
118692.64000000
0.949672433106
Long
DBT
CORP
NL
Y
2
2029-04-16
Fixed
0.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-303.02000000
-0.00242449523
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
19352.69000000
USD
163000.00000000
SEK
2021-07-21
-303.02000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
15000.00000000
PA
USD
16745.25000000
0.133980525755
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
iQIYI Inc
46267XAD0
14000.00000000
PA
USD
13113.89000000
0.104925628276
Long
DBT
CORP
KY
N
2
2025-04-01
Fixed
2.00000000
N
N
N
N
Y
iQIYI Inc
iQIYI Inc
USD
XXXX
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-486.04000000
-0.00388885772
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
59366.74000000
USD
245000.00000000
MYR
2021-09-09
-486.04000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
48000.00000000
PA
USD
53807.34000000
0.430518248619
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
5493006MX7HG5PC85C29
CSAIL 2016-C7 Commercial Mortgage Trust
12637UAG4
45000.00000000
PA
USD
34473.71000000
0.275827819264
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.53300000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1324.99000000
-0.01060138587
N/A
DFE
KR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
134047.06000000
USD
150000000.00000000
KRW
2021-08-13
-1324.99000000
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
8000.00000000
PA
USD
8276.92000000
0.066224516996
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
48363.33000000
PA
USD
49057.77000000
0.392516434032
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
13000.00000000
PA
USD
13341.25000000
0.106744759811
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
7000.00000000
PA
USD
7183.19000000
0.057473466971
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569AS8
11000.00000000
PA
USD
11440.00000000
0.091532656403
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
27000.00000000
PA
USD
29447.55000000
0.235612978677
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
21VIANET GROUP INC
529900672GYJQ3T38I58
21Vianet Group Inc
90138VAA5
24000.00000000
PA
USD
20748.00000000
0.166006954113
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.00000000
N
N
N
N
N
21Vianet Group Inc
21Vianet Group Inc
USD
XXXX
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan
62908HAD7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-10-20
Floating
3.35400000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
85000.00000000
PA
117209.17000000
0.937803031900
Long
DBT
NUSS
IT
Y
2
2033-09-01
Fixed
2.45000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BP5000G29 CDS USD R V 03MEVENT SP5000G29_PRO CCPCDX / Short: BP5000G29 CDS USD P F 5.00000 SP5000G29_FEE CCPCDX
000000000
329000.00000000
OU
Notional Amount
USD
-34143.89000000
-0.27318889437
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-20
0.00000000
USD
-26615.88000000
USD
329000.00000000
USD
-7528.01000000
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
8400.00000000
PA
USD
9517.20000000
0.076148129154
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
11000.00000000
PA
USD
12955.58000000
0.103658973133
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
10000.00000000
PA
USD
13334.82000000
0.106693312697
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-608.08000000
-0.00486531273
N/A
DFE
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
111000.00000000
CAD
88935.89000000
USD
2021-07-20
-608.08000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
15000.00000000
PA
USD
17366.63000000
0.138952253205
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-3.00000000
NC
USD
1267.78000000
0.010143642581
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
-371556.84000000
USD
1267.78000000
N
N
N
Pinewood Finance Co Ltd
N/A
Pinewood Finance Co Ltd
000000000
100000.00000000
PA
140878.73000000
1.127185698220
Long
DBT
CORP
GB
Y
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAA8
33000.00000000
PA
USD
33060.90000000
0.264523776231
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.10700000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AE8
15000.00000000
PA
USD
16289.85000000
0.130336821933
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-654.34000000
-0.00523544391
N/A
DFE
NZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
18827.20000000
USD
26000.00000000
NZD
2021-07-30
-654.34000000
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
13000.00000000
PA
USD
14463.36000000
0.115722881234
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
12000.00000000
PA
USD
12960.33000000
0.103696978388
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
544925.58000000
PA
USD
544925.58000000
4.360007506958
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
449500.00000000
USD
555929.45001500
USD
UST
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings Inc
70082LAA5
12000.00000000
PA
USD
11692.50000000
0.093552935751
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
28000.00000000
PA
USD
24815.28000000
0.198549693863
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Travel Leaders Group, LLC
549300ELYRGQJOXAK024
Travel Leaders Group, LLC 2018 Term Loan B
89416FAQ0
13315.77000000
PA
USD
12854.71000000
0.102851901538
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.10400000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAL4
30000.00000000
PA
USD
43341.75000000
0.346781950233
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
MAGNITE INC
54930018FR2YX1HHSB02
MAGNITE INC TERM LOAN
55955NAB4
19200.00000000
PA
USD
19200.00000000
0.153621241516
Long
LON
CORP
US
N
2
2028-04-01
Floating
5.75000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
25000.00000000
PA
USD
28149.48000000
0.225226982585
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
16000.00000000
PA
USD
16864.16000000
0.134931937308
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
404.72000000
0.003238207753
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
62216.37000000
USD
4675000.00000000
INR
2021-08-05
404.72000000
N
N
N
PUNCH FINANCE PL
2138006IJRIU1Q5DN388
Punch Finance PLC
000000000
100000.00000000
PA
140325.09000000
1.122755965712
Long
DBT
CORP
GB
N
2
2026-06-30
Fixed
6.12500000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
50000.00000000
PA
USD
53830.20000000
0.430701153909
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
11000.00000000
PA
USD
12005.95000000
0.096060882530
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
CITY OF MONTREAL
549300N5ZBGB87CAZW93
City of Montreal Canada
614853CP2
55000.00000000
PA
53138.27000000
0.425164948407
Long
DBT
NUSS
CA
N
2
2032-12-01
Fixed
4.25000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAF1
34146.76000000
PA
USD
34444.07000000
0.275590666472
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
4.00000000
N
N
N
N
N
N
Massage Envy Franchising, LLC
N/A
ME Funding LLC 2019-1
55282GAA5
49250.00000000
PA
USD
52322.33000000
0.418636525709
Long
ABS-O
CORP
US
N
2
2049-07-30
Fixed
6.44800000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
12000.00000000
PA
USD
12413.00000000
0.099317732861
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
11000.00000000
PA
USD
11883.96000000
0.095084827569
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Edgewater Generation, L.L.C.
5493004PLDT1L28SWG83
Edgewater Generation, L.L.C. Term Loan
28031FAD2
13000.00000000
PA
USD
12428.20000000
0.099439349677
Long
LON
CORP
US
N
2
2025-12-13
None
0.00000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
15000.00000000
PA
USD
16331.55000000
0.130670468066
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
12000.00000000
PA
USD
12541.50000000
0.100345875024
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
10000.00000000
PA
USD
10387.50000000
0.083111491992
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
650000.00000000
PA
97242.62000000
0.778048542328
Long
DBT
NUSS
CN
N
2
2030-03-10
Fixed
3.07000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
14000.00000000
PA
USD
15406.30000000
0.123267444436
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
9261.72000000
0.074104006509
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
285000.00000000
GBP
403561.71000000
USD
2021-09-08
9261.72000000
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
11000.00000000
PA
USD
11577.50000000
0.092632808523
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
000000000
75000.00000000
PA
59152.71000000
0.473287122356
Long
DBT
NUSS
XX
N
2
2024-01-17
Fixed
2.45000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAM7
30000.00000000
PA
USD
23117.36000000
0.184964455405
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
2.80400000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAA9
73056.95000000
PA
USD
73317.49000000
0.586621033263
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
GOODMAN US FIN THREE
N/A
Goodman US Finance Three LLC
38239JAA9
34000.00000000
PA
USD
36888.39000000
0.295147930694
Long
DBT
US
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AS0
15000.00000000
PA
USD
14104.50000000
0.112851604217
Long
DBT
CORP
US
N
2
2078-01-22
Fixed
6.37500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
15000.00000000
PA
USD
16346.10000000
0.130786884164
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BM8
15000.00000000
PA
USD
15049.35000000
0.120411449531
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
13000.00000000
PA
USD
13390.00000000
0.107134813744
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-2.00000000
NC
USD
-4314.09000000
-0.03451749280
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-290092.16000000
USD
-4314.09000000
N
N
N
Aimbridge Acquisition Co., Inc.
549300SPGKLVE9WYCQ20
Aimbridge Acquisition Co., Inc. 2019 Term Loan B
00900YAD8
12735.18000000
PA
USD
12475.19000000
0.099815321664
Long
LON
CORP
US
N
2
2026-02-02
Floating
3.85400000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
293.15000000
0.002345524320
N/A
DFE
CO
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
11218.58000000
USD
43275000.00000000
COP
2021-08-06
293.15000000
N
N
N
SSH Group Holdings, Inc.
N/A
SSH Group Holdings, Inc. 2018 1st Lien Term Loan
78482HAE5
18604.34000000
PA
USD
17988.07000000
0.143924460723
Long
LON
CORP
US
N
2
2025-07-30
Floating
4.39700000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
11000.00000000
PA
USD
12717.49000000
0.101753989727
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
13000.00000000
PA
USD
13341.25000000
0.106744759811
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
7000.00000000
PA
USD
7761.04000000
0.062096906263
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
7000.00000000
PA
USD
7386.75000000
0.059102172175
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
28000.00000000
PA
USD
32588.23000000
0.260741893303
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
5000.00000000
PA
7784.75000000
0.062286612494
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
16000.00000000
PA
USD
16600.00000000
0.132818365060
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Employbridge LLC
549300GS4274Y66CQH05
Employbridge LLC Term Loan B
29216JAC1
17950.41000000
PA
USD
17975.72000000
0.143825647059
Long
LON
CORP
US
N
2
2025-04-18
Floating
5.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
1125.03000000
0.009001484653
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4675000.00000000
INR
63746.12000000
USD
2021-08-05
1125.03000000
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
97000.00000000
PA
78527.56000000
0.628307357314
Long
DBT
NUSS
XX
Y
2
2025-10-30
Fixed
2.75000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
9000.00000000
PA
USD
9101.16000000
0.072819348877
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
11000.00000000
PA
USD
11936.21000000
0.095502885374
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
11000.00000000
PA
USD
11722.32000000
0.093791528742
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Kingpin Intermediate Holdings LLC
549300HRZOJTMNZCST05
Kingpin Intermediate Holdings LLC 2018 Term Loan B
49579GAF9
12734.52000000
PA
USD
12710.64000000
0.101699182149
Long
LON
CORP
US
N
2
2024-07-03
Floating
4.50000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
70000.00000000
PA
58400.49000000
0.467268530154
Long
DBT
NUSS
AU
Y
2
2026-07-21
Fixed
3.25000000
N
N
N
N
N
N
Colorado Buyer Inc
N/A
Colorado Buyer Inc 2nd Lien Term Loan
19633FAB7
10394.00000000
PA
USD
10329.04000000
0.082643747316
Long
LON
CORP
US
N
2
2025-05-01
Floating
8.25000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
11000.00000000
PA
USD
11381.70000000
0.091066191904
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
22286.00000000
PA
USD
22425.84000000
0.179431530356
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
5000.00000000
PA
USD
4956.25000000
0.039655483242
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
SCF Equipment Trust LLC
N/A
SCF Equipment Leasing 2019-1 LLC
78397AAB0
30825.62000000
PA
USD
30893.88000000
0.247185218794
Long
ABS-O
CORP
US
N
2
2024-10-20
Fixed
3.23000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
12000.00000000
PA
USD
12585.66000000
0.100699203880
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
151.25000000
0.001210167332
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
536000.00000000
ZAR
37271.89000000
USD
2021-09-28
151.25000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P38
240000.00000000
PA
USD
245929.69000000
1.967709599141
Long
DBT
UST
US
N
2
2023-01-31
Fixed
1.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-470.20000000
-0.00376212019
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
12436.52000000
USD
103000.00000000
NOK
2021-09-13
-470.20000000
N
N
N
CENTURY ALUMINUM COMPANY
549300U5ODNGEYWKSW73
Century Aluminum Co
156431AN8
12000.00000000
PA
USD
12749.76000000
0.102012185428
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
105000.00000000
PA
153710.77000000
1.229856214678
Long
DBT
NUSS
GB
Y
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
12000.00000000
PA
USD
12525.00000000
0.100213856770
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
2973.51000000
0.023791369680
N/A
DFE
CN
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
239843.91000000
USD
1572000.00000000
CNY
2021-07-21
2973.51000000
N
N
N
A-L Parent LLC
549300177GK4LMS8T214
A-L Parent LLC 2016 1st Lien Term Loan
00165HAB9
13230.72000000
PA
USD
12825.53000000
0.102618429255
Long
LON
CORP
US
N
2
2023-12-01
Floating
4.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
11000.00000000
PA
USD
11637.29000000
0.093111194671
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.35000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
12000.00000000
PA
USD
12459.00000000
0.099685783752
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
314000.00000000
PA
USD
282109.38000000
2.257187145781
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
14000.00000000
PA
USD
14802.41000000
0.118435656335
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
2021-07-21
LORD ABBETT GLOBAL FUND INC
Vito Fronda
Vito Fronda
Treasurer